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We bring the theory of rough paths to the study of non-parametric statistics on streamed data. We discuss the problem of regression where the input variable is a stream of information, and the dependent response is also (potentially) a…

Statistical Finance · Quantitative Finance 2016-03-23 Daniel Levin , Terry Lyons , Hao Ni

Effective control and prediction of dynamical systems often require appropriate handling of continuous-time and discrete, event-triggered processes. Stochastic hybrid systems (SHSs), common across engineering domains, provide a formalism…

Learning continuous-time stochastic dynamics is a fundamental and essential problem in modeling sporadic time series, whose observations are irregular and sparse in both time and dimension. For a given system whose latent states and…

Machine Learning · Computer Science 2021-04-30 Yingru Liu , Yucheng Xing , Xuewen Yang , Xin Wang , Jing Shi , Di Jin , Zhaoyue Chen

Learning hierarchical structures in sequential data -- from simple algorithmic patterns to natural language -- in a reliable, generalizable way remains a challenging problem for neural language models. Past work has shown that recurrent…

Computation and Language · Computer Science 2022-12-01 Brian DuSell , David Chiang

Learning from demonstration (LfD) and imitation learning offer new paradigms for transferring task behavior to robots. A class of methods that enable such online learning require the robot to observe the task being performed and decompose…

Robotics · Computer Science 2020-11-19 Nihal Soans , Ehsan Asali , Yi Hong , Prashant Doshi

We introduce a machine-learning framework named statistics-informed neural network (SINN) for learning stochastic dynamics from data. This new architecture was theoretically inspired by a universal approximation theorem for stochastic…

Machine Learning · Computer Science 2022-12-28 Yuanran Zhu , Yu-Hang Tang , Changho Kim

We propose Symplectic Recurrent Neural Networks (SRNNs) as learning algorithms that capture the dynamics of physical systems from observed trajectories. An SRNN models the Hamiltonian function of the system by a neural network and…

Machine Learning · Computer Science 2020-04-28 Zhengdao Chen , Jianyu Zhang , Martin Arjovsky , Léon Bottou

This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…

Neural and Evolutionary Computing · Computer Science 2018-02-14 Dianhui Wang , Ming Li

Temporal Graph Networks (TGNs) have shown remarkable performance in learning representation for continuous-time dynamic graphs. However, real-world dynamic graphs typically contain diverse and intricate noise. Noise can significantly…

Machine Learning · Computer Science 2023-09-06 Siwei Zhang , Yun Xiong , Yao Zhang , Yiheng Sun , Xi Chen , Yizhu Jiao , Yangyong Zhu

Building on the interpretation of a recurrent neural network (RNN) as a continuous-time neural differential equation, we show, under appropriate conditions, that the solution of a RNN can be viewed as a linear function of a specific feature…

Machine Learning · Statistics 2021-11-01 Adeline Fermanian , Pierre Marion , Jean-Philippe Vert , Gérard Biau

Given a signed social graph, how can we learn appropriate node representations to infer the signs of missing edges? Signed social graphs have received considerable attention to model trust relationships. Learning node representations is…

Machine Learning · Computer Science 2020-12-29 Jinhong Jung , Jaemin Yoo , U Kang

Action recognition has long been a fundamental and intriguing problem in artificial intelligence. The task is challenging due to the high dimensionality nature of an action, as well as the subtle motion details to be considered. Current…

Computer Vision and Pattern Recognition · Computer Science 2024-12-30 Yuheng Yang , Haipeng Chen , Zhenguang Liu , Yingda Lyu , Beibei Zhang , Shuang Wu , Zhibo Wang , Kui Ren

Handwritten Signature Verification (HSV) systems distinguish between genuine and forged signatures. Traditional HSV development involves a static batch configuration, constraining the system's ability to model signatures to the limited data…

Computer Vision and Pattern Recognition · Computer Science 2024-11-12 Kecia G. de Moura , Rafael M. O. Cruz , Robert Sabourin

Many semantic video analysis tasks can benefit from multiple, heterogenous signals. For example, in addition to the original RGB input sequences, sequences of optical flow are usually used to boost the performance of human action…

Computer Vision and Pattern Recognition · Computer Science 2019-03-27 Lin Sun , Kui Jia , Yuejia Shen , Silvio Savarese , Dit Yan Yeung , Bertram E. Shi

Modeling continuous-time dynamics constitutes a foundational challenge, and uncovering inter-component correlations within complex systems holds promise for enhancing the efficacy of dynamic modeling. The prevailing approach of integrating…

Machine Learning · Computer Science 2023-12-19 Lanlan Chen , Kai Wu , Jian Lou , Jing Liu

The integration of Graph Neural Networks (GNNs) and Neural Ordinary and Partial Differential Equations has been extensively studied in recent years. GNN architectures powered by neural differential equations allow us to reason about their…

Machine Learning · Computer Science 2024-06-18 Moshe Eliasof , Eldad Haber , Eran Treister

Devising intelligent agents able to live in an environment and learn by observing the surroundings is a longstanding goal of Artificial Intelligence. From a bare Machine Learning perspective, challenges arise when the agent is prevented…

Computer Vision and Pattern Recognition · Computer Science 2022-04-27 Matteo Tiezzi , Simone Marullo , Lapo Faggi , Enrico Meloni , Alessandro Betti , Stefano Melacci

Distribution regression refers to the supervised learning problem where labels are only available for groups of inputs instead of individual inputs. In this paper, we develop a rigorous mathematical framework for distribution regression…

Machine Learning · Computer Science 2021-09-30 Maud Lemercier , Cristopher Salvi , Theodoros Damoulas , Edwin V. Bonilla , Terry Lyons

Diverse input data modalities can provide complementary cues for several tasks, usually leading to more robust algorithms and better performance. However, while a (training) dataset could be accurately designed to include a variety of…

Computer Vision and Pattern Recognition · Computer Science 2018-10-30 Nuno Garcia , Pietro Morerio , Vittorio Murino

Deep neural networks (NNs) encounter scalability limitations when confronted with a vast array of neurons, thereby constraining their achievable network depth. To address this challenge, we propose an integration of tensor networks (TN)…

Disordered Systems and Neural Networks · Physics 2024-08-20 Saeed S. Jahromi , Roman Orus