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.
This dissertation advances scalable Gaussian processes using iterative methods and pathwise conditioning.
The paper develops scalable variational inference for Bayesian neural networks under model and parameter uncertainty.
A scalable method for heavy-tailed gradients using cheap stochastic sub-processes.
A scalable method for heavy-tailed data using robust aggregation.
Develops scalable model for learning velocity fields in complex traffic scenarios.
The marriage of wireless big data and machine learning techniques revolutionizes the wireless system by the data-driven philosophy. However, the ever exploding data volume and model complexity will limit centralized solutions to learn and respond within a reasonable time. Therefore, scalability becomes a critical issue…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using Bayesian approach: Parameter and prediction uncertainty become easily available, fac…
New scalable Lipschitz bounds improve neural network robustness analysis.
SAFE automates feature engineering for industrial tasks efficiently and scalably.
Kernel approximation methods create explicit, low-dimensional kernel feature maps to deal with the high computational and memory complexity of standard techniques. This work studies a supervised kernel learning methodology to optimize such mappings. We utilize the Discriminant Information criterion, a measure of class …
De-identification of clinical records is an extremely important process which enables the use of the wealth of information present in them. There are a lot of techniques available for this but none of the method implementation has evaluated the scalability, which is an important benchmark. We evaluated numerous deep le…
The book covers scalable MCMC methods for Bayesian learning.
This study improves scalability of randomized smoothing for certifying classifier robustness.
The paper tackles scalability issues in Graph Representation Learning.
Scalable method bounds Lipschitz constant of generative models.
New approach uses dynamic programming to efficiently discover failures in autonomous vehicle simulations.
Bayesian optimization technique scaled using Vecchia approximations.
Applying machine learning techniques to the quickly growing data in science and industry requires highly-scalable algorithms. Large datasets are most commonly processed "data parallel" distributed across many nodes. Each node's contribution to the overall gradient is summed using a global allreduce. This allreduce is t…
The paper analyzes and mitigates biases in scalable Gaussian Process methods.
Graphs are ubiquitous real-world data structures, and generative models that approximate distributions over graphs and derive new samples from them have significant importance. Among the known challenges in graph generation tasks, scalability handling of large graphs and datasets is one of the most important for practi…
Despite the functional success of deep neural networks (DNNs), their trustworthiness remains a crucial open challenge. To address this challenge, both testing and verification techniques have been proposed. But these existing techniques provide either scalability to large networks or formal guarantees, not both. In thi…
Large multilayer neural networks trained with backpropagation have recently achieved state-of-the-art results in a wide range of problems. However, using backprop for neural net learning still has some disadvantages, e.g., having to tune a large number of hyperparameters to the data, lack of calibrated probabilistic pr…
Derives kernel PCA with Nyström method for scalability.
Paper combines scalable BMF algorithms for web-scale datasets.
New Gaussian processes for Riemannian manifolds enable uncertainty quantification.
Kernel methods on discrete domains have shown great promise for many challenging data types, for instance, biological sequence data and molecular structure data. Scalable kernel methods like Support Vector Machines may offer good predictive performances but do not intrinsically provide uncertainty estimates. In contras…
Paper proposes scalable privacy-preserving DNN for industrial applications.
The Graph Convolutional Network (GCN) model and its variants are powerful graph embedding tools for facilitating classification and clustering on graphs. However, a major challenge is to reduce the complexity of layered GCNs and make them parallelizable and scalable on very large graphs -- state-of the art techniques a…
Stochastic Bayesian Neural Network improves scalability and performance.
Thompson sampling (TS) is a class of algorithms for sequential decision-making, which requires maintaining a posterior distribution over a model. However, calculating exact posterior distributions is intractable for all but the simplest models. Consequently, efficient computation of an approximate posterior distributio…
This paper reviews recent advancements in amortized Variational Inference.
Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm scalability and model interpretability are difficult to achieve, not to mention the preval…
Decentralized Gaussian processes for multi-agent learning.
Graph generative models have been extensively studied in the data mining literature. While traditional techniques are based on generating structures that adhere to a pre-decided distribution, recent techniques have shifted towards learning this distribution directly from the data. While learning-based approaches have i…
SCORE technique reduces BO's high-dimensional search costs.
Conventional sampling techniques fall short of drawing descriptive sketches of the data when the data is grossly corrupted as such corruptions break the low rank structure required for them to perform satisfactorily. In this paper, we present new sampling algorithms which can locate the informative columns in presence …
Improved scalable machine learning under heavy-tailed data.
Bayesian approach improves performance in Gaussian process models.
Recent work shows that inference for Gaussian processes can be performed efficiently using iterative methods that rely only on matrix-vector multiplications (MVMs). Structured Kernel Interpolation (SKI) exploits these techniques by deriving approximate kernels with very fast MVMs. Unfortunately, such strategies suffer …
Clustering, a fundamental activity in unsupervised learning, is notoriously difficult when the feature space is high-dimensional. Fortunately, in many realistic scenarios, only a handful of features are relevant in distinguishing clusters. This has motivated the development of sparse clustering techniques that typicall…
FinRL-Podracer accelerates DRL trading strategies in finance with high performance and scalability.
Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in general performing exact inference requires all of the data to be processed at eac…
With the rapid adoption of machine learning techniques for large-scale applications in science and engineering comes the convergence of two grand challenges in visualization. First, the utilization of black box models (e.g., deep neural networks) calls for advanced techniques in exploring and interpreting model behavio…
With the abundance of data in recent years, interesting challenges are posed in the area of recommender systems. Producing high quality recommendations with scalability and performance is the need of the hour. Singular Value Decomposition(SVD) based recommendation algorithms have been leveraged to produce better result…
We describe the multi-GPU gradient boosting algorithm implemented in the XGBoost library (https://github.com/dmlc/xgboost). Our algorithm allows fast, scalable training on multi-GPU systems with all of the features of the XGBoost library. We employ data compression techniques to minimise the usage of scarce GPU memory …
Framework handles both exchangeable and non-exchangeable event sequences without tuning.
The optimization of expensive-to-evaluate black-box functions over combinatorial structures is an ubiquitous task in machine learning, engineering and the natural sciences. The combinatorial explosion of the search space and costly evaluations pose challenges for current techniques in discrete optimization and machine …
New techniques optimize decision trees for interpretable machine learning.