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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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4489133177 · Jun 202019922001200920172026
48 results for max kernel

Bayesian optimization gains efficiency by leveraging symmetries through a modified max kernel.

problem Improving Bayesian optimization efficiency for functions with group symmetries.
method Developed a PSD projection of the max kernel to exploit symmetries without violating kernel properties.
result The modified max kernel achieves lower regret compared to existing invariant and non-invariant kernels.

The min-max kernel is a generalization of the popular resemblance kernel (which is designed for binary data). In this paper, we demonstrate, through an extensive classification study using kernel machines, that the min-max kernel often provides an effective measure of similarity for nonnegative data. As the min-max ker…

2015-03-05abs ↗pdf ↗

In this paper, we compare 5 different nonlinear kernels: min-max, RBF, fRBF (folded RBF), acos, and acos-χ2χ^2, on a wide range of publicly available datasets. The proposed fRBF kernel performs very similarly to the RBF kernel. Both RBF and fRBF kernels require an important tuning parameter (γγ). Interestingly, for a …

2016-03-21abs ↗pdf ↗

Adaptive kernel model for multi-view learning reduces overfitting and scales with data.

problem Overfitting and high computational cost in multi-view learning.
method Bayesian framework, Dirichlet process Gaussian mixtures, random Fourier features, max-margin constraints, MCMC sampler.
result Adaptive learning of shift-invariant kernels from data.

Following the very recent line of work on the ``generalized min-max'' (GMM) kernel, this study proposes the ``generalized intersection'' (GInt) kernel and the related ``normalized generalized min-max'' (NGMM) kernel. In computer vision, the (histogram) intersection kernel has been popular, and the GInt kernel generaliz…

2016-12-29abs ↗pdf ↗

Proposes a new feature preprocessing method using kernel density integral transformation.

problem Feature preprocessing for tabular data in machine learning and statistics.
method Kernel density integral transformation as a drop-in replacement or improved alternative to min-max scaling and quantile transformation.
result Frequently outperforms min-max scaling and quantile transformation with hyperparameter tuning.

The paper proposes a novel MKL approach for OCC using p\ell_p-norm constraints.

problem Addressing the MKL problem for one-class classification.
method A min-max saddle point Lagrangian optimisation problem is formulated and solved efficiently.
result The proposed method outperforms baselines and other algorithms on various data sets.

Max-sliced Wasserstein metric reduces high-dimensional data to 1D for better estimation.

problem Curse of dimensionality in optimal transport.
method Introduces max-sliced Wasserstein metric to reduce high-dimensional problems to 1D.
result Uniform ratio bounds of empirical measures on RKHS concentrate uniformly fast at parametric rates.

We propose a principled method for kernel learning, which relies on a Fourier-analytic characterization of translation-invariant or rotation-invariant kernels. Our method produces a sequence of feature maps, iteratively refining the SVM margin. We provide rigorous guarantees for optimality and generalization, interpret…

2017-10-27abs ↗pdf ↗

Paper develops KMS Wasserstein for high-dimensional data reduction.

problem Optimal transport's curse of dimensionality in high-dimensional data.
method Kernel max-sliced (KMS) Wasserstein distance for dimensionality reduction.
result Sharp finite-sample guarantees for KMS pp-Wasserstein distance.

The GMM (generalized min-max) kernel was recently proposed (Li, 2016) as a measure of data similarity and was demonstrated effective in machine learning tasks. In order to use the GMM kernel for large-scale datasets, the prior work resorted to the (generalized) consistent weighted sampling (GCWS) to convert the GMM ker…

2016-07-12abs ↗pdf ↗

Adaptive kernels from neural networks improve model performance.

problem Improving neural network performance through adaptive kernels.
method Deriving adaptive kernels from infinite-width neural networks using feature learning and gradient flow training.
result Adaptive kernels achieve lower test loss compared to traditional kernels.

LCMQR improves prediction intervals by adapting to local heteroscedasticity.

problem Efficient and adaptive prediction intervals for local heteroscedasticity.
method LCMQR combines multi-quantile information with kernel-based localization.
result LCMQR constructs tighter intervals than prior methods, especially in heterogeneous environments.

Generalizes leverage score sampling for neural networks, accelerating kernel methods and deep learning.

problem Accelerating kernel methods and deep learning training.
method Generalizes leverage score sampling to neural networks and proves equivalence to neural tangent kernel ridge regression.
result Equivalence between regularized neural network and neural tangent kernel ridge regression under leverage score sampling initialization.

The study shows algebraic Bergman kernels imply finite type boundaries in complex domains.

problem Understanding the relationship between algebraic Bergman kernels and the finite type of boundaries in complex domains.
method Analyzing algebraic Bergman kernels and their implications on the finite type of boundaries in smoothly bounded pseudoconvex domains in C2\mathbb{C}^2.
result The boundary of a smoothly bounded pseudoconvex domain with an algebraic Bergman kernel of degree dd is of finite type with type r2dr \leq 2d.

We propose a novel adversarial training method in feature space that improves model robustness and computational efficiency.

problem Improving model robustness against adversarial input perturbations with computational efficiency.
method Shift from input to feature-space perturbations, reformulating the adversarial training problem in reproducing kernel Hilbert spaces, enabling exact solution of inner maximization and efficient optimization.
result The feature-perturbed formulation is a relaxation of the original problem and provides a regularized estimator that adapts to noise and function smoothness.

