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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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202403605806 · Jun 202019922001200920172026
48 results for neural autoregressive

Normalizing flows and autoregressive models have been successfully combined to produce state-of-the-art results in density estimation, via Masked Autoregressive Flows (MAF), and to accelerate state-of-the-art WaveNet-based speech synthesis to 20x faster than real-time, via Inverse Autoregressive Flows (IAF). We unify a…

2018-04-03abs ↗pdf ↗

HCNAF models complex conditional distributions for probabilistic occupancy forecasting.

problem Modeling complex conditional probability density functions for occupancy forecasting.
method Hyper-Conditioned Neural Autoregressive Flow (HCNAF) combining AF and hyper-network.
result HCNAF achieves state-of-the-art performance in self-driving datasets.

Autoregressive models are among the best performing neural density estimators. We describe an approach for increasing the flexibility of an autoregressive model, based on modelling the random numbers that the model uses internally when generating data. By constructing a stack of autoregressive models, each modelling th…

2017-05-19abs ↗pdf ↗

Study finds optimal vocabulary size for neural machine translation.

problem Imbalanced class distribution in language data affects NMT performance.
method Casts NMT as a classification task, analyzes vocabulary sizes, and tests multiple languages.
result Certain vocabulary sizes outperform others, explaining NMT performance.

The framework of normalizing flows provides a general strategy for flexible variational inference of posteriors over latent variables. We propose a new type of normalizing flow, inverse autoregressive flow (IAF), that, in contrast to earlier published flows, scales well to high-dimensional latent spaces. The proposed f…

2016-06-15abs ↗pdf ↗

Normalising flows (NFS) map two density functions via a differentiable bijection whose Jacobian determinant can be computed efficiently. Recently, as an alternative to hand-crafted bijections, Huang et al. (2018) proposed neural autoregressive flow (NAF) which is a universal approximator for density functions. Their fl…

2019-04-09abs ↗pdf ↗

This work proposes an efficient autoregressive model for text generation.

problem The challenge of generating high-quality text with autoregressive models.
method Introduces a cascaded decoding approach using Markov transformers to achieve sub-linear parallel time generation.
result Shows competitive accuracy/speed tradeoff compared to existing methods on five machine translation datasets.

Neural density estimators are flexible families of parametric models which have seen widespread use in unsupervised machine learning in recent years. Maximum-likelihood training typically dictates that these models be constrained to specify an explicit density. However, this limitation can be overcome by instead using …

2019-04-11abs ↗pdf ↗

Paper proposes a neural network method for fast, interpretable AR model estimation.

problem Computational inefficiency and convergence issues in conventional AR model estimation.
method Embeds autoregressive structure into a feedforward neural network for coefficient estimation via backpropagation.
result Neural network method consistently recovers AR model coefficients, converging in all cases and providing reliable estimates.

CTRNNs improve blood glucose forecasting in ICU, outperforming traditional models.

problem Forecasting blood glucose in ICU with irregular measurements.
method Continuous time autoregressive recurrent neural networks (CTRNNs) using neural ODE or neural flow layers.
result CTRNNs generally outperform traditional autoregressive models in probabilistic forecasting of blood glucose.

The paper develops a learning theory for neural network-based CHARME models.

problem Developing a learning theory for CHARME models using neural networks.
method Proves the stationarity and ergodicity of CHARME models under weak conditions, then applies neural networks to derive strong consistency and asymptotic normality of estimators.
result Strong consistency and asymptotic normality of NN-based estimators of CHARME model weights and biases under weak conditions.

Study reveals issues with neural autoregressive models and proposes mode recovery cost.

problem Unreasonable affinity of neural autoregressive models to short and long sequences.
method Investigates modes of ground-truth, empirical, and decoding-induced distributions via mode recovery cost.
result Mode recovery cost varies depending on ground-truth distribution and impacts decoding-induced distribution.

