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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.

169,051 papers · 148 categories

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48 results for speed benchmarks

We introduce the SaaS Algorithm for semi-supervised learning, which uses learning speed during stochastic gradient descent in a deep neural network to measure the quality of an iterative estimate of the posterior probability of unknown labels. Training speed in supervised learning correlates strongly with the percentag…

2018-05-02abs ↗pdf ↗

LaRT models LLMs' response accuracy and CoT length to evaluate reasoning ability and speed.

problem Valid evaluation of Large Language Models (LLMs) via response accuracy and chain-of-thought length.
method Introduces Latency-Response Theory (LaRT) to jointly model response accuracy and CoT length using latent ability and latent speed.
result LaRT yields higher estimation accuracy and shorter confidence intervals for latent traits compared to IRT.

Model predicts traffic speed using urban incidents.

problem Accurately predicting traffic speed in urban areas.
method Deep Incident-Aware Graph Convolutional Network (DIGC-Net).
result Model outperforms competing benchmarks in traffic speed prediction.

Benanza speeds up DL model optimization by automatically generating micro-benchmarks and identifying inefficiencies.

problem Slow characterization/optimization cycles for DL models on GPUs.
method Benanza includes a model processor, benchmark generator, database, and analyzer.
result Benanza identifies optimizations in parallel layer execution, cuDNN, framework inefficiency, layer fusion, and Tensor Cores.

Unconstrained MLIPs outperform constrained ones in accuracy and speed.

problem Improving the efficiency and accuracy of machine-learned interatomic potentials.
method Investigated unconstrained models trained on large datasets compared to physically constrained models.
result Unconstrained MLIPs can be superior in accuracy and speed compared to physically constrained models.

MultiRocket boosts TSC speed and accuracy with pooling and transformations.

problem Efficient time series classification with high accuracy.
method Multiple pooling operators and transformations applied to raw and differenced series.
result MultiRocket outperforms MiniRocket and is competitive with state-of-the-art methods in terms of accuracy and speed.

Reservoir Memory Machines solve benchmark tasks faster than Neural Turing Machines.

problem Training Neural Turing Machines is hard and limits their applicability.
method Proposes Reservoir Memory Machines, combining neural network flexibility with Turing machine capabilities, but with faster training via alignment and linear regression.
result Reservoir Memory Machines solve benchmark tasks as well as Neural Turing Machines but are much faster to train.

In this paper we propose an algorithm that builds sparse decision DAGs (directed acyclic graphs) from a list of base classifiers provided by an external learning method such as AdaBoost. The basic idea is to cast the DAG design task as a Markov decision process. Each instance can decide to use or to skip each base clas…

2012-06-27abs ↗pdf ↗

Integrating wind power into the grid is challenging because of its random nature. Integration is facilitated with accurate short-term forecasts of wind power. The paper presents a spatio-temporal wind speed forecasting algorithm that incorporates the time series data of a target station and data of surrounding stations…

2015-03-04abs ↗pdf ↗

CodedFedL speeds up federated learning in MEC networks by 15x.

problem Slow convergence in federated learning due to heterogeneity and stochastic fluctuations.
method Injects structured coding redundancy into federated learning to mitigate stragglers and speed up training.
result CodedFedL speeds up the training procedure by up to 15x compared to benchmark schemes.

We speed up Gaussian process cross-validation calculations and improve model diagnostics.

problem Efficiently calculating cross-validation residuals and their covariances in Gaussian processes.
method Generalized fast Gaussian process leave-one-out formulae to multiple-fold cross-validation, highlighting covariance structures.
result Correcting for residual covariances in cross-validation improves back to Maximum Likelihood Estimation.

Deep neural networks have gained tremendous popularity in last few years. They have been applied for the task of classification in almost every domain. Despite the success, deep networks can be incredibly slow to train for even moderate sized models on sufficiently large datasets. Additionally, these networks require l…

2018-07-30abs ↗pdf ↗

Research optimizes C++ patterns for HFT, reducing latency and improving profitability.

problem Optimizing latency-critical code for high-frequency trading systems.
method Creation of a Low-Latency Programming Repository, optimisation of trading strategy, implementation of Disruptor pattern.
result Significant performance improvements in speed and profitability.

