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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.

168,742 papers · 148 categories

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4794140187 · Jun 202019922001200920172026
48 results for sequential memory

RNN-HAR model improves VaR forecasting with long-memory and non-linear dynamics.

problem Efficiently forecasting Value at Risk (VaR) with long-memory and non-linear realized volatility.
method Loss-based generalized Bayesian inference with Sequential Monte Carlo for model estimation and prediction.
result RNN-HAR model consistently outperforms other VaR forecasting models.

A novel online GP model captures long-term memory in sequential data.

problem Capturing long-term memory in sequential data online.
method Integrates HiPPO framework into interdomain GP, leveraging time-varying orthogonal projections as inducing variables.
result OHSVGP outperforms existing online GP methods in predictive performance, long-term memory preservation, and computational efficiency.

Sparse Meta Networks adapt deep neural networks incrementally for fast learning.

problem Training deep neural networks is slow and impractical for complex, changing environments.
method Sparse Meta Networks use a memory layer to learn online sequential adaptation, accumulating fast-weights incrementally.
result Sparse Meta Networks achieve strong performance in various sequential adaptation scenarios.

Memory-augmented neural networks consisting of a neural controller and an external memory have shown potentials in long-term sequential learning. Current RAM-like memory models maintain memory accessing every timesteps, thus they do not effectively leverage the short-term memory held in the controller. We hypothesize t…

2019-01-05abs ↗pdf ↗

Optimized parallel algorithms for identifying strong ties in data.

problem Identifying strong ties in data with varying distances and community sizes.
method Design and analysis of sequential and parallel algorithms for partitioned local depths.
result Optimized algorithms achieve up to 19.4x speedup in parallel execution.

Recurrent Neural Networks (RNN), Long Short-Term Memory Networks (LSTM), and Memory Networks which contain memory are popularly used to learn patterns in sequential data. Sequential data has long sequences that hold relationships. RNN can handle long sequences but suffers from the vanishing and exploding gradient probl…

2019-04-18abs ↗pdf ↗

MAYA learns bee foraging decisions with limited memory.

problem Reproducing and predicting bees' foraging decisions with limited memory.
method Sequential imitation learning model based on multi-armed bandits, considering a temporal window τ of 7 trials.
result MAYA outperforms imitation baselines and classical models, providing interpretability and realistic trajectories.

In this report we review memory-based meta-learning as a tool for building sample-efficient strategies that learn from past experience to adapt to any task within a target class. Our goal is to equip the reader with the conceptual foundations of this tool for building new, scalable agents that operate on broad domains.…

2019-05-08abs ↗pdf ↗

A new model improves recurrent neural networks' ability to memorize long sequences.

problem Improving recurrent neural networks' ability to memorize long sequences and extract task-relevant features.
method Proposes a Linear Memory Network with an encoding-based memorization component and a specialized training algorithm.
result Improves the final performance of recurrent neural networks when memorizing long sequences is necessary.

We introduce a new sequential Monte Carlo algorithm we call the particle cascade. The particle cascade is an asynchronous, anytime alternative to traditional particle filtering algorithms. It uses no barrier synchronizations which leads to improved particle throughput and memory efficiency. It is an anytime algorithm i…

2014-07-10abs ↗pdf ↗

Partially observable environments present an important open challenge in the domain of sequential control learning with delayed rewards. Despite numerous attempts during the two last decades, the majority of reinforcement learning algorithms and associated approximate models, applied to this context, still assume Marko…

2017-05-31abs ↗pdf ↗

Proposes a novel SAM operator for separate item and relational memories.

problem Limited memory interactions in neural networks.
method Introduces a Self-attentive Associative Memory (SAM) operator to separate item and relational memories.
result Achieves competitive results in various tasks, including geometry, graph, reinforcement learning, and question answering.

Neural Turing Machines (NTMs) are an instance of Memory Augmented Neural Networks, a new class of recurrent neural networks which decouple computation from memory by introducing an external memory unit. NTMs have demonstrated superior performance over Long Short-Term Memory Cells in several sequence learning tasks. A n…

2018-07-23abs ↗pdf ↗

Learning and adapting to new distributions or learning new tasks sequentially without forgetting the previously learned knowledge is a challenging phenomenon in continual learning models. Most of the conventional deep learning models are not capable of learning new tasks sequentially in one model without forgetting the…

2019-05-20abs ↗pdf ↗

mGRN improves multivariate time series prediction by managing marginal and joint memories.

problem Extracting dependencies in multivariate sequential data with strong serial and cross-sectional dependencies.
method Developed a novel recurrent network architecture, Memory-Gated Recurrent Networks (mGRN), with gates for marginal and joint memories.
result mGRN consistently outperforms state-of-the-art architectures on various public datasets.

