arXiv research

THieF improves day-ahead electricity price prediction accuracy by reconciling hourly and block forecasts.

Proves efficient learning of hierarchical structure in meta-reinforcement learning.

Hierarchical reinforcement learning has demonstrated significant success at solving difficult reinforcement learning (RL) tasks. Previous works have motivated the use of hierarchy by appealing to a number of intuitive benefits, including learning over temporally extended transitions, exploring over temporally extended …

In this paper, we present Gamma-LSTM, an enhanced long short term memory (LSTM) unit, to enable learning of hierarchical representations through multiple stages of temporal abstractions. Gamma memory, a hierarchical memory unit, forms the central memory of Gamma-LSTM with gates to regulate the information flow into var…

Building systems that autonomously create temporal abstractions from data is a key challenge in scaling learning and planning in reinforcement learning. One popular approach for addressing this challenge is the options framework (Sutton et al., 1999). However, only recently in (Bacon et al., 2017) was a policy gradient…

We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante intraday temporal cluster configurations to identify market states, and then st…

We propose a recurrent extension of the Ladder networks whose structure is motivated by the inference required in hierarchical latent variable models. We demonstrate that the recurrent Ladder is able to handle a wide variety of complex learning tasks that benefit from iterative inference and temporal modeling. The arch…

Convolutional architectures have recently been shown to be competitive on many sequence modelling tasks when compared to the de-facto standard of recurrent neural networks (RNNs), while providing computational and modeling advantages due to inherent parallelism. However, currently there remains a performance gap to mor…

A method for fast, accurate cross-temporal forecasts using machine learning.

Nonlocal Bayesian modeling for continuous spatio-temporal dynamics

We propose a mixed deep neural network strategy, incorporating parallel combination of Convolutional (CNN) and Recurrent Neural Networks (RNN), cascaded with deep autoencoders and fully connected layers towards automatic identification of imagined speech from EEG. Instead of utilizing raw EEG channel data, we compute t…

Develops a deep generative model for radar target recognition using HRRP data.

Deep dynamic generative models are developed to learn sequential dependencies in time-series data. The multi-layered model is designed by constructing a hierarchy of temporal sigmoid belief networks (TSBNs), defined as a sequential stack of sigmoid belief networks (SBNs). Each SBN has a contextual hidden state, inherit…

Proposes a new algorithm for efficient probabilistic reconciliation of forecasts.

We propose dynamical systems trees (DSTs) as a flexible class of models for describing multiple processes that interact via a hierarchy of aggregating parent chains. DSTs extend Kalman filters, hidden Markov models and nonlinear dynamical systems to an interactive group scenario. Various individual processes interact a…

Constructs integrable hierarchies for generalized Frobenius manifolds with non-flat unity.

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian distribution, both uncorrelated and correlated in time, are used. For the uncorrelated …

This paper benchmarks speech LVMs against deterministic models and adapts a video model to speech.

Study identifies pitfalls in assessing hierarchies for multi-class classification.

Super tau-covers extend bihamiltonian hierarchies' symmetries.

Hydrodynamic hierarchy deformed using conservation laws.

Unified multilinear model for causal factor disentanglement.

Legendre transformations link related integrable hierarchies.

Twisted $U$- and twisted $U/K$-hierarchies are soliton hierarchies introduced by Terng to find higher flows of the generalized sine-Gordon equation. Twisted $\frac {O(J,J)}{O(J)\times O(J)}$-hierarchies are among the most important classes of twisted hierarchies. In this paper, interesting first and higher flows of twi…

Derive bihamiltonian structure for rational reduction of 2D-Toda hierarchy

We propose a formally completely integrable extension of heat hierarchy based on the space of symmetries isomorphic to the Weyl algebra $\mathcal{A}_1$. The extended heat hierarchy will be the basic model for the analysis of the extension of KP hierarchy, and other integrable equations.

Wise's Quasiconvex Hierarchy Theorem classifying hyperbolic virtually compact special groups in terms of quasiconvex hierarchies played an essential role in Agol's proof of the Virtual Haken Conjecture. Answering a question of Wise, we construct a new virtual quasiconvex hierarchy for relatively hyperbolic virtually co…

New hierarchies derived from KP hierarchy using non-formal operators and Yang-Mills action.

We propose a neural superstatistics method to estimate dynamic cognitive models from time series data.

Symmetry reduction of Painlevé IV to Flaschka-Newell Painlevé II

Scroll structures on solutions of 4D integrable equations are involutive and governed by a dispersionless hierarchy.

A relation between the Goldstein-Petrich hierarchy for plane curves and the Toda lattice hierarchy is investigated. A representation formula for plane curves is given in terms of a special class of $τ$-functions of the Toda lattice hierarchy. A representation formula for discretized plane curves is also discussed.

Constructs tri-Hamiltonian structure and Frobenius manifold for asymmetric gAL hierarchy

New integrable deformations for topological hierarchies from Frobenius manifolds.

We introduce two families of soliton hierarchies: the twisted hierarchies associated to symmetric spaces. The Lax pairs of these two hierarchies are Laurent polynomials in the spectral variable. Our constructions gives a hierarchy of commuting flows for the generalized sine-Gordon equation (GSGE), which is the Gauss-Co…

Hierarchies of temporally decoupled policies present a promising approach for enabling structured exploration in complex long-term planning problems. To fully achieve this approach an end-to-end training paradigm is needed. However, training these multi-level policies has had limited success due to challenges arising f…

Paper investigates methods to improve classification by inducing a hierarchy from flat labels.

We compute the central invariants of the bihamiltonian structures of the constrained KP hierarchies, and show that these integrable hierarchies are topological deformations of their hydrodynamic limits.

We prove that the extended Toda hierarchy of \cite{CDZ} admits nonabelian Lie algebra of infinitesimal symmetries isomorphic to the half of the Virasoro algebra. The generators $L_m$, $m\geq -1$ of the Lie algebra act by linear differential operators onto the tau function of the hierarchy. We also prove that the tau fu…

Paper addresses limitations of traditional hierarchical clustering methods.

We present the Lax pair formalism for certain extension of the continuous limit of the classical Toda lattice hierarchy, provide a well defined notion of tau function for its solutions, and give an explicit formulation of the relationship between the $CP^1$ topological sigma model and the extended Toda hierarchy. We al…

Model place cells as spatial embeddings for efficient path planning and cognitive map construction.

New diffiety theory leads to a well-posed KP hierarchy.

We propose an extension of the differential system for constant mean curvature (CMC) surfaces in a three dimensional space form to an associated hierarchy of evolution equations by the higher-order commuting symmetries. The infinite sequence of higher-order conservation laws of CMC surfaces admit the corresponding exte…

This is the third in a series of papers attempting to describe a uniform geometric framework in which many integrable systems can be placed. A soliton hierarchy can be constructed from a splitting of an infinite dimensional group $L$ as positive and negative subgroups L_+, L_- and a commuting sequence in the Lie algebr…

Study bihamiltonian structures and Frobenius manifolds for specific Toda hierarchies.

We observe that the modular class of a Poisson-Nijhenhuis manifold has a canonical representative and that, under a cohomological assumption, this vector field is bi-hamiltonian. In many examples the associated hierarchy of flows reproduces classical integrable hierarchies.

ProHOC detects OOD samples in class hierarchies, predicting them to correct internal nodes.