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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.

168,786 papers · 148 categories

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27 results for sub-spaces

BOFiP optimizes high-dimensional functions by distributing them into sub-spaces and using game theory.

problem Optimizing high-dimensional black box functions with computational complexity.
method BOFiP decomposes high-dimensional space into sub-spaces, searches within sub-spaces, and updates beliefs using game theory.
result BOFiP outperforms competitors in high-dimensional optimization problems.

Improved SSD for faster and more accurate goodness-of-fit tests and model learning.

problem Optimal slicing directions for SSD are computationally expensive and sub-optimal.
method Relaxed optimal slicing requirement, active sub-space construction, spectral decomposition.
result 14-80x speed-up in goodness-of-fit tests compared to gradient-based alternatives.

The Martin boundary of a Cartan-Hadamard manifold describes a fine geometric structure at infinity, which is a sub-space of positive harmonic functions. We describe conditions which ensure that some points of the sphere at infinity belong to the Martin boundary as well. In the case of the universal cover of a compact m…

2005-05-26abs ↗pdf ↗

We explain some interesting relations in the degree three bounded cohomology of surface groups. Specifically, we show that if two faithful Kleinian surface group representations are quasi-isometric, then their bounded fundamental classes are the same in bounded cohomology. This is novel in the setting that one end is d…

2018-08-17abs ↗pdf ↗

We consider the problem of sufficient dimensionality reduction (SDR), where the high-dimensional observation is transformed to a low-dimensional sub-space in which the information of the observations regarding the label variable is preserved. We propose DVSDR, a deep variational approach for sufficient dimensionality r…

2018-12-18abs ↗pdf ↗

The paper extends graph-based semi-supervised learning to infinite-dimensional Wasserstein space.

problem Graph-based semi-supervised learning in high-dimensional data.
method Laplace Learning in the Wasserstein space, proving variational convergence and characterizing the Laplace-Beltrami operator.
result Consistent classification performance in high-dimensional settings.

Unified Bayesian Optimisation for mixed variables improves performance.

problem Efficient optimisation of problems with both categorical and continuous variables.
method Derive value proposals from the Expected Improvement criterion to optimise both categorical and continuous variables under a single acquisition metric.
result Unified approach significantly outperforms existing methods across mixed-variable tasks.

New BO method efficiently optimizes high-dimensional functions by automatically selecting variables.

problem Efficiently optimizing functions with high-dimensional domains.
method Exploits variable selection to automatically learn sub-spaces without pre-specified dimensions.
result Empirically validated on synthetic and real problems, demonstrating efficiency.

The vulnerability of machine learning systems to adversarial attacks questions their usage in many applications. In this paper, we propose a randomized diversification as a defense strategy. We introduce a multi-channel architecture in a gray-box scenario, which assumes that the architecture of the classifier and the t…

2019-04-01abs ↗pdf ↗

In the supervised high dimensional settings with a large number of variables and a low number of individuals, one objective is to select the relevant variables and thus to reduce the dimension. That subspace selection is often managed with supervised tools. However, some data can be missing, compromising the validity o…

2019-01-14abs ↗pdf ↗

The first order behavior of multivariate heavy-tailed random vectors above large radial thresholds is ruled by a limit measure in a regular variation framework. For a high dimensional vector, a reasonable assumption is that the support of this measure is concentrated on a lower dimensional subspace, meaning that certai…

2019-06-26abs ↗pdf ↗

Two Bayesian optimization methods tackle dynamic design spaces with mixed variables.

problem Optimizing complex systems with varying numbers and types of variables and constraints.
method Two Bayesian optimization approaches: budget allocation and kernel function.
result Both methods converge faster and more consistently than standard approaches.

Supervised dimensionality reduction has emerged as an important theme in the last decade. Despite the plethora of models and formulations, there is a lack of a simple model which aims to project the set of patterns into a space defined by the classes (or categories). To this end, we set up a model in which each class i…

2016-10-27abs ↗pdf ↗

LOTOS improves ensemble robustness by promoting orthogonal transformations.

problem Transferability of adversarial examples threatens robustness of classification models.
method LOTOS promotes orthogonality among sub-spaces of transformations in ensemble models.
result LOTOS increases robust accuracy of ensembles by 6 percentage points against black-box attacks.

We present a large-scale study of commonality in liquidity and resilience across assets in an ultra high-frequency (millisecond-timestamped) Limit Order Book (LOB) dataset from a pan-European electronic equity trading facility. We first show that extant work in quantifying liquidity commonality through the degree of ex…

2014-06-20abs ↗pdf ↗

WeakNAS uses a set of weaker predictors to find top architectures with fewer samples.

problem Finding the best neural architecture with heavy computation costs.
method Proposes a paradigm shift from fitting the whole architecture space to progressively fitting a search path through a set of weaker predictors.
result WeakNAS produces coarse-to-fine iteration to gradually refine the ranking of sampling space, requiring fewer samples to find top-performance architectures.