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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.

168,742 papers · 148 categories

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147294441588 · Jun 202019922001200920172026
48 results for low-capacity states

Remove symmetries to improve model optimization and performance.

problem Symmetries in loss functions trap models in low-capacity states, hindering training and optimization.
method Proposes syre, a simple algorithm to remove symmetries in neural networks.
result Removing symmetries correlates well with improved optimization and performance.

Understanding black-box machine learning models is crucial for their widespread adoption. Learning globally interpretable models is one approach, but achieving high performance with them is challenging. An alternative approach is to explain individual predictions using locally interpretable models. For locally interpre…

2019-09-26abs ↗pdf ↗

High-capacity neural network ensembles often benefit more from high-capacity models than from increased diversity.

problem The performance of high-capacity neural network ensembles is often harmed by interventions that promote predictive diversity.
method A large-scale study of nearly 600 neural network classification ensembles, examining various interventions and architectures.
result Discouraging predictive diversity can be benign in large-network ensembles, and higher-capacity models often yield better performance than diverse architectures.

The paper examines how insurers manage risks and liquidity in a dynamic market.

problem Model uncertainty in insurance pricing and competitive equilibrium.
method Analyzes insurers' robustness preferences and optimization strategies for underwriting and liquidity management.
result Robust insurance pricing leads to higher premiums and equity valuations compared to a benchmark.

WGANs improve probability distribution approximation with depth and width trade-offs.

problem Approximating complex probability distributions accurately.
method Wasserstein GANs with GroupSort discriminators, quantified generalization bound.
result High-capacity discriminators are crucial for WGANs' performance.

Importance-weighted risk minimization is a key ingredient in many machine learning algorithms for causal inference, domain adaptation, class imbalance, and off-policy reinforcement learning. While the effect of importance weighting is well-characterized for low-capacity misspecified models, little is known about how it…

2018-12-08abs ↗pdf ↗

In this paper, we propose the nonlinearity generation method to speed up and stabilize the training of deep convolutional neural networks. The proposed method modifies a family of activation functions as nonlinearity generators (NGs). NGs make the activation functions linear symmetric for their inputs to lower model ca…

2017-07-31abs ↗pdf ↗

Deep imagination optimizes decision-making in large trees with limited resources.

problem Optimal planning in large decision trees with limited resources and time.
method Analytical solutions and numerical analysis of sampling capacity allocation.
result Optimal policy is to allocate few samples per level for deep exploration, favoring depth over breadth.

Generalizes conformal prediction to multiple learnable parameters for efficient prediction sets.

problem Learning valid and efficient prediction sets with low-capacity function classes.
method Constrained empirical risk minimization (ERM) with gradient-based optimization of differentiable surrogate losses and Lagrangians.
result Achieves approximate valid population coverage and near-optimal efficiency within class.

Improved breast cancer screening with a fast, memory-efficient model.

problem Classifying high-resolution breast cancer screening images.
method Extends globally-aware multiple instance classifier to handle image-level labels.
result Achieves AUC of 0.93 in classifying malignant findings, outperforming existing methods.

New tensor framework connects Fisher information, hypergraphs, and multi-observable correlations.

problem Missing structure in pairwise Fisher graphs for multi-observable radiation patterns.
method Higher-order Fisher tensors and natural exponential-family coordinates.
result Exact triality of Fisher tensors, cumulants, and hypergraphs.

We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante intraday temporal cluster configurations to identify market states, and then st…

2015-08-20abs ↗pdf ↗

Associated to every state surface for a knot or link is a state graph, which embeds as a spine of the state surface. A state graph can be decomposed along cut-vertices into graphs with induced planar embeddings. Associated with each such planar graph is a checkerboard surface, and each state surface is a fiber if and o…

2019-02-05abs ↗pdf ↗

This paper tackles belief-state selection in simulators with latent states.

problem Selecting among approximate belief-state samplers for simulators with latent variables.
method Reduces belief-state selection to conditional distribution selection, develops algorithms and analyses.
result Different formulations of belief-state selection have varying guarantees under different roll-out methods.

New method for state inference in state-space models with unknown dynamics.

problem State inference in state-space models with computationally expensive and undefined dynamics.
method Estimate state transition dynamics using a multi-output Gaussian process and Bayesian Neural Network as a surrogate model.
result Significant improvement in accuracy for state inference and prediction in non-stationary user models.

A new method learns state and proposal dynamics in state-space models using neural networks.

problem Inference in non-linear state-space models.
method StateMixNN method using neural networks for proposal and transition distributions.
result Significantly improved recovery of hidden state, especially in highly non-linear scenarios.

