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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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48 results for random inputs

Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input variables of the model. When the statistics of the output event are known, these input …

2012-11-20abs ↗pdf ↗

New method certifies neural network robustness under random input noise.

problem Certifying neural network robustness against random input noise.
method Chance-constrained optimization problem reformulated with input-output samples, convex conditions developed.
result Proposed method certifies robustness against various input noise regimes over larger uncertainty regions.

Bayesian optimization improves performance with common random numbers.

problem Optimizing expensive stochastic functions with common random numbers.
method Proposes a novel Gaussian process model and Knowledge Gradient for Common Random Numbers.
result Significant performance improvements with moderate computational cost.

Improves decision tree methods for high-dimensional, sparse input spaces.

problem Scalable supervised learning for high-dimensional, sparse inputs and large datasets.
method Random Forest and Gradient Boosting with random projections and sparsity.
result Improved accuracy and efficiency in multi-label and multi-output learning.

Random projections improve GP regression performance, reducing high-dimensional inputs to 1D.

problem Gaussian processes struggle with high-dimensional inputs, leading to overfitting and high computational cost.
method Use additive sums of kernels operating on random projections of inputs.
result Predictive performance converges to full-dimensional kernel performance with increasing projections, even in 1D.

Random deep neural networks are robust to adversarial examples, scaling with input size and dimension.

problem Adversarial examples challenge the reliability of deep learning algorithms.
method Analysis of random deep neural networks with Gaussian process equivalence and experiments on MNIST and CIFAR10.
result The p\ell^p distance of adversarial examples scales as 1/dimesp1/\sqrt{d} imes \ell^p norm of the input.

New analysis shows ESNs can handle multidimensional inputs without scaling network size.

problem Understanding the memory capacity of ESNs for multidimensional inputs.
method Advanced random matrix theory applied to ESNs with structured inputs.
result Linear scaling of network size with information rate and poly-logarithmic scaling with input dimension.

Two ANOVA-based algorithms boost random Fourier feature models for function approximation.

problem Approximating high-dimensional functions with low-order interactions.
method Utilizes ANOVA decomposition to learn low-order functions and index sets of important variables.
result Significantly reduces approximation error compared to existing methods.

Proposes a new method for generating random parameters in neural networks.

problem Improving randomized learning of feedforward neural networks.
method Randomly selects slope angles, rotates activation functions, and distributes them across the input space.
result The method gives better results than the common approach, especially for complex target functions.

Input-dependent smoothing mitigates classical issues but suffers from the curse of dimensionality.

problem Certifiably robust classifiers with input-dependent smoothing suffer from the curse of dimensionality.
method Proposed a theoretical and practical framework for input-dependent smoothing under strict restrictions.
result Input-dependent smoothing mitigates some classical issues but is limited by the curse of dimensionality.

Framework combines random features with CDEs for efficient time-series learning.

problem Efficient training of time-series models with strong inductive bias.
method Random Fourier CDEs and Random Rough DEs using continuous-time reservoirs and log-ODE discretization.
result Unified perspective on random-feature reservoirs and path-signature theory.

A new framework for differentially private ERM using input perturbation.

problem Ensuring privacy in empirical risk minimization with randomized data.
method Input perturbation where each data contributor independently randomizes their data.
result The model learned with input perturbation satisfies differential privacy and local differential privacy.

Free Random Projection enhances reinforcement learning by naturally incorporating hierarchical structure.

problem Improving reinforcement learning algorithms for better generalization and adaptability.
method Introduces Free Random Projection, a method that uses free probability theory to create random orthogonal matrices encoding hierarchical structure.
result Empirically shows consistent improvement in generalization over standard methods on multi-environment benchmarks.

The paper explains how speculative supply and demand amplify financial market fluctuations.

problem The wild fluctuations of financial prices.
method Formally, the paper shows that asset returns follow a multiplicative random growth with exogenous input.
result The theory explains the power-law distribution of returns and related variables.

New framework models neural systems with random architecture on manifolds.

problem Complex, uncertain systems with non-Gaussian outputs.
method Latent random field on compact manifold generates neural architecture and weights.
result Synthetic neural systems can produce stochastic outputs for deterministic inputs.

Randomized smoothing reduces accuracy in ML models, especially at higher noise levels.

problem Adversarial attacks on ML models, especially randomized smoothing's accuracy drop.
method Theoretical and empirical analysis of randomized smoothing's effect on feasible hypotheses space.
result For some noise levels, randomized smoothing shrinks the set of feasible hypotheses, leading to accuracy drops.

Study shows perceptrons with random labels perform similarly to Gaussian data.

problem The assumption of Gaussian input data is often seen as a limitation in machine learning.
method Analyzed generalized linear classification (perceptron model) with random labels.
result Minimum training loss is independent of data covariance for high-dimensional input data.

