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.
Recent work in signal propagation theory has shown that dropout limits the depth to which information can propagate through a neural network. In this paper, we investigate the effect of initialisation on training speed and generalisation for ReLU networks within this depth limit. We ask the following research question:…
The paper explores how the depth of neural networks affects their ability to represent data accurately.
problem Understanding the implicit bias and rank of neural networks with large depth.
method Analyzing the convergence of representation cost to a notion of rank as network depth increases, and investigating conditions for recovering the true rank of data.
result There is a range of network depths where the true rank of data is recovered, and this affects the topology of class boundaries.
Study on functions computed by deep-layered machines finds same distribution in neural networks and Boolean circuits.
problem Understanding the space of functions computed by deep-layered machines.
method Investigation of Boolean functions on random-layered machines, including neural networks and Boolean circuits.
result The space of functions computed at large depth limit is characterized and the macroscopic entropy of Boolean functions is either monotonically increasing or decreasing with depth.
Scene recognition with RGB images has been extensively studied and has reached very remarkable recognition levels, thanks to convolutional neural networks (CNN) and large scene datasets. In contrast, current RGB-D scene data is much more limited, so often leverages RGB large datasets, by transferring pretrained RGB CNN…
We describe a procedure for creating infinite families of hyperbolic knots having unique minimal genus Seifert surface. A large subset of these knots have the further property that the surface cannot be the sole compact leaf of a depth one foliation of the knot exterior.
We prove the precise scaling, at finite depth and width, for the mean and variance of the neural tangent kernel (NTK) in a randomly initialized ReLU network. The standard deviation is exponential in the ratio of network depth to width. Thus, even in the limit of infinite overparameterization, the NTK is not determinist…
Large neural networks learn low-dimensional representations that balance complexity and regularity.
problem Understanding the tradeoff between low-dimensional representations and complexity in deep neural networks.
method Computed finite depth corrections to reveal a measure of regularity that bounds the pseudo-determinant of the Jacobian.
result Proved the conjectured bottleneck structure in learned features as network depth increases, showing almost all hidden representations are approximately low-dimensional and weight matrices have singular values close to 1.
Recent work by Jacot et al. (2018) has shown that training a neural network using gradient descent in parameter space is related to kernel gradient descent in function space with respect to the Neural Tangent Kernel (NTK). Lee et al. (2019) built on this result by establishing that the output of a neural network traine…
This study presents a novel, deep, fully convolutional architecture which is optimized for the task of EEG-based neonatal seizure detection. Architectures of different depths were designed and tested; varying network depth impacts convolutional receptive fields and the corresponding learned feature complexity. Two deep…
This note explores the consequences of nonlinear price impact functions on price dynamics within the chartist-fundamentalist framework. Price impact functions may be nonlinear with respect to trading volume. As indicated by recent empirical studies, a given transaction may cause a large (small) price change if market d…
Deep architecture such as hierarchical semi-Markov models is an important class of models for nested sequential data. Current exact inference schemes either cost cubic time in sequence length, or exponential time in model depth. These costs are prohibitive for large-scale problems with arbitrary length and depth. In th…
We present a model for the joint estimation of disparity and motion. The model is based on learning about the interrelations between images from multiple cameras, multiple frames in a video, or the combination of both. We show that learning depth and motion cues, as well as their combinations, from data is possible wit…
Deep networks can perfectly classify two low-dimensional manifolds on a sphere with large depth and width.
problem Binary classification of two low-dimensional submanifolds on a sphere.
method Analysis of a deep fully-connected neural network trained to separate two submanifolds of the unit sphere.
result Randomly-initialized gradient descent can perfectly classify the two manifolds with high probability when the network depth is large relative to certain geometric and statistical properties of the data.
In order-driven markets, limit-order book (LOB) resiliency is an important microscopic indicator of market quality when the order book is hit by a liquidity shock and plays an essential role in the design of optimal submission strategies of large orders. However, the evolutionary behavior of LOB resilience around liqui…
We show that the standard stochastic gradient decent (SGD) algorithm is guaranteed to learn, in polynomial time, a function that is competitive with the best function in the conjugate kernel space of the network, as defined in Daniely, Frostig and Singer. The result holds for log-depth networks from a rich family of ar…
We present the notion of asymptotically large depth for a metric space which is (a priory) weaker than having subexponential asymptotic dimension growth and (a priory) stronger than property A.
We present a self-supervised approach to training convolutional neural networks for dense depth estimation from monocular endoscopy data without a priori modeling of anatomy or shading. Our method only requires monocular endoscopic videos and a multi-view stereo method, e.g., structure from motion, to supervise learnin…