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 introduce an unsupervised approach to efficiently discover the underlying features in a data set via crowdsourcing. Our queries ask crowd members to articulate a feature common to two out of three displayed examples. In addition we also ask the crowd to provide binary labels to the remaining examples based on the di…
Independent Component Analysis (ICA) is a dimensionality reduction technique that can boost efficiency of machine learning models that deal with probability density functions, e.g. Bayesian neural networks. Algorithms that implement adaptive ICA converge slower than their nonadaptive counterparts, however, they are cap…
A major challenge in computed tomography (CT) is to reduce X-ray dose to a low or even ultra-low level while maintaining the high quality of reconstructed images. We propose a new method for CT reconstruction that combines penalized weighted-least squares reconstruction (PWLS) with regularization based on a sparsifying…
We consider 1-qubit mixed quantum state estimation by adaptively updating measurements according to previously obtained outcomes and measurement settings. Updates are determined by the average-variance-optimality (A-optimality) criterion, known in the classical theory of experimental design and applied here to quantum …
New research shows many batch selection methods for training work just as well as full batch training.
problem Finding optimal batch selection methods for training.
method Analysis of mini-batch Gradient Descent (GD) and Stochastic GD (SGD) with various batch selection rules.
result All mini-batch schedules, including deterministic ones, generalize optimally for smooth Lipschitz-convex/nonconvex/strongly-convex loss functions.
Adaptive designs achieve strong Neyman regret guarantees for ATE estimation.
problem Estimating unbiased average treatment effect in sequential experiments.
method Proposed adaptive designs with O(logT) Neyman regret under boundedness assumptions and O(T) multigroup Neyman regret in covariate-based settings.
result Adaptive designs outperform non-adaptive designs in terms of Neyman regret, especially in covariate-based settings.
We consider the problem of group testing with sum observations and noiseless answers, in which we aim to locate multiple objects by querying the number of objects in each of a sequence of chosen sets. We study a probabilistic setting with entropy loss, in which we assume a joint Bayesian prior density on the locations …
Attention mechanism learns to focus on sparse tokens efficiently.
problem Detecting weak, rare, and sparsely located features in long sequences.
method Theoretical analysis and training of a single-layer attention classifier in a sparse-token classification model.
result A single-layer attention classifier can achieve vanishing test error with logarithmic signal strength growth, unlike linear classifiers requiring linear growth.
In this paper, we focus on online representation learning in non-stationary environments which may require continuous adaptation of model architecture. We propose a novel online dictionary-learning (sparse-coding) framework which incorporates the addition and deletion of hidden units (dictionary elements), and is inspi…
The development of computed tomography (CT) image reconstruction methods that significantly reduce patient radiation exposure while maintaining high image quality is an important area of research in low-dose CT (LDCT) imaging. We propose a new penalized weighted least squares (PWLS) reconstruction method that exploits …
We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed algorithms for online learning have better regret performance than the known rando…
Bayesian networks (BN) are used in a big range of applications but they have one issue concerning parameter learning. In real application, training data are always incomplete or some nodes are hidden. To deal with this problem many learning parameter algorithms are suggested foreground EM, Gibbs sampling and RBE algori…
Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the first method that can automatically discover a better algorithm. We approach th…
Approximate probabilistic inference algorithms are central to many fields. Examples include sequential Monte Carlo inference in robotics, variational inference in machine learning, and Markov chain Monte Carlo inference in statistics. A key problem faced by practitioners is measuring the accuracy of an approximate infe…
In this paper, we propose a convergent parallel best-response algorithm with the exact line search for the nondifferentiable nonconvex sparsity-regularized rank minimization problem. On the one hand, it exhibits a faster convergence than subgradient algorithms and block coordinate descent algorithms. On the other hand,…
The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the Kaczmarz algorithm was shown to converge exponentially and independent of number of …