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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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48 results for sparse

This work introduces a method to compare sparse neural network topologies using graph theory.

problem Comparing and understanding sparse neural network topologies, especially during training.
method Introducing Neural Network Sparse Topology Distance (NNSTD) to measure distances between different sparse neural networks.
result Sparse neural networks can outperform over-parameterized models without further structure optimization.

Sparse deep neural networks(DNNs) are efficient in both memory and compute when compared to dense DNNs. But due to irregularity in computation of sparse DNNs, their efficiencies are much lower than that of dense DNNs on regular parallel hardware such as TPU. This inefficiency leads to poor/no performance benefits for s…

2018-08-10abs ↗pdf ↗

Sparse DNNs face scalability issues; MIT/IEEE/Amazon challenge analyzes best solutions.

problem Scalability issues in Sparse Deep Neural Networks (DNNs).
method Mathematically defined DNN inference computation, community submissions from various fields.
result Sparse DNN execution time, TmDNNT_{ m DNN}, is strongly dependent on the number of operations, NmopN_{ m op}.

In compressed sensing, we wish to reconstruct a sparse signal xx from observed data yy. In sparse coding, on the other hand, we wish to find a representation of an observed signal yy as a sparse linear combination, with coefficients xx, of elements from an overcomplete dictionary. While many algorithms are competit…

2013-10-31abs ↗pdf ↗

Sparse coding approximates the data sample as a sparse linear combination of some basic codewords and uses the sparse codes as new presentations. In this paper, we investigate learning discriminative sparse codes by sparse coding in a semi-supervised manner, where only a few training samples are labeled. By using the m…

2013-11-26abs ↗pdf ↗

New method for hyperparameter tuning in sparse matrix factorization.

problem Hyperparameter tuning in sparse matrix factorization.
method Numerical method based on evaluating the zero point of normalization factor in sparse matrix prior.
result Our method outperforms existing algorithms in ground-truth sparse matrix reconstruction.

High dimensional sparse learning has imposed a great computational challenge to large scale data analysis. In this paper, we are interested in a broad class of sparse learning approaches formulated as linear programs parametrized by a {\em regularization factor}, and solve them by the parametric simplex method (PSM). O…

2017-04-04abs ↗pdf ↗

This paper explores loss landscapes of sparse neural networks, finding unique characteristics compared to dense networks.

problem Understanding the loss landscape of sparse neural networks, especially one-hidden-layer networks.
method Analyzes sparse networks with dense and sparse final layers, focusing on linear and non-linear models.
result Sparse networks can have no spurious valleys under certain conditions, but spurious valleys and minima can exist for wide sparse networks.

Sparse APCA identifies sparse factors in financial returns over time.

problem Analyzing co-movements of high-dimensional panel data over time.
method Sparse asymptotic PCA with truncated power method for sparse factors and sequential deflation for multi-factor cases.
result Identification of nine risk factors influencing the S&P 500 stock market.

A new method for sparse PCA using orthogonal rotations and soft-thresholding.

problem Sparse PCA with a new basis using orthogonal rotations.
method Initialize with leading principal components, apply kimeskk imes k orthogonal rotation, and soft-threshold the rotated components.
result The proposed method is more stable and explains more variance compared to alternatives.

Picasso is a new library for sparse learning problems in R and Python.

problem Sparse learning problems in high-dimensional data analysis.
method Unified framework of pathwise coordinate optimization with efficient active set selection strategies.
result picasso can efficiently handle large-scale problems.

The CUR decomposition provides an approximation of a matrix XX that has low reconstruction error and that is sparse in the sense that the resulting approximation lies in the span of only a few columns of XX. In this regard, it appears to be similar to many sparse PCA methods. However, CUR takes a randomized algorithm…

2010-11-01abs ↗pdf ↗

DFR reduces the computational cost of sparse-group lasso and adaptive sparse-group lasso.

problem Sparse-group lasso's computational expense and need for tuning.
method Dual Feature Reduction (DFR) using strong screening rules and dual norms.
result DFR drastically reduces computational cost without affecting solution optimality.

Guarantees sparse recovery for neural networks with iterative hard thresholding.

problem Recovering sparse network weights in neural networks.
method Structural properties of sparse network weights and iterative hard thresholding algorithm.
result Simple iterative hard thresholding algorithm recovers sparse network weights exactly using linear memory.

New methods show sparse portfolios offer no advantage over mean-variance in diversification.

problem Investment diversification and risk management with sparse portfolios.
method Developed and implemented a new estimation procedure for sparse second-order stochastic spanning using a greedy algorithm and Linear Programming.
result No benefit from expanding a sparse opportunity set beyond 45 assets; optimal sparse portfolio reduces tail risk.

msPCA solves sparse PCA for multiple components efficiently.

problem Sparse principal component analysis with multiple components.
method Alternating maximization algorithm for sparse loading vectors, with orthogonality or zero correlation constraints.
result Achieves high variance explained with sparse components and controlled feasibility violations.

