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.
SnAp approximates RTRL for online training of sparse recurrent networks.
AIHT improves online high-dimensional quantile regression by separating support discovery and refinement.
OOMP selects features online for sparse linear regression.
Online method learns sparse models efficiently in large scale settings.
New algorithm optimizes AUC for sparse high-dimensional data in online learning.
New approach uses unlabeled prior data to accelerate exploration in sparse reward tasks.
Paper proposes an online sparse linear regression method for streaming data.
Proposes efficient Bayesian logistic regression for large sparse datasets.
Sparse Meta Networks adapt deep neural networks incrementally for fast learning.
CDSSD detects sparse changes in partially observable data streams.
Paper learns Koopman operator from sparse data, escaping function space constraints.
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…
This work examines a semi-blind single-channel source separation problem. Our specific aim is to separate one source whose local structure is approximately known, from another a priori unspecified background source, given only a single linear combination of the two sources. We propose a separation technique based on lo…
A novel online GP model captures long-term memory in sequential data.
Online anomaly detection of time-series data is an important and challenging task in machine learning. Gaussian processes (GPs) are powerful and flexible models for modeling time-series data. However, the high time complexity of GPs limits their applications in online anomaly detection. Attributed to some internal or e…
Many signal processing and machine learning methods share essentially the same linear-in-the-parameter model, with as many parameters as available samples as in kernel-based machines. Sparse approximation is essential in many disciplines, with new challenges emerging in online learning with kernels. To this end, severa…
Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization problem that consists of learning the basis set, adapting it to specific data. V…
New RL agent learns sparse rewards efficiently.
Online detection of abrupt changes in high-dimensional data streams.
We consider the dictionary learning problem, where the aim is to model the given data as a linear combination of a few columns of a matrix known as a dictionary, where the sparse weights forming the linear combination are known as coefficients. Since the dictionary and coefficients, parameterizing the linear model are …
Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on the global convergence. Sparse PCA algorithms based on a convex formulation, for…
In this paper, we focus on online representation learning in non-stationary environments which may require continuous adaptation of model architecture. We propose a novel online dictionary-learning (sparse-coding) framework which incorporates the addition and deletion of hidden units (dictionary elements), and is inspi…
New algorithm learns Koopman operator online, with complexity control and convergence guarantees.
Improved online Lasso reduces regret in sparse linear contextual bandits.
Unified framework for high-dimensional online learning with non-divergent error bounds and adaptive gains.
Online algorithm identifies PDEs from noisy data snapshots.
Olshausen and Field (OF) proposed that neural computations in the primary visual cortex (V1) can be partially modeled by sparse dictionary learning. By minimizing the regularized representation error they derived an online algorithm, which learns Gabor-filter receptive fields from a natural image ensemble in agreement …
The true online TD(λ) algorithm has recently been proposed (van Seijen and Sutton, 2014) as a universal replacement for the popular TD(λ) algorithm, in temporal-difference learning and reinforcement learning. True online TD(λ) has better theoretical properties than conventional TD(λ), and the expectation is that it als…
Q-chunking improves RL for long tasks by chunking actions.
AUC (Area under the ROC curve) is an important performance measure for applications where the data is highly imbalanced. Learning to maximize AUC performance is thus an important research problem. Using a max-margin based surrogate loss function, AUC optimization problem can be approximated as a pairwise rankSVM learni…
We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an l1-l2 norm regularizer. By systematically treating the non-differentiable regulariz…
New method combines machine learning with data assimilation for model error correction.
Classification methods based on sparse estimation have drawn much attention recently, due to their effectiveness in processing high-dimensional data such as images. In this paper, a method to improve the performance of a sparse representation classification (SRC) approach is proposed; it is then applied to the problem …
SOL is an open-source library for scalable online learning algorithms, and is particularly suitable for learning with high-dimensional data. The library provides a family of regular and sparse online learning algorithms for large-scale binary and multi-class classification tasks with high efficiency, scalability, porta…
Develops a method to tackle high-dimensional linear bandits with knapsacks using online sparse estimation and dual variables.
Convolutional sparse representations are a form of sparse representation with a structured, translation invariant dictionary. Most convolutional dictionary learning algorithms to date operate in batch mode, requiring simultaneous access to all training images during the learning process, which results in very high memo…
SUPE combines unlabeled data with RL to efficiently explore tasks.
Metalearning optimizes autoencoder dimensions for efficient data representation.
Novel algorithm reduces feature inclusion in online decision-making.
RO-TD learns sparse value functions efficiently.
Central to robot exploration and mapping is the task of persistent localization in environmental fields characterized by spatially correlated measurements. This paper presents a Gaussian process localization (GP-Localize) algorithm that, in contrast to existing works, can exploit the spatially correlated field measurem…
Despite our extensive knowledge of biophysical properties of neurons, there is no commonly accepted algorithmic theory of neuronal function. Here we explore the hypothesis that single-layer neuronal networks perform online symmetric nonnegative matrix factorization (SNMF) of the similarity matrix of the streamed data. …
A big challenge in environmental monitoring is the spatiotemporal variation of the phenomena to be observed. To enable persistent sensing and estimation in such a setting, it is beneficial to have a time-varying underlying environmental model. Here we present a planning and learning method that enables an autonomous ma…
Extracting the underlying low-dimensional space where high-dimensional signals often reside has long been at the center of numerous algorithms in the signal processing and machine learning literature during the past few decades. At the same time, working with incomplete (partly observed) large scale datasets has recent…
Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence speed, adaptivity and structural awareness. However, distributional aspects of thes…
WamOL uses PINNs to efficiently calibrate IVS from sparse data.
Kolmogorov-Arnold Networks enable ultrafast online learning with fixed-point quantization.
Study shows high-dimensional sparse RL hardness and Lasso Q-iteration's nearly dimension-free regret.