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.
We introduce the Locally Linear Latent Variable Model (LL-LVM), a probabilistic model for non-linear manifold discovery that describes a joint distribution over observations, their manifold coordinates and locally linear maps conditioned on a set of neighbourhood relationships. The model allows straightforward variatio…
In this paper we describe the local Ricci and Bianchi identities for an h-normal N-linear connection DΓ(N) on the dual 1-jet space J^{1*}(T,M). To reach this aim, we firstly give the expressions of the local distinguished (d-) adapted components of torsion and curvature tensors produced by DΓ(N), and then we analyze th…
This paper discusses topological and locally linear actions of finite groups on S4. Local linearity of the orientation preserving actions on S4 forces the group to be a subgroup of SO(5). On the other hand, orientation reversing topological actions of "exotic" groups G (i.e. G⊂O(5)) on S4 are …
The Gronwall conjecture states that a planar 3-web of foliations which admits more than one distinct linearizations is locally equivalent to an algebraic web. We propose an analogue of the Gronwall conjecture for the 3-web of foliations by Legendrian curves in a contact three manifold. The Legendrian Gronwall conjectur…
The network Lasso (nLasso) has been proposed recently as an efficient learning algorithm for massive networked data sets (big data over networks). It extends the well-known least absolute shrinkage and selection operator (Lasso) from learning sparse (generalized) linear models to network models. Efficient implementatio…
For their ability to capture non-linearities in the data and to scale to large training sets, local Support Vector Machines (SVMs) have received a special attention during the past decade. In this paper, we introduce a new local SVM method, called L3-SVMs, which clusters the input space, carries out dimensionality r…
Locally adaptive interpretable regression improves linear regression's predictability.
problem Linear regression's predictability is limited; it lacks adaptability.
method Locally adaptive interpretable regression (LoAIR) uses neural networks to predict percentile of a Gaussian distribution for regression coefficients.
result LoAIR achieves comparable or better predictive performance than state-of-the-art baselines.
In this paper, we propose and study random maxout features, which are constructed by first projecting the input data onto sets of randomly generated vectors with Gaussian elements, and then outputing the maximum projection value for each set. We show that the resulting random feature map, when used in conjunction with …
Survey of Locally Linear Embedding and its variants.
problem Representing high-dimensional data in a lower-dimensional space while preserving local structure.
method Explains various LLE and variant methods, including kernel LLE, inverse LLE, feature fusion, out-of-sample embedding, incremental LLE, landmark LLE, supervised LLE, robust LLE, fusion with other methods, and weighted LLE.
result Comprehensive overview of LLE and its variants.
This paper introduces a new method for semi-supervised learning on high dimensional nonlinear manifolds, which includes a phase of unsupervised basis learning and a phase of supervised function learning. The learned bases provide a set of anchor points to form a local coordinate system, such that each data point x on…
We consider deep linear networks with arbitrary convex differentiable loss. We provide a short and elementary proof of the fact that all local minima are global minima if the hidden layers are either 1) at least as wide as the input layer, or 2) at least as wide as the output layer. This result is the strongest possibl…
We investigate the loss surface of neural networks. We prove that even for one-hidden-layer networks with "slightest" nonlinearity, the empirical risks have spurious local minima in most cases. Our results thus indicate that in general "no spurious local minima" is a property limited to deep linear networks, and insigh…
Necessary and sufficient conditions for the exponentiation of finite-dimensional real Lie algebras of linear operators on complete Hausdorff locally convex spaces are obtained, focused on the equicontinuous case - in particular, necessary conditions for exponentiation to compact Lie groups are established. Applications…
Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamenta…
Posterior collapse in Variational Autoencoders (VAEs) arises when the variational posterior distribution closely matches the prior for a subset of latent variables. This paper presents a simple and intuitive explanation for posterior collapse through the analysis of linear VAEs and their direct correspondence with Prob…
We modify previous quasi-local mass definition. The new definition provides expressions of the quasi-local energy, the quasi-local linear momentum and the quasi-local mass. And they are equal to the ADM expressions at spatial infinity. Moreover, the new quasi-local energy has the positivity property.
We show that for any convex differentiable loss, a deep linear network has no spurious local minima as long as it is true for the two layer case. This reduction greatly simplifies the study on the existence of spurious local minima in deep linear networks. When applied to the quadratic loss, our result immediately impl…
In this paper, we propose a communication- and computation-efficient algorithm to solve a convex consensus optimization problem defined over a decentralized network. A remarkable existing algorithm to solve this problem is the alternating direction method of multipliers (ADMM), in which at every iteration every node up…