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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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2815628431,124 · Jun 202019922001200920172026
48 results for variational neural networks

New framework explains deep neural networks using variational spline theory.

problem Understanding functions learned by deep neural networks.
method Developed a variational framework and function space.
result Deep ReLU networks are solutions to regularized data fitting problems over the proposed function space.

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.

Variational Laplace improves Bayesian neural network performance without sampling.

problem Improving Bayesian neural network performance and calibration.
method Develops a new variational Laplace method for BNNs, exploiting curvature of likelihood.
result Variational Laplace outperforms standard VI methods in test performance and calibration.

Study variation spaces for neural networks, linking them to approximation theory.

problem Understanding the variation spaces of shallow neural networks.
method Examined variation spaces defined by convex hulls and integral representations for a dictionary of functions.
result Found that Barron space, spectral Barron space, and Radon BV space are variation spaces for certain neural networks.

BBNN improves neural network accuracy and uncertainty quantification.

problem Overfitting and lack of interpretability in probabilistic neural networks.
method Boosted Bayesian Neural Networks (BBNN) using Boosting Variational Inference (BVI).
result BBNN achieves ~5% higher accuracy and superior uncertainty quantification.

Combines neural networks with variational inference for better uncertainty quantification.

problem Overconfident predictions from traditional neural networks and time-consuming Bayesian optimization.
method VIFO (Variational Inference on the Final-Layer Output) using neural networks to learn mean and variance.
result VIFO provides a good tradeoff in run time and uncertainty quantification, especially for out of distribution data.

Elvet solves differential equations and variational problems with neural networks.

problem Solving complex differential and variational equations with arbitrary conditions.
method Machine learning, specifically neural networks, to represent and solve equations.
result Elvet can solve a wide range of differential and variational problems.

New variational formula for Rényi divergences improves neural network estimation in high dimensions.

problem Estimating Rényi divergences in high-dimensional systems.
method Derive and apply a variational formula for Rényi divergences over various function spaces.
result Neural network estimators of Rényi divergences are consistent under certain conditions.

The motivations for using variational inference (VI) in neural networks differ significantly from those in latent variable models. This has a counter-intuitive consequence; more expressive variational approximations can provide significantly worse predictions as compared to those with less expressive families. In this …

2018-01-18abs ↗pdf ↗

Advances variational Bayesian neural networks using singular learning theory.

problem Discrepancies between predictive performance and variational objective in BNNs.
method Corrected asymptotic form of singular posterior distributions to inform variational family design.
result Improvements in variational free energy and generalization error with proposed normalizing flow.

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model uncertainty. Variational methods have been used for approximating intractable integrals t…

2019-05-26abs ↗pdf ↗

SFSVI uses Gaussian mixtures to approximate neural network outputs for continual learning.

problem Learning new tasks without forgetting old ones in neural networks.
method Sequential function-space variational inference with Gaussian mixture approximation.
result Gaussian mixture SFSVI outperforms other methods in continual learning.

Optimal rates for shallow ReLU networks in nonparametric regression.

problem Approximating smooth and non-smooth functions with shallow ReLU networks.
method Analysis of shallow ReLUk^k neural networks, using variation norms and deep learning theory.
result Optimal approximation rates for shallow ReLU networks in nonparametric regression.

Paper introduces vector-valued variation spaces for multi-output neural networks.

problem Understanding and optimizing multi-output neural networks.
method Development of vector-valued variation spaces and representer theorem.
result Novel bounds for layer widths in deep networks and a convex optimization method for compression.

We use neural networks as control variates with geometric integration techniques.

problem Analytic integration of neural network approximations for variance reduction.
method Integration domain subdivision using computational geometry for MLPs with continuous piecewise linear activation functions.
result Neural networks can be used as control variates with geometric integration methods.

We propose a new variational family for Bayesian neural networks. We decompose the variational posterior into two components, where the radial component captures the strength of each neuron in terms of its magnitude; while the directional component captures the statistical dependencies among the weight parameters. The …

2019-02-07abs ↗pdf ↗

Alternative neural network training using monotone variational inequality.

problem Training neural networks efficiently and with guarantees.
method Using monotone variational inequality to solve non-convex problems efficiently.
result Our approach leads to fast convergence and competitive performance compared to traditional methods.

