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.
This paper introduces a new method for model selection and more generally hyperparameter selection in machine learning. Minimum description length (MDL) is an established method for model selection, which is however not directly aimed at minimizing generalization error, which is often the primary goal in machine learni…
Training deep neural networks often requires careful hyper-parameter tuning and significant computational resources. In this paper, we propose ConvTimeNet (CTN): an off-the-shelf deep convolutional neural network (CNN) trained on diverse univariate time series classification (TSC) source tasks. Once trained, CTN can be…
The standard state-of-the-art backend for text-independent speaker recognizers that use i-vectors or x-vectors, is Gaussian PLDA (G-PLDA), assisted by a Gaussianization step involving length normalization. G-PLDA can be trained with both generative or discriminative methods. It has long been known that heavy-tailed PLD…
Current end-to-end deep Reinforcement Learning (RL) approaches require jointly learning perception, decision-making and low-level control from very sparse reward signals and high-dimensional inputs, with little capability of incorporating prior knowledge. This results in prohibitively long training times for use on rea…
To understand the fundamental trade-offs between training stability, temporal dynamics and architectural complexity of recurrent neural networks~(RNNs), we directly analyze RNN architectures using numerical methods of ordinary differential equations~(ODEs). We define a general family of RNNs--the ODERNNs--by relating t…
We identify and study two common failure modes for early training in deep ReLU nets. For each we give a rigorous proof of when it occurs and how to avoid it, for fully connected and residual architectures. The first failure mode, exploding/vanishing mean activation length, can be avoided by initializing weights from a …
We investigate anomaly detection in an unsupervised framework and introduce Long Short Term Memory (LSTM) neural network based algorithms. In particular, given variable length data sequences, we first pass these sequences through our LSTM based structure and obtain fixed length sequences. We then find a decision functi…
Random Transformers behave like polynomial models in ICL with asymptotic growth.
problem Understanding in-context learning capabilities of pretrained Transformers.
method Asymptotic analysis of a random Transformer with a fixed first layer and a trained second layer, considering growth in context length, input dimension, hidden dimension, and training parameters.
result The random Transformer's ICL error is equivalent to a finite-degree Hermite polynomial model.
One of the ubiquitous representation of long DNA sequence is dividing it into shorter k-mer components. Unfortunately, the straightforward vector encoding of k-mer as a one-hot vector is vulnerable to the curse of dimensionality. Worse yet, the distance between any pair of one-hot vectors is equidistant. This is partic…
We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a convolutional attention mechanism. This way, we obtain a compact, fixed-length repr…
Truncated backpropagation through time (TBPTT) is a popular method for learning in recurrent neural networks (RNNs) that saves computation and memory at the cost of bias by truncating backpropagation after a fixed number of lags. In practice, choosing the optimal truncation length is difficult: TBPTT will not converge …
In current clinical practices, electroencephalograms (EEG) are reviewed and analyzed by trained neurologists to provide supports for therapeutic decisions. Manual reviews can be laborious and error prone. Automatic and accurate seizure/non-seizure classification methods are desirable. A critical challenge is that seizu…
We propose probabilistic models that can extrapolate learning curves of iterative machine learning algorithms, such as stochastic gradient descent for training deep networks, based on training data with variable-length learning curves. We study instantiations of this framework based on random forests and Bayesian recur…
Recurrent auto-encoder model summarises sequential data through an encoder structure into a fixed-length vector and then reconstructs the original sequence through the decoder structure. The summarised vector can be used to represent time series features. In this paper, we propose relaxing the dimensionality of the dec…
New string kernels discover global properties through random feature maps, avoiding quadratic complexity.
problem Existing string kernels struggle with capturing long patterns, maintaining positive definiteness, and handling large datasets efficiently.
method Proposes a new class of global string kernels using random feature maps to discover global properties through global alignments, ensuring positive definiteness and linear computational cost.
result Random String Embeddings (RSE) achieve better or comparable accuracy to state-of-the-art methods, especially for longer strings.
Transformers are powerful sequence models, but require time and memory that grows quadratically with the sequence length. In this paper we introduce sparse factorizations of the attention matrix which reduce this to O(nn). We also introduce a) a variation on architecture and initialization to train deeper net…