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.
Many powerful machine learning models are based on the composition of multiple processing layers, such as deep nets, which gives rise to nonconvex objective functions. A general, recent approach to optimise such "nested" functions is the method of auxiliary coordinates (MAC). MAC introduces an auxiliary coordinate for …
In science and engineering, intelligent processing of complex signals such as images, sound or language is often performed by a parameterized hierarchy of nonlinear processing layers, sometimes biologically inspired. Hierarchical systems (or, more generally, nested systems) offer a way to generate complex mappings usin…
In supervised binary hashing, one wants to learn a function that maps a high-dimensional feature vector to a vector of binary codes, for application to fast image retrieval. This typically results in a difficult optimization problem, nonconvex and nonsmooth, because of the discrete variables involved. Much work has sim…
Aux-NAS uses auxiliary labels to improve primary task performance without extra inference cost.
problem Improving primary task performance using auxiliary labels without increasing inference cost.
method Architecture-based approach with a flexible asymmetric structure for primary and auxiliary tasks, using Neural Architecture Search (NAS) to evolve networks with only primary-to-auxiliary connections.
result Achieves improved performance on multiple tasks without increasing inference cost.
Learning with auxiliary tasks can improve the ability of a primary task to generalise. However, this comes at the cost of manually labelling auxiliary data. We propose a new method which automatically learns appropriate labels for an auxiliary task, such that any supervised learning task can be improved without requiri…
Pursuit-evasion is a multi-agent sequential decision problem wherein a group of agents known as pursuers coordinate their traversal of a spatial domain to locate an agent trying to evade them. Pursuit evasion problems arise in a number of import application domains including defense and route planning. Learning to opti…
A method for constructing tight prediction intervals for multiple numerical outputs.
problem Constructing tight prediction intervals for multiple related numerical outputs.
method A novel coordinate-wise standardization procedure that makes residuals comparable across output dimensions, estimating suitable scaling parameters using calibration data.
result The method produces tighter prediction intervals than existing baselines while maintaining valid simultaneous coverage.
Researchers identify valid auxiliary functions for extreme value distributions and their max-domains of attraction.
problem Characterize valid auxiliary functions for extreme value distributions and their max-domains of attraction.
method Introduced 'universal' auxiliary functions valid for both VR and vMR representations, identified sets of valid auxiliary functions, and proposed a method for finding appropriate auxiliary functions.
result Characterized valid auxiliary functions for both VR and vMR representations for the entire MDA distribution families.
We show that the auxiliary variable method (Møller et al., 2006; Murray et al., 2006) for inference of Markov random fields can be viewed as an approximate Bayesian computation method for likelihood estimation.
NeurT-FDR controls FDR by incorporating auxiliary covariates in deep learning.
problem Controlling FDR in complex large-scale problems with indirect relations among covariates.
method NeurT-FDR uses a deep Black-Box framework that parametrizes test-level covariates as a neural network and adjusts auxiliary covariates through a regression framework.
result NeurT-FDR makes substantially more discoveries in real datasets compared to competitive baselines.
An attractive approach for fast search in image databases is binary hashing, where each high-dimensional, real-valued image is mapped onto a low-dimensional, binary vector and the search is done in this binary space. Finding the optimal hash function is difficult because it involves binary constraints, and most approac…
Statistical inference is considered for variables of interest, called primary variables, when auxiliary variables are observed along with the primary variables. We consider the setting of incomplete data analysis, where some primary variables are not observed. Utilizing a parametric model of joint distribution of prima…
In intractable, undirected graphical models, an intuitive way of creating structured mean field approximations is to select an acyclic tractable subgraph. We show that the hardness of computing the objective function and gradient of the mean field objective qualitatively depends on a simple graph property. If the tract…
Identifying coordinate transformations that make strongly nonlinear dynamics approximately linear is a central challenge in modern dynamical systems. These transformations have the potential to enable prediction, estimation, and control of nonlinear systems using standard linear theory. The Koopman operator has emerged…
Dimensionality reduction (DR) is often used as a preprocessing step in classification, but usually one first fixes the DR mapping, possibly using label information, and then learns a classifier (a filter approach). Best performance would be obtained by optimizing the classification error jointly over DR mapping and cla…
We propose a probabilistic model for refining coarse-grained spatial data by utilizing auxiliary spatial data sets. Existing methods require that the spatial granularities of the auxiliary data sets are the same as the desired granularity of target data. The proposed model can effectively make use of auxiliary data set…
We propose a new optimization method for training feed-forward neural networks. By rewriting the activation function as an equivalent proximal operator, we approximate a feed-forward neural network by adding the proximal operators to the objective function as penalties, hence we call the lifted proximal operator machin…
We introduce a generic scheme for accelerating gradient-based optimization methods in the sense of Nesterov. The approach, called Catalyst, builds upon the inexact accelerated proximal point algorithm for minimizing a convex objective function, and consists of approximately solving a sequence of well-chosen auxiliary p…
This note compares two recently published machine learning methods for constructing flexible, but tractable families of variational hidden-variable posteriors. The first method, called "hierarchical variational models" enriches the inference model with an extra variable, while the other, called "auxiliary deep generati…
In this paper we study the Weil-Petersson geometry of Mg,n, the compactified moduli space of Riemann surfaces with genus g and n marked points. The main goal of this paper is to understand the growth of the diameter of Mg,n as a function of g and n. We show that t…