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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.

169,341 papers · 148 categories

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85169254338 · Jun 202019922001200920182026
48 results for propagation losses

Loss-calibrated EP improves Bayesian decision-making by focusing on utility-sensitive posterior approximations.

problem Bayesian decision-making under asymmetric utility functions.
method Loss-calibrated expectation propagation (Loss-EP) that tilts the posterior towards higher utility decisions.
result Loss-EP can capture useful information for decision-making under asymmetric penalties.

Theoretical framework for target propagation shows differences from backpropagation.

problem Understanding and improving target propagation for neural networks.
method Mathematical optimization analysis and novel reconstruction loss.
result A novel reconstruction loss improves feedback weight training and introduces architectural flexibility.

Proposes a semi-implicit back propagation method for neural networks.

problem Challenges in training neural networks, especially gradient vanishing and small step sizes.
method Proposes a semi-implicit back propagation method using error back propagation and proximal methods.
result The proposed method leads to better performance in terms of loss decreasing and training/validation accuracy compared to SGD and ProxBP.

New method predicts propagation losses at 169 MHz for smart metering.

problem Radio planning for 169 MHz smart metering networks.
method Support Vector Machine techniques for classification and regression.
result Good accuracy achieved at low computational cost and minimal measurement effort.

Neural network with loss ensemble improves text classification accuracy.

problem Improving text classification accuracy in noisy environments.
method Extended neural network with an ensemble loss function, weights tuned through gradient propagation.
result Improvement in classification accuracy and resilience against label noise.

TD learning with neural networks can lead to worse solutions than Monte-Carlo methods, especially in discontinuous value functions.

problem TD learning with neural networks can propagate approximation errors, leading to worse solutions than Monte-Carlo methods.
method Investigated the issue of approximation errors in areas of sharp discontinuities of the value function being further propagated by bootstrap updates.
result Empirical and analytical evidence shows that leakage propagation occurs in TD learning with function approximation, especially in sharp discontinuities.

This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the training sample. The estimated uncertainties can be propagated into the optimal…

2013-10-03abs ↗pdf ↗

CoPhy-PGNN tackles competing PG losses in neural networks for solving eigenvalue problems.

problem Solving eigenvalue problems with competing physics-guided loss functions.
method Learning generalizable solutions using a novel approach to handle competing PG losses.
result Demonstrates the effectiveness of the approach in quantum mechanics and electromagnetic propagation.

Proposes Group Loss for deep metric learning to improve clustering and image retrieval.

problem Improving deep metric learning for better clustering and image retrieval.
method Group Loss based on label-propagation method enforcing embedding similarity across all samples of a group.
result Shows state-of-the-art results on clustering and image retrieval on several datasets.

This paper proposes an alternative to E2E training for deep networks, reducing memory footprint.

problem High GPUs memory footprint in end-to-end training of deep networks.
method Locally supervised learning with information propagation loss to avoid information collapse.
result The proposed method achieves competitive performance with less than 40% memory footprint compared to E2E training.

Two new algorithms improve Q* approximation in batch RL with linear error propagation.

problem Improving Q* approximation in batch reinforcement learning.
method Two novel algorithms that estimate Bellman error directly, without quadratic dependence.
result Linear-in-horizon error propagation for batch RL algorithms.

Improved WBP decoding with simple scaling and SNR adaptation.

problem Efficiently decoding weighted Tanner graphs with reduced complexity.
method Simple-scaling models with machine learning for edge weights, and parameter adapter networks.
result Simple scaling with few parameters can achieve near-maximum-likelihood performance.

Using particle system methodologies we study the propagation of financial distress in a network of firms facing credit risk. We investigate the phenomenon of a credit crisis and quantify the losses that a bank may suffer in a large credit portfolio. Applying a large deviation principle we compute the limiting distribut…

2007-04-11abs ↗pdf ↗

A new framework explains mixed models by propagating Shapley values.

problem Making complex models like neural networks and stacked models explainable for healthcare applications.
method DeepSHAP framework for layer-wise propagation of Shapley values.
result DeepSHAP enables attributions for mixed models and theoretically justifies attributions with respect to a background distribution.

Optimization-based pruning eliminates backpropagation for large language models.

problem Suboptimal pruning performance due to heuristic metrics.
method Optimization of Bernoulli distribution to learn pruning masks without backpropagation.
result Efficient pruning of large language models with improved performance.

Uniform bounds for neural network convergence without strong convexity assumptions.

problem Understanding the convergence of neural networks in the feature-learning regime.
method Establishing uniform-in-time weak propagation-of-chaos via mean-field deterministic Wasserstein-gradient-flow dynamics.
result Uniform bounds on the difference between infinite-width and finite-width neural network outputs, showing that fewer neurons can achieve a desired loss.

Proposes a method to quantify uncertainty in graph neural networks for node classification.

problem Uncertainty in graph neural networks for node classification.
method Bayesian uncertainty propagation (BUP) method embedding GNNs in a Bayesian framework.
result Demonstrates superior performance of the proposed method on benchmark datasets.

Network-based stress test assesses central counterparty resilience.

problem Quantifying resilience of central counterparties during financial distress.
method Network analysis of clearing members, simulating financial distress propagation.
result Default funds may not be adequate for systemic events, requiring conservative amounts.

