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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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4284125167 · Jun 202019922001200920172026
48 results for locality-aware attention

LARA forecasts financial asset trends by refining noisy labels and extracting profitable samples.

problem Low signal-to-noise ratio and stochastic nature of financial data lead to poor predictions.
method LARA combines LA-Attention and RA-Labeling to refine and extract profitable samples.
result LARA significantly outperforms existing methods on Qlib platform.

Proposes RLAR for efficient labeled data classification with robust margin and manifold structure.

problem Clear margin representation and data manifold structure difficulty in linear discriminant methods.
method Introduces retargeted regression for adaptive margin learning and locality-aware strategy for compact data manifold.
result RLAR outperforms state-of-the-art approaches in UCI and benchmark data sets.

We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to make unbiased weight updates to a variance network. Further, we formulate a heurist…

2019-06-04abs ↗pdf ↗

Data loading can dominate deep neural network training time on large-scale systems. We present a comprehensive study on accelerating data loading performance in large-scale distributed training. We first identify performance and scalability issues in current data loading implementations. We then propose optimizations t…

2019-10-02abs ↗pdf ↗

Discretizing multi-dimensional data distributions is a fundamental step of modern indexing methods. State-of-the-art techniques learn parameters of quantizers on training data for optimal performance, thus adapting quantizers to the data. In this work, we propose to reverse this paradigm and adapt the data to the quant…

2018-06-08abs ↗pdf ↗

New interpretation of attention in Transformers and Graph Attention Networks.

problem Understanding and improving attention mechanisms in deep learning models.
method Decomposed attention into a kernel and a normalization term; generalized the kernel function and norm.
result Generalized attention leads to better performance on various tasks.

New approach improves multi-head attention by making heads less similar.

problem Multi-head attention can lead to similar features, reducing model expressiveness.
method Proposes a non-parametric approach using Bayesian techniques to make heads repel each other.
result Improves feature diversity, leading to better representations and performance.

Aligns attention distributions for improved accuracy and robustness.

problem Improving the accuracy and robustness of neural networks using attention mechanisms.
method Alignment attention that encourages key and query distributions to match within each head.
result Alignment attention leads to better accuracy, uncertainty estimation, and robustness across various tasks.

Elliptical Attention improves transformer performance by focusing on contextually relevant features.

problem Transformer models suffer from representation collapse and are vulnerable to contaminated samples.
method Uses Mahalanobis distance to define hyper-ellipsoidal neighborhoods for attention weights.
result Elliptical Attention reduces representation collapse and enhances model robustness.

Kernel PCA explains self-attention mechanisms in deep learning models.

problem Understanding and explaining self-attention mechanisms in deep learning models.
method Deriving self-attention from kernel principal component analysis (kernel PCA).
result RPC-Attention, a robust attention mechanism, outperforms softmax attention in various tasks.

Study examines asset pricing using various attention models, finding global self-attention and sliding window sparse attention models perform well.

problem Traditional asset pricing models miss temporal dependency and short memory issues.
method Investigates RNN attention models with various attention mechanisms for large-cap US stocks.
result Global self-attention and sliding window sparse attention models outperform in deriving returns and hedging risks, especially during the pandemic.

LARF improves random forests with attention mechanisms and contamination models.

problem Improving accuracy in classification tasks with random forests.
method Introduces a two-level attention mechanism and uses a mixture of contamination models.
result Significantly improved classification performance on various datasets.

Gated attention improves performance by using a hierarchical mixture of experts.

problem Improving performance of self-attention mechanisms in Transformers.
method Rigorously show that gated attention can be modeled as a hierarchical mixture of experts, providing a theoretical justification for its benefits.
result Gated attention is more sample-efficient than multi-head self-attention, requiring fewer data points to achieve the same estimation error.

Multi-head attention outperforms single-head in in-context linear regression tasks.

problem Comparing performance of transformer with single-/multi-head attention in in-context learning.
method Theoretical analysis of performance of transformers with different attention mechanisms in linear regression tasks.
result Multi-head attention with a substantial embedding dimension outperforms single-head attention in in-context linear regression tasks.

S3^3Attention improves long sequence attention with smoothed skeleton sketching.

problem Quadratic complexity of vanilla Attention makes it unsuitable for long sequence tasks.
method S3^3Attention uses smoothing and matrix sketching to balance information preservation and computation.
result S3^3Attention significantly outperforms vanilla Attention and other Attention variants.

Attention Model has now become an important concept in neural networks that has been researched within diverse application domains. This survey provides a structured and comprehensive overview of the developments in modeling attention. In particular, we propose a taxonomy which groups existing techniques into coherent …

2019-04-05abs ↗pdf ↗

GOAT improves attention mechanisms by learning better priors.

problem Standard attention mechanisms use a naive uniform prior, limiting flexibility and generalization.
method GOAT introduces a trainable, continuous prior that replaces the uniform assumption, maintaining compatibility with optimized kernels.
result GOAT avoids representational trade-offs and learns an extrapolatable prior that combines positional flexibility with length generalization.

