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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,932 papers · 148 categories

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48 results for interleaved sampling

Paper proposes a new model and methods for robustly de-interleaving HMP mixtures.

problem Lack of robustness to non-ideal situations in existing HMP mixtures de-interleaving methods.
method Designs a generative model, formulates de-interleaving as posterior inference, develops exact and approximate inference methods, derives error probability bounds.
result Proposed methods are highly effective and robust for non-ideal situations, outperforming baseline methods.

Automates reparameterization in probabilistic programs for better inference.

problem Performance of inference algorithms is affected by parameterization, requiring manual and non-intuitive transformations.
method Automates non-centring and related reparameterizations using interleaved sampling and variational formulation.
result New inference algorithms yield more efficient samplers than fixed parameterizations across various models.

The paper tightens bounds on distances between Reeb graphs.

problem Certifying quasi-universality of distances between Reeb graphs.
method Establishes tight bi-Lipschitz bounds for various distances.
result Proves strict universality of the functional contortion distance for contour trees and coincides with interleaving distance for merge trees.

Study exact Lagrangian cobordisms in cotangent bundles, proving bounds on sheaf interleaving distance and shadow distance.

problem Understanding Lagrangian cobordisms and their properties in cotangent bundles.
method Use microlocal theory of sheaves, sheaf quantization, and cone decompositions.
result Interleaving distance of sheaves is bounded by the shadow distance of the cobordism.

Study integrates attentional and spacing factors to improve category learning models.

problem Understanding the impact of training sequences on category learning.
method Introduced a novel integration of attentional factors and spacing into logistic knowledge tracing models.
result Enhanced model predicts students' learning outcomes better than existing models.

Stable density-based clustering via multiparameter persistence.

problem Density-based clustering stability to data perturbations.
method Degree-Rips construction, correspondence-interleaving distance, multiparameter stability analysis.
result Persistable pipeline yields stable, consistent density-based clustering.

Improves text-to-speech speed by interleaving character reading and audio synthesis.

problem Latency in text-to-speech models limits their use in time-sensitive tasks.
method Reinforcement learning to train an agent to choose the order of character reading and audio synthesis.
result The proposed method successfully balances latency and audio quality.

DeepDIVE disentangles input into marginal and conditional distributions for multi-task learning.

problem Challenges in multi-task learning due to conflicting objectives.
method Inspired by probability theory, DeepDIVE uses a variational autoencoder with disentangled features and cross-attention mechanism.
result DeepDIVE disentangles input and improves forecast accuracy compared to baseline models.

The utility of learning a dynamics/world model of the environment in reinforcement learning has been shown in a many ways. When using neural networks, however, these models suffer catastrophic forgetting when learned in a lifelong or continual fashion. Current solutions to the continual learning problem require experie…

2019-03-06abs ↗pdf ↗

On-policy reinforcement learning (RL) algorithms have high sample complexity while off-policy algorithms are difficult to tune. Merging the two holds the promise to develop efficient algorithms that generalize across diverse environments. It is however challenging in practice to find suitable hyper-parameters that gove…

2019-05-05abs ↗pdf ↗

Unified model integrates text and time series for financial forecasting.

problem Challenges in integrating complementary modalities for improved forecasting.
method Modality-specific experts and cross-modal alignment framework.
result State-of-the-art performance on financial forecasting task.

In this paper, we propose a fully supervised speaker diarization approach, named unbounded interleaved-state recurrent neural networks (UIS-RNN). Given extracted speaker-discriminative embeddings (a.k.a. d-vectors) from input utterances, each individual speaker is modeled by a parameter-sharing RNN, while the RNN state…

2018-10-10abs ↗pdf ↗

HOMER learns latent states to explore rich environments efficiently.

problem Exploration in rich observation environments with unknown latent states.
method Interleaves representation learning and strategic exploration to identify kinematic states.
result Provably efficient exploration with polynomial sample complexity in latent states and time horizon.

In many practical problems, a learning agent may want to learn the best action in hindsight without ever taking a bad action, which is significantly worse than the default production action. In general, this is impossible because the agent has to explore unknown actions, some of which can be bad, to learn better action…

2018-06-03abs ↗pdf ↗

New model-free algorithms learn representations for low-rank MDPs efficiently.

problem Learning representations in reinforcement learning for low-rank MDPs.
method Developed minimax representation learning objective and interleaved with reward-free exploration.
result Proven sample efficiency and scalability to complex environments.

In the field of exploratory data mining, local structure in data can be described by patterns and discovered by mining algorithms. Although many solutions have been proposed to address the redundancy problems in pattern mining, most of them either provide succinct pattern sets or take the interests of the user into acc…

2017-02-07abs ↗pdf ↗

Learning linear combinations of multiple kernels is an appealing strategy when the right choice of features is unknown. Previous approaches to multiple kernel learning (MKL) promote sparse kernel combinations to support interpretability and scalability. Unfortunately, this 1-norm MKL is rarely observed to outperform tr…

2010-02-27abs ↗pdf ↗

ForecastNet uses a time-variant deep feed-forward neural network for better multi-step-ahead time series forecasting.

problem Time-invariant architectures limit multi-step-ahead forecasting.
method ForecastNet employs a deep feed-forward architecture with time-variant parameters and interleaved outputs.
result ForecastNet outperforms other models on multi-step-ahead time series forecasting tasks.

