Research
On-device research index

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

Trend · papers per month

108216324432 · Jun 202019922001200920172026
48 results for sparse exponential weights

Paper analyzes sparse aggregation in GLMs with Kullback-Leibler risk bounds.

problem Sparse aggregation in GLMs for parameter approximation.
method Exponential weighted aggregation scheme with Kullback-Leibler risk bounds.
result Sharp oracle inequality for Kullback-Leibler risk with leading constant 1 and minimax-optimal rate of aggregation.

Paper introduces kernel deformed exponential families for sparse continuous attention.

problem Creating efficient attention mechanisms for sparse data.
method Developed kernel deformed exponential families, theoretically and experimentally.
result Kernel deformed exponential families can attend to multiple compact regions of data.

This paper considers the growth in the length of one-dimensional trajectories as they are passed through deep ReLU neural networks, which, among other things, is one measure of the expressivity of deep networks. We generalise existing results, providing an alternative, simpler method for lower bounding expected traject…

2019-11-25abs ↗pdf ↗

Gradient descent on normalized networks reveals sparsity preferences.

problem Understanding the inductive bias of gradient descent on normalized neural nets.
method Analysis of gradient descent on weight-normalized smooth homogeneous neural nets, focusing on SWN and EWN.
result EWN causes weights to be updated in a way that prefers asymptotic relative sparsity.

Bayesian learning has been recently considered as an effective means of accounting for uncertainty in trained deep network parameters. This is of crucial importance when dealing with small or sparse training datasets. On the other hand, shallow models that compute weighted sums of their inputs, after passing them throu…

2018-02-10abs ↗pdf ↗

In this paper we propose a novel framework for the construction of sparsity-inducing priors. In particular, we define such priors as a mixture of exponential power distributions with a generalized inverse Gaussian density (EP-GIG). EP-GIG is a variant of generalized hyperbolic distributions, and the special cases inclu…

2012-04-19abs ↗pdf ↗

A new method for differentiable structured sparsity improves neural network performance and sparsity.

problem Non-differentiability of structured sparsity penalties in neural networks.
method Introducing DD-Gating, a differentiable approach to structured overparameterization.
result The DD-Gating objective converges to the L2,2/DL_{2,2/D}-regularized loss and induces sparse learning dynamics.

Improves variational inference for sparse models using mixtures of exponential families.

problem Intractability of posterior distributions in Bayesian sparse models.
method Flexible mean field variational inference using mixtures of non-overlapping exponential families.
result Mixtures of exponential families with non-overlapping support form an exponential family, enabling analytical updates.

We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can be computed one by one, repeatedly solving the single-component problem and def…

2015-08-04abs ↗pdf ↗

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.

Exponential Lasso improves Lasso's robustness to outliers and heavy-tailed noise.

problem Lasso's sensitivity to outliers and heavy-tailed noise in high-dimensional statistics.
method Integrates an exponential-type loss function into the Lasso framework.
result Achieves strong statistical convergence rates robust to heavy-tailed contamination.

A scalable gradient-based framework for sparse portfolio selection.

problem Sparse minimum-variance portfolio selection with cardinality constraint.
method Gradient-based optimization with Boolean relaxation and tunable parameter.
result Matches commercial solvers in most instances, differing by a few assets with negligible error in portfolio variance.

Paper extends sparse alternatives to softmax for continuous domains, enabling efficient attention mechanisms.

problem Efficiently assigning zero probability to irrelevant categories in continuous domains.
method Extend alpha-entmax to continuous domains, introducing continuous-domain attention mechanisms.
result Continuous attention allows attending to time intervals and compact regions, improving text classification, machine translation, and visual question answering.

Introduces Exponentially Weighted Signature for better path representation.

problem Uniform treatment of historical information in signatures.
method Generalizes EFM signature to bounded linear operators, enabling contextualised temporal weighting.
result EWS is the unique solution to a linear controlled differential equation and generalizes state-space models.

