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.

168,695 papers · 148 categories

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25497498 · Jun 202019922001200920172026
48 results for streaming tensors

Paper improves tensor approximation for streaming data.

problem Challenges in finding accurate low-tubal-rank tensor approximations in streaming settings.
method Extends Frequent Directions for efficient low-tubal-rank tensor approximation.
result The new algorithm achieves arbitrarily small approximation error with linear sketch size growth.

New algorithm learns interpretable CP-basis from streaming tensor data under Markovian constraints.

problem Learning interpretable CP-basis from streaming tensor data under Markovian constraints.
method Online Tensor Factorization (OTF) with CANDECOMP/PARAFAC (CP) decomposition, proving convergence to stationary points.
result Algorithm converges almost surely to stationary points of the objective function under Markovian data generation.

A novel online framework for analyzing multidimensional functional data.

problem Analysis of multidimensional functional data streams poses significant challenges.
method Online functional principal component analysis using tensor product splines on a Stiefel manifold with Riemannian stochastic gradient descent.
result Efficient and scalable modeling of multidimensional functional data.

TRNN combines tensor geometry with neural network nonlinearity for HD data.

problem Modeling high-dimensional data with preserved tensor geometry and nonlinear interactions.
method Introduces TRNN that integrates tensor geometry and neural network nonlinearity.
result TRNN preserves tensor geometry while offering nonlinearity.

KTVGL models tensor time series data for interpretable dynamic network estimation.

problem Estimating time-varying dependencies in multi-mode tensor time series data.
method Kronecker Time-Varying Graphical Lasso (KTVGL) for mode-specific dynamic network estimation.
result KTVGL produces interpretable modeling results and higher edge estimation accuracy than existing methods.

SimTensor is a multi-platform, open-source software for generating artificial tensor data (either with CP/PARAFAC or Tucker structure) for reproducible research on tensor factorization algorithms. SimTensor is a stand-alone application based on MATALB. It provides a wide range of facilities for generating tensor data w…

2016-12-09abs ↗pdf ↗

CausalSim corrects bias in trace-driven simulations for more accurate results.

problem Bias in trace-driven simulations due to system conditions during trace collection.
method CausalSim learns a causal model of system dynamics and latent factors from an RCT to remove bias from trace data.
result CausalSim reduces simulation errors by 53% and 61% compared to baselines, providing more accurate insights.

Expected signatures map data streams to lower dimensions, improving ML performance.

problem Leveraging model-free embeddings for domain-agnostic machine learning.
method Expected signatures map data streams to lower dimensions, with convergence results bridging empirical and theoretical estimators.
result A modified expected signature estimator with lower mean squared error for martingale processes.

tsbootstrap handles time series uncertainty without assuming independence.

problem Time series data violate IID assumptions, leading to undercoverage in traditional methods.
method Provides various resampling and bootstrap methods, including classical and adaptive conformal calibration.
result Dependence-aware methods reduce coverage deficits, with sieve resampling performing best.

Data stream classification methods demonstrate promising performance on a single data stream by exploring the cohesion in the data stream. However, multiple data streams that involve several correlated data streams are common in many practical scenarios, which can be viewed as multi-task data streams. Instead of handli…

2019-08-15abs ↗pdf ↗

PySAD offers a unified Python framework for efficient streaming anomaly detection.

problem Efficient anomaly detection in streaming data with strict constraints.
method Unified architecture with 17+ streaming algorithms, specialized components, and support for multiple learning paradigms.
result PySAD enables real-time processing with bounded memory and is compatible with other Python frameworks.

Nowadays, every device connected to the Internet generates an ever-growing stream of data (formally, unbounded). Machine Learning on unbounded data streams is a grand challenge due to its resource constraints. In fact, standard machine learning techniques are not able to deal with data whose statistics is subject to gr…

2019-11-17abs ↗pdf ↗

Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams.

problem Financial fraud detection in digital banking requires reasoning over multiple heterogeneous event streams.
method Multi-Stream Fraud Transformer (MSFT) architecture that encodes each event stream with independent Transformer encoders and fuses their representations through configurable mechanisms.
result Sequence models significantly outperform gradient-boosted trees operating on aggregated features.

Unified study of stateful replay for streaming learning, reducing forgetting by 2-3x.

problem Catastrophic forgetting in streaming generative and predictive learning.
method Unified analysis of stateful replay for autoencoding, forecasting, and classification tasks.
result Stateful replay reduces average forgetting by a factor of 2-3 on heterogeneous multi-task streams.

Low-precision streaming PCA estimates the leading eigenvector with limited precision.

problem Estimating the leading eigenvector in a streaming setting with limited precision.
method Oja's algorithm with linear and nonlinear stochastic quantization.
result A batched version of the quantized variants achieves the lower bound on quantization error up to logarithmic factors.

Scikit-multiflow is a multi-output/multi-label and stream data mining framework for the Python programming language. Conceived to serve as a platform to encourage democratization of stream learning research, it provides multiple state of the art methods for stream learning, stream generators and evaluators. scikit-mult…

2018-07-12abs ↗pdf ↗

We introduce a new sub-linear space sketch---the Weight-Median Sketch---for learning compressed linear classifiers over data streams while supporting the efficient recovery of large-magnitude weights in the model. This enables memory-limited execution of several statistical analyses over streams, including online featu…

2017-11-07abs ↗pdf ↗

New robustness certificates for streaming models with a sliding window.

problem Applying robustness certificates to streaming data with correlated inputs.
method Deriving robustness certificates for models using a sliding window over a sequence of potentially correlated inputs.
result Guarantees hold for the average model performance across the entire stream, independent of stream size.

Convolutional neural networks outperform other architectures in streaming time series classification.

problem Efficient deep learning models for real-time data streams.
method Asynchronous dual-pipeline deep learning framework for real-time predictions.
result Convolutional architectures achieve higher accuracy and efficiency in streaming time series classification.

In machine learning, the one-class classification problem occurs when training instances are only available from one class. It has been observed that making use of this class's structure, or its different contexts, may improve one-class classifier performance. Although this observation has been demonstrated for static …

2019-07-09abs ↗pdf ↗

Efficient streaming algorithms for robust statistics with near-optimal memory.

problem High-dimensional robust statistics tasks in streaming model.
method First efficient streaming algorithms with near-optimal memory requirements.
result Near-optimal error guarantees and space complexity nearly-linear in the dimension for robust mean estimation.

Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform estimates, have widespread application and have simplified proofs of basic questions fr…

2014-05-18abs ↗pdf ↗

An underlying assumption in conventional multi-view learning algorithms is that all views can be simultaneously accessed. However, due to various factors when collecting and pre-processing data from different views, the streaming view setting, in which views arrive in a streaming manner, is becoming more common. By ass…

2016-04-28abs ↗pdf ↗