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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.

168,742 papers · 148 categories

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103205308410 · Jun 202019922001200920172026
48 results for linear autoencoders

Study on dynamics of non-linear autoencoders learning principal components.

problem Technical difficulty in studying non-linear autoencoders due to non-trivial correlations.
method Derive asymptotically exact equations for SGD training of shallow, non-linear autoencoders.
result Autoencoders learn principal components sequentially and tie weights are ineffective.

The paper analyzes the generalizability of linear autoencoders and multivariate linear regression.

problem Limited theoretical understanding of linear autoencoders' performance.
method Proposes a PAC-Bayes bound for multivariate linear regression and shows LAEs as constrained models.
result The proposed PAC-Bayes bound is tight and correlates with practical metrics.

This work analyzes how bottleneck layers and skip connections affect linear denoising autoencoders' generalization.

problem Understanding the generalization of linear denoising autoencoders in overparameterized regimes.
method Analyzes two-layer linear denoising autoencoders with a bottleneck layer and skip connection, deriving test risk formulas.
result Bottleneck layers introduce an additional complexity measure, while skip connections can mitigate variance.

We solve a high-dimensional model where nonlinear autoencoders detect hidden structure missed by PCA.

problem Hidden structure in high-dimensional data not detected by PCA.
method Tractable spiked model with two latent factors, one visible and one uncorrelated.
result Nonlinear autoencoders can extract hidden structure missed by PCA, even if reconstruction loss is higher.

Recently, deep learning becomes the main focus of machine learning research and has greatly impacted many important fields. However, deep learning is criticized for lack of interpretability. As a successful unsupervised model in deep learning, the autoencoder embraces a wide spectrum of applications, yet it suffers fro…

2018-12-31abs ↗pdf ↗

We study the limits and methods of training two-layer autoencoders.

problem Understanding the limits and methods of training two-layer autoencoders.
method Focus on non-linear two-layer autoencoders trained in the proportional regime, using gradient methods.
result Gradient methods achieve the minimizers of the population risk and reveal the structure of the features.

Autoencoders are a deep learning model for representation learning. When trained to minimize the distance between the data and its reconstruction, linear autoencoders (LAEs) learn the subspace spanned by the top principal directions but cannot learn the principal directions themselves. In this paper, we prove that $L_2…

2019-01-23abs ↗pdf ↗

Improves supervised learning with target-embedding autoencoders.

problem Improving generalization in purely supervised settings with high-dimensional target spaces.
method Target-Embedding Autoencoders (TEA) for jointly optimizing latent representations for prediction and feature predictability.
result Guaranteed generalization for linear TEAs through uniform stability, and empirical validation across multivariate sequence forecasting.

We provide a series of results for unsupervised learning with autoencoders. Specifically, we study shallow two-layer autoencoder architectures with shared weights. We focus on three generative models for data that are common in statistical machine learning: (i) the mixture-of-gaussians model, (ii) the sparse coding mod…

2018-06-02abs ↗pdf ↗

The autoencoder is an artificial neural network model that learns hidden representations of unlabeled data. With a linear transfer function it is similar to the principal component analysis (PCA). While both methods use weight vectors for linear transformations, the autoencoder does not come with any indication similar…

2017-11-21abs ↗pdf ↗

Paper uses autoencoders for efficient reduced-order modeling of eigenvalue problems.

problem Efficiently modeling eigenvalue problems in high dimensions.
method Autoencoder-based reduced-order modeling for eigenvalue problems.
result Autoencoder-based models outperform standard POD-Galerkin methods in neutron diffusion applications.

Proposes a neural network autoencoder for smoothing and representation learning of functional data.

problem Lack of sufficient nonlinear representations in existing methods for functional data analysis.
method Develops a neural network autoencoder architecture to process functional data directly, learning both smoothing and representation.
result Outperforms traditional methods in prediction, classification, and computational efficiency.

High-dimensional data in many areas such as computer vision and machine learning tasks brings in computational and analytical difficulty. Feature selection which selects a subset from observed features is a widely used approach for improving performance and effectiveness of machine learning models with high-dimensional…

2017-10-23abs ↗pdf ↗

Enhanced autoencoders improve ROMs for PDEs by capturing essential properties.

problem Autoencoders struggle to capture essential properties for accurate ROMs.
method Introduced symmetric Convolutional AutoEncoders (CAEs) that preserve manifold properties.
result Symmetric CAEs yield more accurate latent trajectories and robust models.

Enhanced GARCH model uses autoencoder for volatility forecasting.

problem Selecting optimal realised volatility estimator for forecasting.
method Proposes an autoencoder-enhanced Realised GARCH model combining multiple realised measures.
result The model outperforms traditional linear methods in one-step-ahead rolling volatility forecasting.

