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The estimation of the Risk Neutral Density (RND) implicit in option prices is challenging, especially in illiquid markets. We introduce the Deep Log-Sum-Exp Neural Network, an architecture that leverages Deep and Transfer learning to…

Mathematical Finance · Quantitative Finance 2026-02-11 Andrea Conti , Giacomo Morelli

In this paper we study the learnability of deep random networks from both theoretical and practical points of view. On the theoretical front, we show that the learnability of random deep networks with sign activation drops exponentially…

Machine Learning · Computer Science 2019-04-09 Abhimanyu Das , Sreenivas Gollapudi , Ravi Kumar , Rina Panigrahy

In time-varying fading channels, channel coefficients are estimated using pilot symbols that are transmitted every coherence interval. For channels with high Doppler spread, the rapid channel variations over time will require considerable…

Information Theory · Computer Science 2022-03-24 Sandesh Rao Mattu , Lakshmi Narasimhan T , A. Chockalingam

We consider the problem of training input-output recurrent neural networks (RNN) for sequence labeling tasks. We propose a novel spectral approach for learning the network parameters. It is based on decomposition of the cross-moment tensor…

Machine Learning · Computer Science 2016-11-01 Hanie Sedghi , Anima Anandkumar

In this paper, we introduced the novel concept of advisor network to address the problem of noisy labels in image classification. Deep neural networks (DNN) are prone to performance reduction and overfitting problems on training data with…

Computer Vision and Pattern Recognition · Computer Science 2024-08-19 Simone Ricci , Tiberio Uricchio , Alberto Del Bimbo

Recent work on mode connectivity in the loss landscape of deep neural networks has demonstrated that the locus of (sub-)optimal weight vectors lies on continuous paths. In this work, we train a neural network that serves as a hypernetwork,…

Machine Learning · Statistics 2019-05-09 Lior Deutsch , Erik Nijkamp , Yu Yang

Our community has greatly improved the efficiency of deep learning applications, including by exploiting sparsity in inputs. Most of that work, though, is for inference, where weight sparsity is known statically, and/or for specialized…

Machine Learning · Computer Science 2020-12-04 Zhangxiaowen Gong , Houxiang Ji , Christopher Fletcher , Christopher Hughes , Josep Torrellas

Recurrent neural networks (RNNs), especially long short-term memory (LSTM) RNNs, are effective network for sequential task like speech recognition. Deeper LSTM models perform well on large vocabulary continuous speech recognition, because…

Computation and Language · Computer Science 2017-03-22 Xu Tian , Jun Zhang , Zejun Ma , Yi He , Juan Wei , Peihao Wu , Wenchang Situ , Shuai Li , Yang Zhang

Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but…

Neural and Evolutionary Computing · Computer Science 2019-09-09 Stefano Massaroli , Michael Poli , Federico Califano , Angela Faragasso , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

Thomson scattering (TS) diagnostics provide reliable, minimally perturbative measurements of fundamental plasma parameters, such as electron density ($n_e$) and electron temperature ($T_e$). Deep neural networks can provide accurate…

Deep Neural Networks are, from a physical perspective, graphs whose `links` and `vertices` iteratively process data and solve tasks sub-optimally. We use Complex Network Theory (CNT) to represents Deep Neural Networks (DNNs) as directed…

Machine Learning · Computer Science 2022-09-14 Emanuele La Malfa , Gabriele La Malfa , Claudio Caprioli , Giuseppe Nicosia , Vito Latora

We give the first provably efficient algorithms for learning neural networks with distribution shift. We work in the Testable Learning with Distribution Shift framework (TDS learning) of Klivans et al. (2024), where the learner receives…

Data Structures and Algorithms · Computer Science 2025-02-25 Gautam Chandrasekaran , Adam R. Klivans , Lin Lin Lee , Konstantinos Stavropoulos

Deep unfolding methods---for example, the learned iterative shrinkage thresholding algorithm (LISTA)---design deep neural networks as learned variations of optimization methods. These networks have been shown to achieve faster convergence…

Machine Learning · Computer Science 2020-03-19 Huynh Van Luong , Boris Joukovsky , Nikos Deligiannis

How to develop slim and accurate deep neural networks has become crucial for real- world applications, especially for those employed in embedded systems. Though previous work along this research line has shown some promising results, most…

Neural and Evolutionary Computing · Computer Science 2019-10-02 Xin Dong , Shangyu Chen , Sinno Jialin Pan

Training deep neural networks results in strong learned representations that show good generalization capabilities. In most cases, training involves iterative modification of all weights inside the network via back-propagation. In Extreme…

Machine Learning · Computer Science 2018-02-06 Amir Rosenfeld , John K. Tsotsos

There is currently a debate within the neuroscience community over the likelihood of the brain performing backpropagation (BP). To better mimic the brain, training a network $\textit{one layer at a time}$ with only a "single forward pass"…

Machine Learning · Statistics 2022-02-10 Chieh Wu , Aria Masoomi , Arthur Gretton , Jennifer Dy

Deep reinforcement learning (deep RL) has been successful in learning sophisticated behaviors automatically; however, the learning process requires a huge number of trials. In contrast, animals can learn new tasks in just a few trials,…

Artificial Intelligence · Computer Science 2016-11-11 Yan Duan , John Schulman , Xi Chen , Peter L. Bartlett , Ilya Sutskever , Pieter Abbeel

In recent years, deep neural networks have been applied to obtain high performance of prediction, classification, and pattern recognition. However, the weights in these deep neural networks are difficult to be explained. Although a linear…

Machine Learning · Computer Science 2020-05-08 Chi-Hua Chen

Recent years have witnessed the great advance of deep learning in a variety of vision tasks. Many state-of-the-art deep neural networks suffer from large size and high complexity, which makes it difficult to deploy in resource-limited…

Computer Vision and Pattern Recognition · Computer Science 2019-05-29 Zhengguang Zhou , Wengang Zhou , Xutao Lv , Xuan Huang , Xiaoyu Wang , Houqiang Li

Deep learning (DL) has achieved great success in many applications, but it has been less well analyzed from the theoretical perspective. The unexplainable success of black-box DL models has raised questions among scientists and promoted the…

Robotics · Computer Science 2023-08-25 Huu-Thiet Nguyen , Chien Chern Cheah , Kar-Ann Toh