A new federated learning method speeds up training by selecting faster nodes first.

problem System heterogeneity and stragglers slow down federated learning.
method Adaptive selection of nodes based on data statistical characteristics.
result Significant speedup in wall-clock time compared to standard federated learning.

Artifical Neural Networks are a particular class of learning systems modeled after biological neural functions with an interesting penchant for Hebbian learning, that is "neurons that wire together, fire together". However, unlike their natural counterparts, artificial neural networks have a close and stringent couplin…

2017-12-22abs ↗pdf ↗

Scale of data and scale of computation infrastructures together enable the current deep learning renaissance. However, training large-scale deep architectures demands both algorithmic improvement and careful system configuration. In this paper, we focus on employing the system approach to speed up large-scale training.…

2017-08-10abs ↗pdf ↗

Develops a new trading strategy for statistical arbitrage with path-dependent signals.

problem Optimal execution in statistical arbitrage strategies with dynamic predictive signals.
method Signature-based framework modeling alpha and trading speed as linear functionals of truncated signature of market path.
result Fitted policy achieves higher return on turnover compared to a z-score benchmark.

Replicated Softmax model, a well-known undirected topic model, is powerful in extracting semantic representations of documents. Traditional learning strategies such as Contrastive Divergence are very inefficient. This paper provides a novel estimator to speed up the learning based on Noise Contrastive Estimate, extende…

2015-06-24abs ↗pdf ↗

A deep learning model speeds up computation of numerous implied volatilities.

problem Frequent computation of numerous implied volatilities using iteration methods like Newton-Raphson reaches processing speed limits.
method Emulated Newton-Raphson method using PyTorch and optimized with TensorRT.
result Up to 1,000 times faster than a benchmark implementation of Newton-Raphson.

Loihi neuromorphic chip outperforms conventional hardware in keyword spotting efficiency.

problem Benchmarking keyword spotting efficiency on neuromorphic hardware.
method Comparative analysis of a two-layer neural network trained to recognize a single phrase on Intel's Loihi neuromorphic chip and conventional hardware devices.
result Loihi outperforms conventional hardware on energy cost per inference for this keyword spotting application.

A simple baseline for extreme multi-label classification using random projections.

problem Automatically annotating data points with relevant labels from a large label vocabulary.
method On-the-fly global embedding using random projections, with an ensemble of learners.
result Competitive accuracy compared to existing methods, with significant speed-up and model-size reduction.

FAVANO improves federated learning for resource-constrained environments.

problem Asynchronous communication in federated learning leads to bias and scalability issues.
method FAVANO is a novel asynchronous federated learning framework for resource-constrained environments.
result FAVANO outperforms existing methods on standard benchmarks.

We revisit the task of learning a Euclidean metric from data. We approach this problem from first principles and formulate it as a surprisingly simple optimization problem. Indeed, our formulation even admits a closed form solution. This solution possesses several very attractive properties: (i) an innate geometric app…

2016-07-18abs ↗pdf ↗

We consider multi-task regression models where the observations are assumed to be a linear combination of several latent node functions and weight functions, which are both drawn from Gaussian process priors. Driven by the problem of developing scalable methods for forecasting distributed solar and other renewable powe…

2018-06-07abs ↗pdf ↗

ClimART dataset benchmarks ML emulators for atmospheric RT in climate models.

problem Lack of a comprehensive dataset and standardized practices for ML benchmarking in climate models.
method Builds ClimART, a large dataset with over 10 million samples, and presents novel baselines.
result Indicates shortcomings of prior datasets and network architectures.

We present two methods, based on Chebyshev tensors, to compute dynamic sensitivities of financial instruments within a Monte Carlo simulation. These methods are implemented and run in a Monte Carlo engine to compute Dynamic Initial Margin as defined by ISDA (SIMM). We show that the levels of accuracy, speed and impleme…

2018-08-24abs ↗pdf ↗

A lightweight framework improves convergence and stability of PINNs for complex PDEs.

problem Training instability and reduced accuracy in PINNs for complex PDEs.
method Adaptive curvature correction using secant information to optimize first-order optimizers.
result Consistent improvements in convergence speed, stability, and accuracy over standard optimizers.