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.
We propose that the Continual Learning desiderata can be achieved through a neuro-inspired architecture, grounded on Mountcastle's cortical column hypothesis. The proposed architecture involves a single module, called Self-Taught Associative Memory (STAM), which models the function of a cortical column. STAMs are repea…
Object-based approaches for learning action-conditioned dynamics has demonstrated promise for generalization and interpretability. However, existing approaches suffer from structural limitations and optimization difficulties for common environments with multiple dynamic objects. In this paper, we present a novel self-s…
3D object recognition accuracy can be improved by learning the multi-scale spatial features from 3D spatial geometric representations of objects such as point clouds, 3D models, surfaces, and RGB-D data. Current deep learning approaches learn such features either using structured data representations (voxel grids and o…
We introduce in this paper a new way of optimizing the natural extension of the quantization error using in k-means clustering to dissimilarity data. The proposed method is based on hierarchical clustering analysis combined with multi-level heuristic refinement. The method is computationally efficient and achieves bett…
The web link selection problem is to select a small subset of web links from a large web link pool, and to place the selected links on a web page that can only accommodate a limited number of links, e.g., advertisements, recommendations, or news feeds. Despite the long concerned click-through rate which reflects the at…
While recommendation systems generally observe user behavior passively, there has been an increased interest in directly querying users to learn their specific preferences. In such settings, considering queries at different levels of granularity to optimize user information acquisition is crucial to efficiently providi…
Optimal gradient quantization reduces communication costs in distributed deep learning.
problem High communication costs in distributed training of deep neural networks.
method Deduced optimal gradient quantization conditions for binary and multi-level quantization, developed novel schemes for dynamic quantization levels.
result Demonstrated superior performance of proposed quantization schemes on CIFAR and ImageNet datasets.
In this article we propose a novel approach to reduce the computational complexity of various approximation methods for pricing discrete time American options. Given a sequence of continuation values estimates corresponding to different levels of spatial approximation and time discretization, we propose a multi-level l…
This paper proposes a practical approach for automatic sleep stage classification based on a multi-level feature learning framework and Recurrent Neural Network (RNN) classifier using heart rate and wrist actigraphy derived from a wearable device. The feature learning framework is designed to extract low- and mid-level…
In complex financial systems, the sector structure and volatility clustering are respectively important features of the spatial and temporal correlations. However, the microscopic generation mechanism of the sector structure is not yet understood. Especially, how to produce these two features in one model remains chall…
Dirichlet Process(DP) is a Bayesian non-parametric prior for infinite mixture modeling, where the number of mixture components grows with the number of data items. The Hierarchical Dirichlet Process (HDP), is an extension of DP for grouped data, often used for non-parametric topic modeling, where each group is a mixtur…
In this paper, we propose a deep multimodal fusion network to fuse multiple modalities (face, iris, and fingerprint) for person identification. The proposed deep multimodal fusion algorithm consists of multiple streams of modality-specific Convolutional Neural Networks (CNNs), which are jointly optimized at multiple fe…
Many prediction problems can be phrased as inferences over local neighborhoods of graphs. The graph represents the interaction between entities, and the neighborhood of each entity contains information that allows the inferences or predictions. We present an approach for applying machine learning directly to such graph…
A quantitative analysis of the basic components of the daily DJIA. The parameters of the underlying Lorentzian states are obtained by fitting the data. Statistical properties of the states are discussed. This is a practical development of the general method introduced in arXiv:1203.6021.
Driven by the multi-level structure of human intracranial electroencephalogram (iEEG) recordings of epileptic seizures, we introduce a new variant of a hierarchical Dirichlet Process---the multi-level clustering hierarchical Dirichlet Process (MLC-HDP)---that simultaneously clusters datasets on multiple levels. Our sei…