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.
This paper develops a learning framework for optimal strategies in multi-stage decentralized matching markets.
Graph Convolutional Networks(GCNs) play a crucial role in graph learning tasks, however, learning graph embedding with few supervised signals is still a difficult problem. In this paper, we propose a novel training algorithm for Graph Convolutional Network, called Multi-Stage Self-Supervised(M3S) Training Algorithm, co…
New method designs experiments robustly for nonlinear estimation, improving parameter knowledge.
Guided Learning improves end-to-end modeling for multi-stage decision-making.
This paper proposes a cascading failure mitigation strategy based on Reinforcement Learning (RL) method. Firstly, the principles of RL are introduced. Then, the Multi-Stage Cascading Failure (MSCF) problem is presented and its challenges are investigated. The problem is then tackled by the RL based on DC-OPF (Optimal P…
Improves classifier performance in multi-stage processes with adversarial autoencoders and multi-task learning.
Owing to the ever-increasing demand in wireless spectrum, Cognitive Radio (CR) was introduced as a technique to attain high spectral efficiency. As the number of secondary users (SUs) connecting to the cognitive radio network is on the rise, there is an imminent need for centralized algorithms that provide high through…
Improves disentangled representation learning with multi-stage modeling.
Study uses deep neural networks for causal inference tasks, especially in high-dimensional settings.
Paper introduces a multi-stage influence function to track model predictions.
Multi-stage financial decision optimization under uncertainty depends on a careful numerical approximation of the underlying stochastic process, which describes the future returns of the selected assets or asset categories. Various approaches towards an optimal generation of discrete-time, discrete-state approximations…
In this paper, we consider multi-stage stochastic optimization problems with convex objectives and conic constraints at each stage. We present a new stochastic first-order method, namely the dynamic stochastic approximation (DSA) algorithm, for solving these types of stochastic optimization problems. We show that DSA c…
In many classification systems, sensing modalities have different acquisition costs. It is often {\it unnecessary} to use every modality to classify a majority of examples. We study a multi-stage system in a prediction time cost reduction setting, where the full data is available for training, but for a test example, m…
CSAC enables cooperative reinforcement learning for multi-stage tasks.
Strategic valuation of efficient and well-timed network investments under uncertain electricity market environment has become increasingly challenging, because there generally exist multiple interacting options in these investments, and failing to systematically consider these options can lead to decisions that underva…
Motivated by the problem of computer-aided detection (CAD) of pulmonary nodules, we introduce methods to propagate and fuse uncertainty information in a multi-stage Bayesian convolutional neural network (CNN) architecture. The question we seek to answer is "can we take advantage of the model uncertainty provided by one…
Estimates and infers multi-stage stationary treatment policies with variable selection.
Improves classifier performance in multi-stage selection processes.
Two-stage framework detects multi-modal outliers.
Proposes a new model for noisy labels considering multiple labelers and adversarial attacks.
Adaptive multi-stage density ratio estimation improves learning of latent space EBM.
Estimates time-varying network connections using multi-stage smoothing.
In this paper, we introduce multi-task learning (MTL) to data harmonization (DH); where we aim to harmonize images across different acquisition platforms and sites. This allows us to integrate information from multiple acquisitions and improve the predictive performance and learning efficiency of the harmonization mode…
Paper presents a deep learning framework for faster, more accurate nuclear reactor power prediction.
Deep neural networks can grok better than shallow ones, showing multi-stage generalization.
A number of recent work studied the effectiveness of feature selection using Lasso. It is known that under the restricted isometry properties (RIP), Lasso does not generally lead to the exact recovery of the set of nonzero coefficients, due to the looseness of convex relaxation. This paper considers the feature selecti…
"Feint Attack", as a new type of APT attack, has become the focus of attention. It adopts a multi-stage attacks mode which can be concluded as a combination of virtual attacks and real attacks. Under the cover of virtual attacks, real attacks can achieve the real purpose of the attacker, as a result, it often caused hu…
We prove a general duality result for multi-stage portfolio optimization problems in markets with proportional transaction costs. The financial market is described by Kabanov's model of foreign exchange markets over a finite probability space and finite-horizon discrete time steps. This framework allows us to compare v…
Improved latent dynamics identification framework reduces training time and improves accuracy.
This paper presents a simple method for a posteriori (historical) multi-variate multi-stage optimal trading under transaction costs and a diversification constraint. Starting from a given amount of money in some currency, we analyze the stage-wise optimal allocation over a time horizon with potential investments in mul…
Fine-grained visual categorization (FGVC) is to categorize objects into subordinate classes instead of basic classes. One major challenge in FGVC is the co-occurrence of two issues: 1) many subordinate classes are highly correlated and are difficult to distinguish, and 2) there exists the large intra-class variation (e…
A neural network and evolutionary algorithm framework designs nonlinear optical molecules.
Paper identifies a shared toolkit of strategies for risk management across fields.
Existing ordinal embedding methods usually follow a two-stage routine: outlier detection is first employed to pick out the inconsistent comparisons; then an embedding is learned from the clean data. However, learning in a multi-stage manner is well-known to suffer from sub-optimal solutions. In this paper, we propose a…
In this paper, we propose a refined multi-stage multi-task training strategy to improve the performance of online attention-based encoder-decoder (AED) models. A three-stage training based on three levels of architectural granularity namely, character encoder, byte pair encoding (BPE) based encoder, and attention decod…
DIN framework directly models hydraulic conductivity and uncertainty.
Develops a method to quantify racial bias in law enforcement systems.
We consider the problem of learning multi-stage vision-based tasks on a real robot from a single video of a human performing the task, while leveraging demonstration data of subtasks with other objects. This problem presents a number of major challenges. Video demonstrations without teleoperation are easy for humans to…
Video summarisation can be posed as the task of extracting important parts of a video in order to create an informative summary of what occurred in the video. In this paper we introduce SummaryNet as a supervised learning framework for automated video summarisation. SummaryNet employs a two-stream convolutional network…
Simple framework decouples word alignment and multilingual embedding mapping.
One of the challenges in computational acoustics is the identification of models that can simulate and predict the physical behavior of a system generating an acoustic signal. Whenever such models are used for commercial applications an additional constraint is the time-to-market, making automation of the sound design …
Multi-task sparse feature learning aims to improve the generalization performance by exploiting the shared features among tasks. It has been successfully applied to many applications including computer vision and biomedical informatics. Most of the existing multi-task sparse feature learning algorithms are formulated a…
Representational similarity analysis (RSA) has been shown to be an effective framework to characterize brain-activity profiles and deep neural network activations as representational geometry by computing the pairwise distances of the response patterns as a representational dissimilarity matrix (RDM). However, how to p…
E-commerce sponsored search contributes an important part of revenue for the e-commerce company. In consideration of effectiveness and efficiency, a large-scale sponsored search system commonly adopts a multi-stage architecture. We name these stages as ad retrieval, ad pre-ranking and ad ranking. Ad retrieval and ad pr…
Generative adversarial networks (GAN) have recently been shown to be efficient for speech enhancement. However, most, if not all, existing speech enhancement GANs (SEGAN) make use of a single generator to perform one-stage enhancement mapping. In this work, we propose to use multiple generators that are chained to perf…
Synthetic population generation is the process of combining multiple socioeconomic and demographic datasets from different sources and/or granularity levels, and downscaling them to an individual level. Although it is a fundamental step for many data science tasks, an efficient and standard framework is absent. In this…
We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic bandits. We provide a framework which modifies the aggressive exploration enjoyed b…
New methods solve complex financial equations.