New method reduces memory usage in deep HRNNs by replacing gradient backpropagation with local losses.

problem Memory constraints in training deep hierarchical RNNs.
method Replace gradient backpropagation with locally computable losses in deep HRNNs.
result Memory requirements reduced by a factor exponential in hierarchy depth.

New insights into neural network initialization and activation functions improve deep learning performance.

problem Inappropriate initialization and activation function selection can hinder deep neural network training.
method Theoretical analysis and quantitative results on weight initialization and activation functions.
result Random initialization at the edge of chaos improves information propagation in deep neural networks.

This work improves structured prediction by learning the balance between signal and random noise.

problem Structured prediction with random perturbations.
method Learning the variance of randomized structured predictors to balance signal and noise.
result Learning the balance improves structured prediction effectiveness.

Dropout schedules can be optimized to significantly reduce model test loss.

problem Improving model performance in neural networks.
method Developed a mean-field theory of dropout at the edge of chaos, proposing front-loaded dropout schedules.
result Front-loaded dropout schedules reduce test loss by 18-35% over constant dropout.

We present GLASSES: Global optimisation with Look-Ahead through Stochastic Simulation and Expected-loss Search. The majority of global optimisation approaches in use are myopic, in only considering the impact of the next function value; the non-myopic approaches that do exist are able to consider only a handful of futu…

2015-10-21abs ↗pdf ↗

Study ruin probabilities in risk processes on stochastic networks.

problem Ruin probabilities in risk processes on stochastic networks.
method Classification of agents by types, Poisson process for loss propagation, explicit ruin probabilities for infinite network size.
result Explicit ruin probabilities for agents of any type in infinite network size.

A simplified backpropagation method reduces model complexity and computational cost.

problem Complexity and computational inefficiency in deep learning models.
method Sparsification of gradient vectors and adaptive model simplification.
result Models can be simplified by updating only a small fraction of weights, improving accuracy.

Paper aims to ensure reliable detection of out-of-distribution data with certifiable worst-case guarantees.

problem Deep neural networks are overconfident with OOD inputs, posing safety risks.
method Enforces low confidence and bounds in an ll_\infty-ball around OOD points using interval bound propagation (IBP).
result Certifiable worst-case guarantees for OOD detection are possible without significant loss in accuracy.

Proposes IFCDA framework to improve cross-domain adaptation.

problem Negative transfer and difficulty in handling category-irrelevant losses in DA.
method Importance filtered mechanism to generate filtered soft labels, combined with graph-based label propagation.
result Significantly improves performance in both Closed-Set and Open-Set DA scenarios.

OpticNet predicts IOL optical properties from biometric data, outperforming current methods.

problem Precise prediction of IOL optical properties for cataract surgery.
method Unsupervised, domain-specific, physically motivated optical refraction network.
result OpticNet outperforms current methods in predicting IOL optical properties.

The paper proposes new cross-correlators using Price's Theorem and piecewise-linear decomposition.

problem Optimal method for estimating cross-correlations using finite samples.
method General mathematical framework using Price's Theorem and piecewise-linear decomposition.
result Some cross-correlators based on Huber's loss functions, MP functions, and LSE functions have higher SNR.

Study network equilibria in saturated systems, revealing how small shocks can trigger major losses.

problem Understanding how small shocks can lead to major losses in financial networks and games.
method Derived explicit expressions for network equilibria, proved conditions for their uniqueness, and analyzed discontinuities.
result Bifurcation phenomenon in network equilibria, showing sensitivity to small shocks.

Learning with noisy labels is one of the hottest problems in weakly-supervised learning. Based on memorization effects of deep neural networks, training on small-loss instances becomes very promising for handling noisy labels. This fosters the state-of-the-art approach "Co-teaching" that cross-trains two deep neural ne…

2019-01-14abs ↗pdf ↗

Proposes variational Gaussian approximations for solving the Kushner equation.

problem Solving the Kushner equation for state estimation with observations.
method Tractable variational Gaussian approximations of proximal losses based on Wasserstein and Fisher metrics.
result The proposed method leads to a Gaussian flow consistent with Kalman-Bucy and Riccati flows.

Study on learning to defer to multiple experts with consistent surrogates and confidence calibration.

problem Addressing the open problems of consistent surrogates, confidence calibration, and ensembling of experts.
method Derive two consistent surrogates (softmax and OvA) and propose a conformal inference technique for choosing experts.
result The OvA-based loss does not cause mis-calibration propagation, while the softmax-based loss does.

Proves well-posedness for Einstein equations with totally geodesic timelike boundary condition.

problem Initial boundary value problem for Einstein equations with specific geometric boundary condition.
method ADM system, parallelly propagated orthonormal frame, modified evolution equations, hyperbolic systems, constraints propagation.
result First well-posedness result for Einstein equations with totally geodesic timelike boundary condition.

This research develops a new model for cyber risk and insurance pricing.

problem Accurate calculation of aggregate losses in cyber insurance pricing.
method A path-based k-generation risk contagion model in a tree-shaped network structure.
result Explicit expressions for mean and variance of local loss on a single path.