English
Related papers

Related papers: A Topological Approach to Parameterizing Deep Hedg…

200 papers

Neural networks are known to give better performance with increased depth due to their ability to learn more abstract features. Although the deepening of networks has been well established, there is still room for efficient feature…

Computer Vision and Pattern Recognition · Computer Science 2023-03-01 Dumindu Tissera , Rukshan Wijessinghe , Kasun Vithanage , Alex Xavier , Subha Fernando , Ranga Rodrigo

Recurrent Neural Networks (RNNs) produce state-of-art performance on many machine learning tasks but their demand on resources in terms of memory and computational power are often high. Therefore, there is a great interest in optimizing the…

Neural and Evolutionary Computing · Computer Science 2017-02-28 Joachim Ott , Zhouhan Lin , Ying Zhang , Shih-Chii Liu , Yoshua Bengio

Understanding deep neural networks is a major research objective with notable experimental and theoretical attention in recent years. The practical success of excessively large networks underscores the need for better theoretical analyses…

Machine Learning · Statistics 2022-03-10 Chiyuan Zhang , Samy Bengio , Yoram Singer

This paper proposes an architecture for deep neural networks with hidden layer branches that learn targets of lower hierarchy than final layer targets. The branches provide a channel for enforcing useful information in hidden layer which…

Neural and Evolutionary Computing · Computer Science 2016-09-27 Abhinav Tushar

Most real-world networks are embedded in latent geometries. If a node in a network is found in the vicinity of another node in the latent geometry, the two nodes have a disproportionately high probability of being connected by a link. The…

Physics and Society · Physics 2024-06-19 Bukyoung Jhun

Long training times of deep neural networks are a bottleneck in machine learning research. The major impediment to fast training is the quadratic growth of both memory and compute requirements of dense and convolutional layers with respect…

Machine Learning · Computer Science 2020-02-20 Mihailo Isakov , Michel A. Kinsy

Machine learning techniques applied to software engineering tasks can be improved by hyperparameter optimization, i.e., automatic tools that find good settings for a learner's control parameters. We show that such hyperparameter…

Software Engineering · Computer Science 2019-12-03 Amritanshu Agrawal , Wei Fu , Di Chen , Xipeng Shen , Tim Menzies

To facilitate widespread adoption of automated engineering design techniques, existing methods must become more efficient and generalizable. In the field of topology optimization, this requires the coupling of modern optimization methods…

Computational Engineering, Finance, and Science · Computer Science 2024-02-23 Connor N. Mallon , Aaron W. Thornton , Matthew R. Hill , Santiago Badia

Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…

Physics and Society · Physics 2018-11-27 Jingfang Fan , Keren Cohen , Louis M. Shekhtman , Sibo Liu , Jun Meng , Yoram Louzoun , Shlomo Havlin

Recurrent neural networks are nowadays successfully used in an abundance of applications, going from text, speech and image processing to recommender systems. Backpropagation through time is the algorithm that is commonly used to train…

Machine Learning · Computer Science 2018-01-10 Cedric De Boom , Thomas Demeester , Bart Dhoedt

Although deep learning approaches have had tremendous success in image, video and audio processing, computer vision, and speech recognition, their applications to three-dimensional (3D) biomolecular structural data sets have been hindered…

Quantitative Methods · Quantitative Biology 2017-11-01 Zixuan Cang , Guo-Wei Wei

In most real scenarios the construction of a risk-neutral portfolio must be performed in discrete time and with transaction costs. Two human imposed constraints are the risk-aversion and the profit maximization, which together define a…

Risk Management · Quantitative Finance 2021-12-21 G. Mazzei , F. G. Bellora , J. A. Serur

This paper proposes a Deep Reinforcement Learning algorithm for financial portfolio trading based on Deep Q-learning. The algorithm is capable of trading high-dimensional portfolios from cross-sectional datasets of any size which may…

Portfolio Management · Quantitative Finance 2021-12-10 Uta Pigorsch , Sebastian Schäfer

The topological analysis of four-dimensional (4D) image-type data is challenged by the immense size that these datasets can reach. This can render the direct application of methods, like persistent homology and convolutional neural networks…

Computer Vision and Pattern Recognition · Computer Science 2025-06-10 Khalil Mathieu Hannouch , Stephan Chalup

Heterogeneous networks are widely used to model real-world semi-structured data. The key challenge of learning over such networks is the modeling of node similarity under both network structures and contents. To deal with network…

Social and Information Networks · Computer Science 2019-10-04 Carl Yang , Mengxiong Liu , Frank He , Xikun Zhang , Jian Peng , Jiawei Han

We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems -- such as those presented in designing and pricing securities, constructing portfolios, and risk…

Machine Learning · Computer Science 2018-01-16 J. B. Heaton , N. G. Polson , J. H. Witte

Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…

Methodology · Statistics 2019-06-25 Jean Feng , Noah Simon

We introduce a flexible setup allowing for a neural network to learn both its size and topology during the course of a standard gradient-based training. The resulting network has the structure of a graph tailored to the particular learning…

Machine Learning · Computer Science 2020-07-16 Romuald A. Janik , Aleksandra Nowak

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

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