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.
A new method uses recurrent nets to efficiently estimate SEIR model parameters.
Deep neural nets can estimate regression with dependent data without the curse of dimensionality.
A deep-learning-based surrogate model is developed and applied for predicting dynamic subsurface flow in channelized geological models. The surrogate model is based on deep convolutional and recurrent neural network architectures, specifically a residual U-Net and a convolutional long short term memory recurrent networ…
Central Pattern Generators (CPGs) are biological neural circuits capable of producing coordinated rhythmic outputs in the absence of rhythmic input. As a result, they are responsible for most rhythmic motion in living organisms. This rhythmic control is broadly applicable to fields such as locomotive robotics and medic…
There has been a recent shift in sequence-to-sequence modeling from recurrent network architectures to convolutional network architectures due to computational advantages in training and operation while still achieving competitive performance. For systems having limited long-term temporal dependencies, the approximatio…
Knowledge graph reasoning is a critical task in natural language processing. The task becomes more challenging on temporal knowledge graphs, where each fact is associated with a timestamp. Most existing methods focus on reasoning at past timestamps and they are not able to predict facts happening in the future. This pa…
We present the multiplicative recurrent neural network as a general model for compositional meaning in language, and evaluate it on the task of fine-grained sentiment analysis. We establish a connection to the previously investigated matrix-space models for compositionality, and show they are special cases of the multi…
This paper introduces the QMDP-net, a neural network architecture for planning under partial observability. The QMDP-net combines the strengths of model-free learning and model-based planning. It is a recurrent policy network, but it represents a policy for a parameterized set of tasks by connecting a model with a plan…
Mack-Net model combines Mack's model with RNNs for better insurance liability estimation.
When designing fully-convolutional neural network, there is a trade-off between receptive field size, number of parameters and spatial resolution of features in deeper layers of the network. In this work we present a novel network design based on combination of many convolutional and recurrent layers that solves these …
Enhanced ECCD speeds up elastic net model training.
HAD-Net forecasts glucose levels with insights into insulin and carbs diffusion.
PIP-Net predicts pedestrian crossing intentions with up to 4-second lead.
Deep neural nets approximate random dynamical system trajectories uniformly in time.
In "extreme" computational imaging that collects extremely undersampled or noisy measurements, obtaining an accurate image within a reasonable computing time is challenging. Incorporating image mapping convolutional neural networks (CNN) into iterative image recovery has great potential to resolve this issue. This pape…
Machine learning promises methods that generalize well from finite labeled data. However, the brittleness of existing neural net approaches is revealed by notable failures, such as the existence of adversarial examples that are misclassified despite being nearly identical to a training example, or the inability of recu…
Paper uses RNN to predict SaaS user lifetime value.
Meta-learning is a promising method to achieve efficient training method towards deep neural net and has been attracting increases interests in recent years. But most of the current methods are still not capable to train complex neuron net model with long-time training process. In this paper, a novel second-order meta-…
Deep state space model forecasts time series with uncertainty.
In human perception and cognition, a fundamental operation that brains perform is interpretation: constructing coherent neural states from noisy, incomplete, and intrinsically ambiguous evidence. The problem of interpretation is well matched to an early and often overlooked architecture, the attractor network---a recur…
A neural network, IHT-Net, improves DOA estimation with sparse arrays.
In this paper, we propose a novel unsupervised learning method to learn the brain dynamics using a deep learning architecture named residual D-net. As it is often the case in medical research, in contrast to typical deep learning tasks, the size of the resting-state functional Magnetic Resonance Image (rs-fMRI) dataset…
Integrates momentum into RNNs to improve training.
Machine Learning (ML) applications on healthcare can have a great impact on people's lives helping deliver better and timely treatment to those in need. At the same time, medical data is usually big and sparse requiring important computational resources. Although it might not be a problem for wide-adoption of ML tools …
This article explores the concepts of ocean wave multivariate multistep forecasting, reconstruction and feature selection. We introduce recurrent neural network frameworks, integrated with Bayesian hyperparameter optimization and Elastic Net methods. We consider both short- and long-term forecasts and reconstruction, f…
In complex processes, various events can happen in different sequences. The prediction of the next event given an a-priori process state is of importance in such processes. Recent methods have proposed deep learning techniques such as recurrent neural networks, developed on raw event logs, to predict the next event fro…
Paper uses LSTM to predict inflation, finds it performs well over long periods.