Deep weight factorization improves neural network training through smooth optimization of sparse penalties.

problem Challenges in applying sparse regularization in neural networks due to non-differentiability of penalties.
method Introduces deep weight factorization, decomposing weights into multiple factors for smooth optimization of L1L_1-penalized networks.
result Deep weight factorization outperforms shallow factorization and pruning methods consistently across various architectures and datasets.

Fast classification for sparse models, even with correlated features.

problem Sparse classification with many correlated features.
method Linear and quadratic surrogate cuts, priority queue, and analytical solution for exponential loss.
result 2 to 5 times faster than previous approaches, interpretable models with comparable accuracy.

Researchers extend asymptotic analysis to Bergman projections with Gevrey weights.

problem Analyzing Bergman projections with Gevrey weights.
method Extending direct approach to semiclassical asymptotics to Gevrey weights using Fourier integral operators.
result Gevrey symbol amplitude of asymptotic Bergman projection with Gevrey weights and Gevrey-type growth rate.

The study analyzes how neural reward models learn features for policy optimization in a Gaussian single-index model.

problem Reward modeling in policy optimization and its impact on downstream value.
method Two-stage neural reward model: first learns hidden direction, then fits readout layer.
result For any feature-learning temperature above a dimension-free threshold, a constant fraction of neurons recover the hidden direction.

Soft diamond regularizers improve deep learning performance and sparsity.

problem Improving deep learning performance and sparsity of trained weights.
method New soft diamond synaptic weight priors based on thick-tailed symmetric alpha stable probability curves.
result Soft diamond regularizers outperform state-of-the-art methods in deep learning tasks.

Paper explores exact recovery of communities in weighted graphs using Gaussian and exponential distributions.

problem Exact recovery of communities in weighted graphs with Gaussian and exponential distributions.
method Introduces a new semi-metric to describe conditions for exact recovery and analyzes conditions for both complete and incomplete graphs.
result Necessary and sufficient conditions for exact recovery are asymptotically tight and applicable to both complete and incomplete graphs.

Optimizes sparse fine-tuning for privacy in neural networks.

problem Performance gap between DP-SGD and non-private fine-tuning.
method Optimization-based approach using private gradient information for selecting trainable weights.
result Our selection method leads to better prediction accuracy compared to existing approaches.

Paper develops sparse learning for heavy-tailed time series with locally stationary dynamics.

problem Sparse learning for high-dimensional heavy-tailed locally stationary time series.
method Additive modeling with kernel smoothing, sparsity-inducing penalized estimation.
result Prediction-error bounds and convergence rates for different sparsity structures.

Given two data matrices XX and YY, sparse canonical correlation analysis (SCCA) is to seek two sparse canonical vectors uu and vv to maximize the correlation between XuXu and YvYv. However, classical and sparse CCA models consider the contribution of all the samples of data matrices and thus cannot identify an unde…

2017-10-13abs ↗pdf ↗

This paper explores efficient neural networks by identifying sparse structures.

problem Reducing computational complexity in neural networks without sacrificing accuracy.
method Identifying and utilizing sparse structures in neural network weights and activations.
result Large and sparse models are more beneficial for practical problems.

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional sparse data, however, the method suffers from slow convergence and high variance…

2016-04-21abs ↗pdf ↗

New method improves tensor completion by selectively preserving important elements.

problem Recovering corrupted high-dimensional tensor data with missing entries and noise.
method Tensor weighted correlated total variation (TWCTV) regularizer with ADMM algorithm.
result Superior performance in image completion, denoising, and background subtraction tasks.

Decentralized algorithm reduces regret and converges to Nash equilibrium in online congestion games.

problem Online congestion games with exponential action sets and strict Nash equilibria.
method CongestEXP algorithm using exponential weights method.
result CongestEXP achieves O(kFT)O(kF\sqrt{T}) regret bound and almost exponential convergence to strict Nash equilibrium.

Dynamic sparseness reduces neural network computation by selectively omitting parts of computations.

problem Reducing the computational and memory footprint of neural networks.
method Combining dynamic sparseness with block-wise matrix-vector multiplications to selectively omit parts of computations.
result The proposed method outperforms static sparseness and achieves similar perplexities at half the computational cost.