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.
MALT improves adversarial attacks by targeting classes more efficiently.
It is important to develop mathematically tractable models than can interpret knowledge extracted from the data and provide reasonable predictions. In this paper, we present a Linear Distillation Learning, a simple remedy to improve the performance of linear neural networks. Our approach is based on using a linear func…
This note considers softmax parameter estimation when little/no labeled training data is available, but a priori information about the relative geometry of class label log-odds boundaries is available. It is shown that `data-free' softmax model synthesis corresponds to solving a linear system of parameter equations, wh…
Predicts optimal training dataset sizes per class for machine learning models.
The paper extends a variance gamma model to quadratic functions, reducing arbitrage and computational costs.
We present a detailed analysis of the class of regression decision tree algorithms which employ a regulized piecewise-linear node-splitting criterion and have regularized linear models at the leaves. From a theoretic standpoint, based on Rademacher complexity framework, we present new high-probability upper bounds for …
A new LDA variant improves multi-label classification performance.
MILDA uses unlabelled data to compute LDA projections.
S. Bigelow proved that the braid groups are linear. That is, there is a faithful representation of the braid group into the general linear group of some field. Using this, we deduce from previously known results that the mapping class group of a sphere with punctures and hyperelliptic mapping class groups are linear. I…
Supervised (linear) embedding models like Wsabie and PSI have proven successful at ranking, recommendation and annotation tasks. However, despite being scalable to large datasets they do not take full advantage of the extra data due to their linear nature, and typically underfit. We propose a new class of models which …
A body of recent work in modeling neural activity focuses on recovering low-dimensional latent features that capture the statistical structure of large-scale neural populations. Most such approaches have focused on linear generative models, where inference is computationally tractable. Here, we propose fLDS, a general …
New framework allows reinforcement learning with polynomial sample complexity.
Optimizes experiment design for causal structure learning in linear models with cycles.
New scalable algorithm for non-negative linear regression with entropy-regularized OT loss.
Auto-Associative models cover a large class of methods used in data analysis. In this paper, we describe the generals properties of these models when the projection component is linear and we propose and test an easy to implement Probabilistic Semi-Linear Auto- Associative model in a Gaussian setting. We show it is a g…
New algorithms for model selection in linear bandits adapt to instance complexity.
The study sets lower bounds on MMSE for inferring sensitive features from noisy data.
Proof of Gaussian ML estimator consistency in linear auto-regressive models.
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop the explicit solution for this class of problem. The revealed optimal control poli…
We derive two types of linearity conditions for mapping class groups of orientable surfaces: one for once-punctured surface, and the other for closed surface, respectively. For the once-punctured case, the condition is described in terms of the action of the mapping class group on the deformation space of linear repres…
Deep learning has been applied to various tasks in the field of machine learning and has shown superiority to other common procedures such as kernel methods. To provide a better theoretical understanding of the reasons for its success, we discuss the performance of deep learning and other methods on a nonparametric reg…
Algorithm solves word problem in mapping class group quickly.
Paper introduces second-order Esscher densities for continuous-time models.
In this paper we investigate general linear stochastic volatility models with correlated Brownian noises. In such models the asset price satisfies a linear SDE with coefficient of linearity being the volatility process. This class contains among others Black-Scholes model, a log-normal stochastic volatility model and H…
New algorithms improve model selection in linear bandits with optimal regret.
Local model for Poisson manifolds around submanifolds.
We consider Landau-Ginzburg (LG) models with boundary conditions preserving A-type N=2 supersymmetry. We show the equivalence of a linear class of boundary conditions in the LG model to a particular class of boundary states in the corresponding CFT by an explicit computation of the open-string Witten index in the LG mo…
Adam outperforms gradient descent on language models due to handling heavy-tailed class imbalance.
Study of low dimensional representations of mapping class groups of surfaces, focusing on genus ≥ 7.
Monodromy and vanishing cycles computed for ample linear systems on simply connected surfaces.
Introduces HTV to measure function complexity in learning schemes.
Paper derives an error bound for stochastic LTI systems.
We introduce the problem of model selection for contextual bandits, where a learner must adapt to the complexity of the optimal policy while balancing exploration and exploitation. Our main result is a new model selection guarantee for linear contextual bandits. We work in the stochastic realizable setting with a seque…
Linear models can be poisoned by shifting a fraction of one class's data, revealing scaling laws and weight alignment.
The recent financial crisis has led to so-called multi-curve models for the term structure. Here we study a multi-curve extension of short rate models where, in addition to the short rate itself, we introduce short rate spreads. In particular, we consider a Gaussian factor model where the short rate and the spreads are…
Study tackles causal structure learning in linear models with unobserved variables and measurement error.
Designs an MLP from LDA for multi-Gaussian class classification.
A new algorithm for faster model selection in twin multi-class SVM.
In this paper, we presented a novel semi-supervised one-class classification algorithm which assumes that class is linearly separable from other elements. We proved theoretically that class is linearly separable if and only if it is maximal by probability within the sets with the same mean. Furthermore, we presented an…
Optimal domain adaptation model using Fisher's Linear Discriminant.
We introduce a new embarrassingly parallel parameter learning algorithm for Markov random fields with untied parameters which is efficient for a large class of practical models. Our algorithm parallelizes naturally over cliques and, for graphs of bounded degree, its complexity is linear in the number of cliques. Unlike…
We introduce linear holonomy on Poisson manifolds. The linear holonomy of a Poisson structure generalizes the linearized holonomy on a regular symplectic foliation. However, for singular Poisson structures the linear holonomy is defined for the lifts of tangential path to the cotangent bundle (cotangent paths). The lin…
Supervised dimensionality reduction has emerged as an important theme in the last decade. Despite the plethora of models and formulations, there is a lack of a simple model which aims to project the set of patterns into a space defined by the classes (or categories). To this end, we set up a model in which each class i…
Online learning of linear operators between infinite-dimensional spaces is possible but with limitations.
Discriminative linear models are a popular tool in machine learning. These can be generally divided into two types: The first is linear classifiers, such as support vector machines, which are well studied and provide state-of-the-art results. One shortcoming of these models is that their output (known as the 'margin') …
Formanek and Procesi have demonstrated that Aut(F_n) is not linear for n >2. Their technique is to construct nonlinear groups of a special form, which we call FP-groups, and then to embed a special type of automorphism group, which we call a poison group, in Aut(F_n), from which they build an FP-group. We first prove t…
This work introduces a transformation-based learner model for classification forests. The weak learner at each split node plays a crucial role in a classification tree. We propose to optimize the splitting objective by learning a linear transformation on subspaces using nuclear norm as the optimization criteria. The le…
Time-invariant linear dynamical system arises in many real-world applications,and its usefulness is widely acknowledged. A practical limitation with this model is that its latent dimension that has a large impact on the model capability needs to be manually specified. It can be demonstrated that a lower-order model cla…