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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.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199419922001200920182026
48 results for variational loss

This tutorial derives the VAE loss function under Gaussian assumptions.

problem Computational intractability of posterior distributions in Bayesian machine learning.
method Derives the variational lower bound loss function of a standard VAE.
result The Kullback-Leibler divergence has a closed form solution under Gaussian assumptions.

VarGrad reduces variance in ELBO gradient estimation for variational inference.

problem Improving the variance of gradient estimators in variational inference.
method VarGrad uses a new log-variance loss to estimate the ELBO gradient, achieving lower variance than the score function method.
result VarGrad offers a lower variance gradient estimator compared to other methods.

This work interprets SFA through variational inference, relaxing linearity constraints.

problem Recover non-linear SFA from variational inference.
method Probabilistic interpretation of SFA through variational inference, relaxing linearity constraints.
result Reinterprets SFA as a variational framework, allowing slowness as a regularizer to reconstruction loss.

Proposes variational Gaussian approximations for solving the Kushner equation.

problem Solving the Kushner equation for state estimation with observations.
method Tractable variational Gaussian approximations of proximal losses based on Wasserstein and Fisher metrics.
result The proposed method leads to a Gaussian flow consistent with Kalman-Bucy and Riccati flows.

New method prevents neural network breakdown by combining trimmed loss and variation regularization.

problem Outlier contamination in neural network training.
method Integrates transformed trimmed loss and higher-order variation regularization.
result Ensures robustness to outlier contamination with a high functional breakdown point.

The paper bounds information losses in neural classifiers from sampling.

problem Information losses in neural classifiers from finite datasets.
method Proves a relationship between information losses and expected total variation of the estimated neural model, bounds this expected total variation as a function of dataset size.
result Obtains bounds on information losses that are less sensitive to input compression and much smaller than existing bounds.

Paper introduces a variational approach for PU learning with improved performance and stability.

problem Learning binary classifiers from only positive and unlabeled data.
method Variational principle for PU learning, quantitatively evaluating modeling error, efficient loss function, margin maximizing loss function.
result Improved discriminative performance and numerical stability of the variational PU learning method.

Study optimal consumption for loss-averse agents considering past spending peaks.

problem Optimal consumption for loss-averse agents with reference to past spending maximum.
method Adopted S-shaped utility, concave envelope, HJB variational inequality, dual transform, and smooth-fit conditions.
result Obtained piecewise closed-form solutions for optimal consumption and investment control.

Variational neural networks optimize activation functions using gradient descent.

problem Lack of guiding principles for choosing activation functions in neural networks.
method Variational neural networks use a linear combination of candidate functions, optimizing via gradient descent.
result Optimal activation functions can be found using gradient descent.

AutoBayes simplifies variational inference by composing models and optimizing them.

problem Generalized variational inference complexities and optimization challenges.
method Compositional framework exploiting chain rules for automatic differentiation.
result Optimized models and parameterized statistical games can be locally optimized.

This paper analyzes output activation functions for adversarial losses.

problem Understanding which output activation functions form a well-behaved adversarial loss.
method Variational divergence minimization and a comparative framework for adversarial losses.
result There is no single winning combination of output activation functions and regularization approaches across all settings.

The paper introduces variational characterizations for local entropy and heat regularization in deep learning.

problem Understanding and optimizing loss regularizations in deep learning.
method Introducing variational characterizations and a two-step optimization scheme based on iterative shift and best Gaussian approximation in Kullback-Leibler divergence.
result The optimization schemes for local entropy and heat regularized loss differ only over the argument of the Kullback-Leibler divergence used for best Gaussian approximation.

Neural networks solve variational inequalities for optimal stopping problems.

problem Solving variational inequalities for optimal stopping problems in finance.
method Proposed neural network approach using loss functions directly incorporating variational inequality on whole domain.
result Existence and convergence of neural networks whose losses converge to zero.

Paper provides finite-sample guarantees for Wasserstein DRO without dimensionality curse.

problem Tackles empirical success of Wasserstein DRO in operations and ML with performance guarantees.
method Develops non-asymptotic framework for analyzing out-of-sample performance and generalization bound.
result First finite-sample guarantee for generic Wasserstein DRO problems without curse of dimensionality.

