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.
Model analyzes OTC market making with reputation feedback.
Model analyzes how reputation feedback affects OTC market making.
Model accurately gates ocean microbes from high-frequency flow cytometry data.
Bayesian methods have been successfully applied to sparsify weights of neural networks and to remove structure units from the networks, e. g. neurons. We apply and further develop this approach for gated recurrent architectures. Specifically, in addition to sparsification of individual weights and neurons, we propose t…
Analysis of flow cytometry data is an essential tool for clinical diagnosis of hematological and immunological conditions. Current clinical workflows rely on a manual process called gating to classify cells into their canonical types. This dependence on human annotation limits the rate, reproducibility, and complexity …
A major contributing factor to the recent advances in deep neural networks is structural units that let sensory information and gradients to propagate easily. Gating is one such structure that acts as a flow control. Gates are employed in many recent state-of-the-art recurrent models such as LSTM and GRU, and feedforwa…
Long Short-Term Memory (LSTM) is one of the most widely used recurrent structures in sequence modeling. It aims to use gates to control information flow (e.g., whether to skip some information or not) in the recurrent computations, although its practical implementation based on soft gates only partially achieves this g…
Long Short-Term Memory (LSTM) infers the long term dependency through a cell state maintained by the input and the forget gate structures, which models a gate output as a value in [0,1] through a sigmoid function. However, due to the graduality of the sigmoid function, the sigmoid gate is not flexible in representing m…
Data obtained from Flow Cytometry present pronounced variability due to biological and technical reasons. Biological variability is a well-known phenomenon produced by measurements on different individuals, with different characteristics such as illness, age, sex, etc. The use of different settings for measurement, the…
Gradient Gating improves deep GNNs by modulating message passing updates.
Gated recurrent neural networks have achieved remarkable results in the analysis of sequential data. Inside these networks, gates are used to control the flow of information, allowing to model even very long-term dependencies in the data. In this paper, we investigate whether the original gate equation (a linear projec…
In this work, we propose a novel recurrent neural network (RNN) architecture. The proposed RNN, gated-feedback RNN (GF-RNN), extends the existing approach of stacking multiple recurrent layers by allowing and controlling signals flowing from upper recurrent layers to lower layers using a global gating unit for each pai…
GATES improves neural architecture search by modeling operations as information transformation.
A new method for differentiable structured sparsity improves neural network performance and sparsity.
Recurrent neural networks can be difficult to train on long sequence data due to the well-known vanishing gradient problem. Some architectures incorporate methods to reduce RNN state updates, therefore allowing the network to preserve memory over long temporal intervals. To address these problems of convergence, this p…
Combines VaR and ES forecasts from a large pool of methods.
Recurrent Neural Networks (RNNs) play a major role in the field of sequential learning, and have outperformed traditional algorithms on many benchmarks. Training deep RNNs still remains a challenge, and most of the state-of-the-art models are structured with a transition depth of 2-4 layers. Recurrent Highway Networks …
Study uses machine learning to optimize seismic design parameters.
Architecture optimization, which is a technique for finding an efficient neural network that meets certain requirements, generally reduces to a set of multiple-choice selection problems among alternative sub-structures or parameters. The discrete nature of the selection problem, however, makes this optimization difficu…
Model analyzes RFQ markets using stochastic control to optimize dealer performance and inventory.
New interpretation of RNN forget gate improves learnability for long-term sequential data.
Recent studies have shown that neural models can achieve high performance on several sequence labelling/tagging problems without the explicit use of linguistic features such as part-of-speech (POS) tags. These models are trained only using the character-level and the word embedding vectors as inputs. Others have shown …
Unified model explains volatility memory in stocks and forex.
This work connects neural network training to convex optimization via the NTK.
A new method normalizes flow mixtures for better inference across different data types.
Proposes a new deep learning model for uncertainty quantification and propagation.
The paper studies 4-qubit Clifford states and their properties.
Improved logistic MoE with sigmoid gate shows better sample efficiency.
New method prepares 3-qubit states using local gates and controlled-Z gates.
We propose a new Graph Neural Network that combines recent advancements in the field. We give theoretical contributions by proving that the model is strictly more general than the Graph Isomorphism Network and the Gated Graph Neural Network, as it can approximate the same functions and deal with arbitrary edge values. …
LSTMs and GRUs are the most common recurrent neural network architectures used to solve temporal sequence problems. The two architectures have differing data flows dealing with a common component called the cell state (also referred to as the memory). We attempt to enhance the memory by presenting a modification that w…
Sigmoid gating is more sample efficient than softmax in mixture of experts.
In quantum computation, series of quantum gates have to be arranged in a predefined sequence that led to a quantum circuit in order to solve a particular problem. What if the sequence of quantum gates is known but both the problem to be solved and the outcome of the so defined quantum circuit remain in the shadow? This…
AMF-VI uses adaptive mixtures of flows for robust VI across diverse distributions.
Proposes a method to evaluate meta-learning performance based on task similarity.
Model compresses event-like contexts using gated surprise signals.
Convolutional neural networks (CNNs) are commonly used for image classification tasks, raising the challenge of their application on data flows. During their training, adaptation is often performed by tuning the learning rate. Usual learning rate strategies are time-based i.e. monotonously decreasing. In this paper, we…
Gated attention improves model curvature, enhancing performance on nonlinear tasks.
Gated attention improves performance by using a hierarchical mixture of experts.
Given the success of the gated recurrent unit, a natural question is whether all the gates of the long short-term memory (LSTM) network are necessary. Previous research has shown that the forget gate is one of the most important gates in the LSTM. Here we show that a forget-gate-only version of the LSTM with chrono-ini…
Improved HMoE models using Laplace gating function enhance expert specialization and performance.
Gating units in GRUs and LSTMs create slow modes and control phase-space complexity.
The paper evaluates three variants of the Gated Recurrent Unit (GRU) in recurrent neural networks (RNN) by reducing parameters in the update and reset gates. We evaluate the three variant GRU models on MNIST and IMDB datasets and show that these GRU-RNN variant models perform as well as the original GRU RNN model while…
We introduce performance-based regularization (PBR), a new approach to addressing estimation risk in data-driven optimization, to mean-CVaR portfolio optimization. We assume the available log-return data is iid, and detail the approach for two cases: nonparametric and parametric (the log-return distribution belongs in …
This study analyzes communication constraints in MoE architectures using information theory.
GLCB uses Gated Linear Networks for online contextual bandits.
Paper connects MoE and self-attention, proposing active-attention.
Neural networks predict traffic flow in smart cities.