Related papers: KAN based Autoencoders for Factor Models
We explore the integration of Kolmogorov Networks (KANs) into molecular dynamics (MD) simulations to improve interatomic potentials. We propose that widely used potentials, such as the Lennard-Jones (LJ) potential, the embedded atom model…
Variational autoencoders employ an amortized inference model to approximate the posterior of latent variables. However, such amortized variational inference faces two challenges: (1) the limited posterior expressiveness of fully-factorized…
DreamerV3 is a state-of-the-art online model-based reinforcement learning (MBRL) algorithm known for remarkable sample efficiency. Concurrently, Kolmogorov-Arnold Networks (KANs) have emerged as a promising alternative to Multi-Layer…
Partial differential equations (PDEs) form a central component of scientific computing. Among recent advances in deep learning, evolutionary neural networks have been developed to successively capture the temporal dynamics of time-dependent…
Time series forecasting has long been a focus of research across diverse fields, including economics, energy, healthcare, and traffic management. Recent works have introduced innovative architectures for time series models, such as the…
Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…
Weight-space models learn directly from the parameters of neural networks, enabling tasks such as predicting their accuracy on new datasets. Naive methods -- like applying MLPs to flattened parameters -- perform poorly, making the design of…
High-dimensional, heterogeneous data with complex feature interactions pose significant challenges for traditional predictive modeling approaches. While Projection to Latent Structures (PLS) remains a popular technique, it struggles to…
Kolmogorov-Arnold networks (KANs) offer a potent combination of accuracy and interpretability, thanks to their compositions of learnable univariate activation functions. However, the activations of well-fitting KANs tend to exhibit…
Feature selection is a key step in many tabular prediction problems, where multiple candidate variables may be redundant, noisy, or weakly informative. We investigate feature selection based on Kolmogorov-Arnold Networks (KANs), which…
The Kolmogorov-Arnold representation theorem offers a theoretical alternative to Multi-Layer Perceptrons (MLPs) by placing learnable univariate functions on edges rather than nodes. While recent implementations such as Kolmogorov-Arnold…
Existing low-light image enhancement methods are difficult to fit the complex nonlinear relationship between normal and low-light images due to uneven illumination and noise effects. The recently proposed Kolmogorov-Arnold networks (KANs)…
Kolmogorov-Arnold Networks (KANs) require significantly smaller architectures compared to multilayer perceptron (MLP)-based approaches, while retaining expressive power through spline-based activations. Moving boundary problems are…
This paper introduces KANFormer, a novel deep-learning-based model for predicting the time-to-fill of limit orders by leveraging both market- and agent-level information. KANFormer combines a Dilated Causal Convolutional network with a…
We develop a method for multifidelity Kolmogorov-Arnold networks (KANs), which use a low-fidelity model along with a small amount of high-fidelity data to train a model for the high-fidelity data accurately. Multifidelity KANs (MFKANs)…
Kolmogorov-Arnold Networks (KANs) have been recently proposed as a machine learning framework that is more interpretable and controllable than the multi-layer perceptron. Various network architectures have been proposed within the KAN…
Kolmogorov-Arnold Networks (KANs) have recently emerged as a powerful alternative to traditional multilayer perceptrons. However, their reliance on predefined, bounded grids restricts their ability to approximate functions on unbounded…
A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted. However, financial markets are not linear and their…
Catastrophic forgetting is a longstanding challenge in continual learning, where models lose knowledge from earlier tasks when learning new ones. While various mitigation strategies have been proposed for Multi-Layer Perceptrons (MLPs),…
Wide accessibility of imaging and profile sensors in modern industrial systems created an abundance of high-dimensional sensing variables. This led to a a growing interest in the research of high-dimensional process monitoring. However,…