We consider the scenario where one observes an outcome variable and sets of features from multiple assays, all measured on the same set of samples. One approach that has been proposed for dealing with this type of data is ``sparse multiple canonical correlation analysis'' (sparse mCCA). All of the current sparse mCCA t…

2014-01-22abs ↗pdf ↗

This paper establishes conditions for sparse signal recovery with sparse measurements.

problem Recovering the support of a sparse signal using noisy projections with sparse measurement matrices.
method Establishes sufficient conditions for successful sparse recovery using sparse measurement matrices.
result A phase transition threshold for sparse recovery in the sparse setting is discovered, revealing a trade-off between sampling complexity and measurement sparsity.

We present a comprehensive framework for structured sparse coding and modeling extending the recent ideas of using learnable fast regressors to approximate exact sparse codes. For this purpose, we develop a novel block-coordinate proximal splitting method for the iterative solution of hierarchical sparse coding problem…

2012-06-18abs ↗pdf ↗

New measure SEV shows non-sparse models can still have low decision sparsity.

problem Non-sparse models can still make accurate decisions based on a few features.
method Introduced Sparse Explanation Value (SEV) to measure decision sparsity, not overall model sparsity.
result Many non-sparse models have low decision sparsity, as measured by SEV.

We introduce a new algorithm, called adaptive sparse backfitting algorithm, for solving high dimensional Sparse Additive Model (SpAM) utilizing symmetric, non-negative definite smoothers. Unlike the previous sparse backfitting algorithm, our method is essentially a block coordinate descent algorithm that guarantees to …

2014-09-08abs ↗pdf ↗

IDS improves sparse linear bandits by balancing information and regret.

problem Sparse linear bandits in high-dimensional decision-making.
method Information-directed sampling (IDS) with Bayesian regret bounds and empirical Bayesian sparse posterior sampling.
result IDS nearly matches existing lower bounds and significantly reduces regret.

PopArt efficiently solves sparse linear bandits with tighter recovery guarantees.

problem Sparse linear bandits where rewards depend on a few covariates.
method PopArt: a simple, computationally efficient sparse linear estimation method.
result Improved regret bounds compared to state-of-the-art algorithms.

New method learns sparse distributions by thresholding samples, improving performance and efficiency.

problem Sparse coding optimization in high-dimensional problems is computationally expensive and inefficient.
method Proposes a new variational sparse coding approach that learns sparse distributions by thresholding samples.
result Shows superior performance, statistical efficiency, and gradient estimation compared to other sparse distributions.

We consider the classical sparse regression problem of recovering a sparse signal x0x_0 given a measurement vector y=Φx0+wy = Φx_0+w. We propose a tree search algorithm driven by the deep neural network for sparse regression (TSN). TSN improves the signal reconstruction performance of the deep neural network designed for sp…

2019-04-01abs ↗pdf ↗

Paper tackles NAS problem by modeling it as a sparse supernet.

problem Neural Architecture Search (NAS) problem, particularly Mixed-Path Search.
method Model NAS as a sparse supernet with sparsity constraints. Use hierarchical accelerated proximal gradient algorithm for optimization.
result Proposed method finds compact, general, and powerful neural architectures.

New GPU kernels boost deep learning speed and memory efficiency.

problem Sparse deep learning matrices are not well-suited for existing sparse kernels.
method Identified favorable properties of sparse matrices from deep learning, developed high-performance GPU kernels for sparse matrix operations.
result 27% of single-precision peak performance on Nvidia V100 GPUs achieved with new kernels.

Sparse coding has shown its power as an effective data representation method. However, up to now, all the sparse coding approaches are limited within the single domain learning problem. In this paper, we extend the sparse coding to cross domain learning problem, which tries to learn from a source domain to a target dom…

2013-11-27abs ↗pdf ↗

The presence of a sparse "truth" has been a constant assumption in the theoretical analysis of sparse PCA and is often implicit in its methodological development. This naturally raises questions about the properties of sparse PCA methods and how they depend on the assumption of sparsity. Under what conditions can the r…

2014-01-27abs ↗pdf ↗

Paper proposes a learning-based sparse Bayesian method for accurate off-grid DOA estimation.

problem One-bit off-grid direction of arrival (DOA) estimation in a single snapshot scenario.
method Formulated off-grid DOA estimation model, used Sparse Bayesian framework, proposed Learning-based Sparse Bayesian approach.
result Improved computational efficiency and accuracy in off-grid DOA estimation.