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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.

168,695 papers · 148 categories

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48 results for latent optimization

LOL-BO improves latent space Bayesian optimization over structured inputs.

problem Optimizing complex functions over high-dimensional, structured search spaces.
method Adapting trust regions from high-dimensional to structured settings, using a DAE to map inputs into a latent space.
result Achieves up to 20x improvement over state-of-the-art methods.

NLGS optimizes latent geometry for better model performance.

problem Improving machine learning model performance by aligning latent space geometry with data structure.
method NLGS uses product manifolds with Gromov-Hausdorff distance for latent geometry search.
result NLGS finds optimal latent geometry with query-efficient Bayesian optimization.

This work proposes a new method to train models with deep latent hierarchies using Optimal Transport.

problem Training models with deep latent hierarchies using VAEs often leads to the 'latent variable collapse' issue.
method Proposes a novel approach based on Optimal Transport to train models with deep latent hierarchies.
result The method avoids the 'latent variable collapse' issue and provides better sample generations and latent representation.

Direct optimization of binary latent VAEs achieves competitive results without sampling.

problem Training VAEs with discrete latent variables using standard methods is challenging.
method Applied evolutionary algorithms to directly optimize discrete latent distributions.
result Direct optimization is efficient and competitive in zero-shot learning.

LGS-Net improves NCO performance on combinatorial optimization tasks.

problem NP-hard combinatorial optimization problems in logistics, manufacturing, and drug discovery.
method LGS-Net uses a latent space model that conditions on problem instances and introduces Latent Guided Sampling for efficient inference.
result Empirical results show state-of-the-art performance on benchmark routing tasks.

Improved method for efficient black-box optimization in latent space.

problem Efficiently optimize expensive black-box functions over complex input spaces.
method Optimize in latent space of deep generative models, retrain model periodically and weight data points.
result Significantly improved efficiency and performance on synthetic and real-world problems.

Alpha signals for statistical arbitrage strategies are often driven by latent factors. This paper analyses how to optimally trade with latent factors that cause prices to jump and diffuse. Moreover, we account for the effect of the trader's actions on quoted prices and the prices they receive from trading. Under fairly…

2018-06-12abs ↗pdf ↗

The paper optimizes portfolios using MACD signals derived from price history.

problem Optimizing risky asset portfolios with latent mean-reverting and momentum factors.
method Derives optimal strategies based on MACD signals from EMA processes.
result Establishes admissibility and verification of optimal strategies.

LaTRO optimizes latent reasoning in LLMs without external reward.

problem Training LLMs to perform complex reasoning tasks.
method Formulates reasoning as latent distribution sampling and optimizes via variational approaches.
result LLMs improve reasoning and evaluation quality through self-improvement.

LES reduces over-exploration in LSO, improving solution quality.

problem Over-exploration in LSO leads to unrealistic solutions.
method LES uses a decoder's approximation of the data distribution to mitigate over-exploration.
result LES enhances solution quality while maintaining high objective values.

Generative Latent Implicit Conditional Optimization (GLICO) learns from small samples.

problem Learning from small labeled datasets.
method Generative Latent Implicit Conditional Optimization (GLICO) learns a latent space and generator from small labeled data.
result GLICO synthesizes new samples for every class using as few as 10 examples per class.

This paper shows how to estimate distances in latent space of random graphs using entropic OT.

problem Estimating distances between groups of nodes in latent space of random graphs.
method Entropic Optimal Transport (OT) with stability results for perturbations of the cost matrix.
result Consistent estimation of entropic OT distances between groups of nodes in latent space.

Paper introduces Latent-CLIP for efficient text-image comparison in latent space.

problem Efficiently compare text and images in latent space without costly decoding.
method Trains CLIP model in latent space, uses Latent-CLIP rewards for noise optimization, and guides generation away from harmful content.
result Latent-CLIP matches CLIP performance on text-image classification and harmful content detection.

Gradient-based meta-learning techniques are both widely applicable and proficient at solving challenging few-shot learning and fast adaptation problems. However, they have practical difficulties when operating on high-dimensional parameter spaces in extreme low-data regimes. We show that it is possible to bypass these …

2018-07-16abs ↗pdf ↗

This study improves GANs by learning latent distributions and pushforward maps.

problem Improving the performance of GANs with optimal transport metrics.
method Focuses on the interplay between latent distribution and generator complexity.
result Learning latent distributions and pushforward maps can significantly reduce sample complexity.

We decode latent states in Block MDPs and learn near-optimal policies.

problem Model estimation and reward-free learning in Block MDPs.
method Information-theoretical lower bound and efficient model estimation algorithm.
result Our algorithm approaches the information-theoretical limit for latent state decoding and converges to optimal policies.

New method compresses facial videos using GANs and latent space optimization.

problem Efficiently compressing facial videos at low bit rates.
method Leverages StyleGAN for latent space representation and compression, learns optimal compression through entropy model and perceptual loss.
result Significantly reduces perceptual distortion at low bit rates compared to state-of-the-art codecs.

