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 a temperature into the exponential function and replace the softmax output layer of neural nets by a high temperature generalization. Similarly, the logarithm in the log loss we use for training is replaced by a low temperature logarithm. By tuning the two temperatures we create loss functions that are non…
Hyperfitting improves LLM generation quality by enhancing diversity, contrary to simple temperature scaling.
problem Improving open-ended generation quality of LLMs with minimal fine-tuning effort.
method Demonstrates that hyperfitting, a phenomenon where LLMs are fine-tuned to near-zero training loss, enhances generation quality and mitigates repetition.
result Hyperfitting is distinct from temperature scaling and involves a dynamic, context-dependent rank reordering mechanism in the final transformer block.
We define a random-matrix ensemble given by the infinite-time covariance matrices of Ornstein-Uhlenbeck processes at different temperatures coupled by a Gaussian symmetric matrix. The spectral properties of this ensemble are shown to be in qualitative agreement with some stylized facts of financial markets. Through the…
Monitoring the magnet temperature in permanent magnet synchronous motors (PMSMs) for automotive applications is a challenging task for several decades now, as signal injection or sensor-based methods still prove unfeasible in a commercial context. Overheating results in severe motor deterioration and is thus of high co…
Investigates upsampling vs. upweighting for balanced training on skewed datasets.
problem Balancing training on heavily imbalanced datasets with scarce data.
method Theoretical and empirical analysis of upsampling and upweighting strategies.
result Upsampling and upweighting diverge under stochastic gradient descent, with upsampling leading to faster convergence but higher overfitting risk.
Improved diffusion models using energy distillation and sequential Monte Carlo.
problem Training instability and inferior performance in energy parameterized diffusion models.
method Introduced a novel training regime for energy functions through distillation of pre-trained diffusion models, and cast the sampling procedure as a Feynman Kac model.
result Demonstrated improved performance and new sampling techniques.
A theory explaining how deep learning works is yet to be developed. Previous work suggests that deep learning performs a coarse graining, similar in spirit to the renormalization group (RG). This idea has been explored in the setting of a local (nearest neighbor interactions) Ising spin lattice. We extend the discussio…
Recently, Deep Neural Networks (DNNs) have been achieving impressive results on wide range of tasks. However, they suffer from being well-calibrated. In decision-making applications, such as autonomous driving or medical diagnosing, the confidence of deep networks plays an important role to bring the trust and reliabil…
This paper measures temperature in agent systems using volatility.
problem How to measure temperature in agent systems.
method Examined an agent system with two decision options in a news environment, established the measurement equation, and outlined the concept of temperature measurement.
result Illustrated a strategy for influencing average opinion in competing subsystems.
Attention temperature improves robustness of ICL in high-dimensional settings.
problem ICL robustness failure under distribution shift in high dimensions.
method Analyzed a Transformer with approximate softmax attention, derived a closed-form error expression, and showed optimal temperature minimizes error.
result Optimal attention temperature minimizes ICL generalization error under distribution shift.
Trends in terrestrial temperature variability are perhaps more relevant for species viability than trends in mean temperature. In this paper, we develop methodology for estimating such trends using multi-resolution climate data from polar orbiting weather satellites. We derive two novel algorithms for computation that …
Optimizes contrastive learning with individualized temperatures for better performance on imbalanced datasets.
problem The common practice of using a global temperature parameter ignores the varying semantic similarity across different anchor data.
method Proposes a new robust contrastive loss inspired by distributionally robust optimization (DRO) and an efficient stochastic algorithm for automatic temperature individualization.
result Our method automatically learns a suitable temperature for each sample, improving performance on imbalanced datasets.
The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's razor" interpretation. Unfortunately, calculating the potentials in the maximum-entro…
The minute fluctuations of of S&P 500 and NASDAQ 100 indices display Boltzmann statistics over a wide range of positive as well as negative returns, thus allowing us to define a {\em market temperature} for either sign. With increasing time the sharp Boltzmann peak broadens into a Gaussian whose volatility σ measure…
In the spirit of behavioral finance, we study the process of opinion formation among investors using a variant of the 2D Voter Model with a tunable social temperature. Further, a feedback acting on the temperature is introduced, such that social temperature reacts to market imbalances and thus becomes time dependent. I…
A spin model relating physical to financial variables is presented. This work is the first to introduce the concept of negative absolute temperature into stock market dynamics by establishing a rigorous formal analogy between physical and financial variables. Based on this model, an algorithm evaluating negative temper…
Machine learning and deep learning infer surface/groundwater exchange from temperature data.
problem Inferring surface/groundwater exchange from temperature data with high temporal resolution.
method Application of machine learning and deep learning algorithms to infer surface/groundwater exchange flux from subsurface temperature observations.
result DL methods outperform ML methods in interpreting noisy temperature data, especially with a smoothing filter.