We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the nonparametric nature of Quantile Regression and the efficiency of Direct Multi-Ho…
This paper reports empirical evidence that a neural networks model is applicable to the statistically reliable prediction of foreign exchange rates. Time series data and technical indicators such as moving average, are fed to neural nets to capture the underlying "rules" of the movement in currency exchange rates. The …
Normalization techniques have only recently begun to be exploited in supervised learning tasks. Batch normalization exploits mini-batch statistics to normalize the activations. This was shown to speed up training and result in better models. However its success has been very limited when dealing with recurrent neural n…
A major contributing factor to the recent advances in deep neural networks is structural units that let sensory information and gradients to propagate easily. Gating is one such structure that acts as a flow control. Gates are employed in many recent state-of-the-art recurrent models such as LSTM and GRU, and feedforwa…
Deep learning has arguably achieved tremendous success in recent years. In simple words, deep learning uses the composition of many nonlinear functions to model the complex dependency between input features and labels. While neural networks have a long history, recent advances have greatly improved their performance in…
In this paper we present a new framework for time-series modeling that combines the best of traditional statistical models and neural networks. We focus on time-series with long-range dependencies, needed for monitoring fine granularity data (e.g. minutes, seconds, milliseconds), prevalent in operational use-cases. Tra…
We propose a stepsize adaptation scheme for stochastic gradient descent. It operates directly with the loss function and rescales the gradient in order to make fixed predicted progress on the loss. We demonstrate its capabilities by conclusively improving the performance of Adam and Momentum optimizers. The enhanced op…
Reinforcement learning crypto agent achieves high returns on Bitcoin derivatives.
Optimizing a neural network's performance is a tedious and time taking process, this iterative process does not have any defined solution which can work for all the problems. Optimization can be roughly categorized into - Architecture and Hyperparameter optimization. Many algorithms have been devised to address this pr…
Recently, it has been shown that many functions on sets can be represented by sum decompositions. These decompositons easily lend themselves to neural approximations, extending the applicability of neural nets to set-valued inputs---Deep Set learning. This work investigates a core component of Deep Set architecture: ag…
Learning to remember long sequences remains a challenging task for recurrent neural networks. Register memory and attention mechanisms were both proposed to resolve the issue with either high computational cost to retain memory differentiability, or by discounting the RNN representation learning towards encoding shorte…
A new recommender system uses slates and Thompson Sampling to improve diversity and click rates.
Recurrent neural networks (RNNs), particularly long short-term memory (LSTM), have gained much attention in automatic speech recognition (ASR). Although some successful stories have been reported, training RNNs remains highly challenging, especially with limited training data. Recent research found that a well-trained …
Recurrent Neural Networks (RNNs) play a major role in the field of sequential learning, and have outperformed traditional algorithms on many benchmarks. Training deep RNNs still remains a challenge, and most of the state-of-the-art models are structured with a transition depth of 2-4 layers. Recurrent Highway Networks …
This paper proposes a method for generating speech from filterbank mel frequency cepstral coefficients (MFCC), which are widely used in speech applications, such as ASR, but are generally considered unusable for speech synthesis. First, we predict fundamental frequency and voicing information from MFCCs with an autoreg…
The paper explores discrete isothermic nets using checkerboard patterns in quadrilateral nets.
We investigate the common underlying discrete structures for various smooth and discrete nets. The main idea is to impose the characteristic properties of the nets not only on elementary quadrilaterals but also on larger parameter rectangles. For discrete planar quadrilateral nets, circular nets, -nets and conical…
Neural networks are becoming more and more popular for the analysis of physiological time-series. The most successful deep learning systems in this domain combine convolutional and recurrent layers to extract useful features to model temporal relations. Unfortunately, these recurrent models are difficult to tune and op…
In this paper, we introduce transformations of deep rectifier networks, enabling the conversion of deep rectifier networks into shallow rectifier networks. We subsequently prove that any rectifier net of any depth can be represented by a maximum of a number of functions that can be realized by a shallow network with a …
Discretizes special surfaces using Koenigs nets.
We discuss discretization of Koenigs nets (conjugate nets with equal Laplace invariants) and of isothermic surfaces. Our discretization is based on the notion of dual quadrilaterals: two planar quadrilaterals are called dual, if their corresponding sides are parallel, and their non-corresponding diagonals are parallel.…