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.
The muti-layer information bottleneck (IB) problem, where information is propagated (or successively refined) from layer to layer, is considered. Based on information forwarded by the preceding layer, each stage of the network is required to preserve a certain level of relevance with regards to a specific hidden variab…
The state-of-the-art performance of deep learning algorithms has led to a considerable increase in the utilization of machine learning in security-sensitive and critical applications. However, it has recently been shown that a small and carefully crafted perturbation in the input space can completely fool a deep model.…
This paper studies a class of optimal multiple stopping problems driven by Lévy processes. Our model allows for a negative effective discount rate, which arises in a number of financial applications, including stock loans and real options, where the strike price can potentially grow at a higher rate than the original d…
Deep neural networks (DNNs) are known vulnerable to adversarial attacks. That is, adversarial examples, obtained by adding delicately crafted distortions onto original legal inputs, can mislead a DNN to classify them as any target labels. This work provides a solution to hardening DNNs under adversarial attacks through…
The convergence rate and final performance of common deep learning models have significantly benefited from heuristics such as learning rate schedules, knowledge distillation, skip connections, and normalization layers. In the absence of theoretical underpinnings, controlled experiments aimed at explaining these strate…
Paper establishes convergence rates and concentration bounds for stochastic approximation and reinforcement learning with Markovian noise.
problem Analyzing convergence rates and concentration bounds for stochastic approximation and reinforcement learning with Markovian noise.
method Novel discretization of the mean ODE of stochastic approximation algorithms using intervals with diminishing length.
result First almost sure convergence rate and maximal concentration bound with exponential tails for contractive stochastic approximation algorithms with Markovian noise.
Tool manipulation is vital for facilitating robots to complete challenging task goals. It requires reasoning about the desired effect of the task and thus properly grasping and manipulating the tool to achieve the task. Task-agnostic grasping optimizes for grasp robustness while ignoring crucial task-specific constrain…
Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on stationary problems, and permitting learning rates to grow appropriately in non-stati…
In many professons employees are rewarded according to their relative performance. Corresponding economy can be modeled by taking N independent agents who gain from the market with a rate which depends on their current gain. We argue that this simple realistic rate generates a scale free distribution even though intr…
We describe and analyze a new boosting algorithm for deep learning called SelfieBoost. Unlike other boosting algorithms, like AdaBoost, which construct ensembles of classifiers, SelfieBoost boosts the accuracy of a single network. We prove a log(1/ε) convergence rate for SelfieBoost under some "SGD success" assumpti…
We present a novel optimization method, named the Combined Optimization Method (COM), for the joint optimization of two or more cost functions. Unlike the conventional joint optimization schemes, which try to find minima in a weighted sum of cost functions, the COM explores search space for common minima shared by all …
Inspired by the unsupervised learning or self-organization in the machine learning context, here we attempt to draw `learning curve' for the collective behavior of job-seeking `zero-intelligence' labors in successive job-hunting processes. Our labor market is supposed to be opened especially for university graduates in…
The aim of this work is to provide fast and accurate approximation schemes for the Monte-Carlo pricing of derivatives in the Lévy LIBOR model of Eberlein and Özkan (2005). Standard methods can be applied to solve the stochastic differential equations of the successive LIBOR rates but the methods are generally slow. We …