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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.

168,695 papers · 148 categories

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2575147711,028 · Jun 202019922001200920172026
48 results for successive projection algorithm

The successive projection algorithm (SPA) is a fast algorithm to tackle separable nonnegative matrix factorization (NMF). Given a nonnegative data matrix XX, SPA identifies an index set K\mathcal{K} such that there exists a nonnegative matrix HH with XX(:,K)HX \approx X(:,\mathcal{K})H. SPA has been successfully used as a…

2019-08-12abs ↗pdf ↗

A new NMF variant tackles underdetermined problems with sparse and separable assumptions.

problem Underdetermined blind source separation, especially multispectral image unmixing.
method Sparse Separable Nonnegative Matrix Factorization (SSNMF) combining separability and sparsity assumptions. Algorithm based on SNPA and sparse nonnegative least squares.
result In noiseless settings, the algorithm recovers true underlying sources.

Paper introduces a new project control method using Monte Carlo and statistical learning.

problem Project control under uncertainty.
method Integrates Earned Value Methodology with Monte Carlo simulation and statistical learning.
result Estimates probabilities of project success and duration.

Inspired by the advances in biological science, the study of sparse binary projection models has attracted considerable recent research attention. The models project dense input samples into a higher-dimensional space and output sparse binary data representations after the Winner-Take-All competition, subject to the co…

2019-07-27abs ↗pdf ↗

The move from hand-designed to learned optimizers in machine learning has been quite successful for gradient-based and -free optimizers. When facing a constrained problem, however, maintaining feasibility typically requires a projection step, which might be computationally expensive and not differentiable. We show how …

2018-03-12abs ↗pdf ↗

New algorithms improve blind source separation for linear-quadratic mixtures.

problem Blind source separation of linear-quadratic mixtures under separability assumptions.
method Proposed two algorithms: SNPALQ and BF. SNPALQ generalizes SNPA for LQ model, BF post-processes SNPALQ.
result Proven robustness and computational tractability of SNPALQ in separating sources even with noise.

Software development effort estimation is considered a fundamental task for software development life cycle as well as for managing project cost, time and quality. Therefore, accurate estimation is a substantial factor in projects success and reducing the risks. In recent years, software effort estimation has received …

2019-01-08abs ↗pdf ↗

Rocket algorithm classifies time-series data efficiently using random projections and natural sparsity.

problem Time-series classification challenges in diverse fields.
method Random convolutional kernels, non-linear transformation, compressed sensing framework.
result Rocket algorithm preserves discriminative patterns in time-series data and expresses inherent sparsity.

With increasing concerns about security, the need for highly secure physical biometrics-based authentication systems utilizing \emph{cancelable biometric} technologies is on the rise. Because the problem of cancelable template generation deals with the trade-off between template security and matching performance, many …

2014-01-17abs ↗pdf ↗

The support vector machine (SVM) is an important class of learning machines for function approach, pattern recognition, and time-serious prediction, etc. It maps samples into the feature space by so-called support vectors of selected samples, and then feature vectors are separated by maximum margin hyperplane. The pres…

2016-02-12abs ↗pdf ↗

Deep learning with neural networks is applied by an increasing number of people outside of classic research environments, due to the vast success of the methodology on a wide range of machine perception tasks. While this interest is fueled by beautiful success stories, practical work in deep learning on novel tasks wit…

2018-07-13abs ↗pdf ↗

A new method for generating time-dependent densities efficiently.

problem Computational difficulties in deep learning for temporal density modeling.
method Projection-based optimal transport and transport splines.
result The method is highly competitive with state-of-the-art normalizing flows.

In this paper, we study the recovery of a signal from a set of noisy linear projections (measurements), when such projections are unlabeled, that is, the correspondence between the measurements and the set of projection vectors (i.e., the rows of the measurement matrix) is not known a priori. We consider a special case…

2017-01-30abs ↗pdf ↗

New algorithm eliminates sign function in PGD attacks, improving performance.

problem Improving robustness of neural networks against adversarial attacks.
method Proposes a new raw gradient descent (RGD) algorithm that eliminates the sign function in PGD attacks.
result The RGD algorithm outperforms PGD and other competitors in various settings.