SympFormer accelerates attention blocks using inertial dynamics on density spaces.

problem Improving the efficiency of self-attention blocks in Transformers.
method Introduced accelerated attention blocks derived from inertial Nesterov dynamics on density spaces.
result Accelerated attention blocks converge faster than classical blocks while preserving oracle calls.

New approach improves linear-time attention for language models.

problem Challenges of quadratic attention in long-sequence modelling, especially for discrete data.
method Reinterpreting linear attention through latent probabilistic graphical models, introducing asymmetric structure and recurrent parameterisation.
result Our model achieves competitive performance and outperforms existing linear attention variants on language modelling benchmarks.

Bayesian theory explains abrupt emergence of copy subcircuit in attention.

problem Understanding the abrupt emergence of the copy subcircuit in attention during training.
method Deriving a closed-form posterior over the attention matrix and reducing it to a low-dimensional order parameter space.
result Derive a phase transition in the amount of training data.

Attention weights may not accurately highlight important parts due to combinatorial shortcuts.

problem Inaccurate interpretation of attention weights in models.
method Theoretical analysis and design of experiments to show combinatorial shortcuts. Proposed two methods to mitigate this issue.
result Proposed methods improve the interpretability of attention mechanisms.

Single-head attention approximates any function under various norms.

problem Universal approximation of functions using attention mechanisms.
method Interpreting attention as partitioning and summing linear transformations.
result Single-head attention can approximate any continuous function under LL_\infty-norm and Lebesgue integrable functions under LpL_p-norm.

Transformers with linear space and time complexity for accurate attention estimation.

problem Efficiently estimating attention in large-scale tasks without relying on priors.
method Performers use Fast Attention Via positive Orthogonal Random features (FAVOR+) for linear approximation of softmax attention.
result Performers achieve competitive results on various tasks, demonstrating the effectiveness of their attention-learning approach.

Neural attention has become central to many state-of-the-art models in natural language processing and related domains. Attention networks are an easy-to-train and effective method for softly simulating alignment; however, the approach does not marginalize over latent alignments in a probabilistic sense. This property …

2018-07-10abs ↗pdf ↗

Neural networks using transformer-based architectures have recently demonstrated great power and flexibility in modeling sequences of many types. One of the core components of transformer networks is the attention layer, which allows contextual information to be exchanged among sequence elements. While many of the prev…

2019-07-15abs ↗pdf ↗

The paper explores how sinks and diagonal patterns prevent attention oversmoothing.

problem Preventing attention oversmoothing in neural networks.
method Analyzing geometric conditions and conditions for dense vs. sparse attention, proving equivalence between sinks and hard attention switch, and comparing the costs of sinks vs. diagonal patterns.
result Sinks and diagonal patterns effectively prevent attention oversmoothing, and diagonal patterns provide a more flexible approach.

A method to automatically choose feature dimensions in linear attention for better approximation quality.

problem Choosing the feature dimension in linear attention to balance quality and efficiency.
method Statistical degrees of freedom for determining feature dimension, layer-wise training strategy.
result Our method achieves smaller approximation error compared to fixed dimensions and improves model performance.

Although deep neural networks generally have fixed network structures, the concept of dynamic mechanism has drawn more and more attention in recent years. Attention mechanisms compute input-dependent dynamic attention weights for aggregating a sequence of hidden states. Dynamic network configuration in convolutional ne…

2019-12-01abs ↗pdf ↗

ZeroS improves Transformers by adding negative weights, matching or beating softmax attention.

problem Limited performance of linear attention methods, especially in long context sequences.
method Proposes Zero-Sum Linear Attention (ZeroS) that removes the zero-order term and reweights zero-sum softmax residuals.
result ZeroS matches or exceeds standard softmax attention across various benchmarks, theoretically expanding representable functions.

IAL uses interactive learning to improve model performance with minimal human feedback.

problem Overfitting and high human interaction cost in training neural networks.
method IAL framework with NAP attention generator and reranking algorithm.
result IAL significantly outperforms baselines with less retraining and human interaction.

Efficient sparse attention reduces self-attention complexity and improves model performance.

problem Quadratic compute and memory requirements of self-attention for long sequences.
method Content-based sparse attention with dynamic routing module.
result Routing Transformer achieves state-of-the-art performance on various benchmarks.

The Transformer is a fully attention-based alternative to recurrent networks that has achieved state-of-the-art results across a range of NLP tasks. In this paper, we analyze the structure of attention in a Transformer language model, the GPT-2 small pretrained model. We visualize attention for individual instances and…

2019-06-07abs ↗pdf ↗

New analysis shows how attention masks and LayerNorm prevent rank collapse in transformers.

problem Rank collapse in transformer models with increasing depth.
method General analysis of rank collapse under self-attention, considering attention masks and LayerNorm.
result Self-attention with LayerNorm can prevent rank collapse and maintain a rich set of equilibria.