定量金融中经典问题的许多现代计算方法被提出为经验损失最小化（ERM），从而可以直接应用统计机器学习的经典结果。这些方法旨在直接构建对冲或投资决策的最佳反馈表示，在此框架中分析了它们的有效性以及它们对概括错误的敏感性。使用古典技术表明，过度训练的渲染仪训练有素的投资决策成为预期，并证明了大型假设空间的过度学习。另一方面，基于Rademacher复杂性的非反应估计显示了足够大的训练集的收敛性。这些结果强调了合成数据生成的重要性以及复杂模型对市场数据的适当校准。一个数值研究的风格化示例说明了这些可能性，包括问题维度在过度学习程度上的重要性以及该方法的有效性。

This work proposes a view of probability as a relative measure rather than an absolute one. To demonstrate this concept, we focus on finite outcome spaces and develop three fundamental axioms that establish requirements for relative probability functions. We then provide a library of examples of these functions and a system for composing them. Additionally, we discuss a relative version of Bayesian inference and its digital implementation. Finally, we prove the topological closure of the relative probability space, highlighting its ability to preserve information under limits.

Models of sensory processing and learning in the cortex need to efficiently assign credit to synapses in all areas. In deep learning, a known solution is error backpropagation, which however requires biologically implausible weight transport from feed-forward to feedback paths. We introduce Phaseless Alignment Learning (PAL), a bio-plausible method to learn efficient feedback weights in layered cortical hierarchies. This is achieved by exploiting the noise naturally found in biophysical systems as an additional carrier of information. In our dynamical system, all weights are learned simultaneously with always-on plasticity and using only information locally available to the synapses. Our method is completely phase-free (no forward and backward passes or phased learning) and allows for efficient error propagation across multi-layer cortical hierarchies, while maintaining biologically plausible signal transport and learning. Our method is applicable to a wide class of models and improves on previously known biologically plausible ways of credit assignment: compared to random synaptic feedback, it can solve complex tasks with less neurons and learn more useful latent representations. We demonstrate this on various classification tasks using a cortical microcircuit model with prospective coding.

In time series forecasting, decomposition-based algorithms break aggregate data into meaningful components and are therefore appreciated for their particular advantages in interpretability. Recent algorithms often combine machine learning (hereafter ML) methodology with decomposition to improve prediction accuracy. However, incorporating ML is generally considered to sacrifice interpretability inevitably. In addition, existing hybrid algorithms usually rely on theoretical models with statistical assumptions and focus only on the accuracy of aggregate predictions, and thus suffer from accuracy problems, especially in component estimates. In response to the above issues, this research explores the possibility of improving accuracy without losing interpretability in time series forecasting. We first quantitatively define interpretability for data-driven forecasts and systematically review the existing forecasting algorithms from the perspective of interpretability. Accordingly, we propose the W-R algorithm, a hybrid algorithm that combines decomposition and ML from a novel perspective. Specifically, the W-R algorithm replaces the standard additive combination function with a weighted variant and uses ML to modify the estimates of all components simultaneously. We mathematically analyze the theoretical basis of the algorithm and validate its performance through extensive numerical experiments. In general, the W-R algorithm outperforms all decomposition-based and ML benchmarks. Based on P50_QL, the algorithm relatively improves by 8.76% in accuracy on the practical sales forecasts of JD.com and 77.99% on a public dataset of electricity loads. This research offers an innovative perspective to combine the statistical and ML algorithms, and JD.com has implemented the W-R algorithm to make accurate sales predictions and guide its marketing activities.

In many real-world settings agents engage in strategic interactions with multiple opposing agents who can employ a wide variety of strategies. The standard approach for designing agents for such settings is to compute or approximate a relevant game-theoretic solution concept such as Nash equilibrium and then follow the prescribed strategy. However, such a strategy ignores any observations of opponents' play, which may indicate shortcomings that can be exploited. We present an approach for opponent modeling in multiplayer imperfect-information games where we collect observations of opponents' play through repeated interactions. We run experiments against a wide variety of real opponents and exact Nash equilibrium strategies in three-player Kuhn poker and show that our algorithm significantly outperforms all of the agents, including the exact Nash equilibrium strategies.

