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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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1122 · Jun 201719922001200920172026
32 results for many-objective

Bayesian framework learns latent preference archetypes for many-objective optimization.

problem Expanding space of trade-offs and context-dependent human values.
method Dirichlet-process mixture model for latent preference archetypes, hybrid queries for efficient information.
result Mixture-aware Bayesian optimization outperforms standard methods on synthetic and real-world benchmarks.

Many objective Bayesian optimization tackles redundant objectives in expensive black-box functions.

problem Efficiently optimizing multiple expensive and noisy black-box functions with redundant objectives.
method Proposes a metric to identify redundant objectives and a Bayesian optimization algorithm to stop evaluating them.
result Reduces computational cost by stopping evaluation of redundant objectives, improving efficiency.

A notion of an algebroid - a generalization of a Lie algebroid structure is introduced. We show that many objects of the differential calculus on a manifold M associated with the canonical Lie algebroid structure on T^M can be obtained in the framework of a general algebroid. Also a compatibility condition which leads,…

1999-09-29abs ↗pdf ↗

The study quantifies how many objects can be linearly classified under all views.

problem Understanding the expressivity of group-equivariant representations.
method Generalization of Cover's Function Counting Theorem to quantify separable dichotomies.
result The fraction of separable dichotomies is determined by the fixed space dimension of the group action.

We define the notion of whiskered categories and groupoids, showing that whiskered groupoids have a commutator theory. So also do whiskered RR-categories, thus answering questions of what might be `commutative versions' of these theories. We relate these ideas to the theory of Leibniz algebras, but the commutator theo…

2007-08-13abs ↗pdf ↗

Similarity measure for Gaussian process predictive distributions.

problem Comparing predictive distributions of Gaussian processes for correlated functions.
method Developed a similarity metric to compare predictive distributions of Gaussian processes.
result Gaussian process predictive distributions can be compared and one is enough to model two correlated functions.

We can define a neural network that can learn to recognize objects in less than 100 lines of code. However, after training, it is characterized by millions of weights that contain the knowledge about many object types across visual scenes. Such networks are thus dramatically easier to understand in terms of the code th…

2019-07-15abs ↗pdf ↗

We construct a map from the suspension GG-spectrum ΣGMΣ_G^\infty M of a smooth compact GG-manifold to the equivariant AA-theory spectrum AG(M)A_G(M), and we show that its fiber is, on fixed points, a wedge of stable hh-cobordism spectra. This map is constructed as a map of spectral Mackey functors, which is compatible …

2020-01-15abs ↗pdf ↗

Neural network approximates weakly efficient frontier of convex vector optimization problems.

problem Approximating the weakly efficient frontier of convex vector optimization problems.
method Designing a neural network architecture to approximate the weakly efficient frontier of convex vector optimization problems (CVOP) satisfying Slater's condition.
result The proposed algorithm effectively approximates the true weakly efficient frontier of CVOPs, even for large problems.

Scalarizing functions have been widely used to convert a multiobjective optimization problem into a single objective optimization problem. However, their use in solving (computationally) expensive multi- and many-objective optimization problems in Bayesian multiobjective optimization is scarce. Scalarizing functions ca…

2019-04-11abs ↗pdf ↗

We study a game-theoretic variant of the maximum circulation problem. In a flow allocation game, we are given a directed flow network. Each node is a rational agent and can strategically allocate any incoming flow to the outgoing edges. Given the strategy choices of all agents, a maximal circulation that adheres to the…

2019-08-05abs ↗pdf ↗

Most systems and learning algorithms optimize average performance or average loss -- one reason being computational complexity. However, many objectives of practical interest are more complex than simply average loss. This arises, for example, when balancing performance or loss with fairness across people. We prove tha…

2018-04-11abs ↗pdf ↗

Forward-prediction models enhance physical reasoning, but only for specific tasks.

problem Improving physical reasoning in complex tasks involving many objects.
method Incorporated forward-prediction models into simple physical-reasoning agents and evaluated their performance on the PHYRE benchmark.
result Forward-prediction models improve physical-reasoning performance, especially on complex tasks, but generalization to new task templates is challenging.

Skew parallelogram nets factorize, encompassing discrete differential geometry.

problem Factorization of polynomials in discrete differential geometry.
method Lax representation, Bäcklund transformations, factorization of polynomials.
result Skew parallelogram nets encompass all systems with polynomial representations.

New algorithm combines curriculum learning with HER for complex object manipulation tasks.

problem Learning complex sequential object manipulation tasks from scratch is challenging.
method Curriculum learning with Hindsight Experience Replay (HER) for recurrent object manipulation tasks.
result Significant improvement in learning sequential object manipulation tasks compared to vanilla-HER.

An ongoing aim of research in multiobjective Bayesian optimization is to extend its applicability to a large number of objectives. While coping with a limited budget of evaluations, recovering the set of optimal compromise solutions generally requires numerous observations and is less interpretable since this set tends…

2019-02-18abs ↗pdf ↗

This thesis bridges Lie theory and sketch theory using tangent categories.

problem Two diverging lines of research in Lie theory.
method Developing involution algebroids and using tangent categories to connect Lie algebroids and Weil algebras.
result The category of Lie algebroids is a functor category, and the Lie functor is a composition with a tangent categorical functor.

Many objects in the real world are difficult to describe by a single numerical vector of a fixed length, whereas describing them by a set of vectors is more natural. Therefore, Multiple instance learning (MIL) techniques have been constantly gaining on importance throughout last years. MIL formalism represents each obj…

2016-09-23abs ↗pdf ↗

Statistical models outperform mechanistic models in short-term COVID-19 incidence forecasts.

problem Comparing accuracy of mechanistic vs statistical models for short-term COVID-19 incidence forecasts.
method Empirical comparison of forecasts from mechanistic and statistical models using daily incidence data from six US states.
result Statistical models are at least as accurate as mechanistic models and better capture volatility.

In this paper, which is mostly a research announcement, we give a new algebraic construction of knot contact homology in the sense of L. Ng [Ng05a]. For a link LL in R3 {\mathbb R}^3 , we define a differential graded (DG) kk-category A~ \tilde{\mathscr A} with finitely many objects, whose quasi-equivalence class is …

2016-10-07abs ↗pdf ↗

We study a spectral generalization of classical combinatorial graph spanners to the spectral setting. Given a set of vectors VdV\subseteq \Re^d, we say a set UVU\subseteq V is an αα-spectral spanner if for all vVv\in V there is a probability distribution μvμ_v supported on UU such that $$vv^\intercal \preceq α\cdot\m…

2018-07-31abs ↗pdf ↗

Kauffman's bracket is an invariant of regular isotopy of knots and links which since its discovery in 1985 it has been used in many different directions: (a) it implies an easy proof of the invariance of (in fact, it is equivalent to) the Jones polynomial; (b) it is the basic ingredient in a completely combinatorial co…

2008-05-14abs ↗pdf ↗

Non-convex optimization with local search heuristics has been widely used in machine learning, achieving many state-of-art results. It becomes increasingly important to understand why they can work for these NP-hard problems on typical data. The landscape of many objective functions in learning has been conjectured to …

2017-06-18abs ↗pdf ↗

The paper builds interpretable models for property markets using machine learning.

problem Noise in real market data and differences from ideal data.
method Combining classical linear regression with kriging for land parcels, and RuleFit method for flats.
result Effective models can be built for property markets while maintaining interpretability.