The paper develops a state-space approach to deep Gaussian processes for efficient state estimation.

problem Efficient regression and state estimation for deep Gaussian processes.
method Hierarchical transformed Gaussian process priors, state-space representation, linear stochastic differential equations, sequential methods.
result The state-space approach enables efficient state estimation and regression for deep Gaussian processes.

This work improves policy optimization by maximizing entropy of state distribution, leading to better exploration.

problem Lack of exploration in state space when maximizing policy entropy.
method Proposes maximizing the entropy of a lower bound approximation to the state weighting distribution, based on latent space representation.
result Entropy regularization based on marginal state distribution achieves superior state space coverage and better performance in various domains.

A new asset allocation model uses Markov states from clustered efficient frontier coefficients.

problem Characterizing market regimes using efficient frontiers for better asset allocation.
method Hierarchical clustering of monthly efficient frontier coefficients to define states, then a Markov process on these states for portfolio optimization.
result The model significantly outperforms benchmark portfolios empirically.

Quantum states can be learned efficiently using gentle measurements.

problem Efficiently learning quantum states with minimal measurements.
method Introducing α-LGM measurements and proving strong quantum DPI.
result The number of states needed for accurate learning is of order 1/(ε^2 α^2).

Proposes a new model for time series that considers smooth transitions between states.

problem Models assume instantaneous transitions between discrete states, ignoring gradual changes.
method Dynamical Wasserstein Barycentric (DWB) model that estimates system state and pure state distributions over time.
result Accurately learns pure state distributions and improves state estimation for transition periods.

The accurate and interpretable prediction of future events in time-series data often requires the capturing of representative patterns (or referred to as states) underpinning the observed data. To this end, most existing studies focus on the representation and recognition of states, but ignore the changing transitional…

2019-05-10abs ↗pdf ↗

This paper simplifies OPE in large state spaces using state abstractions.

problem Accurately evaluating policies offline in large state spaces.
method Developed a backward-model-irrelevance condition and an iterative state abstraction procedure.
result Deeply-abstracted states substantially simplify OPE sample complexity.

Characterizes optimal-speed quantum state evolution Hamiltonians.

problem Optimal-speed unitary time evolution of pure and quasi-pure quantum states.
method Construction of the manifold of pure states and isometry with flag manifold, characterization of equigeodesic vectors.
result Hamiltonians generating optimal-speed time evolution are fully characterized by equigeodesic vectors of the flag manifold.

SiBBlInGS discovers interpretable building blocks across states in multi-way data.

problem Identifying interpretable units (Building Blocks) in multi-state, multi-way data.
method Graph-based dictionary learning approach for sparse BBs and temporal traces.
result Captures per-trial variability and state-specific vs. state-invariant components.

DAC-SSM learns domain-agnostic states for better imitation learning.

problem Domain shifts hinder imitation learning in partially observable tasks.
method DAC-SSM uses adversarial training to remove domain-dependent information from states.
result DAC-SSM achieves comparable performance to experts in sparse reward tasks.

Studying general quantum many-body systems is one of the major challenges in modern physics because it requires an amount of computational resources that scales exponentially with the size of the system.Simulating the evolution of a state, or even storing its description, rapidly becomes intractable for exact classical…

2017-10-02abs ↗pdf ↗

We introduce the notion of a "state function" for framed tangles in a disk. After choosing a finite set of states for each marked disk, a state function is a projection from the vector space spanned by all tangles to the vector space spanned by the states, that is local, and topologically invariant. Given the states fo…

2018-06-25abs ↗pdf ↗

Develops machine learning models for excited states of CH2NH2+.

problem Accurately predicting excited-state properties and couplings for CH2NH2+.
method Combines neural networks and kernel ridge regression, encoding electronic states in inputs.
result Improved accuracy in predicting excited-state properties and couplings.

This research improves dynamical systems understanding by identifying latent states and their nonlinear transitions.

problem Previous work on dynamical systems could not identify nonlinear transition dynamics, leading to unreliable predictions.
method Proposes a state-space modeling framework using variational auto-encoders to identify latent states and their nonlinear transition functions.
result Demonstrates high accuracy in recovering latent state dynamics and future prediction accuracy.

We propose a novel methodology to define, analyze and forecast market states. In our approach market states are identified by a reference sparse precision matrix and a vector of expectation values. In our procedure, each multivariate observation is associated with a given market state accordingly to a minimization of a…

2018-07-13abs ↗pdf ↗

Recurrent neural networks (RNNs) are a vital modeling technique that rely on internal states learned indirectly by optimization of a supervised, unsupervised, or reinforcement training loss. RNNs are used to model dynamic processes that are characterized by underlying latent states whose form is often unknown, precludi…

2017-09-25abs ↗pdf ↗