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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.

168,695 papers · 148 categories

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75150224299 · Jun 202019922001200920172026
48 results for searchable extension units

New framework SEU solves lifelong learning's catastrophic forgetting issue.

problem Catastrophic forgetting in lifelong learning.
method Introduces Neural Architecture Search into lifelong learning to dynamically adapt model structures for different tasks.
result Achieves higher accuracy with significantly smaller model size (25-33% of state-of-the-art methods).

BS-NAS broadens and shrinks search space for optimal neural architectures.

problem Suboptimal channel numbers and model averaging effects in One-Shot NAS methods.
method Broadening with spring block for channel search, shrinking with underperforming operations removal, evolutionary algorithm for optimal architecture search.
result BS-NAS achieves state-of-the-art performance on ImageNet.

It is important in many applications to be able to extend the (outer) unit normal vector field from a hypersurface to its neighborhood in such a way that the result is a unit gradient field. The aim of the paper is to provide an elementary proof of the existence and uniqueness of such an extension.

2018-02-14abs ↗pdf ↗

It has been argued in the past that high-dimensional neural networks do not exhibit local minima capable of trapping an optimisation algorithm. However, the relationship between loss surface modality and the neural architecture parameters, such as the number of hidden neurons per layer and the number of hidden layers, …

2019-05-24abs ↗pdf ↗

Let DD be a 2-dimensional closed unit disk and Symp(D,0)rel\rm{Symp}(D,0)_{\rm{rel}} the group of symplectomorphisms preserving the origin and the boundary D\partial D pointwise. We consider the R\mathbb{R}-valued flux homomorphism on Symp(D,0)rel\rm{Symp}(D,0)_{\rm{rel}} and define the central R\mathbb{R}-extension called the $\mathb…

2019-05-20abs ↗pdf ↗

New algorithms approximate Rashomon set for sparse models, aiding expert interaction.

problem Lack of interaction between models and domain experts in classical machine learning.
method Approximate Rashomon set of sparse, generalized additive models using ellipsoids.
result Efficiently approximated Rashomon set facilitates model selection and exploration.

Extensive neural networks eliminate the need for SABR pricing formulas.

problem Lack of exact pricing formulas for the SABR model.
method Used a GPU-based simulation and an extensive neural network to learn implied volatilities.
result Neural networks achieve high accuracy and efficiency comparable to Monte-Carlo simulations.

Paper derives Thiele's equation for unit-linked policies in a stochastic volatility model.

problem Deriving pricing formula for unit-linked policies in a stochastic volatility model.
method Derives Thiele's differential equation for a unit-linked policy in the Heston-Hawkes model.
result Established a method to compute reserves in life insurance via solving Thiele's equation.

The classical duality theory of Kantorovich and Kellerer for the classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach lattice X\cal{X} with a order unit. The primal problem is given as the supremum o…

2016-10-10abs ↗pdf ↗

We consider the problem of extending a conformal metric of negative curvature, given outside a neighbourhood of 0 in the unit disk $\DD$, to a conformal metric of negative curvature in $\DD$. We give conditions under which such an extension is possible, and also give obstructions to such an extension. The methods we us…

2002-02-25abs ↗pdf ↗

We prove that the refined approach -- our extension of the Yakovenko et al. formalism -- is universal in the sense that it describes well both household incomes in the European Union and the individual incomes in the United States for social classes of any income. This formalism allowed the study of the impact of the r…

2014-11-06abs ↗pdf ↗

Let ΣΣ be a hypersurface in an nn-dimensional Riemannian manifold MM, n2n\geqslant 2. We study the isometric extension problem for isometric immersions f:ΣRnf:Σ\to\mathbb R^n, where Rn\mathbb R^n is equipped with the Euclidean standard metric. We prove a general curvature obstruction to the existence of merely differen…

2015-01-13abs ↗pdf ↗

Better neural arithmetic logic units improve cell counting model generalization.

problem Neural networks struggle with high cell counts outside training data range.
method Introduced Neural Arithmetic Logic Units (NALU) for arithmetic operations in existing architectures.
result Improved cell counting accuracy for higher numeric ranges with better generalization.

A systematic approach has been developed to encompass the Minkowski-type extension of Euclidean geometry such that a one-vector anisotropy is permitted, retaining simultaneously the concept of angle. For the respective geometry, the Euclidean unit ball is to be replaced by the body which is convex and rotund and is fou…

2004-02-02abs ↗pdf ↗

Structural RBM reduces parameters for image denoising and classification.

problem High parameter count in RBMs limits their applicability to large datasets.
method Introduces SRBM with constrained connections to reduce parameters.
result SRBM achieves better performance and faster training than vanilla RBM.

