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.
New TVBO algorithm optimizes time-varying functions with varying sampling frequencies.
Investor skill levels affect optimal portfolio size, study shows.
Bayesian data sketching speeds up inference for large functional data.
New neural network models learn symmetric functions of varying input sizes.
We propose a novel method to train deep convolutional neural networks which learn from multiple data sets of varying input sizes through weight sharing. This is an advantage in chemometrics where individual measurements represent exact chemical compounds and thus signals cannot be translated or resized without disturbi…
Scaling laws found for reinforcement learning performance with model size and compute.
This paper explores the problem of learning transforms for image compression via autoencoders. Usually, the rate-distortion performances of image compression are tuned by varying the quantization step size. In the case of autoen-coders, this in principle would require learning one transform per rate-distortion point at…
Determinantal Point Processes (DPPs) are popular models for point processes with repulsion. They appear in numerous contexts, from physics to graph theory, and display appealing theoretical properties. On the more practical side of things, since DPPs tend to select sets of points that are some distance apart (repulsion…
A new method estimates time-varying parameters in earth system models using offline and online data assimilation.
A new algorithm estimates mean under varying user data sizes with local differential privacy.
BDMBC clusters data with varying densities using a new PLLS measure.
Study shows that ridgeless Gaussian kernel regression overfits even with varying bandwidth or dimensionality.
Study shows model size inversely affects few-shot instruction accuracy.
Study on cryptocurrency market dynamics and correlations over time.
This paper finds a linear relationship between t-SNE perplexity and data set size.
Sloth predicts LLM performance using latent skills across families.
A martingale framework for concept change detection based on testing data exchangeability was recently proposed (Ho, 2005). In this paper, we describe the proposed change-detection test based on the Doob's Maximal Inequality and show that it is an approximation of the sequential probability ratio test (SPRT). The relat…
In this report we describe a tool for comparing the performance of graphical causal structure learning algorithms implemented in the TETRAD freeware suite of causal analysis methods. Currently the tool is available as package in the TETRAD source code (written in Java). Simulations can be done varying the number of run…
Recent hardware developments have dramatically increased the scale of data parallelism available for neural network training. Among the simplest ways to harness next-generation hardware is to increase the batch size in standard mini-batch neural network training algorithms. In this work, we aim to experimentally charac…
The ability to learn from a small number of examples has been a difficult problem in machine learning since its inception. While methods have succeeded with large amounts of training data, research has been underway in how to accomplish similar performance with fewer examples, known as one-shot or more generally few-sh…
This research examines how the error rate of nearest neighbor classifiers varies with dataset size.
There has been great interest recently in applying nonparametric kernel mixtures in a hierarchical manner to model multiple related data samples jointly. In such settings several data features are commonly present: (i) the related samples often share some, if not all, of the mixture components but with differing weight…
Spectral clustering is sensitive to how graphs are constructed from data particularly when proximal and imbalanced clusters are present. We show that Ratio-Cut (RCut) or normalized cut (NCut) objectives are not tailored to imbalanced data since they tend to emphasize cut sizes over cut values. We propose a graph partit…
Time-varying neural network improves stock return prediction.
Spectral clustering methods which are frequently used in clustering and community detection applications are sensitive to the specific graph constructions particularly when imbalanced clusters are present. We show that ratio cut (RCut) or normalized cut (NCut) objectives are not tailored to imbalanced cluster sizes sin…
Imputation-free method learns tabular data with missing values using transformer.
We study the effect of the quality and quantity of side information on the recovery of a hidden community of size in a graph of size . Side information for each node in the graph is modeled by a random vector with the following features: either the dimension of the vector is allowed to vary with , while …
The paper investigates how dataset quality and heterogeneity affect model confidence in machine learning.
Emotion recognition based on EEG has become an active research area. As one of the machine learning models, CNN has been utilized to solve diverse problems including issues in this domain. In this work, a study of CNN and its spatiotemporal feature extraction has been conducted in order to explore capabilities of the m…
We extend graph neural networks to transfer performance across different input sizes.
Study on improving the linear two-time-scale stochastic approximation method with a restarting scheme.
Slow feature analysis (SFA) is a method for extracting slowly varying features from a quickly varying multidimensional signal. An open source Matlab-implementation sfa-tk makes SFA easily useable. We show here that under certain circumstances, namely when the covariance matrix of the nonlinearly expanded data does not …
Clustering is a central approach for unsupervised learning. After clustering is applied, the most fundamental analysis is to quantitatively compare clusterings. Such comparisons are crucial for the evaluation of clustering methods as well as other tasks such as consensus clustering. It is often argued that, in order to…
Lumbermark clusters data robustly, slicing limbs of mutual reachability trees.
New method for spatiotemporal data regression using Gaussian processes.
Downscaled models outperform larger ones on GLUE tasks.
A recent algorithmic family for distributed optimization, DIGing's, have been shown to have geometric convergence over time-varying undirected/directed graphs. Nevertheless, an identical step-size for all agents is needed. In this paper, we study the convergence rates of the Adapt-Then-Combine (ATC) variation of the DI…
Objective: Modelling the associations from high-throughput experimental molecular data has provided unprecedented insights into biological pathways and signalling mechanisms. Graphical models and networks have especially proven to be useful abstractions in this regard. Ad-hoc thresholds are often used in conjunction wi…
Alignment of neural network representations is influenced by SNR and sample size.
Backward Conformal Prediction offers flexible control over prediction set sizes while ensuring coverage guarantees.
Neural network learns its size and structure during training.
Unordered feature sets are a nonstandard data structure that traditional neural networks are incapable of addressing in a principled manner. Providing a concatenation of features in an arbitrary order may lead to the learning of spurious patterns or biases that do not actually exist. Another complication is introduced …
Improved loss scaling for stochastic momentum algorithms in high dimensions.
NeuralSurv models survival analysis with Bayesian uncertainty.
With an increasing demand for training powers for deep learning algorithms and the rapid growth of computation resources in data centers, it is desirable to dynamically schedule different distributed deep learning tasks to maximize resource utilization and reduce cost. In this process, different tasks may receive varyi…
Sum-Product Networks (SPN) have recently emerged as a new class of tractable probabilistic graphical models. Unlike Bayesian networks and Markov networks where inference may be exponential in the size of the network, inference in SPNs is in time linear in the size of the network. Since SPNs represent distributions over…
Accurately modeling traffic speeds is a fundamental part of efficient intelligent transportation systems. Nowadays, with the widespread deployment of GPS-enabled devices, it has become possible to crowdsource the collection of speed information to road users (e.g. through mobile applications or dedicated in-vehicle dev…
The paper explores how smaller data sets can lead to better model selection decisions.