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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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3947871,1811,574 · Jun 202019922001200920172026
48 results for learning paths

Proposes a new method to learn entire solution paths without discretization.

problem Optimizing a family of problems indexed by hyperparameters.
method Parameterizes the solution path with basis functions and solves a single stochastic optimization problem.
result Uniform error of learned path converges linearly to a constant related to basis expressiveness.

In this thesis, we study the problem of feature learning on heterogeneous knowledge graphs. These features can be used to perform tasks such as link prediction, classification and clustering on graphs. Knowledge graphs provide rich semantics encoded in the edge and node types. Meta-paths consist of these types and abst…

2018-09-07abs ↗pdf ↗

Introduces q-paths for generalizing geometric annealing paths in machine learning.

problem Limited applicability of existing path methods in machine learning.
method Develops a family of paths derived from a generalized mean, including geometric and arithmetic mixtures.
result Empirical gains in Bayesian inference and generative model evaluation.

Develops a numerical scheme for solving path-dependent FBSDEs and PDEs.

problem Solving path-dependent FBSDEs and PDEs numerically.
method Picard iteration method for FBSDEs, concentration inequality for estimator, supervised learning with neural networks for PDEs.
result Proves convergence and rate of convergence for the Picard iteration method.

Paper develops approximation and statistical theory for signature-based path regression.

problem Understanding how fast signatures approximate continuous path functionals.
method Develops \(L^2\) approximation rate for smooth functionals of Itô diffusions and establishes consistency of statistical learning procedures.
result Signature-based methods improve prediction over handcrafted features in various real-data applications.

Deep RL optimizes processing paths to desired material structures.

problem Optimizing processing paths to achieve desired material properties.
method Deep reinforcement learning guided by structure representations and reward signals.
result Algorithm learns to find optimal paths to target structures in material space.

We solve the paradox of score-based methods by minimizing path variance.

problem Score-based methods are path-dependent, leading to inaccurate and unstable estimators.
method Propose MVP Principle to minimize path variance, derive closed-form expression, and use flexible Kumaraswamy Mixture Model.
result Establishes new state-of-the-art results on challenging benchmarks.

Adaptive learning, also known as adaptive teaching, relies on learning path recommendation, which sequentially recommends personalized learning items (e.g., lectures, exercises) to satisfy the unique needs of each learner. Although it is well known that modeling the cognitive structure including knowledge level of lear…

2019-05-23abs ↗pdf ↗

New methods use machine learning to simulate rare transitions in molecular systems.

problem Simulating rare transitions between metastable states in molecular dynamics.
method Generative models and reinforcement learning for importance sampling.
result Efficiently generated transition paths linking metastable states.

New control methods improve dynamic measure transport paths.

problem Improving paths for dynamic measure transport.
method Connecting mean-field games to optimization problems for learning paths, advocating for smoothness of velocities.
result Our method recovers more efficient and smooth transport models compared to untilted paths.

New algorithms sample from complex path measures using neural networks.

problem Sampling from posterior path measures under a general prior process.
method Combines controlled equilibrium dynamics and optimization in infinite-dimensional probability space.
result The algorithms can be integrated with neural networks for learning target trajectory ensembles.

PSiLON Net uses L1L_1 weight normalization and 1-path-norm regularization for efficient learning and sparsity.

problem Efficient learning and sparsity in neural networks with limited data.
method PSiLON Net employs L1L_1 weight normalization and 1-path-norm regularization to simplify the 1-path-norm and achieve efficient learning and near-sparse parameters.
result PSiLON Net achieves reliable optimization and strong performance in the small data regime.

Paper tackles efficient navigation in constrained environments using supervised and reinforcement learning.

problem Building learning agents that efficiently navigate in obstacle-cluttered environments.
method Synergistic use of supervised learning for path prediction and reinforcement learning for path following.
result Proposed method achieves good generalization and faster learning compared to existing work.

The paper analyzes how grid cells perform path integration and learns hexagon grid patterns.

problem Understanding how grid cells perform path integration calculations.
method Theoretical analysis of a general representation model of path integration by grid cells, identifying group representation and isotropic scaling conditions.
result The learned model of hexagon grid patterns is capable of accurate long distance path integration.

New method for learning on heterogeneous graphs without meta-paths.

problem Learning on heterogeneous graphs is sensitive to meta-paths choice, leading to poor performance.
method Decompose heterogeneous graph into homogeneous relation-type graphs, combine higher-order representations, use attention mechanisms.
result Our model outperforms state-of-the-art baselines in vertex classification tasks on heterogeneous graph datasets.

The study compares different game-theoretic attribution methods and finds that interventional Shapley values yield less consistent results than Aumann-Shapley due to path symmetry.

problem Investigating the influence of path choice on game-theoretic attribution algorithms.
method Comparative analysis of interventional Shapley values and Generalized Integrated Gradients (GIG) methods.
result Interventional Shapley values yield less consistent attributions than Aumann-Shapley due to path symmetry and extended away from the training data manifold.

We introduce a new feature map for barcodes that arise in persistent homology computation. The main idea is to first realize each barcode as a path in a convenient vector space, and to then compute its path signature which takes values in the tensor algebra of that vector space. The composition of these two operations …

2018-06-01abs ↗pdf ↗

This paper proposes a new approach to RL by focusing on the value-improvement path.

problem Value prediction problems in RL are sequence-dependent and require holistic approach.
method Characterize and approximate the value-improvement path holistically.
result A representation that spans the value-improvement path provides accurate value approximations for future policy improvements.

Paper introduces a new volatility model for natural gas markets and discusses swing option pricing.

problem Modeling price and storage dynamics in natural gas markets with path-dependent volatility.
method Developed a novel stochastic path-dependent volatility model and used deep learning for swing option pricing.
result Proposed a deep learning method for numerical approximations of swing option pricing.

Proposes a method to improve graph neural networks on heterogeneous graphs using meta-paths.

problem Improving graph neural networks on heterogeneous graphs with auxiliary tasks.
method Self-supervised auxiliary learning with meta-paths for heterogeneous graphs.
result Consistently improves link prediction and node classification on heterogeneous graphs.

Deep learning models price convertible bonds with complex reset and call features.

problem Pricing convertible bonds with path-dependent reset and call provisions.
method Formulated as a PPDE, deep learning approximates conditional expectations.
result Deep learning produces stable and accurate prices across various model specifications.

We present, for the first time, a novel deep neural network architecture called \dcn with a dual-path connection between the input image and output class label for mammogram image processing. This architecture is built upon U-Net, which non-linearly maps the input data into a deep latent space. One path of the \dcnn, t…

2019-03-01abs ↗pdf ↗

ARL bridges non-Markovian decision processes with reinforcement learning, improving foresight and stability.

problem Inaccurate foresight in non-Markovian environments due to state-based methods' limitations.
method Lifted state space into a signature-augmented manifold, using a self-consistent field approach to anticipate future path-law.
result ARL achieves deterministic evaluation of expected returns with reduced computational complexity and variance.

Update rules for learning in dynamic time warping spaces are based on optimal warping paths between parameter and input time series. In general, optimal warping paths are not unique resulting in adverse effects in theory and practice. Under the assumption of squared error local costs, we show that no two warping paths …

2017-05-16abs ↗pdf ↗