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.
Analyzes deep neural networks training errors with SGD and random init.
We propose some machine-learning-based algorithms to solve hedging problems in incomplete markets. Sources of incompleteness cover illiquidity, untradable risk factors, discrete hedging dates and transaction costs. The proposed algorithms resulting strategies are compared to classical stochastic control techniques on s…
New algorithm reduces training time for deep learning in financial hedging.
New algorithm for RL using mean embeddings of return distributions.
With the growing prevalence of smart grid technology, short-term load forecasting (STLF) becomes particularly important in power system operations. There is a large collection of methods developed for STLF, but selecting a suitable method under varying conditions is still challenging. This paper develops a novel reinfo…
Recently, image forensics community has paied attention to the research on the design of effective algorithms based on deep learning technology and facts proved that combining the domain knowledge of image forensics and deep learning would achieve more robust and better performance than the traditional schemes. Instead…
New method combines QQA and gradient-based sampling for combinatorial optimization.
New learning-based methods improve spectral efficiency in mmWave full-duplex systems.
Translation of fully automated deep learning based medical image segmentation technologies to clinical workflows face two main algorithmic challenges. The first, is the collection and archival of large quantities of manually annotated ground truth data for both training and validation. The second is the relative inabil…
It is difficult to find the optimal sparse solution of a manifold learning based dimensionality reduction algorithm. The lasso or the elastic net penalized manifold learning based dimensionality reduction is not directly a lasso penalized least square problem and thus the least angle regression (LARS) (Efron et al. \ci…
We propose a deep learning based method, the Deep Ritz Method, for numerically solving variational problems, particularly the ones that arise from partial differential equations. The Deep Ritz method is naturally nonlinear, naturally adaptive and has the potential to work in rather high dimensions. The framework is qui…
Study on robustness of learning-based novelty detection methods under adversarial attacks.
We propose a systematic learning-based approach to the generation of massive quantities of synthetic 3D scenes and arbitrary numbers of photorealistic 2D images thereof, with associated ground truth information, for the purposes of training, benchmarking, and diagnosing learning-based computer vision and robotics algor…
In recent works, both sparsity-based methods as well as learning-based methods have proven to be successful in solving several challenging linear inverse problems. However, sparsity priors for natural signals and images suffer from poor discriminative capability, while learning-based methods seldom provide concrete the…
A new algorithm solves high-dimensional nonlinear BSDEs efficiently.
DAMVI algorithm improves imbalanced binary classification by adjusting weights of examples and classifiers.
A learning-based algorithm optimizes admission control in a queuing system.
In big data era, machine learning is one of fundamental techniques in intrusion detection systems (IDSs). However, practical IDSs generally update their decision module by feeding new data then retraining learning models in a periodical way. Hence, some attacks that comprise the data for training or testing classifiers…
Deep learning approximates SPDE solutions from noise trajectories.
Recently, a number of learning-based optimization methods that combine data-driven architectures with the classical optimization algorithms have been proposed and explored, showing superior empirical performance in solving various ill-posed inverse problems, but there is still a scarcity of rigorous analysis about the …
This work considers noise removal from images, focusing on the well known K-SVD denoising algorithm. This sparsity-based method was proposed in 2006, and for a short while it was considered as state-of-the-art. However, over the years it has been surpassed by other methods, including the recent deep-learning-based newc…
Reduces false positives in classifying rare online platforms.
GraphEraser improves unlearning efficiency for graph data.
Paper proposes efficient UAV placement for aerial base stations.
Cellular network configuration plays a critical role in network performance. In current practice, network configuration depends heavily on field experience of engineers and often remains static for a long period of time. This practice is far from optimal. To address this limitation, online-learning-based approaches hav…
Efficient machine learning detects falls in elderly with high accuracy.
A new algorithm speeds up matrix multiplication without actual multiplication.
CPAS uses machine learning to plan hospital resources for COVID-19.
Symbol detection plays an important role in the implementation of digital receivers. In this work, we propose ViterbiNet, which is a data-driven symbol detector that does not require channel state information (CSI). ViterbiNet is obtained by integrating deep neural networks (DNNs) into the Viterbi algorithm. We identif…
Machine learning based decision making systems are increasingly affecting humans. An individual can suffer an undesirable outcome under such decision making systems (e.g. denied credit) irrespective of whether the decision is fair or accurate. Individual recourse pertains to the problem of providing an actionable set o…
We present a deep reinforcement learning approach to minimizing the execution cost of neural network computation graphs in an optimizing compiler. Unlike earlier learning-based works that require training the optimizer on the same graph to be optimized, we propose a learning approach that trains an optimizer offline an…
Adaptive learning method for stochastic programs with latent uncertainty.
In this paper, wireless video transmission to multiple users under total transmission power and minimum required video quality constraints is studied. In order to provide the desired performance levels to the end-users in real-time video transmissions while using the energy resources efficiently, we assume that power c…
A meta-learning approach improves the performance of alternating minimization for non-convex optimization problems.
In this work, we design a machine learning based method, online adaptive primal support vector regression (SVR), to model the implied volatility surface (IVS). The algorithm proposed is the first derivation and implementation of an online primal kernel SVR. It features enhancements that allow efficient online adaptive …
In this letter, as a proof of concept, we propose a deep learning-based approach to attack the chaos-based image encryption algorithm in \cite{guan2005chaos}. The proposed method first projects the chaos-based encrypted images into the low-dimensional feature space, where essential information of plain images has been …
The paper introduces a new framework for off-policy reinforcement learning.
Deep learning models outperform classical methods in text classification.
A new machine learning method handles nuisance parameters for better unfolding in particle physics.
A new algorithm solves high-dimensional nonlinear BSDEs using deep learning.
Meta-Semi learns to optimize SSL with minimal hyper-parameter tuning.
This work evaluates machine learning-based hotspot detectors on synthesized layout patterns.
Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR), univariate Moving Average (MA), Simple Exponential Smoothing (SES), and more notably Auto…
Image reconstruction from undersampled k-space data has been playing an important role for fast MRI. Recently, deep learning has demonstrated tremendous success in various fields and also shown potential to significantly speed up MR reconstruction with reduced measurements. This article gives an overview of deep learni…
SUPER learning combines supervised and unsupervised methods for LDCT image reconstruction.
Paper proposes a learning-based sparse Bayesian method for accurate off-grid DOA estimation.
This paper provides theoretical insights into why and how deep learning can generalize well, despite its large capacity, complexity, possible algorithmic instability, nonrobustness, and sharp minima, responding to an open question in the literature. We also discuss approaches to provide non-vacuous generalization guara…
New RL algorithms improve control tasks with data reuse.