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.
The combination of the re-parameterization trick with the use of variational auto-encoders has caused a sensation in Bayesian deep learning, allowing the training of realistic generative models of images and has considerably increased our ability to use scalable latent variable models. The re-parameterization trick is …
This thesis presents some geometric insights into three different types of two player prediction games -- namely general learning task, prediction with expert advice, and online convex optimization. These games differ in the nature of the opponent (stochastic, adversarial, or intermediate), the order of the players' mo…
The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter estimation in applications of mixture models for clustering and classification. This …
Federated Learning is a distributed learning paradigm with two key challenges that differentiate it from traditional distributed optimization: (1) significant variability in terms of the systems characteristics on each device in the network (systems heterogeneity), and (2) non-identically distributed data across the ne…
The goal of online prediction with expert advice is to find a decision strategy which will perform almost as well as the best expert in a given pool of experts, on any sequence of outcomes. This problem has been widely studied and O(T) and O(logT) regret bounds can be achieved for convex losses (\cite{zin…
Global information is essential for dense prediction problems, whose goal is to compute a discrete or continuous label for each pixel in the images. Traditional convolutional layers in neural networks, initially designed for image classification, are restrictive in these problems since the filter size limits their rece…
We propose a new proximal, path-following framework for a class of constrained convex problems. We consider settings where the nonlinear---and possibly non-smooth---objective part is endowed with a proximity operator, and the constraint set is equipped with a self-concordant barrier. Our approach relies on the followin…