Sparse RSP routing improves graph exploration and classification.
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.
Trend · papers per month
Big data sets must be carefully partitioned into statistically similar data subsets that can be used as representative samples for big data analysis tasks. In this paper, we propose the random sample partition (RSP) data model to represent a big data set as a set of non-overlapping data subsets, called RSP data blocks,…
This work extends the randomized shortest paths (RSP) model by investigating the net flow RSP and adding capacity constraints on edge flows. The standard RSP is a model of movement, or spread, through a network interpolating between a random-walk and a shortest-path behavior [30, 42, 49]. The framework assumes a unit f…
We construct universal geometric spaces over the real spectrum compactification of the character variety of a finitely generated group in , providing geometric interpretations of boundary points. For an algebraic set on which acts by …
The present work extends the randomized shortest-paths framework (RSP), interpolating between shortest-path and random-walk routing in a network, in three directions. First, it shows how to deal with equality constraints on a subset of transition probabilities and develops a generic algorithm for solving this constrain…
Real-world data sets often provide multiple types of information about the same set of entities. This data is well represented by multi-view graphs, which consist of several distinct sets of edges over the same nodes. These can be used to analyze how entities interact from different viewpoints. Combining multiple views…
Researchers create a new compactification of character varieties using geometric and algebraic methods.
Sparse Hopfield model improves memory retrieval with fewer connections.
MarketSenseAI system outperforms passive benchmarks by 25.2% on S&P 500, adding value over random selection.
New quantum code lacks sparse lift.
In this paper, a sparse Markov decision process (MDP) with novel causal sparse Tsallis entropy regularization is proposed.The proposed policy regularization induces a sparse and multi-modal optimal policy distribution of a sparse MDP. The full mathematical analysis of the proposed sparse MDP is provided.We first analyz…
This work introduces a method to compare sparse neural network topologies using graph theory.
Sparse-RS framework efficiently attacks models with sparse perturbations.
Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods simultaneously estimate the sparse signal of interest and the sparse noise of no interest.…
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…
Sparse DNNs face scalability issues; MIT/IEEE/Amazon challenge analyzes best solutions.
In compressed sensing, we wish to reconstruct a sparse signal from observed data . In sparse coding, on the other hand, we wish to find a representation of an observed signal as a sparse linear combination, with coefficients , of elements from an overcomplete dictionary. While many algorithms are competit…
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…
Dynamic Sparse Training finds efficient sparse networks from scratch.
New method for hyperparameter tuning in sparse matrix factorization.
We demonstrate the possibility of what we call sparse learning: accelerated training of deep neural networks that maintain sparse weights throughout training while achieving dense performance levels. We accomplish this by developing sparse momentum, an algorithm which uses exponentially smoothed gradients (momentum) to…
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…
This paper explores loss landscapes of sparse neural networks, finding unique characteristics compared to dense networks.
Sparse APCA identifies sparse factors in financial returns over time.
Study confirms sparse coding in whole brain using MRI data.
A new method for sparse PCA using orthogonal rotations and soft-thresholding.
Develops sparse portfolio strategy for high-dimensional assets.
Picasso is a new library for sparse learning problems in R and Python.
The CUR decomposition provides an approximation of a matrix 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 . In this regard, it appears to be similar to many sparse PCA methods. However, CUR takes a randomized algorithm…
DFR reduces the computational cost of sparse-group lasso and adaptive sparse-group lasso.
A variety of representation learning approaches have been investigated for reinforcement learning; much less attention, however, has been given to investigating the utility of sparse coding. Outside of reinforcement learning, sparse coding representations have been widely used, with non-convex objectives that result in…
Guarantees sparse recovery for neural networks with iterative hard thresholding.
New methods show sparse portfolios offer no advantage over mean-variance in diversification.
Computations for the softmax function are significantly expensive when the number of output classes is large. In this paper, we present a novel softmax inference speedup method, Doubly Sparse Softmax (DS-Softmax), that leverages sparse mixture of sparse experts to efficiently retrieve top-k classes. Different from most…
msPCA solves sparse PCA for multiple components efficiently.
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…
Predictive Sparse Manifold Transform learns dynamic video sequences.
We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured model -- an actively studied topic in statistics and machine learning. In the noi…
New method finds sparse networks without labels, improving performance.
Sparse curves on surfaces grow at a specific intermediate rate.
Is it possible to find the sparsest vector (direction) in a generic subspace with ? This problem can be considered a homogeneous variant of the sparse recovery problem, and finds connections to sparse dictionary learning, sparse PCA, and many other …
This paper establishes conditions for sparse signal recovery with sparse measurements.
New method improves robust sparse association estimation.
We present a robust alternative to principal component analysis (PCA) --- called elliptical component analysis (ECA) --- for analyzing high dimensional, elliptically distributed data. ECA estimates the eigenspace of the covariance matrix of the elliptical data. To cope with heavy-tailed elliptical distributions, a mult…
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…
New measure SEV shows non-sparse models can still have low decision sparsity.
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 …
IDS improves sparse linear bandits by balancing information and regret.