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Randomised signature has been proposed as a flexible and easily implementable alternative to the well-established path signature. In this article, we employ randomised signature to introduce a generative model for financial time series data…

机器学习 · 计算机科学 2024-09-09 Francesca Biagini , Lukas Gonon , Niklas Walter

Most graph kernels are an instance of the class of $\mathcal{R}$-Convolution kernels, which measure the similarity of objects by comparing their substructures. Despite their empirical success, most graph kernels use a naive aggregation of…

机器学习 · 计算机科学 2019-10-31 Matteo Togninalli , Elisabetta Ghisu , Felipe Llinares-López , Bastian Rieck , Karsten Borgwardt

We propose a novel framework for structured prediction via adversarial learning. Existing adversarial learning methods involve two separate networks, i.e., the structured prediction models and the discriminative models, in the training. The…

计算机视觉与模式识别 · 计算机科学 2018-10-04 Pingbo Pan , Yan Yan , Tianbao Yang , Yi Yang

This manuscript introduces a regression-type formulation for approximating the Perron-Frobenius Operator by relying on distributional snapshots of data. These snapshots may represent densities of particles. The Wasserstein metric is…

最优化与控制 · 数学 2020-11-03 Amirhossein Karimi , Tryphon T. Georgiou

We train a generator by maximum likelihood and we also train the same generator architecture by Wasserstein GAN. We then compare the generated samples, exact log-probability densities and approximate Wasserstein distances. We show that an…

机器学习 · 计算机科学 2017-05-16 Ivo Danihelka , Balaji Lakshminarayanan , Benigno Uria , Daan Wierstra , Peter Dayan

In this work we test Wasserstein distance in conjunction with persistent homology, as a tool for discriminating large scale structures of simulated universes with different values of $\sigma_8$ cosmological parameter (present…

宇宙学与河外天体物理 · 物理学 2023-05-11 Maksym Tsizh , Vitalii Tymchyshyn , Franco Vazza

Histogram-based template fits are the main technique used for estimating parameters of high energy physics Monte Carlo generators. Parametrized neural network reweighting can be used to extend this fitting procedure to many dimensions and…

高能物理 - 唯象学 · 物理学 2021-04-08 Anders Andreassen , Shih-Chieh Hsu , Benjamin Nachman , Natchanon Suaysom , Adi Suresh

The study of quantum generative models is well-motivated, not only because of its importance in quantum machine learning and quantum chemistry but also because of the perspective of its implementation on near-term quantum machines. Inspired…

量子物理 · 物理学 2019-11-04 Shouvanik Chakrabarti , Yiming Huang , Tongyang Li , Soheil Feizi , Xiaodi Wu

Although the recent progress is substantial, deep learning methods can be vulnerable to the maliciously generated adversarial examples. In this paper, we present a novel training procedure and a thresholding test strategy, towards robust…

机器学习 · 计算机科学 2018-11-08 Tianyu Pang , Chao Du , Yinpeng Dong , Jun Zhu

Deep networks are increasingly applied to a wide variety of data, including data with high-dimensional predictors. In such analysis, variable selection can be needed along with estimation/model building. Many of the existing deep network…

机器学习 · 统计学 2024-02-27 Tong Wang , Jian Huang , Shuangge Ma

Generating adversarial examples is the art of creating a noise that is added to an input signal of a classifying neural network, and thus changing the network's classification, while keeping the noise as tenuous as possible. While the…

计算机视觉与模式识别 · 计算机科学 2021-12-08 Roee Ben-Shlomo , Yevgeniy Men , Ido Imanuel

Gradient boosting is a sequential ensemble method that fits a new weaker learner to pseudo residuals at each iteration. We propose Wasserstein gradient boosting, a novel extension of gradient boosting that fits a new weak learner to…

统计方法学 · 统计学 2024-08-30 Takuo Matsubara

Particle filters flexibly represent multiple posterior modes nonparametrically, via a collection of weighted samples, but have classically been applied to tracking problems with known dynamics and observation likelihoods. Such generative…

机器学习 · 计算机科学 2024-04-16 Ali Younis , Erik Sudderth

In spite of the enormous success of neural networks, adversarial examples remain a relatively weakly understood feature of deep learning systems. There is a considerable effort in both building more powerful adversarial attacks and…

机器学习 · 计算机科学 2022-08-16 Maciej Żelaszczyk , Jacek Mańdziuk

We introduce a principled way of computing the Wasserstein distance between two distributions in a federated manner. Namely, we show how to estimate the Wasserstein distance between two samples stored and kept on different devices/clients…

机器学习 · 计算机科学 2023-10-04 Alain Rakotomamonjy , Kimia Nadjahi , Liva Ralaivola

Complex autonomous control systems are subjected to sensor failures, cyber-attacks, sensor noise, communication channel failures, etc. that introduce errors in the measurements. The corrupted information, if used for making decisions, can…

机器学习 · 计算机科学 2018-09-19 Abhishek Gupta , Zhaoyuan Yang

The main objective of this study is to propose an optimal transport based semi-supervised approach to learn from scarce labelled image data using deep convolutional networks. The principle lies in implicit graph-based transductive…

机器学习 · 计算机科学 2025-12-08 Antoine Blais , Nicolas Couëllan

Generative adversarial networks (GANs) have been extremely successful in generating samples, from seemingly high dimensional probability measures. However, these methods struggle to capture the temporal dependence of joint probability…

机器学习 · 计算机科学 2025-08-26 Shujian Liao , Hao Ni , Lukasz Szpruch , Magnus Wiese , Marc Sabate-Vidales , Baoren Xiao

Generating highly detailed, complex data is a long-standing and frequently considered problem in the machine learning field. However, developing detail-aware generators remains an challenging and open problem. Generative adversarial…

机器学习 · 计算机科学 2022-09-07 Lukas Prantl , Jan Bender , Tassilo Kugelstadt , Nils Thuerey

Distance measures between graphs are important primitives for a variety of learning tasks. In this work, we describe an unsupervised, optimal transport based approach to define a distance between graphs. Our idea is to derive…

计算工程、金融与科学 · 计算机科学 2024-04-11 Michael Scholkemper , Damin Kühn , Gerion Nabbefeld , Simon Musall , Björn Kampa , Michael T. Schaub