This paper proposes CF-NADE, a neural autoregressive architecture for collaborative filtering (CF) tasks, which is inspired by the Restricted Boltzmann Machine (RBM) based CF model and the Neural Autoregressive Distribution Estimator (NADE). We first describe the basic CF-NADE model for CF tasks. Then we propose to imp…

2016-05-31abs ↗pdf ↗

Thermalizer stabilizes autoregressive models for long-term predictions in chaotic systems.

problem Long-term predictions in chaotic spatiotemporal systems are unreliable due to trajectory divergence.
method Diffusion models are used to implicitly estimate the score of an invariant measure, which stabilizes autoregressive emulators by applying denoising during inference.
result Thermalization extends the time horizon of stable predictions by an order of magnitude in chaotic systems.

This work maps Boltzmann distributions to ARNNs for better physics-based model approximations.

problem Approximating Boltzmann distributions of binary systems.
method Exact mapping of Boltzmann distribution to autoregressive neural network architecture.
result New ARNN architectures derived from physical models show superior performance.

Efficiently combines autoregressive and set-based models for joint distributions.

problem Joint distributions over multiple predictions from set-based models.
method Causal autoregressive buffer that caches context and captures dependencies.
result Up to 20x faster joint sampling and density evaluation, up to 7x lower memory usage.

Neural networks improve gravitational-wave parameter estimation.

problem Estimating parameters of binary black hole systems from gravitational-wave data.
method Autoregressive normalizing flows for likelihood-free inference.
result Performance comparable to current best deep-learning approaches, with fast sampling.

Improved lattice field theory simulations with local-Autoregressive Conditional Normalizing Flow.

problem Efficiently sampling lattice field theories with computational challenges.
method Integrates locality into autoregressive conditional normalizing flows.
result Autocorrelation times improved by orders of magnitude for φ4φ^{4} theory on a 2D lattice.

Improved simulation of phase transitions using hierarchical autoregressive networks.

problem Simulating phase transitions in complex systems.
method Hierarchical Autoregressive Neural (HAN) network sampling algorithm.
result Significant improvement in statistical uncertainty compared to the Wolff cluster algorithm.

LMConv improves autoregressive models for image generation and completion.

problem Limited generation order in autoregressive models restricts their applicability.
method Introduces LMConv, a modified 2D convolution that allows arbitrary masks to be applied to weights.
result LMConv achieves improved performance on image density estimation and coherent completions.

A normalizing flow models a complex probability density as an invertible transformation of a simple base density. Flows based on either coupling or autoregressive transforms both offer exact density evaluation and sampling, but rely on the parameterization of an easily invertible elementwise transformation, whose choic…

2019-06-10abs ↗pdf ↗

Transformers become faster by linearizing self-attention.

problem Quadratic complexity of transformers makes them slow for long sequences.
method Expressed self-attention as a linear dot-product and used matrix product associativity to reduce complexity.
result Linear transformers are up to 4000x faster on long sequences.

Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observations. For instance, each element of an observation vector could correspond to a different node in a network, and the parameters of an autoregr…

2016-05-09abs ↗pdf ↗

Proposes DCNAR for dynamic causal inference from neural time series.

problem Uncertainty and evolution of causal structure in real-world domains.
method Two-stage neural causal modeling integrating discovery and inference.
result Dynamic causal inferences are more stable and meaningful than alternatives.

Monotonic neural networks have recently been proposed as a way to define invertible transformations. These transformations can be combined into powerful autoregressive flows that have been shown to be universal approximators of continuous probability distributions. Architectures that ensure monotonicity typically enfor…

2019-08-14abs ↗pdf ↗

WassersteinGrad improves weather forecasting explanations by addressing geometric misalignment issues.

problem Improving explainability of autoregressive neural predictions on dynamic physical fields.
method WassersteinGrad, a geometric consensus method for averaged perturbed attribution maps.
result WassersteinGrad provides more accurate explanations for weather forecasting models.