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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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16314762 · May 202619922001200920172026
48 results for matrix-based entropy

Efficient approximations reduce computation of matrix-based Renyi's entropy.

problem High computational complexity of matrix-based Renyi's entropy.
method Taylor, Chebyshev, and Lanczos approximations to reduce complexity.
result Reduced complexity to significantly less than O(n2)O(n^2) with negligible accuracy loss.

This paper optimizes matrix-based Renyi's entropy computation for large datasets.

problem Efficiently calculating matrix-based Renyi's entropy for large-scale applications.
method Develops randomized approximations for matrix-based Renyi's entropy with arbitrary α orders.
result Achieves a significant reduction in time complexity from O(n^3) to O(n^2sm), where s, m << n.

Quantum machine learning uses quantum cross entropy to minimize loss, but measurement loss affects this process.

problem Quantum machine learning's loss minimization through cross entropy is affected by measurement outcomes.
method Defined quantum cross entropy, proved its lower bounds, and investigated its relation to quantum fidelity and likelihood.
result Quantum cross entropy is lower-bounded by negative log-likelihood when derived from quantum data, but measurement outcomes can cause loss.

To estimate the conditional probability functions based on the direct problem setting, V-matrix based method was proposed. We construct V-matrix based constrained quadratic programming problems for which the inequality constraints are inconsistent. In particular, we would like to present that the constrained quadratic …

2018-08-27abs ↗pdf ↗

Unified approach optimizes neural network training for various metrics.

problem Training and evaluation of neural network binary classifiers often use different metrics.
method Combines differentiable approximation and probabilistic soft sets.
result Effective in optimizing for metrics like F1-Score across various domains.

The (stochastic) gradient descent and the multiplicative update method are probably the most popular algorithms in machine learning. We introduce and study a new regularization which provides a unification of the additive and multiplicative updates. This regularization is derived from an hyperbolic analogue of the entr…

2019-02-05abs ↗pdf ↗

EAST aligns neural network classifiers with user-defined evaluation metrics.

problem Mismatch between neural network training and evaluation metrics leads to suboptimal performance.
method EAST uses dynamic thresholding, soft-set confusion matrix, and annealing to align neural network predictions with target evaluation metrics.
result EAST improves alignment between training objectives and evaluation metrics, outperforming existing methods.

Feature selection aims to select the smallest feature subset that yields the minimum generalization error. In the rich literature in feature selection, information theory-based approaches seek a subset of features such that the mutual information between the selected features and the class labels is maximized. Despite …

2018-11-29abs ↗pdf ↗

Study quantifies performance gap between tensor and matrix-based approaches in nested matrix-tensor model.

problem Estimating a planted signal in a nested matrix-tensor model.
method Comparing tensor-based and matrix-based approaches for best rank-one approximation of tensor data.
result Derives precise algorithmic threshold for the unfolding approach and shows BBP-type transition behavior.

Unified framework for comparing classification metrics across different imbalance rates.

problem Differences in scale and sensitivity to class imbalance rates in classification metrics.
method Introduces outperformance standardization (OPS) function to map metrics to a common scale.
result Unified o-value metric provides clear comparison across different imbalance rates.

Extends L2-norm LDA to 2D inputs using Bhattacharyya bound.

problem L2-norm LDA loses useful image information for 2D inputs.
method 2DBLDA maximizes matrix-based between-class distance and minimizes within-class distance, optimizing Bhattacharyya error bound.
result 2DBLDA improves image recognition and face reconstruction.

