Research
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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.

168,657 papers · 148 categories

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185370554739 · Jun 202019922001200920172026
48 results for randomized computations

Paper proposes diagnostics for error and variance estimation in randomized matrix computations.

problem Safe use of randomized matrix algorithms in applications.
method Leave-one-out error estimator and jackknife resampling method.
result Provides rapid diagnostics to assess quality of randomized matrix computations.

LightOn OPUs accelerate randomized numerical linear algebra, reducing computational costs.

problem Computational bottleneck in randomization step for large-scale linear algebra.
method Near constant-time linear random projections from LightOn OPUs.
result Significant acceleration of RandNLA algorithms with negligible precision loss.

Study finds no significant difference in neural network weights with quantum random numbers.

problem Effects of biased quantum random numbers on neural network initialization.
method Empirical study using quantum hardware and classical pseudo-random numbers.
result No statistically significant difference found between quantum random numbers and other types.

We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and select actions that are greedy with respect to the resulting optimistic value f…

2017-06-13abs ↗pdf ↗

Proposes new random models for fuzzy clustering similarity measures.

problem Challenges in choosing a random model for fuzzy clustering similarity measures.
method Introduces three intuitive and explainable random models for fuzzy clusterings.
result Each random model has distinct behavior, emphasizing the importance of accurate model selection.

Matrix multiplication is a fundamental building block for large scale computations arising in various applications, including machine learning. There has been significant recent interest in using coding to speed up distributed matrix multiplication, that are robust to stragglers (i.e., machines that may perform slower …

2019-05-16abs ↗pdf ↗

New methods improve prediction performance and reduce computation time in boosting and random forest models.

problem Improving prediction performance and reducing computation time in boosting and random forest models.
method Random tree depth injection approach for Boosting and Random Forests.
result The new methods can improve prediction performance and reduce computation time by up to 40%.

Paper studies binary random projections with controllable sparsity patterns for computational and accuracy advantages.

problem Improving computational efficiency and accuracy in random projections.
method Proposes two sparse binary projection models with controllable sparsity patterns.
result Significant computational advantages and improved accuracies in empirical evaluations.

Random exploration optimizes Bayesian optimization with optimal error rates and computational efficiency.

problem Optimizing Gaussian Process models in Bayesian optimization.
method Random sampling from a distribution in an infinite dimensional Hilbert space, with domain shrinking and order-optimal regret guarantees.
result Achieves optimal error rates and computational efficiency in both noise-free and noisy settings.

A new method for efficient nonlinear process monitoring using random Bernoulli features.

problem High computational demands and real-time responsiveness in online monitoring systems.
method Random Bernoulli principal component analysis to capture nonlinear patterns efficiently.
result The proposed methods offer excellent scalability and reduced computational complexity.

MindFlayer SGD improves parallel SGD for heterogeneous, random compute times.

problem Minimizing nonconvex functions with heterogeneous, random compute times.
method MindFlayer SGD, designed for stochastic and heterogeneous delays.
result MindFlayer SGD outperforms existing methods in environments with heavy-tailed noise.

We investigate the computational complexity of several basic linear algebra primitives, including largest eigenvector computation and linear regression, in the computational model that allows access to the data via a matrix-vector product oracle. We show that for polynomial accuracy, Θ(d)Θ(d) calls to the oracle are nece…

2019-11-06abs ↗pdf ↗

We describe a model of random links based on random 4-valent maps, which can be sampled due to the work of Schaeffer. We will look at the relationship between the combinatorial information in the diagram and the hyperbolic volume. Specifically, we show that for random alternating diagrams, the expected hyperbolic volum…

2016-11-15abs ↗pdf ↗

Linear time algorithm for random walk kernels on sparse graphs.

problem Efficient computation of general random walk kernels for large graphs.
method Sample dependent random walks to compute graph embeddings without direct graph product.
result Up to 27x faster and scalable to 128x larger graphs than previous methods.

We study the generalization properties of ridge regression with random features in the statistical learning framework. We show for the first time that O(1/n)O(1/\sqrt{n}) learning bounds can be achieved with only O(nlogn)O(\sqrt{n}\log n) random features rather than O(n)O({n}) as suggested by previous results. Further, we prove fa…

2016-02-14abs ↗pdf ↗

Quantum machine learning tackles large datasets with randomized measurements.

problem Efficiently process large, high-dimensional datasets on quantum computers.
method Randomized measurements to scale linearly with dataset size and quadratic for post-processing.
result Substantial speed-up for noisy quantum computers, enabling image classification.

NodeSig efficiently computes binary node embeddings for scalable graph analysis.

problem Scalability issues in graph representation learning models.
method NodeSig uses random walk diffusion probabilities and stable random projections to compute binary node embeddings efficiently.
result NodeSig achieves a good balance between accuracy and efficiency on node classification and link prediction tasks.

