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.
New insights into neural network forgetting reveal a trade-off between node activation and re-use.
We address the problem of Bayesian structure learning for domains with hundreds of variables by employing non-parametric bootstrap, recursively. We propose a method that covers both model averaging and model selection in the same framework. The proposed method deals with the main weakness of constraint-based learning--…
Traditional statistical theory assumes that the analysis to be performed on a given data set is selected independently of the data themselves. This assumption breaks downs when data are re-used across analyses and the analysis to be performed at a given stage depends on the results of earlier stages. Such dependency ca…
We study how network structure affects the dynamics of collateral in presence of rehypothecation. We build a simple model wherein banks interact via chains of repo contracts and use their proprietary collateral or re-use the collateral obtained by other banks via reverse repos. In this framework, we show that total col…
We explore self-supervised models that can be potentially deployed on mobile devices to learn general purpose audio representations. Specifically, we propose methods that exploit the temporal context in the spectrogram domain. One method estimates the temporal gap between two short audio segments extracted at random fr…
Model explains money creation under regulatory constraints.
Biological intelligence can learn to solve many diverse tasks in a data efficient manner by re-using basic knowledge and skills from one task to another. Furthermore, many of such skills are acquired without explicit supervision in an intrinsically driven fashion. This is in contrast to the state-of-the-art reinforceme…
One question central to Reinforcement Learning is how to learn a feature representation that supports algorithm scaling and re-use of learned information from different tasks. Successor Features approach this problem by learning a feature representation that satisfies a temporal constraint. We present an implementation…
In the present work we propose a Deep Feed Forward network architecture which can be trained according to a sequential learning paradigm, where tasks of increasing difficulty are learned sequentially, yet avoiding catastrophic forgetting. The proposed architecture can re-use the features learned on previous tasks in a …
We introduce the Mondrian kernel, a fast random feature approximation to the Laplace kernel. It is suitable for both batch and online learning, and admits a fast kernel-width-selection procedure as the random features can be re-used efficiently for all kernel widths. The features are constructed by sampling trees via a…
This paper introduces new attention-based convolutional neural networks for selecting bands from hyperspectral images. The proposed approach re-uses convolutional activations at different depths, identifying the most informative regions of the spectrum with the help of gating mechanisms. Our attention techniques are mo…
We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding leads to a model free, non-parametric approach for calculation of an approximate solution to the control problem. This fo…
New framework boosts neural network performance and resilience.
We build new test sets for the CIFAR-10 and ImageNet datasets. Both benchmarks have been the focus of intense research for almost a decade, raising the danger of overfitting to excessively re-used test sets. By closely following the original dataset creation processes, we test to what extent current classification mode…
We propose to prune a random forest (RF) for resource-constrained prediction. We first construct a RF and then prune it to optimize expected feature cost & accuracy. We pose pruning RFs as a novel 0-1 integer program with linear constraints that encourages feature re-use. We establish total unimodularity of the constra…
Study confirms eurozone interbank market stability but finds higher collateral reuse.
C-OPH improves One Permutation Hashing by using a shorter circulant permutation.
Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness, achieving linear convergence. However, these methods are either based on computations o…
Optimizes SGD for anytime neural networks, improving accuracy.
BayesFlow trains neural networks for fast Bayesian inference.
We consider a covariate shift problem where one has access to several different training datasets for the same learning problem and a small validation set which possibly differs from all the individual training distributions. This covariate shift is caused, in part, due to unobserved features in the datasets. The objec…
In this paper we consider two sequence tagging tasks for medieval Latin: part-of-speech tagging and lemmatization. These are both basic, yet foundational preprocessing steps in applications such as text re-use detection. Nevertheless, they are generally complicated by the considerable orthographic variation which is ty…
We study the complexity of functions computable by deep feedforward neural networks with piecewise linear activations in terms of the symmetries and the number of linear regions that they have. Deep networks are able to sequentially map portions of each layer's input-space to the same output. In this way, deep models c…
Dataset augmentation, the practice of applying a wide array of domain-specific transformations to synthetically expand a training set, is a standard tool in supervised learning. While effective in tasks such as visual recognition, the set of transformations must be carefully designed, implemented, and tested for every …
New methods make Bayesian inference feasible for complex cognitive models.
LC-GNN improves GNNs for node classification by incorporating label consistency.
Automated classification of metadata of research data by their discipline(s) of research can be used in scientometric research, by repository service providers, and in the context of research data aggregation services. Openly available metadata of the DataCite index for research data were used to compile a large traini…
Network node embedding is an active research subfield of complex network analysis. This paper contributes a novel approach to learning network node embeddings and direct node classification using a node ranking scheme coupled with an autoencoder-based neural network architecture. The main advantages of the proposed Dee…
Network embedding has proved extremely useful in a variety of network analysis tasks such as node classification, link prediction, and network visualization. Almost all the existing network embedding methods learn to map the node IDs to their corresponding node embeddings. This design principle, however, hinders the ex…
In this work, we address semi-supervised classification of graph data, where the categories of those unlabeled nodes are inferred from labeled nodes as well as graph structures. Recent works often solve this problem via advanced graph convolution in a conventionally supervised manner, but the performance could degrade …
Effectively capturing graph node sequences in the form of vector embeddings is critical to many applications. We achieve this by (i) first learning vector embeddings of single graph nodes and (ii) then composing them to compactly represent node sequences. Specifically, we propose SENSE-S (Semantically Enhanced Node Seq…
Embedding graph nodes into a vector space can allow the use of machine learning to e.g. predict node classes, but the study of node embedding algorithms is immature compared to the natural language processing field because of a diverse nature of graphs. We examine the performance of node embedding algorithms with respe…
In this paper, we present a novel approach for initializing deep neural networks, i.e., by turning PCA into neural layers. Usually, the initialization of the weights of a deep neural network is done in one of the three following ways: 1) with random values, 2) layer-wise, usually as Deep Belief Network or as auto-encod…
CADE learns dual node representations for better generalization.
Graph structured data provide two-fold information: graph structures and node attributes. Numerous graph-based algorithms rely on both information to achieve success in supervised tasks, such as node classification and link prediction. However, node attributes could be missing or incomplete, which significantly deterio…
SANNE model generates embeddings for unseen nodes in graph networks.
Study finds significant instability in node embeddings due to randomness.
CatGCN improves GCNs by modeling feature interactions for categorical node features.
This paper studies node embeddings of networks, revealing their geometric properties.
Paper proves impossibility of three desirable properties in node embedding.
Learning node embeddings that capture a node's position within the broader graph structure is crucial for many prediction tasks on graphs. However, existing Graph Neural Network (GNN) architectures have limited power in capturing the position/location of a given node with respect to all other nodes of the graph. Here w…
GraphCL learns node representations by maximizing similarity between perturbed node features.
ARGEW improves node embeddings for weighted homophilous graphs by emphasizing strong edge weights.
SPARC tackles cold-start nodes in graphs by using spectral embeddings.
Knowledge representation of graph-based systems is fundamental across many disciplines. To date, most existing methods for representation learning primarily focus on networks with simplex labels, yet real-world objects (nodes) are inherently complex in nature and often contain rich semantics or labels, e.g., a user may…
SIGNNAP learns stable and identifiable node representations in GNNs against graph perturbations.
PanRep learns universal node embeddings for heterogeneous graphs.
A new method improves graph node embeddings by considering both nearby and distant node similarities.