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.
Quantum models improve data generation from noisy quantum processors.
New method uses quantum computing to process classical data efficiently.
Adaptive Quantum Conformal Prediction improves reliability of quantum machine learning predictions.
Quantum machine learning aims to solve learning problems more efficiently.
Novel framework explains generalization in deep neural networks.
Quantum optimization aids in financial crash prediction and portfolio management.
Quantum optimization for portfolios with risk and diversification constraints.
Quantum circuits represent binary classification trees with binary features.
We extend the concept of transfer learning, widely applied in modern machine learning algorithms, to the emerging context of hybrid neural networks composed of classical and quantum elements. We propose different implementations of hybrid transfer learning, but we focus mainly on the paradigm in which a pre-trained cla…
Quantum machine learning improves hedging in finance.
A quantum circuit designed for efficient statistical model preparation and training.
Quantum algorithm improves portfolio construction accuracy.
A key problem in financial mathematics is the forecasting of financial crashes: if we perturb asset prices, will financial institutions fail on a massive scale? This was recently shown to be a computationally intractable (NP-hard) problem. Financial crashes are inherently difficult to predict, even for a regulator whic…
DVAEs speed up calorimeter simulation for LHC data.
Quantum mechanics fundamentally forbids deterministic discrimination of quantum states and processes. However, the ability to optimally distinguish various classes of quantum data is an important primitive in quantum information science. In this work, we train near-term quantum circuits to classify data represented by …
TensorHyper-VQC improves VQC scalability and robustness.
Machine learning and quantum computing are two technologies each with the potential for altering how computation is performed to address previously untenable problems. Kernel methods for machine learning are ubiquitous for pattern recognition, with support vector machines (SVMs) being the most well-known method for cla…
Quantum method generates unbiased samples from discrete graphical models.
Most neural network designs for FPGAs are inflexible. In this paper, we propose a flexible VHDL structure that would allow any neural network to be implemented on multiple FPGAs. Moreover, the VHDL structure allows for testing as well as training multiple neural networks. The VHDL design consists of multiple processor …
Quantum algorithms for CVaR portfolio optimization face trade-offs between hardware coherence and expressibility.
Paper tackles dynamic portfolio optimization using quantum and quantum-inspired methods.
The paper introduces new processors for fair credit scoring.
Quantum computing improves fill probability estimation in bond trading.
Method learns topological states from randomized measurements.
This paper compares classical shadows and direct quantum measurement for efficient information extraction.
Optical co-processor speeds up neural network training.
Photonic chip speeds up option pricing with GAN for financial efficiency.
We present a parallel algorithm that computes the ask and bid prices of an American option when proportional transaction costs apply to the trading of the underlying asset. The algorithm computes the prices on recombining binomial trees, and is designed for modern multi-core processors. Although parallel option pricing…
We developed a new quantum annealing (QA) algorithm for Dirichlet process mixture (DPM) models based on the Chinese restaurant process (CRP). QA is a parallelized extension of simulated annealing (SA), i.e., it is a parallel stochastic optimization technique. Existing approaches [Kurihara et al. UAI2009, Sato et al. UA…
FLAME auto-labels mobile data efficiently on diverse processors.
A new generation of manycore processors is on the rise that offers dozens and more cores on a chip and, in a sense, fuses host processor and accelerator. In this paper we target the efficient training of generalized linear models on these machines. We propose a novel approach for achieving parallelism which we call Het…
To solve the big topic modeling problem, we need to reduce both time and space complexities of batch latent Dirichlet allocation (LDA) algorithms. Although parallel LDA algorithms on the multi-processor architecture have low time and space complexities, their communication costs among processors often scale linearly wi…
Biological and artificial neural systems are composed of many local processors, and their capabilities depend upon the transfer function that relates each local processor's outputs to its inputs. This paper uses a recent advance in the foundations of information theory to study the properties of local processors that u…
Predicting the number of clock cycles a processor takes to execute a block of assembly instructions in steady state (the throughput) is important for both compiler designers and performance engineers. Building an analytical model to do so is especially complicated in modern x86-64 Complex Instruction Set Computer (CISC…
Photonic co-processor speeds up training of large neural networks.
This paper evaluates ASR models on various co-processors, showing hardware acceleration benefits.
We describe a new technique which minimizes the amount of neurons in the hidden layer of a random recurrent neural network (rRNN) for time series prediction. Merging Takens-based attractor reconstruction methods with machine learning, we identify a mechanism for feature extraction that can be leveraged to lower the net…
Consider a device that is connected to an edge processor via a communication channel. The device holds local data that is to be offloaded to the edge processor so as to train a machine learning model, e.g., for regression or classification. Transmission of the data to the learning processor, as well as training based o…
This paper tackles energy-efficient machine learning on low-power devices.
The flourish of deep learning frameworks and hardware platforms has been demanding an efficient compiler that can shield the diversity in both software and hardware in order to provide application portability. Among the existing deep learning compilers, TVM is well known for its efficiency in code generation and optimi…
We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We call the algorithm random parallel because it utilizes multiple parallel processors…
Advances in asynchronous optimization methods for machine learning.
As a result of the growing size of Deep Neural Networks (DNNs), the gap to hardware capabilities in terms of memory and compute increases. To effectively compress DNNs, quantization and connection pruning are usually considered. However, unconstrained pruning usually leads to unstructured parallelism, which maps poorly…
In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex function. The theoretical speedup, as compared to the serial method, and referring…
We study the performance of a family of randomized parallel coordinate descent methods for minimizing the sum of a nonsmooth and separable convex functions. The problem class includes as a special case L1-regularized L1 regression and the minimization of the exponential loss ("AdaBoost problem"). We assume the input da…
Low power digital signal processors (DSPs) typically have a very limited amount of memory in which to cache data. In this paper we develop efficient bottleneck feature (BNF) extractors that can be run on a DSP, and retrain a baseline large-vocabulary continuous speech recognition (LVCSR) system to use these BNFs with o…
Markov Chain Monte Carlo (MCMC) sampling from a posterior distribution corresponding to a massive data set can be computationally prohibitive since producing one sample requires a number of operations that is linear in the data size. In this paper, we introduce a new communication-free parallel method, the Likelihood I…
The Gaussian mixture model is a classic technique for clustering and data modeling that is used in numerous applications. With the rise of big data, there is a need for parameter estimation techniques that can handle streaming data and distribute the computation over several processors. While online variants of the Exp…