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.
New method improves reinforcement learning generalization.
This paper formalizes state similarity metrics for reinforcement learning.
We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a similarity function on the state space and scaling transition probabilities by pai…
We introduce GSimCNN (Graph Similarity Computation via Convolutional Neural Networks) for predicting the similarity score between two graphs. As the core operation of graph similarity search, pairwise graph similarity computation is a challenging problem due to the NP-hard nature of computing many graph distance/simila…
Recently, randomly mapping vectorial data to strings of discrete symbols (i.e., sketches) for fast and space-efficient similarity searches has become popular. Such random mapping is called similarity-preserving hashing and approximates a similarity metric by using the Hamming distance. Although many efficient similarit…
In this paper we define alternating Kauffman states of links and we characterize when the induced state surface is a fiber. In addition, we give a different proof of a similar theorem of Futer, Kalfagianni and Purcell on homogeneous states.
Study properties of self-similar continua with finite intersection property.
Automates similarity measure construction from data.
Graph kernels assess graph similarity for various applications.
This paper studies how to find compact state embeddings from high-dimensional Markov state trajectories, where the transition kernel has a small intrinsic rank. In the spirit of diffusion map, we propose an efficient method for learning a low-dimensional state embedding and capturing the process's dynamics. This idea a…
Introduces CHL, a new loss function for continuous similarity learning.
Automatic methods for generating state-of-the-art neural network architectures without human experts have generated significant attention recently. This is because of the potential to remove human experts from the design loop which can reduce costs and decrease time to model deployment. Neural architecture search (NAS)…
Paper classifies economic states and optimizes portfolios for stagflationary environments.
The problem of unsupervised learning node embeddings in graphs is one of the important directions in modern network science. In this work we propose a novel framework, which is aimed to find embeddings by \textit{discriminating distributions of similarities (DDoS)} between nodes in the graph. The general idea is implem…
We study the set of Crowell states for alternating knot projections and show that for prime alternating knots the space of states for a reduced projection is connected, a result similar to that for Kauffman states. As an application we give a new proof of a result of Ozsvath and Szabo characterizing (2,2n+1) torus knot…
In recent years, huge amounts of unstructured textual data on the Internet are a big difficulty for AI algorithms to provide the best recommendations for users and their search queries. Since the Internet became widespread, a lot of research has been done in the field of Natural Language Processing (NLP) and machine le…
Dynamical systems with large state-spaces are often expensive to thoroughly explore experimentally. Coarse-graining methods aim to define simpler systems which are more amenable to analysis and exploration; most current methods, however, focus on a priori state aggregation based on similarities in transition rates, whi…
In recent years, the crucial importance of metrics in machine learning algorithms has led to an increasing interest for optimizing distance and similarity functions. Most of the state of the art focus on learning Mahalanobis distances (requiring to fulfill a constraint of positive semi-definiteness) for use in a local …
Improves confidence calibration in neural networks by smoothing labels based on class similarity.
String similarity models are vital for record linkage, entity resolution, and search. In this work, we present STANCE --a learned model for computing the similarity of two strings. Our approach encodes the characters of each string, aligns the encodings using Sinkhorn Iteration (alignment is posed as an instance of opt…
Convolution Neural Networks (CNN) have recently achieved state-of-the art performance on handwritten Chinese character recognition (HCCR). However, most of CNN models employ the SoftMax activation function and minimize cross entropy loss, which may cause loss of inter-class information. To cope with this problem, we pr…
The paper introduces a new method to detect rough volatility and market states using fractional derivatives.
A large body of research into semantic textual similarity has focused on constructing state-of-the-art embeddings using sophisticated modelling, careful choice of learning signals and many clever tricks. By contrast, little attention has been devoted to similarity measures between these embeddings, with cosine similari…
Locality-sensitive hashing speeds up web app security testing.
Improved market state classification for risk assessment.
SiBBlInGS discovers interpretable building blocks across states in multi-way data.
Entangled bisimulation improves policy learning from visual input.
We study the dynamic interactions and structural changes in global financial indices in the years 1998-2012. We apply a principal component analysis (PCA) to cross-correlation coefficients of the stock indices. We calculate the correlations between principal components (PCs) and each asset, known as PC coefficients. A …
ProtoBandit uses bandits to find prototypes efficiently.
Improved SAC with AWMP for better control tasks.
New clustering method using point-set kernel measures similarity.
FREDE efficiently embeds graphs using linear space and guarantees quality.
Embedding words in a vector space has gained a lot of attention in recent years. While state-of-the-art methods provide efficient computation of word similarities via a low-dimensional matrix embedding, their motivation is often left unclear. In this paper, we argue that word embedding can be naturally viewed as a rank…
The paper explores how AI trading agents' similar information representation can cause financial market instability.
Improves document summarization by combining word embeddings and n-grams.
More and more neural network approaches have achieved considerable improvement upon submodules of speaker diarization system, including speaker change detection and segment-wise speaker embedding extraction. Still, in the clustering stage, traditional algorithms like probabilistic linear discriminant analysis (PLDA) ar…
Data similarity is a key concept in many data-driven applications. Many algorithms are sensitive to similarity measures. To tackle this fundamental problem, automatically learning of similarity information from data via self-expression has been developed and successfully applied in various models, such as low-rank repr…
Optimal estimator derived for partially observable LTI systems.
MISIM improves code similarity systems with neural learning.
A three-state model based on the Potts model is proposed to simulate financial markets. The three states are assigned to "buy", "sell" and "inactive" states. The model shows the main stylized facts observed in the financial market: fat-tailed distributions of returns and long time correlations in the absolute returns. …
Similarity plays a fundamental role in many areas, including data mining, machine learning, statistics and various applied domains. Inspired by the success of ensemble methods and the flexibility of trees, we propose to learn a similarity kernel called rpf-kernel through random projection forests (rpForests). Our theor…
This work extends HiP-MDPs to robust state abstractions for multi-task and meta-reinforcement learning.
RecoBERT uses a language model to recommend items from catalogs.
Cross-domain visual data matching is one of the fundamental problems in many real-world vision tasks, e.g., matching persons across ID photos and surveillance videos. Conventional approaches to this problem usually involves two steps: i) projecting samples from different domains into a common space, and ii) computing (…
Proposes a method to compare neural networks using feature and gradient vectors.
Individual's semantics have been used for guiding the learning process of Genetic Programming solving supervised learning problems. The semantics has been used to proposed novel genetic operators as well as different ways of performing parent selection. The latter is the focus of this contribution by proposing three he…
Similarity graphs are an active research direction for the nearest neighbor search (NNS) problem. New algorithms for similarity graph construction are continuously being proposed and analyzed by both theoreticians and practitioners. However, existing construction algorithms are mostly based on heuristics and do not exp…
PSimGNN partitions graphs into subgraphs for efficient graph similarity computation.