The concepts of unitary evolution matrices and associative memory have boosted the field of Recurrent Neural Networks (RNN) to state-of-the-art performance in a variety of sequential tasks. However, RNN still have a limited capacity to manipulate long-term memory. To bypass this weakness the most successful application…

2017-10-26abs ↗pdf ↗

This paper proposes an attention module augmented relational network called SARN(Sequential Attention Relational Network) that can carry out relational reasoning by extracting reference objects and making efficient pairing between objects. SARN greatly reduces the computational and memory requirements of the relational…

2018-11-01abs ↗pdf ↗

Transformers can perform well with less long-range memory.

problem The need for deep long-range memory in Transformers for language modeling.
method Performed interventions to show performance can be achieved with fewer long-range memories and by limiting attention range.
result Comparable performance can be achieved with 6X fewer long-range memories and better performance with limited attention range.

New Feedback Transformer architecture improves model performance by exposing past representations to future.

problem Limitations of Transformers in fully exploiting sequential input.
method Proposes Feedback Transformer exposing all past representations to future.
result Demonstrates improved performance with smaller, shallower models.

In this paper, we consider the streaming memory-limited matrix completion problem when the observed entries are noisy versions of a small random fraction of the original entries. We are interested in scenarios where the matrix size is very large so the matrix is very hard to store and manipulate. Here, columns of the o…

2015-04-13abs ↗pdf ↗

Study evaluates CL methods in RNNs, highlighting differences from feedforward networks.

problem Preventing catastrophic forgetting in RNNs processing sequential data.
method Comprehensive evaluation of CL methods, including elastic weight consolidation and hypernetworks.
result Weight-importance methods perform similarly regardless of sequence length but require more stability for high working memory demands.

We propose a new architecture called Memory-Augmented Encoder-Solver (MAES) that enables transfer learning to solve complex working memory tasks adapted from cognitive psychology. It uses dual recurrent neural network controllers, inside the encoder and solver, respectively, that interface with a shared memory module a…

2018-09-28abs ↗pdf ↗

New model captures long-range patterns in sequences efficiently.

problem Efficiently capturing long-range patterns in sequential data.
method Inspired by wavelet multiresolution analysis, introduces MultiresLayer with multiresolution convolution.
result State-of-the-art performance on sequence classification and autoregressive density estimation tasks.

New method improves ABI for sequential data, reducing forgetting and improving accuracy.

problem Performance degradation of ABI under model misspecification and distribution shifts.
method Decouples simulation-based pre-training from unsupervised SC fine-tuning, using memory buffer and elastic weight consolidation.
result Significant mitigation of forgetting and improved posterior estimates compared to standard simulation-based training.

Memory-based neural networks model temporal data by leveraging an ability to remember information for long periods. It is unclear, however, whether they also have an ability to perform complex relational reasoning with the information they remember. Here, we first confirm our intuitions that standard memory architectur…

2018-06-05abs ↗pdf ↗

New method reduces memory usage for Bayesian inverse problems on large grids.

problem Solving large-scale linear inverse problems with Gaussian process priors.
method Implicit representation of posterior covariance matrices, sequential disintegrations of Gaussian measures.
result Significant reduction in uncertainty for high-density regions estimation.

PipeMare enables efficient DNN training with minimal memory and pipeline sacrifices.

problem Sacrificing hardware efficiency to maintain statistical efficiency in pipeline parallel DNN training.
method PipeMare is a simple yet robust training method that tolerates asynchronous updates during pipeline parallelism without sacrificing pipeline utilization or memory.
result PipeMare achieves up to 2.7x less memory usage or 4.3x higher pipeline utilization compared to state-of-the-art synchronous PP training techniques.

Memory-based models can learn to approximate Bayes-optimal predictors for non-stationary data.

problem Learning from non-stationary data with unobserved switching points.
method Memory-based neural models, including Transformers, LSTMs, and RNNs, trained to minimize log loss.
result Memory-based models can accurately approximate known Bayes-optimal algorithms and perform Bayesian inference over latent switching points.

STanHop predicts multivariate time series with memory-enhanced capabilities.

problem Predicting multivariate time series with memory-enhanced capabilities.
method Sparse Tandem Hopfield Network (STanHop) with two external memory modules.
result STanHop outperforms dense Hopfield models in memory retrieval error.

Sequential learning of tasks using gradient descent leads to an unremitting decline in the accuracy of tasks for which training data is no longer available, termed catastrophic forgetting. Generative models have been explored as a means to approximate the distribution of old tasks and bypass storage of real data. Here …

2018-11-03abs ↗pdf ↗