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.
Importance-weighted risk minimization is a key ingredient in many machine learning algorithms for causal inference, domain adaptation, class imbalance, and off-policy reinforcement learning. While the effect of importance weighting is well-characterized for low-capacity misspecified models, little is known about how it…
PRESTO improves rare event prediction by shrinking towards proportional odds model.
problem Difficult to predict rare events due to class imbalance.
method PRESTO relaxes proportional odds model by estimating separate weights for transitions between categories, imposing L1 penalty to shrink towards proportional odds.
result PRESTO consistently estimates decision boundary weights under sparsity assumption, improving rare probability estimation.
We show that deep networks can be trained using Hebbian updates yielding similar performance to ordinary back-propagation on challenging image datasets. To overcome the unrealistic symmetry in connections between layers, implicit in back-propagation, the feedback weights are separate from the feedforward weights. The f…
Separating an audio scene into isolated sources is a fundamental problem in computer audition, analogous to image segmentation in visual scene analysis. Source separation systems based on deep learning are currently the most successful approaches for solving the underdetermined separation problem, where there are more …
Blind Source Separation is a widely used technique to analyze multichannel data. In many real-world applications, its results can be significantly hampered by the presence of unknown outliers. In this paper, a novel algorithm coined rGMCA (robust Generalized Morphological Component Analysis) is introduced to retrieve s…
We propose an algorithm to separate simultaneously speaking persons from each other, the "cocktail party problem", using a single microphone. Our approach involves a deep recurrent neural networks regression to a vector space that is descriptive of independent speakers. Such a vector space can embed empirically determi…
In importance sampling (IS)-based reinforcement learning algorithms such as Proximal Policy Optimization (PPO), IS weights are typically clipped to avoid large variance in learning. However, policy update from clipped statistics induces large bias in tasks with high action dimensions, and bias from clipping makes it di…
Let f:Sd−1×Sd−1→S be a function of the form f(x,x′)=g(⟨x,x′⟩) for g:[−1,1]→R. We give a simple proof that shows that poly-size depth two neural networks with (exponentially) bounded weights cannot approximate $f…
Deep convolutional networks provide state of the art classifications and regressions results over many high-dimensional problems. We review their architecture, which scatters data with a cascade of linear filter weights and non-linearities. A mathematical framework is introduced to analyze their properties. Computation…
Humans perceive the seemingly chaotic world in a structured and compositional way with the prerequisite of being able to segregate conceptual entities from the complex visual scenes. The mechanism of grouping basic visual elements of scenes into conceptual entities is termed as perceptual grouping. In this work, we pro…
Combining information from different sources is a common way to improve classification accuracy in Brain-Computer Interfacing (BCI). For instance, in small sample settings it is useful to integrate data from other subjects or sessions in order to improve the estimation quality of the spatial filters or the classifier. …
We investigate the problem of nodes clustering under privacy constraints when representing a dataset as a graph. Our contribution is threefold. First we formally define the concept of differential privacy for structured databases such as graphs, and give an alternative definition based on a new neighborhood notion betw…
For each cardinal κ, each natural number n and each simplicial complex K we construct a space νκn(K) and a map π:νκn(K)→K such that the following conditions are satisfied. 1. νκn(K) is a complete metric n-dimensional space of weight κ. 2. νκn(K) is an absolute neighborhood extensor i…
We improve deep threshold networks' memorization capacity exponentially.
problem Memorizing datasets with randomized labels using deep neural networks.
method Using Gaussian random weights in the first layer and binary or integer weights in subsequent layers, we prove a new dependence on minimum distance.
result We show that O(δ1+n) neurons and O(δd+n) weights are sufficient.
Biased sampling and missing data complicates statistical problems ranging from causal inference to reinforcement learning. We often correct for biased sampling of summary statistics with matching methods and importance weighting. In this paper, we study nearest neighbor matching (NNM), which makes estimates of populati…
In this paper, we propose a novel recurrent neural network architecture for speech separation. This architecture is constructed by unfolding the iterations of a sequential iterative soft-thresholding algorithm (ISTA) that solves the optimization problem for sparse nonnegative matrix factorization (NMF) of spectrograms.…
We analyse multimodal time-series data corresponding to weight, sleep and steps measurements. We focus on predicting whether a user will successfully achieve his/her weight objective. For this, we design several deep long short-term memory (LSTM) architectures, including a novel cross-modal LSTM (X-LSTM), and demonstra…