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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.

168,694 papers · 148 categories

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2835668491,132 · Jun 202019922001200920172026
48 results for time separation function

Q(ΔΔ)-Learning improves Q-Learning by separating action-value functions into different time scales.

problem Q-Learning struggles with bias-variance trade-off, especially in long-term rewards.
method Introduces Q(ΔΔ)-Learning, extending TD(ΔΔ) to decompose Q(ΔΔ)-function into distinct discount factors.
result Q(ΔΔ)-Learning achieves better stability and scalability, especially for long-term tasks.

Mirror flow optimizes separable data problems, converging to a maximum margin classifier.

problem Optimizing classification problems with separable data using mirror flow.
method Examine mirror flow on linearly separable classification problems, focusing on the horizon function of the mirror potential.
result Mirror flow converges to a maximum margin classifier for separable data under certain conditions.

New non-separable covariance kernels for spatiotemporal data derived from harmonic oscillator physics.

problem Capturing complex spatiotemporal dependencies in Gaussian processes.
method Hybrid spectral method based on the harmonic oscillator, deriving explicit covariance kernels.
result Explicit non-separable covariance kernels with space-time interactions.

Reservoir computing's success depends on mapping different input time series to separable states.

problem Quantifying the ability of random linear reservoirs to map different input time series.
method Mathematical framework using spectral properties of the connectivity matrix.
result Separation capacity is fully characterized by the spectral properties of the connectivity matrix.

This paper provides a mathematical framework for time-delay reservoir computing.

problem Lack of rigorous mathematical foundations for reservoir computing properties.
method Control-theoretic framework, formal definitions of separation and fading memory, explicit lower bound derivation.
result Established formal definitions and connections to stability notions for time-delay systems.

Paper investigates separating times for general diffusions, providing new insights.

problem Understanding phase transitions between equivalence and singularity in diffusions.
method Representation of separating time as hitting time of a deterministic set, characterized by speed and scale.
result Explicit and easy-to-check conditions for absolute continuity and singularity of diffusions.

We consider neural network training, in applications in which there are many possible classes, but at test-time, the task is a binary classification task of determining whether the given example belongs to a specific class, where the class of interest can be different each time the classifier is applied. For instance, …

2017-05-29abs ↗pdf ↗

Separation of the sources and analysis of their connectivity have been an important topic in EEG/MEG analysis. To solve this problem in an automatic manner, we propose a two-layer model, in which the sources are conditionally uncorrelated from each other, but not independent; the dependence is caused by the causality i…

2012-03-15abs ↗pdf ↗

NullSpaceNet maps inputs to a joint-nullspace for clearer class separability.

problem Class separability and interpretability in image classification.
method NullSpaceNet maps inputs to a joint-nullspace, collapsing same-class inputs and separating different classes.
result NullSpaceNet achieves superior performance with reduced parameters and time.

In this paper, we propose a two-step training procedure for source separation via a deep neural network. In the first step we learn a transform (and it's inverse) to a latent space where masking-based separation performance using oracles is optimal. For the second step, we train a separation module that operates on the…

2019-10-22abs ↗pdf ↗

We propose a new blind source separation algorithm based on mixtures of alpha-stable distributions. Complex symmetric alpha-stable distributions have been recently showed to better model audio signals in the time-frequency domain than classical Gaussian distributions thanks to their larger dynamic range. However, infer…

2017-11-13abs ↗pdf ↗

Empirical risk minimization frequently employs convex surrogates to underlying discrete loss functions in order to achieve computational tractability during optimization. However, classical convex surrogates can only tightly bound modular loss functions, sub-modular functions or supermodular functions separately while …

2016-04-12abs ↗pdf ↗

Spectral analysis shows neural networks separate from linear methods in approximating functions.

problem Separating two-layer neural networks from linear methods in function approximation.
method Spectral-based approach using Kolmogorov width and kernel spectrum.
result Upper and lower bounds on separation, explicit hard functions identified.

