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Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

In Astrophysics, the identification of candidate Globular Clusters through deep, wide-field, single band HST images, is a typical data analytics problem, where methods based on Machine Learning have revealed a high efficiency and…

Instrumentation and Methods for Astrophysics · Physics 2017-10-12 Giuseppe Angora , Massimo Brescia , Giuseppe Riccio , Stefano Cavuoti , Maurizio Paolillo , Thomas H. Puzia

Deep neural networks have become a staple in solving intricate problems, proving their mettle in a wide array of applications. However, their training process is often hampered by shifting activation distributions during backpropagation,…

Machine Learning · Computer Science 2024-09-10 Bilal Faye , Hanane Azzag , Mustapha Lebbah , Fangchen Fang

Increasing the batch size is a popular way to speed up neural network training, but beyond some critical batch size, larger batch sizes yield diminishing returns. In this work, we study how the critical batch size changes based on…

For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…

Computation · Statistics 2023-04-07 Wei Zheng , Ting Tian , Xueqin Wang

As a language model that integrates traditional symbolic operations and flexible neural representations, recurrent neural network grammars (RNNGs) have attracted great attention from both scientific and engineering perspectives. However,…

Computation and Language · Computer Science 2021-06-01 Hiroshi Noji , Yohei Oseki

Motivated by applications in social and biological network analysis, we introduce a new form of agnostic clustering termed~\emph{motif correlation clustering}, which aims to minimize the cost of clustering errors associated with both edges…

Data Structures and Algorithms · Computer Science 2018-11-07 Pan Li , Gregory J. Puleo , Olgica Milenkovic

We introduce a novel criterion in clustering that seeks clusters with limited range of values associated with each cluster's elements. In clustering or classification the objective is to partition a set of objects into subsets, called…

Data Structures and Algorithms · Computer Science 2018-05-15 Dorit S. Hochbaum

We present a general approach to batching arbitrary computations for accelerators such as GPUs. We show orders-of-magnitude speedups using our method on the No U-Turn Sampler (NUTS), a workhorse algorithm in Bayesian statistics. The central…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-13 Alexey Radul , Brian Patton , Dougal Maclaurin , Matthew D. Hoffman , Rif A. Saurous

Motivated by a geometric problem, we introduce a new non-convex graph partitioning objective where the optimality criterion is given by the sum of the Dirichlet eigenvalues of the partition components. A relaxed formulation is identified…

Optimization and Control · Mathematics 2016-03-29 Braxton Osting , Chris D. White , Edouard Oudet

The vast quantity of strong galaxy-galaxy gravitational lenses expected by future large-scale surveys necessitates the development of automated methods to efficiently model their mass profiles. For this purpose, we train an approximate…

Instrumentation and Methods for Astrophysics · Physics 2021-06-30 James Pearson , Jacob Maresca , Nan Li , Simon Dye

Spectral clustering refers to a family of unsupervised learning algorithms that compute a spectral embedding of the original data based on the eigenvectors of a similarity graph. This non-linear transformation of the data is both the key of…

Machine Learning · Computer Science 2019-01-30 Nicolas Tremblay , Andreas Loukas

For better clustering performance, appropriate representations are critical. Although many neural network-based metric learning methods have been proposed, they do not directly train neural networks to improve clustering performance. We…

Machine Learning · Statistics 2021-03-02 Tomoharu Iwata

Intriguing empirical evidence exists that deep learning can work well with exoticschedules for varying the learning rate. This paper suggests that the phenomenon may be due to Batch Normalization or BN, which is ubiquitous and provides…

Machine Learning · Computer Science 2019-11-22 Zhiyuan Li , Sanjeev Arora

We introduce a neural network-driven robust optimisation framework that integrates data-driven domain as a constraint into the nonlinear programming technique, addressing the overlooked issue of domain-inconsistent solutions arising from…

Machine Learning · Computer Science 2025-10-17 Waqar Muhammad Ashraf , Talha Ansar , Abdulelah S. Alshehri , Peipei Chen , Ramit Debnath , Vivek Dua

In this paper, we investigate the convergence performance of a cooperative diffusion Gauss-Newton (GN) method, which is widely used to solve the nonlinear least squares problems (NLLS) due to the low computation cost compared with Newton's…

Optimization and Control · Mathematics 2019-03-06 Mou Wu , Naixue Xiong , Liansheng Tan

Though very popular, it is well known that the EM for GMM algorithm suffers from non-Gaussian distribution shapes, outliers and high-dimensionality. In this paper, we design a new robust clustering algorithm that can efficiently deal with…

Machine Learning · Statistics 2020-10-06 Violeta Roizman , Matthieu Jonckheere , Frédéric Pascal

Minimizing loss functions is central to machine-learning training. Although first-order methods dominate practical applications, higher-order techniques such as Newton's method can deliver greater accuracy and faster convergence, yet are…

Machine Learning · Computer Science 2025-11-25 Giuseppe Carrino , Elena Loli Piccolomini , Elisa Riccietti , Theo Mary

Modern data often arises with multiple modalities. For example, covariates and a network are observed on the same subjects, and both contain useful information. Effectively integrating these modalities is important and challenging,…

Methodology · Statistics 2025-11-25 Tao Shen , Wanjie Wang

This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…

Methodology · Statistics 2025-06-05 Pierdomenico Duttilo , Stefano Antonio Gattone , Alfred Kume