In this study, we establish a network structure of the Korean stock market, one of the emerging markets, with its minimum spanning tree through the correlation matrix. Base on this analysis, it is found that the Korean stock market doesn't form the clusters of the business sectors or of the industry categories. When th…

2005-04-01abs ↗pdf ↗

Top-N recommender systems have been investigated widely both in industry and academia. However, the recommendation quality is far from satisfactory. In this paper, we propose a simple yet promising algorithm. We fill the user-item matrix based on a low-rank assumption and simultaneously keep the original information. T…

2016-01-19abs ↗pdf ↗

In this paper, we consider the problem of low-rank phase retrieval whose objective is to estimate a complex low-rank matrix from magnitude-only measurements. We propose a hierarchical prior model for low-rank phase retrieval, in which a Gaussian-Wishart hierarchical prior is placed on the underlying low-rank matrix to …

2018-11-05abs ↗pdf ↗

The paper investigates the convergence of Vendi scores under finite samples and introduces a truncated version for better performance.

problem The Vendi score's convergence is hindered by computational limitations when using large sample sizes.
method The authors introduce the t-truncated Vendi score to address this issue by truncating the eigenspectrum of the kernel matrix.
result The t-truncated Vendi score converges to its asymptotic limit with a smaller number of samples, improving upon the standard Vendi score.

Understanding the learning dynamics of neural networks is one of the key issues for the improvement of optimization algorithms as well as for the theoretical comprehension of why deep neural nets work so well today. In this paper, we introduce a random matrix-based framework to analyze the learning dynamics of a single…

2018-05-30abs ↗pdf ↗

Estimates curvature of network manifolds to understand community structure.

problem Understanding the geometry of network models to infer community structure.
method Develops hypothesis tests to determine manifold type, dimension, and curvature from noisy distance matrices.
result Consistently estimates manifold type, dimension, and curvature from Riemannian manifolds of constant curvature.

We introduce a flexible framework for making inferences about general linear forms of a large matrix based on noisy observations of a subset of its entries. In particular, under mild regularity conditions, we develop a universal procedure to construct asymptotically normal estimators of its linear forms through double-…

2019-08-31abs ↗pdf ↗

Enhances RL by controlling policy stochasticity through trajectory entropy constraints.

problem Non-stationary Q-value estimation and short-sighted entropy tuning in maximum entropy RL.
method Proposes TECRL framework with separate Q-functions for reward and entropy, enforcing a trajectory entropy constraint.
result DSAC-E algorithm achieves higher returns and better stability on OpenAI Gym benchmarks.

The paper calculates bounds for risk metrics and entropies under partial information constraints.

problem Analyzing risk metrics and entropies for unimodal, symmetric distributions with limited information.
method Develops lower and upper bounds for worst-case distortion riskmetrics and weighted entropy for unimodal, symmetric distributions with known mean and variance.
result Sharp upper bounds for distortion riskmetrics and weighted entropy for symmetric distributions.

The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.

problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.

Motivated by advantages of current-mode design, this brief contribution explores the implementation of weight matrices in neuromemristive systems via current-mode memristor crossbar circuits. After deriving theoretical results for the range and distribution of weights in the current-mode design, it is shown that any we…

2017-07-17abs ↗pdf ↗

Paper develops online statistical inference methods for stochastic optimization using Kiefer-Wolfowitz algorithms.

problem Online statistical inference of model parameters in stochastic optimization problems.
method Kiefer-Wolfowitz algorithm with random search directions, asymptotic distribution analysis.
result Developed valid confidence intervals for online statistical inference.

HCLM framework uses entropy regularization for open learning systems.

problem Real-world AI challenges and limitations of deep learning.
method Dynamical and information-theoretic framework with entropy regularization.
result Geometric entropy surrogates, especially log-determinant covariance entropy, induce stronger and more stable information forces.

We introduce a novel class of localized atomic environment representations, based upon the Coulomb matrix. By combining these functions with the Gaussian approximation potential approach, we present LC-GAP, a new system for generating atomic potentials through machine learning (ML). Tests on the QM7, QM7b and GDB9 biom…

2016-11-16abs ↗pdf ↗

JES optimizes expensive functions by considering joint entropy over input and output spaces.

problem Optimizing expensive functions with limited evaluations.
method Joint Entropy Search (JES) considers joint entropy over input and output spaces.
result JES outperforms other information-theoretic methods in Bayesian optimization.

We give a notion of entropy for general gemetric structures, which generalizes well-known notions of topological entropy of vector fields and geometric entropy of foliations, and which can also be applied to singular objects, e.g. singular foliations, singular distributions, and Poisson structures. We show some basic p…

2011-09-24abs ↗pdf ↗