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…

2019-08-28abs ↗pdf ↗

The Prescriptive Canvas improves business outcomes by directly prescribing actions based on predictions.

problem Sub-optimal performance in business projects due to a two-step approach of prediction and decision-making.
method The Prescriptive Canvas methodology for framing and communicating actions directly based on predictions.
result Improves framing and communication across stakeholders for successful business impact.

Previous studies have used a specific success metric within an algorithmic search framework to prove machine learning impossibility results. However, this specific success metric prevents us from applying these results on other forms of machine learning, e.g. transfer learning. We define decomposable metrics as a categ…

2020-01-03abs ↗pdf ↗

Using results of Gathmann, we prove the following theorem: If a smooth projective variety X has generically semisimple (p,p)-quantum cohomology, then the same is true for the blow-up of X at any number of points. This a successful test for a modified version of Dubrovin's conjecture from the ICM 1998.

2004-03-16abs ↗pdf ↗

K-nearest neighbor (kNN) search has wide applications in many areas, including data mining, machine learning, statistics and many applied domains. Inspired by the success of ensemble methods and the flexibility of tree-based methodology, we propose random projection forests (rpForests), for kNN search. rpForests finds …

2018-12-31abs ↗pdf ↗

This paper tackles high-dimensional Bayesian optimization by projecting a manifold into a lower space.

problem High-dimensional optimization of expensive functions with limited labeled data.
method Random linear projection of a manifold embedded in high-dimensional space, combined with semi-supervised learning of the manifold's geometry.
result Our approach outperforms existing high-dimensional BO methods in various synthetic and real-world applications.

For homeland and transportation security applications, 2D X-ray explosive detection system (EDS) have been widely used, but they have limitations in recognizing 3D shape of the hidden objects. Among various types of 3D computed tomography (CT) systems to address this issue, this paper is interested in a stationary CT u…

2018-01-04abs ↗pdf ↗

Three new efficient algorithms project vectors onto weighted l1 ball.

problem Sparse system identification and feature selection.
method Projected gradient descent algorithms with linear or highly competitive quadratic worst case complexities.
result Efficient tools for machine learning methods like compress sensing and feature selection.

Recently the field of inverse problems has seen a growing usage of mathematically only partially understood learned and non-learned priors. Based on first principles, we develop a projectional approach to inverse problems that addresses the incorporation of these priors, while still guaranteeing data consistency. We im…

2019-07-10abs ↗pdf ↗

New Adam optimizer generalized for manifold training of neural networks.

problem Lack of clear physical intuition and difficulty in generalizing Adam optimizer to manifolds.
method Leverages the global tangent space representation of manifolds to perform Adam optimizer steps.
result Significant speed-ups in transformer training with orthogonality constraints.

We study the problem of identifying the top mm arms in a multi-armed bandit game. Our proposed solution relies on a new algorithm based on successive rejects of the seemingly bad arms, and successive accepts of the good ones. This algorithmic contribution allows to tackle other multiple identifications settings that w…

2012-05-14abs ↗pdf ↗

This paper tackles unpaired data in multi-view learning, proposing a new framework and models.

problem Handling unpaired data in multi-view learning, which is more common than paired data.
method Generalized uncorrelated multi-view subspace learning framework with successive alternating approximation (SAA) method.
result Proposed models perform competitively or better than baselines in multi-view feature extraction and multi-modality classification.

The study of projective varieties with nef anticanonical divisors and log terminal singularities.

problem Understanding the structure and properties of projective varieties with specific divisor conditions.
method Analyzing the Albanese map and MRC fibration for klt projective varieties, showing locally constant fibrations and product decompositions.
result Generalization of results for smooth projective varieties to the klt case, including decomposition into rationally connected and projective varieties with trivial canonical divisor.