Hidden Markov Neural Networks balance adaptation and forgetting in time-series data.

problem Balancing adaptation to new data and forgetting outdated information in time-series forecasting.
method Modeling weights as hidden states of a Hidden Markov model, using a filtering algorithm for learning a variational approximation of the posterior distribution over weights, and employing sequential Bayes by Backprop with variational DropConnect for regularization.
result Achieves strong predictive performance and effective uncertainty quantification on various tasks.

Proposes a variational approach to shallow neural networks, bypassing optimization.

problem Theoretical understanding and optimization of shallow neural networks.
method Replaces discrete training with a continuum variational surrogate, proving global well-posedness and regularity.
result Optimal parameter density can be obtained by solving a single linear system, achieving O(1/N)O(1/N) generalization error.

NCV uses neural networks to improve Monte Carlo integration.

problem Improving variance reduction in parametric Monte Carlo integration.
method NCV combines a normalizing flow and a neural network to approximate the integrand and solve the integral equation, with a neural importance sampler to estimate the difference.
result NCV achieves state-of-the-art performance in light transport simulation with reduced noise and negligible bias.

We provide a theoretical explanation of the role of the number of nodes at each layer in deep neural networks. We prove that the largest variation of a deep neural network with ReLU activation function arises when the layer with the fewest nodes changes its activation pattern. An important implication is that deep neur…

2018-12-02abs ↗pdf ↗

Improved neural network ensembles using Stein Variational Newton updates.

problem Lack of efficient second-order information in current ensemble methods.
method Proposes a novel approximate Bayesian inference method integrating Stein Variational Newton updates with scalable Hessian approximations.
result Significantly faster convergence and more accurate posterior distribution approximations.

A new method reduces complexity and uncertainty in neural networks.

problem Uncertainty quantification in complex neural networks.
method Condensed Stein Variational Gradient Descent (cSVGD) method.
result Condensed SVGD provides uncertainty quantification on parameters.

VINNAS uses variational inference to avoid mode collapse in neural architecture search.

problem Mode collapse in gradient-based NAS methods, leading to suboptimal architectures.
method Differentiable variational inference with variational dropout and automatic relevance determination.
result State-of-the-art accuracy with up to twice fewer non-zero parameters.

Deep Bayesian neural nets can use simpler weight approximations without sacrificing performance.

problem The need for complex weight posterior approximations in deep Bayesian neural networks.
method Theoretical and empirical analysis of mean-field variational inference in deep networks.
result Mean-field variational weight posteriors in deep networks can induce similar function-space distributions as complex approximations in shallower networks.

Variational inference struggles with weight symmetries in neural networks, leading to biased posteriors.

problem Weight space symmetries in neural networks cause multimodal posteriors, challenging variational inference.
method Developed a symmetrization mechanism to create permutation invariant variational posteriors.
result Symmetrized variational posteriors have a better fit to the true posterior and improved predictive performance.

Develops variational Bayesian neural network for complex biomedical applications.

problem High computational cost of Markov Chain Monte Carlo in BNN.
method Variational Bayes inference for posterior consistency and classification accuracy.
result Developed statistical theory for posterior consistency and prediction accuracy.

Study efficient neural operator learning using variation spaces.

problem Operator learning using encoder-decoder neural networks.
method Introduce variation space for nonlinear operators, establish approximation bounds.
result Algebraic approximation and learning rates for polynomially decaying input and output encoding errors.

TM-VI uses flexible transformation models to approximate complex posteriors in Bayesian models.

problem Approximating complex posteriors in Bayesian models with limited flexibility.
method Transformation models for variational inference (TM-VI).
result TM-VI allows accurate approximation of complex posteriors in models with one parameter and works in a mean-field fashion for multi-parameter models.

Sharp lower bounds on shallow neural networks' approximation rates are derived.

problem The efficiency of shallow neural networks in approximating functions.
method Lower bounding the L2L^2-metric entropy and Kolmogorov nn-widths of the convex hull of neural network basis functions.
result Sharp lower bounds on the approximation rates for shallow neural networks are provided.