The paper introduces a new metric to quantify uncertainty's impact on multiple objectives.
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.
Trend · papers per month
Variational inference is an umbrella term for algorithms which cast Bayesian inference as optimization. Classically, variational inference uses the Kullback-Leibler divergence to define the optimization. Though this divergence has been widely used, the resultant posterior approximation can suffer from undesirable stati…
The paper tackles non-cumulative objectives in reinforcement learning and proposes modifications to existing algorithms.
A general theory of quantum spinor structures on quantum spaces is presented, within the conceptual framework of the formalism of quantum principal bundles. Quantum analogs of all basic objects of the classical theory are constructed and analyzed. This includes Laplace and Dirac operators, quantum versions of Clifford …
Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables or objective functions, which further increases the complexity of optimization. …
Classifies and constructs intertwining differential operators between vector bundles over real projective space.
In this paper, we introduce a generalization of G-opers for arbitrary parabolic subgroups P<G. For parabolic subgroups associated to even nilpotents, we parameterize (G,P)-opers by an object generalizing the base of the Hitchin fibration. In particular, we describe families of opers associated to higher Teichmuller spa…
Finding an embedding space for a linear approximation of a nonlinear dynamical system enables efficient system identification and control synthesis. The Koopman operator theory lays the foundation for identifying the nonlinear-to-linear coordinate transformations with data-driven methods. Recently, researchers have pro…
New function-space autoencoders improve data handling across resolutions.
OGRePy simplifies tensor calculations in general relativity.
This paper integrates Nijenhuis structures into Lie groupoids.
Iterative thresholding algorithms seek to optimize a differentiable objective function over a sparsity or rank constraint by alternating between gradient steps that reduce the objective, and thresholding steps that enforce the constraint. This work examines the choice of the thresholding operator, and asks whether it i…
The study quantifies how many objects can be linearly classified under all views.
New algorithm improves PPS for multi-object matching.
The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to their proximity operator. In this short note we provide an alternative proof for the…
Proposes a new regularization technique for neural networks using elliptic operators.
This research classifies deformations of Yang-Baxter operators using cohomology of -Lie algebras.
The optimization of electric machines at multiple operating points is crucial for applications that require frequent changes on speeds and loads, such as the electric vehicles, to strive for the machine optimal performance across the entire driving cycle. However, the number of objectives that would need to be optimize…
We describe stable cup-i products on the cochain complex with coefficients of any augmented semi-simplicial object in the Burnside category. An example of such an object is the Khovanov functor of Lawson, Lipshitz and Sarkar. Thus we obtain explicit formulas for cohomology operations on the Khovanov homology of a…
The objective of the present paper is to prove the non-existence of real hypersurface with pseudo-parallel normal Jacobi operator in complex two-plane Grassmannians. As a corollary, we show that there does not exist any real hypersurface with semi-parallel or recurrent normal Jacobi operator in complex two-plane Grassm…
We introduce a framework to study the effective objectives at different time scales of financial market microstructure. The financial market can be regarded as a complex adaptive system, where purposeful agents collectively and simultaneously create and perceive their environment as they interact with it. It has been s…
The analysis of mathematical structure of the method of operator manifold guides our discussion. The latter is a still wider generalization of the method of secondary quantization with appropriate expansion over the geometric objects. The nature of operator manifold provides its elements with both quantum field and geo…
We study a regular closure operator in the category of quandles. We show that the regular closure operator and the pullback closure operator corresponding to the reflector from the category of quandles to its full subcategory of trivial quandles coincide, we give a simple description of this closure operator, and analy…
In this paper, we introduce various mechanisms to obtain accelerated first-order stochastic optimization algorithms when the objective function is convex or strongly convex. Specifically, we extend the Catalyst approach originally designed for deterministic objectives to the stochastic setting. Given an optimization me…
The paper extends Lie bracket to noncommutative geometry using differential operators.
