Related papers: The Exponentially Weighted Signature
We study the problem of identifying change points in high-dimensional generalized linear models, and propose an approach based on sample-weighted empirical risk minimization. Our method, Weighted ERM, encodes priors on the change points via…
Building on the functional-analytic framework of operator-valued kernels and un-truncated signature kernels, we propose a scalable, provably convergent signature-based algorithm for a broad class of high-dimensional, path-dependent hedging…
Training and inference with large machine learning models that far exceed the memory capacity of individual devices necessitates the design of distributed architectures, forcing one to contend with communication constraints. We present a…
We propose a simple, but efficient and accurate machine learning (ML) model for developing high-dimensional potential energy surface. This so-called embedded atom neural network (EANN) approach is inspired by the well-known empirical…
Group equivariance has emerged as a valuable inductive bias in deep learning, enhancing generalization, data efficiency, and robustness. Classically, group equivariant methods require the groups of interest to be known beforehand, which may…
Conventionally used exponential random graphs cannot directly model weighted networks as the underlying probability space consists of simple graphs only. Since many substantively important networks are weighted, this limitation is…
Although extreme learning machine (ELM) has been successfully applied to a number of pattern recognition problems, it fails to pro-vide sufficient good results in hyperspectral image (HSI) classification due to two main drawbacks. The first…
We study the selective learning problem introduced by Qiao and Valiant (2019), in which the learner observes $n$ labeled data points one at a time. At a time of its choosing, the learner selects a window length $w$ and a model $\hat\ell$…
In this paper, we study the statistical behaviour of the Exponentially Weighted Aggregate (EWA) in the problem of high-dimensional regression with fixed design. Under the assumption that the underlying regression vector is sparse, it is…
Collective decision-making requires aggregating multiple noisy information channels about an unknown state of the world. Classical epistemic justifications of majority rule rely on homogeneity assumptions often violated when individual…
Weight regularization methods in continual learning (CL) alleviate catastrophic forgetting by assessing and penalizing changes to important model weights. Elastic Weight Consolidation (EWC) is a foundational and widely used approach within…
Few-Shot Sequence Labeling (FSSL) is a canonical paradigm for the tagging models, e.g., named entity recognition and slot filling, to generalize on an emerging, resource-scarce domain. Recently, the metric-based meta-learning framework has…
Path signatures are powerful nonparametric tools for time series analysis, shown to form a universal and characteristic feature map for Euclidean valued time series data. We lift the theory of path signatures to the setting of Lie group…
Collective variable (CV) or order parameter based enhanced sampling algorithms have achieved great success due to their ability to efficiently explore the rough potential energy landscapes of complex systems. However, the degeneracy of…
While General Fractional Calculus has successfully expanded the scope of memory operators beyond power-laws, standard formulations remain predominantly restricted to the half-line via Riemann-Liouville or Caputo definitions. This constraint…
Message-passing neural networks (MPNNs) are the leading architecture for deep learning on graph-structured data, in large part due to their simplicity and scalability. Unfortunately, it was shown that these architectures are limited in…
Deep generative models provide flexible frameworks for modeling complex, structured data such as images, videos, 3D objects, and texts. However, when applied to sequences of human skeletons, standard variational autoencoders (VAEs) often…
The exponential family of random graphs represents an important and challenging class of network models. Despite their flexibility, conventionally used exponential random graphs have one shortcoming. They cannot directly model weighted…
Weakly Supervised Semantic Segmentation (WSSS) is challenging, particularly when image-level labels are used to supervise pixel level prediction. To bridge their gap, a Class Activation Map (CAM) is usually generated to provide pixel level…
We investigate the use of path signatures in a machine learning context for hedging exotic derivatives under non-Markovian stochastic volatility models. In a deep learning setting, we use signatures as features in feedforward neural…