English
Related papers

Related papers: Local EGOP for Continuous Index Learning

200 papers

We extend the Q-learner in Black-Scholes (QLBS) framework by incorporating risk aversion and trading costs, and propose a novel Replication Learning of Option Pricing (RLOP) approach. Both methods are fully compatible with standard…

Pricing of Securities · Quantitative Finance 2026-01-06 Ziheng Chen , Minxuan Hu , Jiayu Yi , Wenxi Sun

In lifelong learning, tasks (or classes) to be learned arrive sequentially over time in arbitrary order. During training, knowledge from previous tasks can be captured and transferred to subsequent ones to improve sample efficiency. We…

Machine Learning · Computer Science 2022-03-02 Xinyuan Cao , Weiyang Liu , Santosh S. Vempala

Multi-index models - functions which only depend on the covariates through a non-linear transformation of their projection on a subspace - are a useful benchmark for investigating feature learning with neural nets. This paper examines the…

Machine Learning · Computer Science 2025-11-13 Emanuele Troiani , Yatin Dandi , Leonardo Defilippis , Lenka Zdeborová , Bruno Loureiro , Florent Krzakala

Neuromorphic perception with event-based sensors, asynchronous hardware and spiking neurons is showing promising results for real-time and energy-efficient inference in embedded systems. The next promise of brain-inspired computing is to…

Neural and Evolutionary Computing · Computer Science 2024-08-07 Fernando M. Quintana , Fernando Perez-Peña , Pedro L. Galindo , Emre O. Neftci , Elisabetta Chicca , Lyes Khacef

We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…

Machine Learning · Statistics 2015-07-03 Cuong Tran , Vladimir Pavlovic , Robert Kopp

Convolutional Neural Networks (CNN) possess many positive qualities when it comes to spatial raster data. Translation invariance enables CNNs to detect features regardless of their position in the scene. However, in some domains, like…

Machine Learning · Computer Science 2020-07-13 Arnas Uselis , Mantas Lukoševičius , Lukas Stasytis

Index plays an essential role in modern database engines to accelerate the query processing. The new paradigm of "learned index" has significantly changed the way of designing index structures in DBMS. The key insight is that indexes could…

Databases · Computer Science 2021-04-14 Jiacheng Wu , Yong Zhang , Shimin Chen , Jin Wang , Yu Chen , Chunxiao Xing

Understanding the mechanism of how convolutional neural networks learn features from image data is a fundamental problem in machine learning and computer vision. In this work, we identify such a mechanism. We posit the Convolutional Neural…

Machine Learning · Statistics 2023-09-04 Daniel Beaglehole , Adityanarayanan Radhakrishnan , Parthe Pandit , Mikhail Belkin

Learning multiple tasks sequentially without forgetting previous knowledge, called Continual Learning(CL), remains a long-standing challenge for neural networks. Most existing methods rely on additional network capacity or data replay. In…

Machine Learning · Computer Science 2022-02-01 Hao Liu , Huaping Liu

While deep learning has led to remarkable advances across diverse applications, it struggles in domains where the data distribution changes over the course of learning. In stark contrast, biological neural networks continually adapt to…

Machine Learning · Computer Science 2017-06-14 Friedemann Zenke , Ben Poole , Surya Ganguli

Continual learning aims to learn multiple tasks sequentially while preserving prior knowledge, but faces the challenge of catastrophic forgetting when adapting to new tasks. Recently, approaches leveraging pre-trained models have gained…

Computer Vision and Pattern Recognition · Computer Science 2025-11-12 Quan Cheng , Yuanyu Wan , Lingyu Wu , Chenping Hou , Lijun Zhang

Parameter-efficient tunings (PETs) have demonstrated impressive performance and promising perspectives in training large models, while they are still confronted with a common problem: the trade-off between learning new content and…

Machine Learning · Computer Science 2024-07-18 Jingyang Qiao , Zhizhong Zhang , Xin Tan , Yanyun Qu , Wensheng Zhang , Zhi Han , Yuan Xie

Inverse optimization is a powerful paradigm for learning preferences and restrictions that explain the behavior of a decision maker, based on a set of external signal and the corresponding decision pairs. However, most inverse optimization…

Machine Learning · Computer Science 2018-11-05 Chaosheng Dong , Yiran Chen , Bo Zeng

Streaming adaptations of manifold learning based dimensionality reduction methods, such as Isomap, are based on the assumption that a small initial batch of observations is enough for exact learning of the manifold, while remaining…

Machine Learning · Statistics 2020-07-20 Suchismit Mahapatra , Varun Chandola

Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…

Machine Learning · Computer Science 2022-04-06 Jonathan Lee , Ching-An Cheng , Ken Goldberg , Byron Boots

We present an adaptive regularization algorithm that can be effectively applied to the optimization problem in deep learning framework. Our regularization algorithm aims to take into account the fitness of data to the current state of model…

Machine Learning · Computer Science 2019-09-02 Junghee Cho , Junseok Kwon , Byung-Woo Hong

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

We introduce and compare several strategies for learning discriminative features from electroencephalography (EEG) recordings using deep learning techniques. EEG data are generally only available in small quantities, they are…

Neural and Evolutionary Computing · Computer Science 2016-01-08 Sebastian Stober , Avital Sternin , Adrian M. Owen , Jessica A. Grahn

Previous research has shown that constraining the gradient of loss function with respect to model-predicted probabilities can enhance the model robustness against noisy labels. These methods typically specify a fixed optimal threshold for…

Machine Learning · Computer Science 2024-12-24 Xichen Ye , Yifan Wu , Weizhong Zhang , Xiaoqiang Li , Yifan Chen , Cheng Jin

Continual learning of deep neural networks is a key requirement for scaling them up to more complex applicative scenarios and for achieving real lifelong learning of these architectures. Previous approaches to the problem have considered…

Machine Learning · Computer Science 2020-06-25 Jary Pomponi , Simone Scardapane , Vincenzo Lomonaco , Aurelio Uncini