The recently proposed "generalized min-max" (GMM) kernel can be efficiently linearized, with direct applications in large-scale statistical learning and fast near neighbor search. The linearized GMM kernel was extensively compared in with linearized radial basis function (RBF) kernel. On a large number of classificatio…

2017-01-09abs ↗pdf ↗

Generative adversarial networks (GANs) are designed with the help of min-max optimization problems that are solved with stochastic gradient-type algorithms which are known to be non-robust. In this work we revisit a non-adversarial method based on kernels which relies on a pure minimization problem and propose a simple…

2018-11-23abs ↗pdf ↗

While tree methods have been popular in practice, researchers and practitioners are also looking for simple algorithms which can reach similar accuracy of trees. In 2010, (Ping Li UAI'10) developed the method of "abc-robust-logitboost" and compared it with other supervised learning methods on datasets used by the deep …

2018-05-08abs ↗pdf ↗

Paper presents an efficient algorithm for estimating Lipschitz functions from noisy data.

problem Estimating unknown Lipschitz functions from noisy observations.
method Extends max-affine methods to Lipschitz setting using nonlinear feature expansion and adaptive partitioning.
result Achieves minimax convergence rate with respect to intrinsic dimension, up to logarithmic factors.

The method of "random Fourier features (RFF)" has become a popular tool for approximating the "radial basis function (RBF)" kernel. The variance of RFF is actually large. Interestingly, the variance can be substantially reduced by a simple normalization step as we theoretically demonstrate. We name the improved scheme …

2016-05-18abs ↗pdf ↗

pGMM kernel outperforms ordinary ridge regression and RBF kernel ridge regression without tuning.

problem Comparing pGMM kernel regression with other ridge regression methods.
method Implemented and compared pGMM kernel regression with ordinary ridge regression and RBF kernel ridge regression.
result pGMM kernel performs well without tuning and can match boosted trees with parameter tuning.

This work develops a learning theory for inferring interaction kernels in complex agent systems.

problem Modeling complex interactions in systems of particles or agents.
method Nonparametric regression and approximation theory.
result Strong consistency and optimal convergence rates for estimators of interaction kernels.

Paper analyzes SGD in kernel regression, showing it outperforms offline methods.

problem Performance of SGD in kernel regression compared to offline methods.
method Analyzes Stochastic Gradient Descent (SGD) in kernel regression under misspecified models.
result SGD achieves min-max optimal rates up to constants, avoiding saturation.

This paper analyzes divide-and-conquer estimators for functional linear regression without assuming target function in the RKHS.

problem Functional linear regression without target function in RKHS.
method Integral operator approach to establish upper bounds and prove asymptotic optimality.
result Sharp finite sample upper bounds and asymptotic optimality of divide-and-conquer estimators.

Generative Adversarial Networks (GANs) were intuitively and attractively explained under the perspective of game theory, wherein two involving parties are a discriminator and a generator. In this game, the task of the discriminator is to discriminate the real and generated (i.e., fake) data, whilst the task of the gene…

2017-11-06abs ↗pdf ↗

We propose a procedure for supervised classification that is based on potential functions. The potential of a class is defined as a kernel density estimate multiplied by the class's prior probability. The method transforms the data to a potential-potential (pot-pot) plot, where each data point is mapped to a vector of …

2016-08-09abs ↗pdf ↗

Equity-Transformer solves NP-hard min-max routing problems efficiently.

problem Min-max routing problems with multiple agents and large-scale applications.
method Sequential planning approach with Transformer and equitable workload distribution inductive biases.
result Significant runtime and cost reductions in min-max mTSP and min-max mPDP tasks.

Study max- and min-stability under first-order stochastic dominance, finding new functional characterizations.

problem Understanding max- and min-stability in stochastic dominance.
method Representation theorem for functionals satisfying max-stability, combining max- and min-stability to define Lambda-quantiles.
result New characterizations of functionals, including Lambda-quantiles, in finance and political science.

Max-min margin Markov networks improve consistency in structured prediction.

problem Statistical inconsistency in max-margin methods for structured prediction.
method Defining a max-min margin formulation to overcome statistical inconsistency.
result Proves consistency and provides an explicit algorithm with finite sample generalization bounds.

Estimates parameters in max-linear Bayesian networks with noise.

problem Causal inference in extreme-value settings with noise parameters.
method Max-plus algebra and logarithm transformation, normal distribution estimation, EM algorithm and quadratic optimization.
result An estimator of a parameter for each edge in a DAG is normally distributed.

The paper solves min-max widths on a 3-sphere and strengthens multiplicity theorems.

problem Which min-max widths of the unit 3-sphere lie between 2π22π^2 and 8π?
method Homological min-max theory and stronger versions of multiplicity one theorems.
result Proves the 10th to 13th min-max widths of the unit 3-sphere lie between 2π22π^2 and 8π.

In a pathbreaking paper, Cover and Ordentlich (1998) solved a max-min portfolio game between a trader (who picks an entire trading algorithm, θ()θ(\cdot)) and "nature," who picks the matrix XX of gross-returns of all stocks in all periods. Their (zero-sum) game has the payoff kernel Wθ(X)/D(X)W_θ(X)/D(X), where Wθ(X)W_θ(X) is the…

2018-10-04abs ↗pdf ↗