Research
On-device research index

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

Trend · papers per month

163326488651 · Jun 202019922001200920172026
48 results for saturating functions

We extend the adaptive regression spline model by incorporating saturation, the natural requirement that a function extend as a constant outside a certain range. We fit saturating splines to data using a convex optimization problem over a space of measures, which we solve using an efficient algorithm based on the condi…

2016-09-21abs ↗pdf ↗

Common nonlinear activation functions used in neural networks can cause training difficulties due to the saturation behavior of the activation function, which may hide dependencies that are not visible to vanilla-SGD (using first order gradients only). Gating mechanisms that use softly saturating activation functions t…

2016-03-01abs ↗pdf ↗

As one of standard approaches to train deep neural networks, dropout has been applied to regularize large models to avoid overfitting, and the improvement in performance by dropout has been explained as avoiding co-adaptation between nodes. However, when correlations between nodes are compared after training the networ…

2018-06-26abs ↗pdf ↗

This paper explores saturation effects in spectral algorithms over large dimensions.

problem Saturation effects in spectral algorithms over large dimensions.
method Improved minimax lower bound and gradient flow with early stopping strategy.
result Exact convergence rates of spectral algorithms in large dimensional settings.

Generative adversarial networks (GANs) can be interpreted as an adversarial game between two players, a discriminator D and a generator G, in which D learns to classify real from fake data and G learns to generate realistic data by "fooling" D into thinking that fake data is actually real data. Currently, a dominating …

2018-09-06abs ↗pdf ↗

Noiseless KRR achieves optimal rates and exhibits saturation effects.

problem Understanding optimal rates and saturation phenomena in noiseless kernel ridge regression.
method Comprehensive study of noiseless KRR, establishing minimax optimal rates and uncovering phenomena of extra-smoothness and saturation.
result Noiseless KRR achieves minimax optimal rates and exhibits saturation effects.

Study network equilibria in saturated systems, revealing how small shocks can trigger major losses.

problem Understanding how small shocks can lead to major losses in financial networks and games.
method Derived explicit expressions for network equilibria, proved conditions for their uniqueness, and analyzed discontinuities.
result Bifurcation phenomenon in network equilibria, showing sensitivity to small shocks.

We propose a metric, Layer Saturation, defined as the proportion of the number of eigenvalues needed to explain 99% of the variance of the latent representations, for analyzing the learned representations of neural network layers. Saturation is based on spectral analysis and can be computed efficiently, making live ana…

2019-07-19abs ↗pdf ↗

This work shows MLPs can approximate monotonic functions without bounded activations.

problem Optimizing MLPs with monotonic constraints and bounded activations.
method Generalized theoretical results showing MLPs with non-negative weights and saturating activations are universal approximators.
result MLPs with non-negative weights and saturating activations are universal approximators for monotonic functions.

Extends return extrapolation to nonlinear, asymmetric functions under stochastic volatility.

problem Behavioral anomalies in portfolio choice under stochastic volatility.
method Smooth, nonlinear, asymmetric extrapolation function; CRRA investor; Heston stochastic volatility; Hamilton-Jacobi-Bellman equation; Numerical solutions (finite-difference ADI, deep learning-driven iterative).
result Saturation acts as an endogenous correction mechanism, reducing welfare loss.

A homogeneously saturated equation for the time development of the price of a financial asset is presented and investigated for the pricing of European call options using noise that is distributed as a Student's t-distribution. In the limit that the saturation parameter of the equation equals zero, the standard model o…

2013-01-24abs ↗pdf ↗

Neural marked point processes show saturation with complexity, leading to new simple architectures.

problem Performance saturation in neural marked point processes with complex architectures.
method Proposed GCHP with graph convolutional layers and likelihood ratio loss.
result GCHP reduces training time and improves model performance.

We extend return extrapolation to incorporate asymmetry and saturation, finding that asymmetric nonlinear extrapolation leads to lower welfare loss.

problem Optimal portfolio choice under stochastic volatility
method Smooth, nonlinear extrapolation function with sentiment and variance hedging
result Lower welfare loss with asymmetric nonlinear extrapolation

Entrocraft addresses RL performance saturation in LLMs by customizing entropy curves.

problem Performance saturation in RL algorithms for LLMs.
method Entrocraft uses rejection sampling to bias advantage distributions for customized entropy schedules.
result Entrocraft significantly improves generalization, output diversity, and long-term training in 4B models.