VarNet solves PDEs with deep neural networks using variational loss.

problem Solving partial differential equations (PDEs) efficiently and accurately.
method VarNet uses a novel variational loss function and optimizes space-time samples for training deep neural networks.
result VarNet models are smooth, differentiable, and directly usable for PDE control and optimization.

In this paper, we provide an information-theoretic interpretation of the Vector Quantized-Variational Autoencoder (VQ-VAE). We show that the loss function of the original VQ-VAE can be derived from the variational deterministic information bottleneck (VDIB) principle. On the other hand, the VQ-VAE trained by the Expect…

2018-08-02abs ↗pdf ↗

Score matching fails to train VAEs robustly, revealing autoencoding loss insights.

problem Catastrophic failure of variational score matching on VAE models.
method Analysis of existing variational score matching objectives and their equivalence to autoencoding losses.
result Score matching methods fail to produce robust VAE models, predicting poor performance.

New α\alpha-divergence loss function improves neural density ratio estimation.

problem Optimization challenges in existing DRE methods, especially overfitting and high sample requirements.
method Derived α\alpha-divergence loss function (α\alpha-Div) for neural density ratio estimation.
result The α\alpha-divergence loss function (α\alpha-Div) offers stable and effective optimization for DRE.

A new upper bound for variational inference improves the efficiency of Bayesian deep learning.

problem Improving variational inference in Bayesian deep learning.
method Presented a new upper bound (EUBO) for evidence, derived from KL-divergence and log marginal likelihood, and used SGD for optimization.
result The new upper bound (EUBO) is tighter than previous methods and outperforms state-of-the-art results in Bayesian neural networks.

We propose a framework that directly tackles the probability distribution of the value function parameters in Deep Q Network (DQN), with powerful variational inference subroutines to approximate the posterior of the parameters. We will establish the equivalence between our proposed surrogate objective and variational i…

2017-11-30abs ↗pdf ↗

We unify f-divergences, Bregman divergences, surrogate loss bounds (regret bounds), proper scoring rules, matching losses, cost curves, ROC-curves and information. We do this by systematically studying integral and variational representations of these objects and in so doing identify their primitives which all are rela…

2009-01-05abs ↗pdf ↗

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and the Wasserstein distance as special cases. The gradients of the Wasserstein var…

2018-05-29abs ↗pdf ↗

We study minimax convergence rates of nonparametric density estimation under a large class of loss functions called "adversarial losses", which, besides classical Lp\mathcal{L}^p losses, includes maximum mean discrepancy (MMD), Wasserstein distance, and total variation distance. These losses are closely related to the …

2018-05-22abs ↗pdf ↗

In recent years Variation Autoencoders have become one of the most popular unsupervised learning of complicated distributions.Variational Autoencoder (VAE) provides more efficient reconstructive performance over a traditional autoencoder. Variational auto enocders make better approximaiton than MCMC. The VAE defines a …

2017-07-11abs ↗pdf ↗

New algorithms minimize dynamic regret for strongly convex losses.

problem Minimizing dynamic regret for strongly convex losses.
method Developed Strongly Adaptive algorithms exploiting KKT conditions.
result Achieved near optimal dynamic regret of O(d1/3n1/3extTV[u1:n]2/3d)O(d^{1/3} n^{1/3} ext{TV}[u_{1:n}]^{2/3} \vee d).

GCVAE improves disentanglement in VAEs while balancing reconstruction error.

problem Improving disentanglement in VAEs while maintaining low reconstruction error.
method Introduces three controllable Lagrangian hyperparameters to optimize reconstruction and KL divergence loss.
result GCVAE outperforms state-of-the-art models in disentanglement while balancing reconstruction.

TA-VAAL improves active learning by better utilizing task structures and overall data distribution.

problem High labeling cost limits deep learning applications; active learning selects informative samples.
method Task-aware variational adversarial active learning (TA-VAAL) modifies VAAL by relaxing task loss prediction and using ranking loss information.
result TA-VAAL outperforms state-of-the-arts on various datasets, including balanced and imbalanced labels.

Recurrent neural networks show state-of-the-art results in many text analysis tasks but often require a lot of memory to store their weights. Recently proposed Sparse Variational Dropout eliminates the majority of the weights in a feed-forward neural network without significant loss of quality. We apply this technique …

2017-07-31abs ↗pdf ↗