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.
GNMR controls runtime stability in low-precision language model training.
Vecchia approximations provide the best accuracy-runtime trade-off for Gaussian process approximations.
A new method estimates generative model mappings using kernel transfer operators, reducing costs and improving performance.
The event-driven and elastic nature of serverless runtimes makes them a very efficient and cost-effective alternative for scaling up computations. So far, they have mostly been used for stateless, data parallel and ephemeral computations. In this work, we propose using serverless runtimes to solve generic, large-scale …
A new distributed clustering framework using distributional kernel.
Stochastic momentum methods trade compute efficiency for serial runtime.
Data analytics using machine learning (ML) has become ubiquitous in science, business intelligence, journalism and many other domains. While a lot of work focuses on reducing the training cost, inference runtime and storage cost of ML models, little work studies how to reduce the cost of data acquisition, which potenti…
A distributed algorithm for online multi-task learning reduces communication and runtime costs.
QBSD optimizes KPI forecasting for RAN networks with fast runtime and accuracy.
Improved computational efficiency for estimating Wasserstein distance.
Sublinear LSVI via LSH reduces runtime to sublinear in actions.
Limbo is an open-source C++11 library for Bayesian optimization which is designed to be both highly flexible and very fast. It can be used to optimize functions for which the gradient is unknown, evaluations are expensive, and runtime cost matters (e.g., on embedded systems or robots). Benchmarks on standard functions …
A new algorithm reduces online exp-concave optimization runtime.
Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data, where in some evaluations we only obtain a lower bound on the function value. T…
Similar to convolution neural networks, recurrent neural networks (RNNs) typically suffer from over-parameterization. Quantizing bit-widths of weights and activations results in runtime efficiency on hardware, yet it often comes at the cost of reduced accuracy. This paper proposes a quantization approach that increases…
We present a novel algorithm, Westfall-Young light, for detecting patterns, such as itemsets and subgraphs, which are statistically significantly enriched in one of two classes. Our method corrects rigorously for multiple hypothesis testing and correlations between patterns through the Westfall-Young permutation proced…
The problem of class imbalance along with class-overlapping has become a major issue in the domain of supervised learning. Most supervised learning algorithms assume equal cardinality of the classes under consideration while optimizing the cost function and this assumption does not hold true for imbalanced datasets whi…
Model predicts counterfactuals under domain shift and inaccessible variables.
Adversarial training, in which a network is trained on adversarial examples, is one of the few defenses against adversarial attacks that withstands strong attacks. Unfortunately, the high cost of generating strong adversarial examples makes standard adversarial training impractical on large-scale problems like ImageNet…
Can we reduce the search cost of Neural Architecture Search (NAS) from days down to only few hours? NAS methods automate the design of Convolutional Networks (ConvNets) under hardware constraints and they have emerged as key components of AutoML frameworks. However, the NAS problem remains challenging due to the combin…
Paper accelerates conformal prediction by using approximate leave-one-out estimators.
New algorithm for robust mean estimation in high dimensions with nearly-PCA time complexity.
Developed efficient distributed logistic regression for large datasets.
Kernel matrices (e.g. Gram or similarity matrices) are essential for many state-of-the-art approaches to classification, clustering, and dimensionality reduction. For large datasets, the cost of forming and factoring such kernel matrices becomes intractable. To address this challenge, we introduce a new adaptive sampli…
New method reduces Bayesian inference time by optimizing Hamiltonian flows.
DBSCAN is a classical density-based clustering procedure with tremendous practical relevance. However, DBSCAN implicitly needs to compute the empirical density for each sample point, leading to a quadratic worst-case time complexity, which is too slow on large datasets. We propose DBSCAN++, a simple modification of DBS…
Exact Gaussian Process (GP) regression has O(N^3) runtime for data size N, making it intractable for large N. Many algorithms for improving GP scaling approximate the covariance with lower rank matrices. Other work has exploited structure inherent in particular covariance functions, including GPs with implied Markov st…
New method calibrates false detection rates in sequential change detection.
RIn-Close_CVC is an efficient (take polynomial time per bicluster), complete (find all maximal biclusters), correct (all biclusters attend the user-defined level of consistency) and non-redundant (all the obtained biclusters are maximal and the same bicluster is not enumerated more than once) enumerative algorithm for …
Bayesian method predicts runtime metrics for fog manufacturing.
The runtime for Kernel Partial Least Squares (KPLS) to compute the fit is quadratic in the number of examples. However, the necessity of obtaining sensitivity measures as degrees of freedom for model selection or confidence intervals for more detailed analysis requires cubic runtime, and thus constitutes a computationa…
Asynchronous SGD can speed up training with a trade-off of gradient staleness.
With the advent of Big Data era, data reduction methods are highly demanded given its ability to simplify huge data, and ease complex learning processes. Concretely, algorithms that are able to filter relevant dimensions from a set of millions are of huge importance. Although effective, these techniques suffer from the…
t-SNE is a popular tool for embedding multi-dimensional datasets into two or three dimensions. However, it has a large computational cost, especially when the input data has many dimensions. Many use t-SNE to embed the output of a neural network, which is generally of much lower dimension than the original data. This l…
Cost-efficient distributed learning via combinatorial bandits.
FTPL policy achieves best-of-both-worlds regret in decoupled bandits with reduced computational cost.
Algorithm decides if two hyperbolic 3-manifolds are homeomorphic.
Proposes a graph neural network for efficient multi-agent routing.
This paper considers the problem of removing costly features from a Bayesian network classifier. We want the classifier to be robust to these changes, and maintain its classification behavior. To this end, we propose a closeness metric between Bayesian classifiers, called the expected classification agreement (ECA). Ou…
Improves zeroth-order optimization for private machine learning with public data.
Statistical relational frameworks such as Markov logic networks and probabilistic soft logic (PSL) encode model structure with weighted first-order logical clauses. Learning these clauses from data is referred to as structure learning. Structure learning alleviates the manual cost of specifying models. However, this be…
For well over a quarter century, detection systems have been driven by models learned from input features collected from real or simulated environments. An artifact (e.g., network event, potential malware sample, suspicious email) is deemed malicious or non-malicious based on its similarity to the learned model at runt…
Inference in log-linear models scales linearly in the size of output space in the worst-case. This is often a bottleneck in natural language processing and computer vision tasks when the output space is feasibly enumerable but very large. We propose a method to perform inference in log-linear models with sublinear amor…
This work improves surrogate models for balancing accuracy and cost in multi-fidelity methods.
In many recent applications, data is plentiful. By now, we have a rather clear understanding of how more data can be used to improve the accuracy of learning algorithms. Recently, there has been a growing interest in understanding how more data can be leveraged to reduce the required training runtime. In this paper, we…
Separating the short jobs from the long is a known technique to improve scheduling performance. In this paper we describe a method we developed for accurately predicting the runtimes classes of the jobs to enable this separation. Our method uses the fact that the runtimes can be represented as a mixture of overlapping …
Perhaps surprisingly, it is possible to predict how long an algorithm will take to run on a previously unseen input, using machine learning techniques to build a model of the algorithm's runtime as a function of problem-specific instance features. Such models have important applications to algorithm analysis, portfolio…
A scalable approach to learning from probability measures using quantization.