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.
The abstract discusses convergent realizations of Lie subalgebras in control theory.
We consider the problem of learning a realization for a linear time-invariant (LTI) dynamical system from input/output data. Given a single input/output trajectory, we provide finite time analysis for learning the system's Markov parameters, from which a balanced realization is obtained using the classical Ho-Kalman al…
Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations across the multiple outputs. While model estimation can be performed efficiently for …
Algorithm identifies bilinear dynamical systems from noisy data.
There has been a recent shift in sequence-to-sequence modeling from recurrent network architectures to convolutional network architectures due to computational advantages in training and operation while still achieving competitive performance. For systems having limited long-term temporal dependencies, the approximatio…
We present a principled framework to address resource allocation for realizing boosting algorithms on substrates with communication or computation noise. Boosting classifiers (e.g., AdaBoost) make a final decision via a weighted vote from the outputs of many base classifiers (weak classifiers). Suppose that the base cl…
Learning structured outputs with general structures is computationally challenging, except for tree-structured models. Thus we propose an efficient boosting-based algorithm AdaBoost.MRF for this task. The idea is based on the realization that a graph is a superimposition of trees. Different from most existing work, our…
New framework models neural systems with random architecture on manifolds.
RESTA defends LLMs against jailbreaking attacks by adding random noise to embeddings.
We study learning in a noisy bisection model: specifically, Bayesian algorithms to learn a target value V given access only to noisy realizations of whether V is less than or greater than a threshold theta. At step t = 0, 1, 2, ..., the learner sets threshold theta t and observes a noisy realization of sign(V - theta t…
Study online learning with set-valued feedback, showing differences between deterministic and randomized approaches.
Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random distribution of the Bayesian optimization outputs, quantification of this uncertain…
Improved active output selection reduces calibration time by 10% or more.
Characterizes inductive bias in multi-channel linear CNNs with bounded weight norm.
The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The acquisition function typically depends on the mean and the variance of the surrogate mod…
We view molecular optimization as a graph-to-graph translation problem. The goal is to learn to map from one molecular graph to another with better properties based on an available corpus of paired molecules. Since molecules can be optimized in different ways, there are multiple viable translations for each input graph…
We study a recent model of collaborative PAC learning where players with different tasks collaborate to learn a single classifier that works for all tasks. Previous work showed that when there is a classifier that has very small error on all tasks, there is a collaborative algorithm that finds a single classifi…
Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their ability to represent uncertainty about predictions. In safety-critical applicatio…
Reservoir computing is a neural network approach for processing time-dependent signals that has seen rapid development in recent years. Physical implementations of the technique using optical reservoirs have demonstrated remarkable accuracy and processing speed at benchmark tasks. However, these approaches require an e…
Paper extends multi-task Gaussian Cox processes for heterogeneous tasks.
TKFT models computation via smooth vector fields, simulating functions in a single dynamical step.
Recurrent neural networks can learn complex transduction problems that require maintaining and actively exploiting a memory of their inputs. Such models traditionally consider memory and input-output functionalities indissolubly entangled. We introduce a novel recurrent architecture based on the conceptual separation b…
A new method quantifies uncertainty in brain injury simulations.
This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the following assumptions: 1) neither the prior model nor the likelihood function are Gau…
New method uses machine learning to estimate sensitivity without binning.
Surrogate strategies are used widely for uncertainty quantification of groundwater models in order to improve computational efficiency. However, their application to dynamic multiphase flow problems is hindered by the curse of dimensionality, the saturation discontinuity due to capillarity effects, and the time-depende…
OTSS learns personalized decision weights from logged decisions and outputs.
Magnetic Random-Access Memory (MRAM) based p-bit neuromorphic computing devices are garnering increasing interest as a means to compactly and efficiently realize machine learning operations in Restricted Boltzmann Machines (RBMs). When embedded within an RBM resistive crossbar array, the p-bit based neuron realizes a t…
This paper presents a novel decentralized high-dimensional Bayesian optimization (DEC-HBO) algorithm that, in contrast to existing HBO algorithms, can exploit the interdependent effects of various input components on the output of the unknown objective function f for boosting the BO performance and still preserve scala…
One goal in Bayesian machine learning is to encode prior knowledge into prior distributions, to model data efficiently. We consider prior knowledge from systems of linear partial differential equations together with their boundary conditions. We construct multi-output Gaussian process priors with realizations in the so…
Gen-CUDE is a neural network for denoising noisy channels.
In this paper, we introduce the notion of liquid time-constant (LTC) recurrent neural networks (RNN)s, a subclass of continuous-time RNNs, with varying neuronal time-constant realized by their nonlinear synaptic transmission model. This feature is inspired by the communication principles in the nervous system of small …
New method reconstructs missing variables in time series using autoencoders and automatic differentiation.
Equity options are known to be notoriously difficult to price accurately, and even with the development of established mathematical models there are many assumptions that must be made about the underlying processes driving market movements. As such, the theoretical prices outputted by these models are often slightly di…
AI agents manage portfolios, improving on human oversight.
New method evaluates AI stock prediction systems based on decision-making processes.
Researchers infer firm-level supply chain networks from sector-level data to assess systemic risk.
Deep-learning CNN automates Cu alloy grain size evaluation.
Criterion for realizing groups on Enriques manifolds.
LLMs can memorize economic data and recall exact values before their training cutoff.
One of the biggest challenges in the field of biomedical imaging is the comprehension and the exploitation of the photon scattering through disordered media. Many studies have pursued the solution to this puzzle, achieving light-focusing control or reconstructing images in complex media. In the present work, we investi…
Paper develops methods for analyzing forms with synchronized singularities.
We use smoothed analysis techniques to provide guarantees on the training loss of Multilayer Neural Networks (MNNs) at differentiable local minima. Specifically, we examine MNNs with piecewise linear activation functions, quadratic loss and a single output, under mild over-parametrization. We prove that for a MNN with …
Bayesian realized EGARCH models improve tail risk forecasting.
The realized GARCH framework is extended to incorporate the two-sided Weibull distribution, for the purpose of volatility and tail risk forecasting in a financial time series. Further, the realized range, as a competitor for realized variance or daily returns, is employed in the realized GARCH framework. Further, sub-s…
We study realizations of Lie algebras by vector fields. A correspondence between classification of transitive local realizations and classification of subalgebras is generalized to the case of regular local realizations. A reasonable classification problem for general realizations is rigorously formulated and an algori…
The study provides error bounds for the generalized Lasso with sub-exponential data.
Extreme multi-label classification (XMC) refers to supervised multi-label learning involving hundreds of thousand or even millions of labels. In this paper, we develop a suite of algorithms, called Bonsai, which generalizes the notion of label representation in XMC, and partitions the labels in the representation space…