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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.

168,742 papers · 148 categories

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4896143191 · Jun 202019922001200920172026
48 results for real-valued outputs

These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered comprise real-valued vector and matrix algebra, systems of linear algebraic equations, Leontief's stationary input-output…

2015-09-11abs ↗pdf ↗

A new method reduces the complexity of tensor products from cubic to quadratic, improving both speed and accuracy.

problem Efficiently computing high-dimensional tensor products for polynomial kernels.
method Complex-to-Real (CtR) modification of sketches using complex random projections.
result Achieves state-of-the-art performance in accuracy and speed.

Proposes SHORE model for efficient MOR with sparsity and scalability.

problem Challenges of interpretability and scalability in MOR with high-dimensional outputs.
method Incorporates sparsity requirements and a two-stage optimization framework for efficient compression.
result Theoretical and empirical validation of the proposed framework's efficiency and accuracy.

This study examines how discretization improves neural forecasting models.

problem Improving predictive performance of neural forecasting models.
method Empirical investigation of data binning techniques on various neural forecasting architectures.
result Data binning almost always improves forecasting accuracy, but the type of binning is less important.

Learning a regression function using censored or interval-valued output data is an important problem in fields such as genomics and medicine. The goal is to learn a real-valued prediction function, and the training output labels indicate an interval of possible values. Whereas most existing algorithms for this task are…

2017-10-11abs ↗pdf ↗

Previous studies have found that an adversary attacker can often infer unintended input information from intermediate-layer features. We study the possibility of preventing such adversarial inference, yet without too much accuracy degradation. We propose a generic method to revise the neural network to boost the challe…

2019-01-28abs ↗pdf ↗

We give a polynomial-time algorithm for learning neural networks with one layer of sigmoids feeding into any Lipschitz, monotone activation function (e.g., sigmoid or ReLU). We make no assumptions on the structure of the network, and the algorithm succeeds with respect to {\em any} distribution on the unit ball in nn

2017-09-18abs ↗pdf ↗

The paper develops a method to achieve fairness in predictions using Wasserstein barycenters.

problem Learning a fair real-valued function independent of sensitive attributes.
method Establishing a connection between fair regression and optimal transport theory, deriving a close form expression for the optimal fair predictor as the Wasserstein barycenter of sensitive groups.
result The optimal fair predictor's distribution is the Wasserstein barycenter of sensitive groups' distributions, offering an intuitive interpretation and a simple post-processing algorithm.

We study the problem of distribution to real-value regression, where one aims to regress a mapping ff that takes in a distribution input covariate PIP\in \mathcal{I} (for a non-parametric family of distributions I\mathcal{I}) and outputs a real-valued response Y=f(P)+εY=f(P) + ε. This setting was recently studied, and a "K…

2013-11-10abs ↗pdf ↗

Industrial process control systems try to keep an output variable within a given tolerance around a target value. PID control systems have been widely used in industry to control input variables in order to reach this goal. However, this kind of Transfer Function based approach cannot be extended to complex processes w…

2019-04-03abs ↗pdf ↗

Extends Tanimoto kernel to real-valued functions.

problem Measuring similarity between real-valued functions.
method Unified representation of real-valued functions via sets, derived general form of the kernel, explicit feature representation, and smooth approximation.
result General Tanimoto kernel for real-valued functions.

This paper provides new insight into maximizing F1 scores in the context of binary classification and also in the context of multilabel classification. The harmonic mean of precision and recall, F1 score is widely used to measure the success of a binary classifier when one class is rare. Micro average, macro average, a…

2014-02-08abs ↗pdf ↗

This paper tackles learning functions on manifolds using parallel distributed learning.

problem Learning real-valued functions on manifolds from input-output data pairs.
method Filtered hyperinterpolation and parallel distributed learning.
result Optimal approximation order for non-distributed case, and quantitative relations for distributed case.

Study introduces indecomposability for varifolds, leading to geometric consequences.

problem Understanding the structure of varifolds and their connectedness properties.
method Introducing indecomposability and related concepts for varifolds.
result Substantial geometric consequences derived from the connectedness properties of varifolds.

We consider optimization of composite objective functions, i.e., of the form f(x)=g(h(x))f(x)=g(h(x)), where hh is a black-box derivative-free expensive-to-evaluate function with vector-valued outputs, and gg is a cheap-to-evaluate real-valued function. While these problems can be solved with standard Bayesian optimization, we…

2019-06-04abs ↗pdf ↗

OptiGAN uses GAN and RL to optimize sequence generation for specific goals.

problem Challenging in sequence generation tasks to generate sequences with specific desired goals.
method Integrates GAN and RL to optimize desired goal scores using policy gradients.
result Achieves higher desired scores in text and real-valued sequence generation.