AMES framework selects optimal embedding space for latent graph inference.

problem No principled method for choosing the best embedding space for latent graph inference.
method Differentiable AMES framework using backpropagation to select optimal embedding space.
result Consistently achieves comparable or superior results across multiple datasets.

Unified approach to DP problems using Gumbel distribution and variational Bayesian inference.

problem Solving classical optimal path problems in a probabilistic framework.
method Gumbel distribution and variational Bayesian inference for latent optimal paths.
result Unified approach transforms DP problems into directed acyclic graphs with Gibbs distribution.

Variational Auto-Encoders enforce their learned intermediate latent-space data distribution to be a simple distribution, such as an isotropic Gaussian. However, this causes the posterior collapse problem and loses manifold structure which can be important for datasets such as facial images. A GAN can transform a simple…

2018-09-16abs ↗pdf ↗

New particle algorithms optimize latent variable models.

problem Optimizing latent variable models for maximum likelihood estimation.
method Identify gradient flows associated with free energy functional and discretize them to create particle-based algorithms.
result Novel particle algorithms scale to high-dimensional settings and perform well in experiments.

New method improves robustness in partially observable domains by training against latent distribution shifts.

problem Challenges in robustness under latent distribution shift in partially observable reinforcement learning.
method Formalizes adversarial latent-initial-state POMDP, proves minimax principle, derives best-response inequalities.
result Reduces robustness gaps from 10.3 to 3.1 shots with targeted exposure to shifted latent distributions.

Automatic Chemical Design is a framework for generating novel molecules with optimized properties. The original scheme, featuring Bayesian optimization over the latent space of a variational autoencoder, suffers from the pathology that it tends to produce invalid molecular structures. First, we demonstrate empirically …

2017-09-16abs ↗pdf ↗

The paper develops a method to dynamically adjust VAE latent space dimensions during training.

problem Under- or overprovisioning of latent space dimensions in VAEs.
method GECO optimizer with L0L_0-ARM gradient estimator to dynamically adjust latent space dimensions.
result The latent space can be pruned effectively without violating reconstruction error constraints.

New LVMs optimize any exponential family distribution without specific assumptions.

problem Optimizing latent variable models with non-Gaussian observables.
method Generic optimization using EM approach for exponential family distributions.
result Concise parameter update equations applicable to various data types.

Paper proposes method for optimal control of unknown systems with latent states.

problem Jointly estimating dynamics and latent states in systems with unmeasurable states.
method Combination of particle Markov chain Monte Carlo methods and scenario theory.
result Probabilistic performance guarantees for optimal input trajectories.

Efficient RL in large POMDPs with latent determinism and embeddings.

problem Efficient reinforcement learning in large-scale POMDPs with latent states and observations.
method Conditional Hilbert space embeddings, linear optimal QQ-function, deterministic latent transitions, gap assumption.
result Computationally and statistically efficient algorithm for exact optimal policy.

This research examines the geometry of latent spaces in push-forward generative models.

problem Tendency of deep generative models to output samples outside target distribution support.
method Geometric measure theory and truncation method to enforce simplicial cluster structure.
result Proves sufficient condition for optimality in latent space geometry.

The paper optimizes hyperplanes for binary classification in high-dimensional data with latent Gaussian mixtures.

problem Binary classification in high-dimensional data with latent Gaussian mixtures.
method Generalized least squares estimator for estimating the direction of the optimal separating hyperplane. Simple correction for intercept estimation.
result The procedure is minimax optimal in many scenarios and can retain the interpolation property.

Latent variable models improve RL by facilitating efficient learning and exploration.

problem Improving sample efficiency in reinforcement learning.
method Representation view of latent variable models for state-action value functions, incorporating kernel embeddings and UCB exploration.
result Established sample complexity of the proposed approach in online and offline settings, demonstrated superior performance in benchmarks.

A latent-variable model is introduced for text matching, inferring sentence representations by jointly optimizing generative and discriminative objectives. To alleviate typical optimization challenges in latent-variable models for text, we employ deconvolutional networks as the sequence decoder (generator), providing l…

2017-09-21abs ↗pdf ↗

StrTransformer recovers sources without labels by optimizing latent matrices and enforcing structural constraints.

problem Unsupervised blind source recovery in signal processing.
method Source-wise structured Transformer framework with latent source matrix optimization, structural regularization, and branch-specific weights.
result StrTransformer learns distinct temporal-scale structures and recovers source-aligned latent trajectories.

Optimal algorithm for latent bandits with cluster structure reduces regret to nearly optimal.

problem Maximizing cumulative rewards in a multi-armed bandit problem with latent clusters.
method LATTICE algorithm exploiting cluster structure and arm information.
result Minimax optimal regret of O((M+N)T)O(\sqrt{(\mathsf{M}+\mathsf{N})\mathsf{T}}) with O(logT)O(\log{\mathsf{T}}) calls to matrix completion oracle.

Optimizes latent space of VAEs using decoder uncertainty to generate valid objects.

problem Lack of robustness in optimizing VAE latent space for black-box properties.
method Importance sampling-based estimator of decoder epistemic uncertainty to guide optimization.
result Improves trade-off between black-box objective and validity of generated samples.