New insights explain speedup saturation in distributed learning with large batches and delays.

problem Understanding and optimizing speedup in distributed learning with large batches and delays.
method Theoretical analysis of strongly convex, convex, and non-convex settings, considering data sparsity.
result Identification of a data-dependent parameter explaining speedup saturation in both batch size and gradient staleness.

Proposes a method to improve pWCET estimation for heavy-tailed distributions.

problem Improving pWCET estimation for heavy-tailed distributions in real-time systems.
method Incorporates saturating functions into Chebyshev's inequality to mitigate the influence of large outliers.
result Achieves safe and tighter bounds for heavy-tailed distributions.

A general nonlinear logistic equation has been proposed to model long-time saturation in industrial growth. An integral solution of this equation has been derived for any arbitrary degree of nonlinearity. A time scale for the onset of nonlinear saturation in industrial growth can be estimated from an equipartition cond…

2009-03-02abs ↗pdf ↗

The Rectified Linear Unit (ReLU) is a foundational activation function in artficial neural networks. Recent literature frequently misattributes its origin to the 2018 (initial) version of this paper, which exclusively investigated ReLU at the classification layer. This paper formally corrects the citation record by tra…

2018-03-22abs ↗pdf ↗

New examples show deletion type admissible pairs can be rigid under rational saturation.

problem Rigidity of admissible pairs of rational homogeneous spaces of Picard number one.
method Application of Mok's general criterion for non-subdiagram type admissible pairs.
result Examples of deletion type admissible pairs are rigid under rational saturation.

We define the representation ring of a saturated fusion system F\mathcal F as the Grothendieck ring of the semiring of F\mathcal F-stable representations, and study the dimension functions of F\mathcal F-stable representations using the transfer map induced by the characteristic idempotent of F\mathcal F. We find a…

2016-03-27abs ↗pdf ↗

Study shows scaling up models doesn't always improve downstream tasks.

problem Understanding why scaling up models doesn't always improve downstream performance.
method Systematic study of 4800 experiments on various models, analyzing performance on 20 downstream tasks.
result Performance on downstream tasks saturates as model size increases, revealing a nonlinear relationship.

Advances of modern sensing and sequencing technologies generate a deluge of high dimensional space-temporal physiological and next-generation sequencing (NGS) data. Physiological traits are observed either as continuous random functions, or on a dense grid and referred to as function-valued traits. Both physiological a…

2014-10-27abs ↗pdf ↗

Soft-Radial Projection solves gradient saturation in constrained deep learning.

problem Gradient saturation in deep learning models when integrating hard constraints.
method Introduces Soft-Radial Projection, a differentiable layer that maps predictions onto constraint boundaries without rank-deficient Jacobians.
result Improves convergence and solution quality over state-of-the-art methods.

Unified theory of deep neural networks with diverse activations.

problem Understanding the relationship between depth and complexity in deep neural networks.
method Developed a unified function space theory for deep networks with various activations.
result Unified theory provides meaningful complexity for deep networks with diverse activations.

The paper extends kernel ridge regression to product kernels and reveals new convergence behaviors.

problem Understanding kernel ridge regression in large dimensions with various kernels.
method Established a broad family of large dimensional kernels and derived convergence rates.
result Revealed new phenomena including minimax optimality, saturation effect, and multiple descent behavior.

Study shows how close functions are to optimal in Riemannian manifolds.

problem Understanding how close functions are to optimal in Riemannian manifolds.
method Analyzes quantitative stability of Sobolev inequalities on compact Riemannian manifolds.
result Functions that nearly saturate a critical Sobolev inequality are quantitatively close to extremal functions.

For a stable marginally outer trapped surface (MOTS) in an axially symmetric spacetime with cosmological constant Λ>0Λ> 0 and with matter satisfying the dominant energy condition, we prove that the area AA and the angular momentum JJ satisfy the inequality 8πJA(1ΛA/4π)(1ΛA/12π)8π|J| \le A\sqrt{(1-ΛA/4π)(1-ΛA/12π)} which is saturated pre…

2015-01-28abs ↗pdf ↗

Recurrent neural networks trained on regular languages exhibit stable states that can recover from noise.

problem Stability of internal states in recurrent neural networks trained on regular languages.
method Empirical study with analysis of network activation and transitions between states.
result Recurrent neural networks trained on regular languages can recover from random perturbations and maintain stable states.