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.
Wireless systems perform rate adaptation to transmit at highest possible instantaneous rates. Rate adaptation has been increasingly granular over generations of wireless systems. The base-station uses SINR and packet decode feedback called acknowledgement/no acknowledgement (ACK/NACK) to perform rate adaptation. SINR i…
Our paper introduces an efficient combination of established techniques to improve classifier performance, in terms of accuracy and training time. We achieve two-fold to ten-fold speedup in nearing state of the art accuracy, over different model architectures, by dynamically tuning the learning rate. We find it especia…
We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate for the error against the gradient flow which underlies SGD, we compare the resul…
We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by applying it to stochastic gradient descent, stochastic gradient descent with Nesterov …
Study minimax estimation of stratified structure from i.i.d. samples.
problem Estimating stratified structure from i.i.d. samples of stratified mixtures of immersed manifolds.
method Ascending hierarchical co-detection of points belonging to different layers, identifying number of layers and their dimensions, assigning points to layers accurately, estimating tangent spaces optimally.
result Achieves optimal estimation of mixture components at their optimal dimension-specific rates adaptively.
Bayesian mixture models are widely applied for unsupervised learning and exploratory data analysis. Markov chain Monte Carlo based on Gibbs sampling and split-merge moves are widely used for inference in these models. However, both methods are restricted to limited types of transitions and suffer from torpid mixing and…
Most optimizers including stochastic gradient descent (SGD) and its adaptive gradient derivatives face the same problem where an effective learning rate during the training is vastly different. A learning rate scheduling, mostly tuned by hand, is usually employed in practice. In this paper, we propose CProp, a gradient…
Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way to efficiently construct them. For the stochastic optimization problems that dom…
Layer normalization (LayerNorm) has been successfully applied to various deep neural networks to help stabilize training and boost model convergence because of its capability in handling re-centering and re-scaling of both inputs and weight matrix. However, the computational overhead introduced by LayerNorm makes these…
Continual learning aims to learn new tasks without forgetting previously learned ones. This is especially challenging when one cannot access data from previous tasks and when the model has a fixed capacity. Current regularization-based continual learning algorithms need an external representation and extra computation …
We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded…
Adaptive weights improve physics-informed neural networks and deep operator networks.
problem Training physics-informed neural networks and deep operator networks can be challenging, leading to unsatisfactory accuracy and efficiency.
method Proposes a pointwise adaptive weighting method that balances the residual decay rate across different training points.
result Our proposed approach of balanced residual decay rates offers advantages including bounded weights, high prediction accuracy, fast convergence rate, low training uncertainty, low computational cost, and ease of hyperparameter tuning.
Learning rates in stochastic neural network training are currently determined a priori to training, using expensive manual or automated iterative tuning. This study proposes gradient-only line searches to resolve the learning rate for neural network training algorithms. Stochastic sub-sampling during training decreases…
Recurrent neural networks are powerful models for processing sequential data, but they are generally plagued by vanishing and exploding gradient problems. Unitary recurrent neural networks (uRNNs), which use unitary recurrence matrices, have recently been proposed as a means to avoid these issues. However, in previous …