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.
This paper studies a recent proposal to use randomized value functions to drive exploration in reinforcement learning. These randomized value functions are generated by injecting random noise into the training data, making the approach compatible with many popular methods for estimating parameterized value functions. B…
We study random Morse functions on a Riemann manifold (Mm,g) defined as a random Gaussian weighted superpositions of eigenfunctions of the Laplacian of the metric g. The randomness is determined by a fixed Schwartz function w and a small parameter ε>0. We first prove that as ε→0 the ex…
We study the approximation properties of random ReLU features through their reproducing kernel Hilbert space (RKHS). We first prove a universality theorem for the RKHS induced by random features whose feature maps are of the form of nodes in neural networks. The universality result implies that the random ReLU features…
Learn low-degree functions with few random queries.
problem Learning low-degree functions from limited random queries.
method Learn bounded functions f:{−1,1}no[−1,1] of degree at most d with L2-accuracy ε and confidence 1−δ from log(fracnδ)ε−d−1Cd3/2logd random queries.
result Learn low-degree functions efficiently with logarithmic number of random queries.
In this work, a method of random parameters generation for randomized learning of a single-hidden-layer feedforward neural network is proposed. The method firstly, randomly selects the slope angles of the hidden neurons activation functions from an interval adjusted to the target function, then randomly rotates the act…
Positive-definite kernel functions are fundamental elements of kernel methods and Gaussian processes. A well-known construction of such functions comes from Bochner's characterization, which connects a positive-definite function with a probability distribution. Another construction, which appears to have attracted less…
We study the use of randomized value functions to guide deep exploration in reinforcement learning. This offers an elegant means for synthesizing statistically and computationally efficient exploration with common practical approaches to value function learning. We present several reinforcement learning algorithms that…
We study random knots, which we define as a triple of random periodic functions (where a random function is a random trigonometric series, \[f(θ) = \sum_{k=1}^\infty a_k \cos (k θ) +b_k (\sin k θ),\] with ak,bk are independent gaussian random variables with mean 0 and variance σ(k)2 - our results will depend …
Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments such as analysis of conditional convex risk measures and the related variational problems and optimization problems. Random convex analysis is …
We propose semi-random features for nonlinear function approximation. The flexibility of semi-random feature lies between the fully adjustable units in deep learning and the random features used in kernel methods. For one hidden layer models with semi-random features, we prove with no unrealistic assumptions that the m…
Software estimates inequality in random systems with changing communities.
problem Measuring inequality in systems with dynamic interactions and random attributes.
method Piecewise homogeneous Markov chain for changing points, copula function for multivariate distribution, Monte Carlo algorithm for entropy estimation.
result Estimates Random Theil's Entropy to measure inequality in random systems.
We prove a sharp estimate on the expected value of the integral of the index of a simple random walk on the square or triangular lattice. This gives new lower bounds on the averaged Dehn function, which measures the expected area needed to fill a random curve with a disc.
We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We sometimes obtain sharper versions, even for the well-studied case of bounded random var…
We introduce a new functional measure of tail dependence for weakly dependent (asymptotically independent) random vectors, termed weak tail dependence function. The new measure is defined at the level of copulas and we compute it for several copula families such as the Gaussian copula, copulas of a class of Gaussian mi…
The standard method of generating random weights and biases in feedforward neural networks with random hidden nodes, selects them both from the uniform distribution over the same fixed interval. In this work, we show the drawbacks of this approach and propose a new method of generating random parameters. This method en…
This paper introduces and develops a novel variable importance score function in the context of ensemble learning and demonstrates its appeal both theoretically and empirically. Our proposed score function is simple and more straightforward than its counterpart proposed in the context of random forest, and by avoiding …
The aim of this short note is to draw attention to a method by which the partition function and marginal probabilities for a certain class of random fields on complete graphs can be computed in polynomial time. This class includes Ising models with homogeneous pairwise potentials but arbitrary (inhomogeneous) unary pot…
We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the data/distribution-dependent Efron-Stein (ES) estimate of its variance and they do not requ…
We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of O~(n7T−1/2) after T queries for a convex bounded function f:Rn→R. The method is based on a random walk (the \emph{Ball Walk}) on the epigraph of the function. Th…