Speech separation refers to extracting each individual speech source in a given mixed signal. Recent advancements in speech separation and ongoing research in this area, have made these approaches as promising techniques for pre-processing of naturalistic audio streams. After incorporating deep learning techniques into…

2019-12-17abs ↗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 ↗

A new RL paradigm reduces state-action-value function approximation inefficiency.

problem Challenges in state-action-value function approximation for RL.
method State Action Separable Reinforcement Learning (sasRL) decouples action space from value function learning.
result sasRL achieves up to 75% better performance than state-of-the-art MDP-based RL algorithms.

Let f:Sd1×Sd1Sf:\mathbb{S}^{d-1}\times \mathbb{S}^{d-1}\to\mathbb{S} be a function of the form f(x,x)=g(x,x)f(\mathbf{x},\mathbf{x}') = g(\langle\mathbf{x},\mathbf{x}'\rangle) for g:[1,1]Rg:[-1,1]\to \mathbb{R}. We give a simple proof that shows that poly-size depth two neural networks with (exponentially) bounded weights cannot approximate $f…

2017-02-27abs ↗pdf ↗

New method for separating mixed signals with nonlinear functions.

problem Recovering source signals from nonlinear mixtures.
method Optimisation-based function approximation to minimize mutual statistical dependence.
result The method can recover source signals from nonlinear mixtures under certain conditions.

We propose a new stochastic coordinate descent method for minimizing the sum of convex functions each of which depends on a small number of coordinates only. Our method (APPROX) is simultaneously Accelerated, Parallel and PROXimal; this is the first time such a method is proposed. In the special case when the number of…

2013-12-20abs ↗pdf ↗

Single-microphone, speaker-independent speech separation is normally performed through two steps: (i) separating the specific speech sources, and (ii) determining the best output-label assignment to find the separation error. The second step is the main obstacle in training neural networks for speech separation. Recent…

2019-08-04abs ↗pdf ↗

New ICA method for sources with mixed spectra.

problem Inaccurate separation of sources with temporal autocorrelations and mixed spectra.
method Estimates spectral density functions and line spectra using cubic splines and indicator functions, then maximizes the Whittle likelihood function.
result Outperforms existing ICA methods in simulations and EEG data applications.

This study examines abnormal geodesics in 2D-Zermelo navigation problems, revealing their role in separating time minimal and maximal curves.

problem The role of abnormal geodesics in planar Zermelo navigation problems with strong current.
method Geometric time optimal control approach, focusing on the heading angle of the ship.
result Abnormal geodesics separate time minimal and maximal curves, and are both small-time minimizing and maximizing.

Framework optimizes battery storage for markets by separating long-term degradation from short-term market dynamics.

problem Intractable computation due to timescale mismatch between battery degradation and market dynamics.
method Approximate dynamic programming with value function approximation and pseudo-time encoding.
result Policy outperforms benchmarks in real-time market scenarios.

The paper establishes a nearly-sharp statistical threshold for efficient learning in Latent MDPs with separated components.

problem Learning Latent Markov Decision Processes (LMDPs) with separated components.
method The paper considers various notions of separation and establishes a nearly-sharp statistical threshold for efficient learning. It also presents a quasi-polynomial algorithm with time complexity scaling in terms of the statistical threshold under a weaker assumption of separability under the optimal policy, and a near-matching time complexity lower bound under the exponential time hypothesis.
result Establishes a nearly-sharp statistical threshold for efficient learning in Latent MDPs with separated components.

Recent deep learning approaches have achieved impressive performance on speech enhancement and separation tasks. However, these approaches have not been investigated for separating mixtures of arbitrary sounds of different types, a task we refer to as universal sound separation, and it is unknown how performance on spe…

2019-05-08abs ↗pdf ↗

The study shows subgroup separability conditions for specific groups.

problem Conditions for subgroup separability in free-by-cyclic and deficiency 1 groups.
method Analyzes polynomially growing monodromy and asymptotic probability of random groups.
result Random deficiency 1 groups are not subgroup separable with positive probability.