New method reduces variance in random coordinate descent for Langevin Monte Carlo.

problem Efficient sampling from log-concave distributions in high dimensions.
method Introduces RCAD, a variance reduction technique for RCD-LMC.
result RCAD-O-LMC and RCAD-U-LMC converge within the same number of iterations as classical LMC methods, saving computational cost.

New explanation of reservoir computing using random projections.

problem Understanding the randomness in reservoir computing.
method Constructing strongly universal reservoir systems as random projections of state-space systems.
result Approximation of any fading memory filters class by training a linear readout for each filter.

Efficient privacy-preserving machine learning framework using random transformations.

problem Slow training and inference speed in privacy-preserving machine learning systems.
method Random transformations like linear and permutation, combined with arithmetic sharing.
result High efficiency and low computation cost in private machine learning.

Independent component analysis (ICA) is a method for recovering statistically independent signals from observations of unknown linear combinations of the sources. Some of the most accurate ICA decomposition methods require searching for the inverse transformation which minimizes different approximations of the Mutual I…

2016-09-22abs ↗pdf ↗

TRF uses ternary random features to improve ML performance without extra computation.

problem Improving ML performance with less computation and storage.
method Proposes Ternary Random Features (TRF) for random features compression.
result TRF asymptotically yields the same limiting kernel as original matrices, with improved efficiency.

Efficient algorithm approximates discrete random variables with minimal Kolmogorov distance.

problem Estimating the probability of missing deadlines in series-parallel schedules.
method An efficient algorithm that computes a random variable with minimal Kolmogorov distance to a given discrete random variable.
result The algorithm efficiently approximates the probability of missing deadlines with minimal Kolmogorov distance.

RFRBoost uses random features to boost deep residual neural networks, improving performance and computational efficiency.

problem Improving performance of deep residual neural networks (RFNNs) while preserving convex optimization benefits.
method Random Feature Representation Boosting (RFRBoost) using boosting theory and random features at each layer.
result RFRBoost significantly outperforms RFNNs and end-to-end trained MLP ResNets in small- to medium-scale tabular datasets.

Random feature method approximates operators with theoretical guarantees and reduced computation.

problem Approximating operators between infinite dimensional Banach spaces using machine learning.
method Random feature operator learning method with theoretical guarantees and error bounds.
result The random feature method can achieve similar or better test errors than kernel-based methods and neural networks with significantly reduced training times.

New DKPP family controls positive and negative dependence in random subsets.

problem Challenges in seamlessly bridging probabilistic models for positive and negative dependence.
method Introduced DKPP family and developed computational methods for probabilistic operations and inference.
result Controllability of positive and negative dependence demonstrated through numerical experiments.

This paper improves computational efficiency in kernel ridge regression under covariate shift.

problem Covariate shift in nonparametric regression.
method Random projections in RKHS to reduce computational demands.
result Significant computational savings can be achieved without compromising learning performance under covariate shift.

Computes expected number of real intersection points of essential variety with random linear spaces.

problem Computing the expected number of real intersection points of the essential variety with random linear spaces.
method Two probability distributions for linear spaces: invariant under orthogonal group action and one motivated from computer vision. Used Monte Carlo simulation for the latter.
result Expected number of real intersection points lies in the interval (3.95 - 0.05, 3.95 + 0.05) with high probability.

Study shows a tradeoff between sample complexity and computational efficiency for learning halfspaces with random noise.

problem PAC learning γ-margin halfspaces with Random Classification Noise.
method Established an information-computation tradeoff and provided a simple efficient algorithm with sample complexity O(1/(γ^2 ε^2)). Also, proved lower bounds for SQ algorithms and low-degree polynomial tests.
result Inherent gap between sample complexity and computational efficiency for learning halfspaces with random noise.

WildWood improves Random Forest predictions using bootstrap out-of-bag samples.

problem Improving Random Forest predictions for supervised learning.
method Uses bootstrap out-of-bag samples to compute improved predictions by aggregating all possible subtrees with exponential weights.
result WildWood produces faster and more competitive predictions compared to other ensemble methods.

In this paper we study a model of random knots obtained by fixing a space curve in nn-dimensional Euclidean space with n>3n>3, and orthogonally projecting the space curve on to random 33 dimensional subspaces. By varying the space curve we obtain different models of random parametrized knots, and we will study how the…

2016-02-03abs ↗pdf ↗

RQMC improves kernel-based learning by reducing deterministic error and offering computational advantages.

problem Improving kernel-based learning methods to reduce deterministic error and computational complexity.
method Randomized quasi-Monte Carlo (RQMC) methods applied to random feature approximations.
result RQMC methods improve deterministic approximation error bound from OP(1/M)O_P(1/\sqrt{M}) to O(1/M)O(1/M), matching QMC methods.