The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not yet been well-established for regression tasks. This paper considers the problem…

2018-06-20abs ↗pdf ↗

The classical Kaehler potential is a real-valued function (KP) such that one can determine a Kaehler (symplectic) structure by differentiating KP. We define a mirror Kaehler potential on Calabi-Yau 3-folds, a real-valued function (MKP) such that one can determine a complex structure by differentiating MKP.

2011-10-21abs ↗pdf ↗

Learning rule consistency tied to non-existence of real-valued measurable cardinals.

problem Consistency of k-NN learning rule in metric spaces.
method Analyzing separable subspaces and density conditions.
result The k-NN classifier's consistency depends on the absence of real-valued measurable cardinals.

We give an algorithmically efficient version of the learner-to-compression scheme conversion in Moran and Yehudayoff (2016). In extending this technique to real-valued hypotheses, we also obtain an efficient regression-to-bounded sample compression converter. To our knowledge, this is the first general compressed regre…

2018-05-21abs ↗pdf ↗

The study analyzes decision trees on real and categorical features, deriving bounds on their VC dimension and proposing improved pruning algorithms.

problem Understanding the generalization properties of decision trees on different types of features.
method Introducing partitioning functions, relating them to growth functions and VC dimension, and deriving bounds for decision stumps and trees of various structures.
result Exact VC dimension of decision stumps and improved pruning algorithms for binary trees.

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal inference studies may require unobserved high-level information which needs to be …

2017-03-13abs ↗pdf ↗

Study robust regression learning under adversarial attacks.

problem Understanding which function classes are learnable in the presence of adversarial attacks.
method Introduced a novel agnostic sample compression scheme and used fat-shattering dimension to construct adversarially robust sample compression schemes.
result Finite fat-shattering dimension classes are learnable in both realizable and agnostic settings.

FuBIF enhances AD by using real-valued functions for more flexible anomaly detection.

problem Limitations of the Isolation Forest in adaptability and bias.
method Introduces FuBIF, a generalization of IF using real-valued functions for branching in evaluation trees.
result FuBIF significantly improves flexibility and evaluation tree construction.

Graph Neural Networks (GNN) come in many flavors, but should always be either invariant (permutation of the nodes of the input graph does not affect the output) or equivariant (permutation of the input permutes the output). In this paper, we consider a specific class of invariant and equivariant networks, for which we …

2019-05-13abs ↗pdf ↗

In a complete Riemannian manifold (M,g)(M, g) if the hessian of a real valued function satisfies some suitable conditions then it restricts the geometry of (M,g)(M, g). In this paper we characterize all compact rank-1 symmetric spaces, as those Riemannian manifolds (M,g)(M, g) admitting a real valued function uu such that the …

1995-11-23abs ↗pdf ↗

Generalizes neural network approximation to infinite-dimensional manifolds and derivatives.

problem Approximating differentiable maps on infinite-dimensional manifolds.
method Proves a weighted Nachbin theorem to establish universal approximation for differentiable maps, including derivatives.
result Linear functions of the signature can approximate path space functionals including their derivatives.

Unique solutions found for diffusive martingale problems.

problem Finding unique solutions to Cauchy problems for diffusive real-valued strict local martingales.
method Provided sets of smooth functions under local Hölder and Engelbert-Schmidt conditions for unique classical and weak solutions.
result Unique solutions found for specific martingale models.

We present a new, unifying approach following some recent developments on the complexity of neural networks with piecewise linear activations. We treat neural network layers with piecewise linear activations as tropical polynomials, which generalize polynomials in the so-called (max,+)(\max, +) or tropical algebra, with pos…

2018-05-22abs ↗pdf ↗

We introduce RNADE, a new model for joint density estimation of real-valued vectors. Our model calculates the density of a datapoint as the product of one-dimensional conditionals modeled using mixture density networks with shared parameters. RNADE learns a distributed representation of the data, while having a tractab…

2013-06-02abs ↗pdf ↗

In this note we prove the a pointwise ergodic theorem for functions taking values in a separable complete CAT(0)-space, analogous to Lindenstrauss' pointwise ergodic theorem for real-valued integrable functions on a probability space subject to a probability-preserving action of an amenable l.c.s.c. group, where in the…

2009-05-05abs ↗pdf ↗

Gaussian graphical models (GGMs) are widely used for statistical modeling, because of ease of inference and the ubiquitous use of the normal distribution in practical approximations. However, they are also known for their limited modeling abilities, due to the Gaussian assumption. In this paper, we introduce a novel va…

2016-11-15abs ↗pdf ↗

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued signal into its quadrature component. In this paper, we define a probabilistic gene…

2016-11-30abs ↗pdf ↗