Neural fields have revolutionized the area of 3D reconstruction and novel view synthesis of rigid scenes. A key challenge in making such methods applicable to articulated objects, such as the human body, is to model the deformation of 3D locations between the rest pose (a canonical space) and the deformed space. We propose a new articulation module for neural fields, Fast-SNARF, which finds accurate correspondences between canonical space and posed space via iterative root finding. Fast-SNARF is a drop-in replacement in functionality to our previous work, SNARF, while significantly improving its computational efficiency. We contribute several algorithmic and implementation improvements over SNARF, yielding a speed-up of $150\times$. These improvements include voxel-based correspondence search, pre-computing the linear blend skinning function, and an efficient software implementation with CUDA kernels. Fast-SNARF enables efficient and simultaneous optimization of shape and skinning weights given deformed observations without correspondences (e.g. 3D meshes). Because learning of deformation maps is a crucial component in many 3D human avatar methods and since Fast-SNARF provides a computationally efficient solution, we believe that this work represents a significant step towards the practical creation of 3D virtual humans.

Sky-image-based solar forecasting using deep learning has been recognized as a promising approach in reducing the uncertainty in solar power generation. However, one of the biggest challenges is the lack of massive and diversified sky image samples. In this study, we present a comprehensive survey of open-source ground-based sky image datasets for very short-term solar forecasting (i.e., forecasting horizon less than 30 minutes), as well as related research areas which can potentially help improve solar forecasting methods, including cloud segmentation, cloud classification and cloud motion prediction. We first identify 72 open-source sky image datasets that satisfy the needs of machine/deep learning. Then a database of information about various aspects of the identified datasets is constructed. To evaluate each surveyed datasets, we further develop a multi-criteria ranking system based on 8 dimensions of the datasets which could have important impacts on usage of the data. Finally, we provide insights on the usage of these datasets for different applications. We hope this paper can provide an overview for researchers who are looking for datasets for very short-term solar forecasting and related areas.

Large language models (LLMs) have been shown to be able to perform new tasks based on a few demonstrations or natural language instructions. While these capabilities have led to widespread adoption, most LLMs are developed by resource-rich organizations and are frequently kept from the public. As a step towards democratizing this powerful technology, we present BLOOM, a 176B-parameter open-access language model designed and built thanks to a collaboration of hundreds of researchers. BLOOM is a decoder-only Transformer language model that was trained on the ROOTS corpus, a dataset comprising hundreds of sources in 46 natural and 13 programming languages (59 in total). We find that BLOOM achieves competitive performance on a wide variety of benchmarks, with stronger results after undergoing multitask prompted finetuning. To facilitate future research and applications using LLMs, we publicly release our models and code under the Responsible AI License.

We introduce pyGSL, a Python library that provides efficient implementations of state-of-the-art graph structure learning models along with diverse datasets to evaluate them on. The implementations are written in GPU-friendly ways, allowing one to scale to much larger network tasks. A common interface is introduced for algorithm unrolling methods, unifying implementations of recent state-of-the-art techniques and allowing new methods to be quickly developed by avoiding the need to rebuild the underlying unrolling infrastructure. Implementations of differentiable graph structure learning models are written in PyTorch, allowing us to leverage the rich software ecosystem that exists e.g., around logging, hyperparameter search, and GPU-communication. This also makes it easy to incorporate these models as components in larger gradient based learning systems where differentiable estimates of graph structure may be useful, e.g. in latent graph learning. Diverse datasets and performance metrics allow consistent comparisons across models in this fast growing field. The full code repository can be found on https://github.com/maxwass/pyGSL.

为偏置场校正和磁共振归一化问题提出了空间正则化的高斯混合模型LAPGM。提出的空间正常化程序为从业者提供了平衡偏置磁场去除和保存图像对比度之间的微调控制，以提供多序列的磁共振图像。LAPGM的拟合高斯参数用作控制值，可用于在不同的患者扫描中标准化图像强度。将LAPGM与单个和多序列设置中的众所周知的词汇算法N4ITK进行了比较。作为一种归一化程序，将LAPGM与已知技术（例如：最大归一化，Z得分归一化和水掩模的利益区域归一化）进行比较。最后，由作者提供了cuda加速python软件包$ \ texttt {lapgm} $。