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We develop a tensor-network surrogate for option pricing, targeting large-scale portfolio revaluation problems arising in market risk management (e.g., VaR and Expected Shortfall computations). The method involves representing…

Pricing of Securities · Quantitative Finance 2026-03-30 Dominic Gribben , Carolina Allende , Alba Villarino , Aser Cortines , Mazen Ali , Román Orús , Pascal Oswald , Noureddine Lehdili

We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…

Machine Learning · Computer Science 2022-02-09 John Paul Ryan , Anil Damle

Exploiting the variational interpretation of kernel interpolation we exhibit a direct connection between interpolation and regression, where interpolation appears as a limiting case of regression. By applying this framework to point clouds…

Numerical Analysis · Mathematics 2026-02-09 Patrick Guidotti

Dictionary Learning (DL) is one of the leading sparsity promoting techniques in the context of image classification, where the "dictionary" matrix D of images and the sparse matrix X are determined so as to represent a redundant image…

Numerical Analysis · Mathematics 2022-03-10 Domitilla Brandoni , Margherita Porcelli , Valeria Simoncini

Large language models (LLMs) demonstrate outstanding performance in various tasks in machine learning and have thus become one of the most important workloads in today's computing landscape. However, deploying LLM inference poses challenges…

Machine Learning · Computer Science 2024-06-21 Jungi Lee , Wonbeom Lee , Jaewoong Sim

We propose a new technique for computational language representation called elementwise embedding, in which a material (semantic unit) is abstracted into a horizontal concatenation of lower-dimensional element (character) embeddings. While…

Computation and Language · Computer Science 2023-02-28 Dunam Kim , Jeeeun Kim

Compilers are crucial in optimizing programs and accelerating their execution. However, optimizing programs automatically using compilers is not trivial. Recent work has attempted to use reinforcement learning (RL) to solve this problem. It…

Programming Languages · Computer Science 2025-06-03 Djamel Rassem Lamouri , Iheb Nassim Aouadj , Smail Kourta , Riyadh Baghdadi

We revisit parallel-innermost term rewriting as a model of parallel computation on inductive data structures and provide a corresponding notion of runtime complexity parametric in the size of the start term. We propose automatic techniques…

Logic in Computer Science · Computer Science 2026-04-08 Thaïs Baudon , Carsten Fuhs , Laure Gonnord

The impressive practical performance of neural networks is often attributed to their ability to learn low-dimensional data representations and hierarchical structure directly from data. In this work, we argue that these two phenomena are…

Machine Learning · Statistics 2025-10-06 Libin Zhu , Damek Davis , Dmitriy Drusvyatskiy , Maryam Fazel

It has been demonstrated that specialised architectures, such as FPGAs and AMD's AI Engines (AIEs), have the potential to deliver energy and performance advantages for scientific computing. Given the integration of AIEs into AMD's CPUs,…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-06 Nick Brown , Gabriel Rodriguez-Canal

In the race to bring Artificial Intelligence (AI) to the edge, collaborative intelligence has emerged as a promising way to lighten the computation load on edge devices that run applications based on Deep Neural Networks (DNNs). Typically,…

Image and Video Processing · Electrical Eng. & Systems 2021-05-24 Lior Bragilevsky , Ivan V. Bajić

The embedding layers transforming input words into real vectors are the key components of deep neural networks used in natural language processing. However, when the vocabulary is large, the corresponding weight matrices can be enormous,…

Computation and Language · Computer Science 2020-02-20 Oleksii Hrinchuk , Valentin Khrulkov , Leyla Mirvakhabova , Elena Orlova , Ivan Oseledets

In this paper we first identify a basic limitation in gradient descent-based optimization methods when used in conjunctions with smooth kernels. An analysis based on the spectral properties of the kernel demonstrates that only a vanishingly…

Machine Learning · Statistics 2017-06-20 Siyuan Ma , Mikhail Belkin

Cet article se veut un survol des r\'eseaux de tenseurs et s'adresse aux d\'ebutants en la mati\`ere. Nous y mettons l'accent sur les outils n\'ecessaires \`a l'impl\'ementation concr\`ete d'algorithmes. Quatre op\'erations de base…

Quantum Physics · Physics 2021-04-27 Thomas E. Baker , Samuel Desrosiers , Maxime Tremblay , Martin P. Thompson

Tensor network (TN) is a powerful framework in machine learning, but selecting a good TN model, known as TN structure search (TN-SS), is a challenging and computationally intensive task. The recent approach TNLS~\cite{li2022permutation}…

Machine Learning · Computer Science 2023-05-30 Chao Li , Junhua Zeng , Chunmei Li , Cesar Caiafa , Qibin Zhao

Recurrent neural networks (RNN) are used in many real-world text and speech applications. They include complex modules such as recurrence, exponential-based activation, gate interaction, unfoldable normalization, bi-directional dependence,…

Machine Learning · Computer Science 2022-02-16 Eyyüb Sari , Vanessa Courville , Vahid Partovi Nia

Small Language Models (SLMs, or on-device LMs) have significantly fewer parameters than Large Language Models (LLMs). They are typically deployed on low-end devices, like mobile phones and single-board computers. Unlike LLMs, which rely on…

Computation and Language · Computer Science 2025-06-17 Mingxue Xu , Yao Lei Xu , Danilo P. Mandic

Embedding-based code retrieval often suffers when encoders overfit to surface syntax. Prior work mitigates this by using LLMs to rephrase queries and corpora into a normalized style, but leaves two questions open: how much representational…

Software Engineering · Computer Science 2026-05-12 Andrea Gurioli , Federico Pennino , Maurizio Gabbrielli

In pursuit of faster computation, Efficient Transformers demonstrate an impressive variety of approaches -- models attaining sub-quadratic attention complexity can utilize a notion of sparsity or a low-rank approximation of inputs to reduce…

Machine Learning · Computer Science 2022-11-09 Uladzislau Yorsh , Alexander Kovalenko

One of the primary areas of interest in High Performance Computing is the improvement of performance of parallel workloads. Nowadays, compilable source code-based optimization tasks that employ deep learning often exploit LLVM Intermediate…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-07-03 Akash Dutta , Ali Jannesari
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