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.
Mixed precision training (MPT) is becoming a practical technique to improve the speed and energy efficiency of training deep neural networks by leveraging the fast hardware support for IEEE half-precision floating point that is available in existing GPUs. MPT is typically used in combination with a technique called los…
Model shows loss curve with two distinct exponents due to sparse activations.
problem Sparse activations impact neural network scaling laws.
method Introduced a model for neural scaling laws under sparse activations, derived asymptotic population loss, and analyzed gradient-descent dynamics.
result Loss curve exhibits double-descent peak near interpolation threshold with two distinct scaling exponents.
Generalized algorithm for translation and scale-invariant prediction.
problem Sequential prediction with expert advice, focusing on translation and scale invariance.
method Designing a generalized online algorithm using the universal prediction perspective to compete against a generic class of expert selection strategies.
result No preliminary knowledge of loss sequences is required; performance bounds are stable under arbitrary scalings and translations.
There are many surprising and perhaps counter-intuitive properties of optimization of deep neural networks. We propose and experimentally verify a unified phenomenological model of the loss landscape that incorporates many of them. High dimensionality plays a key role in our model. Our core idea is to model the loss la…
Typically, operational risk losses are reported above a threshold. Fitting data reported above a constant threshold is a well known and studied problem. However, in practice, the losses are scaled for business and other factors before the fitting and thus the threshold is varying across the scaled data sample. A report…
Tensor decomposition is a well-known tool for multiway data analysis. This work proposes using stochastic gradients for efficient generalized canonical polyadic (GCP) tensor decomposition of large-scale tensors. GCP tensor decomposition is a recently proposed version of tensor decomposition that allows for a variety of…
The paper studies entropy calibration in language models and finds that miscalibration improves slowly with scale.
problem The problem is whether language model entropy calibration improves with scale and if it's possible to calibrate without reducing log loss.
method The authors study a simplified theoretical setting to characterize miscalibration scaling behavior and measure it empirically in language models ranging from 0.5B to 70B parameters.
result The observed scaling behavior of miscalibration is similar to theoretical predictions, indicating slow improvement with scale. The authors also prove theoretically that it is possible to reduce entropy while preserving log loss if access to a black box predicting future entropy is available.
In this paper, we propose a Dual Focal Loss (DFL) function, as a replacement for the standard cross entropy (CE) function to achieve a better treatment of the unbalanced classes in a dataset. Our DFL method is an improvement on the recently reported Focal Loss (FL) cross-entropy function, which proposes a scaling metho…
Boosted decision trees typically yield good accuracy, precision, and ROC area. However, because the outputs from boosting are not well calibrated posterior probabilities, boosting yields poor squared error and cross-entropy. We empirically demonstrate why AdaBoost predicts distorted probabilities and examine three cali…
Despite being the standard loss function to train multi-class neural networks, the log-softmax has two potential limitations. First, it involves computations that scale linearly with the number of output classes, which can restrict the size of problems we are able to tackle with current hardware. Second, it remains unc…
We study empirical scaling laws for language model performance on the cross-entropy loss. The loss scales as a power-law with model size, dataset size, and the amount of compute used for training, with some trends spanning more than seven orders of magnitude. Other architectural details such as network width or depth h…
The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over 2%, and it is the result of the non-Pearson type auto-correlations in the index. These non-Pearson type correlations can be viewed also as functionally dependent daily volatilities, ext…