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.
We implement a Tensor Train layer in the TensorFlow Neural Machine Translation (NMT) model using the t3f library. We perform training runs on the IWSLT English-Vietnamese '15 and WMT German-English '16 datasets with learning rates ∈{0.0004,0.0008,0.0012}, maximum ranks ∈{2,4,8,16} and a range of core dime…
We illustrate relationships between classical kernel-based dimensionality reduction techniques and eigendecompositions of empirical estimates of reproducing kernel Hilbert space (RKHS) operators associated with dynamical systems. In particular, we show that kernel canonical correlation analysis (CCA) can be interpreted…
Where machine-learned predictive risk scores inform high-stakes decisions, such as bail and sentencing in criminal justice, fairness has been a serious concern. Recent work has characterized the disparate impact that such risk scores can have when used for a binary classification task. This may not account, however, fo…
Improved diffusion models using energy distillation and sequential Monte Carlo.
problem Training instability and inferior performance in energy parameterized diffusion models.
method Introduced a novel training regime for energy functions through distillation of pre-trained diffusion models, and cast the sampling procedure as a Feynman Kac model.
result Demonstrated improved performance and new sampling techniques.
This is a detailed tutorial paper which explains the Principal Component Analysis (PCA), Supervised PCA (SPCA), kernel PCA, and kernel SPCA. We start with projection, PCA with eigen-decomposition, PCA with one and multiple projection directions, properties of the projection matrix, reconstruction error minimization, an…
Feature learning forms the cornerstone for tackling challenging learning problems in domains such as speech, computer vision and natural language processing. In this paper, we consider a novel class of matrix and tensor-valued features, which can be pre-trained using unlabeled samples. We present efficient algorithms f…
Feature learning forms the cornerstone for tackling challenging learning problems in domains such as speech, computer vision and natural language processing. In this paper, we consider a novel class of matrix and tensor-valued features, which can be pre-trained using unlabeled samples. We present efficient algorithms f…
We consider the problem of learning mixtures of generalized linear models (GLM) which arise in classification and regression problems. Typical learning approaches such as expectation maximization (EM) or variational Bayes can get stuck in spurious local optima. In contrast, we present a tensor decomposition method whic…
Classifiers and rating scores are prone to implicitly codifying biases, which may be present in the training data, against protected classes (i.e., age, gender, or race). So it is important to understand how to design classifiers and scores that prevent discrimination in predictions. This paper develops computationally…
Class labels have been empirically shown useful in improving the sample quality of generative adversarial nets (GANs). In this paper, we mathematically study the properties of the current variants of GANs that make use of class label information. With class aware gradient and cross-entropy decomposition, we reveal how …
The power of randomized algorithms in numerical methods have led to fast solutions which use the Singular Value Decomposition (SVD) as a core routine. However, given the large data size of modern and the modest runtime of SVD, most practical algorithms would require some form of approximation, such as sketching, when r…
From linear classifiers to neural networks, image classification has been a widely explored topic in mathematics, and many algorithms have proven to be effective classifiers. However, the most accurate classifiers typically have significantly high storage costs, or require complicated procedures that may be computation…
ForesightFlow detects informed trading on prediction markets using an information leakage score.
problem Detecting informed trading on decentralized prediction markets.
method Developed an Information Leakage Score (ILS) framework to quantify the fraction of terminal information move priced in before public news events.
result The score connects label generation to proper-scoring-rule literature and reveals systematic biases in insider trading documentation.
The paper proposes a method to construct well-calibrated prediction sets for correlated target variables.
problem Constructing well-calibrated prediction sets for correlated target variables.
method The method uses vine copulas to estimate the joint cumulative distribution function of non-conformity scores and improves the asymptotic efficiency of the quantile estimate.
result The method guarantees asymptotically exact coverage and competitive efficiency on real-world regression problems.