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.
Real world data often exhibit low-dimensional geometric structures, and can be viewed as samples near a low-dimensional manifold. This paper studies nonparametric regression of Hölder functions on low-dimensional manifolds using deep ReLU networks. Suppose n training data are sampled from a Hölder function in $\mathc…
The input data features set for many data driven tasks is high-dimensional while the intrinsic dimension of the data is low. Data analysis methods aim to uncover the underlying low dimensional structure imposed by the low dimensional hidden parameters by utilizing distance metrics that consider the set of attributes as…
New algorithms extract low-dimensional representations from sequential data, revealing insights into complex processes.
problem Challenges in extracting low-dimensional representations from sequential, high-dimensional, sparse, and noisy data.
method Developed new clustering algorithms based on Block Markov Chains theory, validated on real-world data.
result These algorithms can successfully extract low-dimensional representations from real-world sequential data, revealing insights into complex processes.
We consider the ability of deep neural networks to represent data that lies near a low-dimensional manifold in a high-dimensional space. We show that deep networks can efficiently extract the intrinsic, low-dimensional coordinates of such data. We first show that the first two layers of a deep network can exactly embed…
Unified approach tackles high-dimensional tensor bandits with convex optimization and weakly decomposable regularizers.
problem Challenges in high-dimensional generalized tensor bandits where existing algorithms fail.
method Proposes a generalized linear tensor bandits algorithm with a unified analytical framework using convex optimization and weakly decomposable regularizers.
result Unified analytical framework provides better bounds and broader applicability compared to existing methods.
Extracting an understanding of the underlying system from high dimensional data is a growing problem in science. Discovering informative and meaningful features is crucial for clustering, classification, and low dimensional data embedding. Here we propose to construct features based on their ability to discriminate bet…
Scientific and engineering processes deliver massive high-dimensional data sets that are generated as non-linear transformations of an initial state and few process parameters. Mapping such data to a low-dimensional manifold facilitates better understanding of the underlying processes, and enables their optimization. I…
Finding rare information hidden in a huge amount of data from the Internet is a necessary but complex issue. Many researchers have studied this issue and have found effective methods to detect anomaly data in low dimensional space. However, as the dimension increases, most of these existing methods perform poorly in de…
For manifold learning, it is assumed that high-dimensional sample/data points are embedded on a low-dimensional manifold. Usually, distances among samples are computed to capture an underlying data structure. Here we propose a metric according to angular changes along a geodesic line, thereby reflecting the underlying …
This paper describes a method for learning low-dimensional approximations of nonlinear dynamical systems, based on neural-network approximations of the underlying Koopman operator. Extended Dynamic Mode Decomposition (EDMD) provides a useful data-driven approximation of the Koopman operator for analyzing dynamical syst…
In this study, we prove that an intrinsic low dimensionality of covariates is the main factor that determines the performance of deep neural networks (DNNs). DNNs generally provide outstanding empirical performance. Hence, numerous studies have actively investigated the theoretical properties of DNNs to understand thei…
The paper explores how regularization can improve multi-objective learning with high-dimensional data.
problem Improving multi-objective learning with high-dimensional and costly data.
method A two-stage MOL framework that leverages low-dimensional structure.
result Vanilla regularization approaches often fail in multi-objective learning, and a two-stage framework can successfully exploit low-dimensional structure.
A low-rank transformation learning framework for subspace clustering and classification is here proposed. Many high-dimensional data, such as face images and motion sequences, approximately lie in a union of low-dimensional subspaces. The corresponding subspace clustering problem has been extensively studied in the lit…
We propose a low-rank approach to learning a Mahalanobis metric from data. Inspired by the recent geometric mean metric learning (GMML) algorithm, we propose a low-rank variant of the algorithm. This allows to jointly learn a low-dimensional subspace where the data reside and the Mahalanobis metric that appropriately f…