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.
ROIPCA and fROIPCA are online PCA algorithms using rank-one updates.
We study the problem of recovering the subspace spanned by the first principal components of -dimensional data under the streaming setting, with a memory bound of . Two families of algorithms are known for this problem. The first family is based on the framework of stochastic gradient descent. Nevertheles…
Convolutional Neural Network (CNN) based Deep Learning (DL) has achieved great progress in many real-life applications. Meanwhile, due to the complex model structures against strict latency and memory restriction, the implementation of CNN models on the resource-limited platforms is becoming more challenging. This work…
Training a Support Vector Machine (SVM) requires the solution of a quadratic programming problem (QP) whose computational complexity becomes prohibitively expensive for large scale datasets. Traditional optimization methods cannot be directly applied in these cases, mainly due to memory restrictions. By adopting a slig…