Denoising autoencoders (DAEs) have proven useful for unsupervised representation learning, but a thorough theoretical understanding is still lacking of how the input noise influences learning. Here we develop theory for how noise influences learning in DAEs. By focusing on linear DAEs, we are able to derive analytic ex…

2018-06-14abs ↗pdf ↗

This work tackles posterior collapse in conditional and hierarchical VAEs.

problem Posterior collapse in VAEs leads to poor latent variable representations.
method Theoretical analysis of linear conditional and hierarchical VAEs, empirical validation.
result Theoretical and empirical evidence of posterior collapse causes in conditional and hierarchical VAEs.

We propose a new IRT model that directly factors test items without factor analysis.

problem Existing multidimensional IRT methods require factorization, which is posthoc and linear.
method We use a sparsity-promoting horseshoe prior to factorize items directly within the IRT model.
result Our model performs factorization directly and consistently selects the correct number of factors.

Contrastive learning outperforms autoencoders and GANs in feature recovery and downstream tasks.

problem Theoretical understanding of contrastive learning's superiority in feature learning.
method Theoretical analysis of contrastive learning in linear representation settings.
result Contrastive learning outperforms autoencoders and GANs for feature recovery and in-domain downstream tasks.

To date, the instability of prognostic predictors in a sparse high dimensional model, which hinders their clinical adoption, has received little attention. Stable prediction is often overlooked in favour of performance. Yet, stability prevails as key when adopting models in critical areas as healthcare. Our study propo…

2016-09-28abs ↗pdf ↗

A framework connects VAEs to GLMs for better model initialization and performance.

problem Understanding and optimizing loss function critical points in VAEs.
method Introducing a theoretical framework based on GLM and EDFs.
result Maximum likelihood initialization improves VAE performance.

Paired autoencoders solve inverse problems using latent space projections.

problem Solving inverse problems in scientific computing.
method Paired autoencoder framework that projects data and quantity of interest into a latent space.
result Paired autoencoders generate multiple reconstruction metrics and enable latent-space refinement for accurate data fitting.

Enhances FAVAR models with autoencoder for better economic forecasting and interpretability.

problem Limitations of linear FAVAR models in forecasting and structural analysis.
method Introduces Grouped Sparse autoencoder with time-varying parameters.
result The Grouped Sparse autoencoder produces more interpretable factors and superior forecasting performance.

The paper provides convergence guarantees for VAEs using SGD and Adam.

problem Understanding theoretical convergence guarantees for VAEs.
method Derives non-asymptotic convergence rates for VAEs trained with SGD and Adam.
result Convergence rate of \(\mathcal{O}(\log n / \sqrt{n})\) with explicit hyperparameter dependencies.

Graphon autoencoder generates graphs with arbitrary sizes using Chebyshev filters.

problem Generating graphs with arbitrary sizes and arbitrary structures.
method Induces graphons from observed graphs, uses Chebyshev filters for latent representation, and learns encoder and decoder to minimize Wasserstein distance.
result Graphon autoencoder provides a new paradigm for graph generation with good generalizability and transferability.

RAEUFS selects features from data without labels, improving robustness to outliers.

problem Feature selection in high-dimensional data, especially in the presence of outliers.
method RAEUFS uses a deep autoencoder to learn nonlinear feature representations, improving robustness to outliers.
result RAEUFS outperforms state-of-the-art UFS methods in both clean and outlier-contaminated data settings.

Novel autoencoder method approximates Koopman operator in low dimensions.

problem Challenges in approximating finite Koopman operators using data-driven methods.
method Mori-Zwanzig autoencoder (MZ-AE) for robust Koopman operator approximation.
result Improved predictive capability and robust long-term statistical performance.

Improved CAEs reduce training time and enhance generalization.

problem Stability issues in Concrete Autoencoders (CAEs) for feature selection.
method Indirectly Parameterized Concrete Autoencoders (IP-CAEs) learn parameters of Gumbel-Softmax distributions.
result IP-CAEs achieve significant improvements in generalization and training time.

This paper proposes a novel model for the rating prediction task in recommender systems which significantly outperforms previous state-of-the art models on a time-split Netflix data set. Our model is based on deep autoencoder with 6 layers and is trained end-to-end without any layer-wise pre-training. We empirically de…

2017-08-05abs ↗pdf ↗

Study shows double and triple descent in unsupervised autoencoders, improving performance in various tasks.

problem Exploring the phenomenon of double descent in unsupervised learning.
method Analytical demonstration and extensive experiments on synthetic and real datasets.
result Over-parameterized unsupervised autoencoders exhibit double and triple descent, enhancing performance in downstream tasks.

Herein, we present a system for hyperspectral image segmentation that utilizes multiple class--based denoising autoencoders which are efficiently trained. Moreover, we present a novel hyperspectral data augmentation method for labelled HSI data using linear mixtures of pixels from each class, which helps the system wit…

2018-07-11abs ↗pdf ↗

A new method scales Gaussian process variational autoencoders to handle high-dimensional time series.

problem Scalability issue in Gaussian process variational autoencoders (GPVAEs).
method Introducing Markovian GPs and using Kalman filtering and smoothing for linear time training.
result MGPVAE outperforms existing approaches in various tasks with high scalability.