Sorting input objects is an important step in many machine learning pipelines. However, the sorting operator is non-differentiable with respect to its inputs, which prohibits end-to-end gradient-based optimization. In this work, we propose NeuralSort, a general-purpose continuous relaxation of the output of the sorting…
While great progress has been made recently in automatic image manipulation, it has been limited to object centric images like faces or structured scene datasets. In this work, we take a step towards general scene-level image editing by developing an automatic interaction-free object removal model. Our model learns to …
Data mining methods have been widely applied in financial markets, with the purpose of providing suitable tools for prices forecasting and automatic trading. Particularly, learning methods aim to identify patterns in time series and, based on such patterns, to recommend buy/sell operations. The objective of this work i…
We study natural lifting operations from a bundle E over R to the dual bundle of its first-jet bundle. The main purpose is to define a complete lift of a type (1,1) tensor field on E and to understand all features of its construction. Various other lifting operations of tensorial objects on E are needed for that purpos…
Various convolutional neural networks (CNNs) were developed recently that achieved accuracy comparable with that of human beings in computer vision tasks such as image recognition, object detection and tracking, etc. Most of these networks, however, process one single frame of image at a time, and may not fully utilize…
New method uses neural operators for efficient function space optimization.
This paper optimizes object tracking on edge devices with small matrices.
The ability to detect and track objects in the visual world is a crucial skill for any intelligent agent, as it is a necessary precursor to any object-level reasoning process. Moreover, it is important that agents learn to track objects without supervision (i.e. without access to annotated training videos) since this w…
It is of increasing importance to develop learning methods for ranking. In contrast to many learning objectives, however, the ranking problem presents difficulties due to the fact that the space of permutations is not smooth. In this paper, we examine the class of rank-linear objective functions, which includes popular…
Convolutional Neural Networks (CNNs) have demonstrated state-of-the-art performance on many visual recognition tasks. However, the combination of convolution and pooling operations only shows invariance to small local location changes in meaningful objects in input. Sometimes, such networks are trained using data augme…
Improved set prediction model using multiset-equivariant operations and approximate implicit differentiation.
This article is one of a series of papers. For this decade, the Dirac operator on a submanifold has been studied as a restriction of the Dirac operator in -dimensional euclidean space $\EE^n$ to a surface or a space curve as physical models. These Dirac operators are identified with operators of the Frenet-Serret re…
This work explores robust multi-objective optimisation with scalarisation and robustification.
Scientific imaging techniques such as optical and electron microscopy and computed tomography (CT) scanning are used to study the 3D structure of an object through 2D observations. These observations are related to the original 3D object through orthogonal integral projections. For common 3D reconstruction algorithms, …
The definition of the covariant space-time averaging scheme for the objects (tensors, geometric objects, etc.) on differentiable metric manifolds with a volume n-form, which has been proposed for the formulation of macroscopic gravity, is analyzed. An overview of the space-time averaging procedure in Minkowski spacetim…
We propose a new proximal, path-following framework for a class of constrained convex problems. We consider settings where the nonlinear---and possibly non-smooth---objective part is endowed with a proximity operator, and the constraint set is equipped with a self-concordant barrier. Our approach relies on the followin…
In this paper, we show the existence of a sequence of invariant differential operators on a particular homogeneous model of a Cartan geometry. The first operator in this sequence can be locally identified with the Dirac operator in Clifford variables, , where $D_i=\sum_j e_j\cdot \partial_{i…
Study YB operators and their deformations, finding integrable and nontrivial cases.
Machine learning competition predicts spacecraft collision risks.
Develops a smooth operator framework for analyzing neural network representations.
This work proposes a way to align statistical modeling with decision making. We provide a method that propagates the uncertainty in predictive modeling to the uncertainty in operational cost, where operational cost is the amount spent by the practitioner in solving the problem. The method allows us to explore the range…
Paper proposes a new method for training diffusion models using Markov operators.
Study eigenvalues and eigenfunctions of fourth-order operators in annuli, proving optimal estimates and non-radiality.