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.
In this paper, we examine the fundamental performance limits of prediction, with or without side information. More specifically, we derive generic lower bounds on the Lp norms of the prediction errors that are valid for any prediction algorithms and for any data distributions. Meanwhile, we combine the ent…
We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with expert advice, we present an online algorithm whose regret depends optimally on t…
We give an online algorithm and prove novel mistake and regret bounds for online binary matrix completion with side information. The mistake bounds we prove are of the form O~(D/γ2). The term 1/γ2 is analogous to the usual margin term in SVM (perceptron) bounds. More specifically, if we assume that there i…
How many bits of information are required to PAC learn a class of hypotheses of VC dimension d? The mathematical setting we follow is that of Bassily et al. (2018), where the value of interest is the mutual information I(S;A(S)) between the input sample S and the hypothesis outputted by the learning algo…
This paper proves the theoretical advantage of unsupervised pretraining for machine learning tasks.
problem Understanding why unsupervised pretraining helps in machine learning tasks.
method A generic framework using Maximum Likelihood Estimation (MLE) for unsupervised pretraining and Empirical Risk Minimization (ERM) for downstream tasks.
result Proves an excess risk of ildeO(CΦ/m+CΨ/n) for downstream tasks under mild conditions.
Assume that M(T) is a rational homology sphere plumbed 3-manifold associated with a connected negative definite graph T. We consider the combinatorial multivariable Poincaré series associated with T and its counting functions, which encode rich topological information. Using the `per…
The space of all probability measures having positive density function on a connected compact smooth manifold M, denoted by P(M), carries the Fisher information metric G. We define the geometric mean of probability measures by the aid of which we investigate information geometry of P(M), equ…
Gaussian processes (GPs) provide a powerful framework for extrapolation, interpolation, and noise removal in regression and classification. This paper considers constraining GPs to arbitrarily-shaped domains with boundary conditions. We solve a Fourier-like generalised harmonic feature representation of the GP prior in…
Accurately annotating large scale dataset is notoriously expensive both in time and in money. Although acquiring low-quality-annotated dataset can be much cheaper, it often badly damages the performance of trained models when using such dataset without particular treatment. Various methods have been proposed for learni…
The paper characterizes the efficiency of transferring knowledge from a teacher to a student classifier over finite domains.
problem Characterizing the statistical efficiency of knowledge transfer over finite domains.
method Three progressive levels of privileged information: hard labels, teacher probabilities, and soft labels. Novel empirical loss functions used to achieve the fundamental limits.
result Achieving the fundamental limits of knowledge transfer through specific levels of privileged information and novel loss functions.
The information bottleneck (IB) problem tackles the issue of obtaining relevant compressed representations T of some random variable X for the task of predicting Y. It is defined as a constrained optimization problem which maximizes the information the representation has about the task, I(T;Y), while ensuring t…
Let M=(M,OM) be a smooth supermanifold with connection ∇ and Batchelor model OM≅ΓΛE∗. From (M,∇) we construct a connection on the total space of the vector bundle E→M. This reduction of ∇ is well-defined independently of …
Improved bounds for continuous functions in online learning.
problem Generalizing mistake-bound model to continuous real-valued functions.
method Investigating the class of absolutely continuous functions with bounded derivative, proving bounds on prediction errors.
result Proved that for 1<p<2 with p=1+ε, the bound on the worst-case sum of the pth powers of prediction errors is $Θ(ε^{-rac{1}{2}})$, independent of q.
Numerous control and learning problems face the situation where sequences of high-dimensional highly dependent data are available but no or little feedback is provided to the learner, which makes any inference rather challenging. To address this challenge, we formulate the following problem. Given a series of observati…