Sample efficiency is critical in solving real-world reinforcement learning problems, where agent-environment interactions can be costly. Imitation learning from expert advice has proved to be an effective strategy for reducing the number of interactions required to train a policy. Online imitation learning, which inter…

2018-06-12abs ↗pdf ↗

Recent sequential pattern mining methods have used the minimum description length (MDL) principle to define an encoding scheme which describes an algorithm for mining the most compressing patterns in a database. We present a novel subsequence interleaving model based on a probabilistic model of the sequence database, w…

2016-02-16abs ↗pdf ↗

We propose and analyze a new family of algorithms for training neural networks with ReLU activations. Our algorithms are based on the technique of alternating minimization: estimating the activation patterns of each ReLU for all given samples, interleaved with weight updates via a least-squares step. The main focus of …

2018-06-20abs ↗pdf ↗

Coordinate descent methods usually minimize a cost function by updating a random decision variable (corresponding to one coordinate) at a time. Ideally, we would update the decision variable that yields the largest decrease in the cost function. However, finding this coordinate would require checking all of them, which…

2017-12-08abs ↗pdf ↗

New method predicts state evolution for non-first-order algorithms on nonconvex problems.

problem Analyzing nonconvex optimization problems with random data.
method Developed a state evolution for a broader class of algorithms including first-order and saddle point updates.
result Established rigorous state evolution predictions and finite-sample guarantees for non-first-order methods.

RPI combines imitation and reinforcement learning to improve policies efficiently.

problem High sample complexity in reinforcement learning.
method Active interleaving between imitation and reinforcement learning, using oracle queries for exploration.
result RPI outperforms existing methods across various domains.

Generative models for source code are an interesting structured prediction problem, requiring to reason about both hard syntactic and semantic constraints as well as about natural, likely programs. We present a novel model for this problem that uses a graph to represent the intermediate state of the generated output. T…

2018-05-22abs ↗pdf ↗

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises two interleaved distributed processes: (i) running consensus algorithms for estim…

2015-12-21abs ↗pdf ↗

We consider the setting of Reeb graphs of piecewise linear functions and study distances between them that are stable, meaning that functions which are similar in the supremum norm ought to have similar Reeb graphs. We define an edit distance for Reeb graphs and prove that it is stable and universal, meaning that it pr…

2018-01-05abs ↗pdf ↗

Improved exploration algorithm for unknown MDPs with reduced sample complexity.

problem Exploration of unknown environments without reward function.
method Incremental model-based approach that interleaves state discovery and policy improvement.
result Achieves sample complexity scaling as O~(L5SL+εΓL+εAε2)\tilde{O}(L^5 S_{L+ε} Γ_{L+ε} A ε^{-2}).

We propose an alternative framework to existing setups for controlling false alarms when multiple A/B tests are run over time. This setup arises in many practical applications, e.g. when pharmaceutical companies test new treatment options against control pills for different diseases, or when internet companies test the…

2017-06-16abs ↗pdf ↗

Stream deinterleaving is an important problem with various applications in the cybersecurity domain. In this paper, we consider the specific problem of deinterleaving DNS data streams using machine-learning techniques, with the objective of automating the extraction of malware domain sequences. We first develop a gener…

2018-07-16abs ↗pdf ↗

Unified framework connects deformation theory and derived categories for multiparameter persistence.

problem Algebraic complexity of multiparameter persistence modules hinders classification, stability, and interpretability.
method Combines deformation theory and derived categories to study multiparameter persistence geometrically.
result Unified conjecture relating interleaving distance to derived convolution metrics established.

We describe computationally efficient methods for learning mixtures in which each component is a directed acyclic graphical model (mixtures of DAGs or MDAGs). We argue that simple search-and-score algorithms are infeasible for a variety of problems, and introduce a feasible approach in which parameter and structure sea…

2013-01-30abs ↗pdf ↗

BREMEN optimizes policies offline with fewer data, achieving efficient deployment.

problem High cost of updating policies in real-world applications.
method Behavior-Regularized Model-ENsemble (BREMEN) algorithm for offline optimization.
result BREMEN achieves impressive deployment efficiency with 5-10 deployments, outperforming standard RL methods.

We consider high-dimensional distribution estimation through autoregressive networks. By combining the concepts of sparsity, mixtures and parameter sharing we obtain a simple model which is fast to train and which achieves state-of-the-art or better results on several standard benchmark datasets. Specifically, we use a…

2015-11-15abs ↗pdf ↗

A core novelty of Alpha Zero is the interleaving of tree search and deep learning, which has proven very successful in board games like Chess, Shogi and Go. These games have a discrete action space. However, many real-world reinforcement learning domains have continuous action spaces, for example in robotic control, na…

2018-05-24abs ↗pdf ↗