The infinite restricted Boltzmann machine (iRBM) is an extension of the classic RBM. It enjoys a good property of automatically deciding the size of the hidden layer according to specific training data. With sufficient training, the iRBM can achieve a competitive performance with that of the classic RBM. However, the c…

2017-09-11abs ↗pdf ↗

In this paper we study a sharp Hardy-Littlewood-Sobolev (HLS) type inequality with Riesz potential on bounded smooth domains. We obtain the inequality for a general bounded domain ΩΩ and show that if the extension constant for ΩΩ is strictly larger than the extension constant for the unit ball B1B_1 then extremal fun…

2017-09-12abs ↗pdf ↗

Study tail risk in high-frequency finance using L1L_1-regularized regression.

problem Measuring tail risk dynamics in high-frequency financial markets.
method Dynamic extreme value regression model with L1L_1-regularized maximum likelihood estimator.
result Severity of extreme losses well predicted by low price impact in high volatility periods.

In this paper, we introduce an alternative approach, namely GEN (Genetic Evolution Network) Model, to the deep learning models. Instead of building one single deep model, GEN adopts a genetic-evolutionary learning strategy to build a group of unit models generations by generations. Significantly different from the well…

2018-05-19abs ↗pdf ↗

We give a foundational account on topological racks and quandles. Specifically, we define the notions of ideals, kernels, units, and inner automorphism group in the context of topological racks. Further, we investigate topological rack modules and principal rack bundles. Central extensions of topological racks are then…

2015-05-30abs ↗pdf ↗

This paper provides an explicit form for symmetric differentials and their corresponding holomorphic functions.

problem Understanding the correspondence between symmetric differentials and L2L^2 holomorphic functions on quotient spaces.
method Explicit description of the correspondence between symmetric differentials and weighted L2L^2-holomorphic functions.
result Derivation of several applications based on the explicit form of the correspondence.

Dirichlet pruning compresses neural networks by removing unimportant units.

problem Compressing large neural network models without sacrificing performance.
method Assigns Dirichlet distribution over network layers' units and uses variational inference to estimate parameters.
result Achieves state-of-the-art compression performance on larger architectures like VGG and ResNet.

We carry out a systematic investigation on floating bodies in real space forms. A new unifying approach not only allows us to treat the important classical case of Euclidean space as well as the recent extension to the Euclidean unit sphere, but also the new extension of floating bodies to hyperbolic space. Our main re…

2016-06-24abs ↗pdf ↗

Recurrent Neural Network (RNN) has been successfully applied in many sequence learning problems. Such as handwriting recognition, image description, natural language processing and video motion analysis. After years of development, researchers have improved the internal structure of the RNN and introduced many variants…

2018-10-30abs ↗pdf ↗

Understanding the representational power of Restricted Boltzmann Machines (RBMs) with multiple layers is an ill-understood problem and is an area of active research. Motivated from the approach of \emph{Inherent Structure formalism} (Stillinger & Weber, 1982), extensively used in analysing Spin Glasses, we propose a no…

2018-06-12abs ↗pdf ↗

Focusing on the grand-canonical extension of the ordinary restricted Boltzmann machine, we suggest an energy-based model for feature extraction that uses a layer of hidden units with varying size. By an appropriate choice of the chemical potential and given a sufficiently large number of hidden resources the generative…

2019-12-09abs ↗pdf ↗

Deep neural network learning can be formulated as a non-convex optimization problem. Existing optimization algorithms, e.g., Adam, can learn the models fast, but may get stuck in local optima easily. In this paper, we introduce a novel optimization algorithm, namely GADAM (Genetic-Evolutionary Adam). GADAM learns deep …

2018-05-19abs ↗pdf ↗

This study uses neural networks to solve interpolation problems with sparse, infinitely wide layers.

problem Exact data interpolation using sparse, infinitely wide neural networks.
method Atomic norm framework to derive convex hulls and equivalent convex formulations.
result Simple characterizations of convex hulls for different constraints on network weights and biases.

The back-propagation algorithm is widely used for learning in artificial neural networks. A challenge in machine learning is to create models that generalize to new data samples not seen in the training data. Recently, a common flaw in several machine learning algorithms was discovered: small perturbations added to the…

2015-10-14abs ↗pdf ↗

modAL is a modular active learning framework for Python, aimed to make active learning research and practice simpler. Its distinguishing features are (i) clear and modular object oriented design (ii) full compatibility with scikit-learn models and workflows. These features make fast prototyping and easy extensibility p…

2018-05-02abs ↗pdf ↗

In Minkowski geometry the metric features are based on a compact convex body containing the origin in its interior. This body works as a unit ball with its boundary formed by the unit vectors. Using one-homogeneous extension we have a so-called Minkowski functional to measure the lenght of vectors. The half of its squa…

2013-09-03abs ↗pdf ↗