Random projections enhance neural networks by reducing dimensions and speeding up training.

problem Training and expressive power of neural networks with high-dimensional inputs.
method Random projections to embed sparse vectors or low-dimensional manifolds into a smaller space, reducing the number of parameters and speeding up training.
result The number of neurons required for approximating a function depends on sparsity or manifold dimension, not the input vector dimension.

New neural network method hides input information in complex-valued features to protect privacy.

problem Preventing adversaries from inferring input attributes from neural network features.
method Transforming real-valued features into complex-valued ones, making input hidden in a randomized phase.
result Significantly diminishes adversary's ability to infer input while preserving high accuracy.

The paper develops methods to analyze sensitivity in stochastic models using surrogate models.

problem Quantifying the impact of input variability on stochastic simulators with randomness.
method The authors propose using generalized lambda models to emulate response distributions of stochastic simulators and estimate sensitivity indices.
result The proposed method can estimate sensitivity indices even with strong heteroskedasticity and small signal-to-noise ratio.

New BO method optimizes multiple objectives under input noise.

problem Optimizing multiple performance metrics in manufacturing processes subject to random input noise.
method Formalizes optimization of multivariate value-at-risk (MVaR) using random scalarizations.
result Significantly outperforms alternative methods in identifying robust designs.

Reservoir computing's success depends on mapping different input time series to separable states.

problem Quantifying the ability of random linear reservoirs to map different input time series.
method Mathematical framework using spectral properties of the connectivity matrix.
result Separation capacity is fully characterized by the spectral properties of the connectivity matrix.

Random feature matrices' singular values concentrate near their full expectation in high dimensions.

problem Characterizing the spectra of random feature matrices for regression problems.
method Analyzing two settings of input variables (random or well-separated) with conditions on dimension, complexity ratio, and sampling variance.
result The singular values of random feature matrices concentrate near their full expectation and near one with high probability.

Bayesian model reduces uncertainty in high-dimensional problems like random media.

problem Uncertainty in high-dimensional stochastic partial differential equations.
method Bayesian formulation for simultaneous dimension and model-order reduction.
result Sharp predictions with reduced model order and input dimensions.

Overparametrized models are vulnerable to adversarial perturbations, affecting robust generalization.

problem Understanding how overparametrization impacts robustness in adversarial training.
method Analyzing random features regression models with a precise asymptotic formula.
result High overparametrization can hurt robust generalization in adversarially trained models.

A new method optimizes robustness measures under input uncertainty using randomized Gaussian process upper confidence bound.

problem Optimizing robustness measures under input uncertainty.
method Randomized robustness measure GP-UCB (RRGP-UCB) that samples β from a chi-squared-based distribution.
result RRGP-UCB provides tight bounds on expected regret.

Generalizes Hoeffding's decomposition for dependent inputs under mild conditions.

problem Performing global sensitivity analysis on black-box models with dependent inputs.
method Proposes a novel framework based on probability theory, functional analysis, and combinatorics to handle dependencies.
result Any square-integrable, real-valued function of random elements with mild dependence assumptions can be uniquely additively decomposed.

Develops a framework to quantify uncertainties in multiple ML models.

problem Uncertainty in ML model predictions and model inputs.
method Develops a theoretical framework to decouple and transform uncertainties.
result Generates joint distribution of ML predictions considering uncertainties.

Extends randomized smoothing to certify robustness against various threat models and adversarial perturbations.

problem Certifying robustness of classifiers against adversarial perturbations.
method Develops a method to certify robustness against any p\ell_p (pN>0p\in\mathbb{N}_{>0}) minimized adversarial perturbation.
result Randomized smoothing suffers from the curse of dimensionality, reducing effective radius as pp increases.

New algorithm tackles non-convex matrix completion in semi-random settings.

problem Matrix completion in semi-random environments with varying observation probabilities.
method Proposes a pre-processing step to re-weight semi-random input, followed by a nearly-linear time algorithm.
result Recovering ground-truth matrix using non-convex local minima after pre-processing.

Random Forest proximity distances reveal feature contributions in black-box models.

problem Understanding feature contributions in complex, opaque machine learning models.
method Observing changes in input affecting proximity distances and instance movement in decision space.
result Each feature's independent contribution to model decisions can be calculated and analyzed.

This paper analyzes the interpolation error of nonlinear Attention compared to linear regression.

problem Understanding the interpolation error of nonlinear Attention in high-dimensional settings.
method Derives explicit expressions for mean-squared interpolation error using signal-plus-noise model and random matrix theory.
result Nonlinear Attention generally incurs a larger interpolation error than linear regression, but this gap can be reversed with structured signals.