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.
Boosts share routing for multi-task learning with flexible sparse connections.
New approach improves cross-domain recommendation for sparse target domains.
MT-HAL learns features and task associations for multiple tasks with a shared sparse structure.
Sparse portfolio strategy from mutual funds' favorite stocks in China A share market.
Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where several related vectors -- with partially shared support sets -- have to be recove…
UCB-TQL learns from multiple tasks with shared dynamics and adapts to task-specific variations.
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…
A novel approach tackles sparse linear bandits with reduced communication costs and minimal cumulative regret.
Algorithms for Gaussian process, marginal likelihood methods or restricted maximum likelihood methods often require derivatives of log determinant terms. These log determinants are usually parametric with variance parameters of the underlying statistical models. This paper demonstrates that, when the underlying matrix …
Dockless bike sharing systems need effective bike flow prediction models.
Theoretical analysis of CNNs' inductive biases and their efficiency in approximating functions.
CMF is a technique for simultaneously learning low-rank representations based on a collection of matrices with shared entities. A typical example is the joint modeling of user-item, item-property, and user-feature matrices in a recommender system. The key idea in CMF is that the embeddings are shared across the matrice…
Unsupervised methods have proven effective for discriminative tasks in a single-modality scenario. In this paper, we present a multimodal framework for learning sparse representations that can capture semantic correlation between modalities. The framework can model relationships at a higher level by forcing the shared …
Study improves robustness and sparsity in linear regression with adversarial outliers and heavy-tailed noise.
Method learns shared and specific factors in multi-study gene expression data.
Deep learning boosts building energy load forecasting.
Unified analysis of neural networks for sparse signal recovery.
Low-rank framework for task-specific LLM ranking from sparse comparisons.
We propose a framework to model the distribution of sequential data coming from a set of entities connected in a graph with a known topology. The method is based on a mixture of shared hidden Markov models (HMMs), which are jointly trained in order to exploit the knowledge of the graph structure and in such a way that …
Diffusion models adapt to low-dimensional structures for nonparametric density estimation.
This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is a "forward-backward" greedy procedure that -- uniquely -- operates on two disti…
A framework estimates multiple precision matrices with shared structures.
Algorithm reduces regret in distributed kernel bandits with shared randomness.
Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is performed by solving an L1-regularized linear regression problem, commonly referred to as Lasso or Basis Pursuit. In this work we combine the sparsity-inducing property of the Lasso model at the indivi…
We study the problem of multivariate regression where the data are naturally grouped, and a regression matrix is to be estimated for each group. We propose an approach in which a dictionary of low rank parameter matrices is estimated across groups, and a sparse linear combination of the dictionary elements is estimated…
Identifying context-specific entity networks from aggregated data is an important task, arising often in bioinformatics and neuroimaging. Computationally, this task can be formulated as jointly estimating multiple different, but related, sparse Undirected Graphical Models (UGM) from aggregated samples across several co…
Quantization can be used to form new vectors/matrices with shared values close to the original. In recent years, the popularity of scalar quantization for value-sharing applications has been soaring as it has been found huge utilities in reducing the complexity of neural networks. Existing clustering-based quantization…
Entropy regularization improves sparse model discovery in federated learning.
Optimized parallel algorithms for identifying strong ties in data.
Multi-task sparse feature learning aims to improve the generalization performance by exploiting the shared features among tasks. It has been successfully applied to many applications including computer vision and biomedical informatics. Most of the existing multi-task sparse feature learning algorithms are formulated a…
We consider high-dimensional distribution estimation through autoregressive networks. By combining the concepts of sparsity, mixtures and parameter sharing we obtain a simple model which is fast to train and which achieves state-of-the-art or better results on several standard benchmark datasets. Specifically, we use a…
In the paradigm of multi-task learning, mul- tiple related prediction tasks are learned jointly, sharing information across the tasks. We propose a framework for multi-task learn- ing that enables one to selectively share the information across the tasks. We assume that each task parameter vector is a linear combi- nat…
Sparse mapping has been a key methodology in many high-dimensional scientific problems. When multiple tasks share the set of relevant features, learning them jointly in a group drastically improves the quality of relevant feature selection. However, in practice this technique is used limitedly since such grouping infor…
We present CYCLADES, a general framework for parallelizing stochastic optimization algorithms in a shared memory setting. CYCLADES is asynchronous during shared model updates, and requires no memory locking mechanisms, similar to HOGWILD!-type algorithms. Unlike HOGWILD!, CYCLADES introduces no conflicts during the par…
New algorithm reduces communication in distributed learning by sharing compressed beliefs.
Recent literature on unsupervised learning focused on designing structural priors with the aim of learning meaningful features, but without considering the description length of the representations. In this thesis, first we introduce the metric that evaluates unsupervised models based on their reconstruction …
Content based image retrieval, a technique which uses visual contents of image to search images from large scale image databases according to users' interests. This paper provides a comprehensive survey on recent technology used in the area of content based face image retrieval. Nowadays digital devices and photo shari…
Novel framework for data sharing and coordinated exploration in concurrent RL with non-identical environments.
New unsupervised deep learning method improves temporal resolution in tMRA.
Previous literature on unsupervised learning focused on designing structural priors with the aim of learning meaningful features. However, this was done without considering the description length of the learned representations which is a direct and unbiased measure of the model complexity. In this paper, first we intro…
A tuning-free method recovers jointly sparse signals in MMV using implicit regularization.
Improved AutoDML estimator for causal inference using outcome-adapted shared covariate representation.
Regularization improves stability and consistency of sparse autoencoders.
We present a new method for forecasting systems of multiple interrelated time series. The method learns the forecast models together with discovering leading indicators from within the system that serve as good predictors improving the forecast accuracy and a cluster structure of the predictive tasks around these. The …
Non-negative tensor factorization models enable predictive analysis on count data. Among them, Bayesian Poisson-Gamma models can derive full posterior distributions of latent factors and are less sensitive to sparse count data. However, current inference methods for these Bayesian models adopt restricted update rules f…
New algorithms improve neural architecture search with faster convergence.
In this paper, we study the problem of estimating the covariance matrix under differential privacy, where the underlying covariance matrix is assumed to be sparse and of high dimensions. We propose a new method, called DP-Thresholding, to achieve a non-trivial -norm based error bound, which is significantly bet…
CEDAR efficiently analyzes distributed EHR data without sharing patient-level info.