在本文中,我们将Wiener-Ito混乱分解扩展到扩散过程的类别,其漂移和扩散系数具有线性生长。通过省略混乱扩展中的正交性,我们能够证明,对于[1,\ infty)$中的$ p \ in [1,\ infty)$的每个$ p $积分功能都可以表示为基础过程的迭代积分的总和。使用此扩展的截断和(可能是随机的)神经网络的截断总和,在机器学习设置中学习了参数,我们证明,每个财务衍生物都可以在$ l^p $ sense中任意地近似。此外,可以以封闭形式计算近似财务导数的对冲策略。
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我们在离散时间无限的地平线设置下引入了Markov决策问题的一般框架。通过提供动态的编程原则,我们获得了局部到全球范式,即求解本地,即一个时间步骤的强大优化问题会导致全局(即无限时步)的优化器,以及相应的最坏情况。此外,我们将此框架应用于涉及标准普尔500数据的投资组合优化。我们提出了两种不同类型的歧义集。一个由余地量围绕经验度量给出的完全数据驱动的,第二个是由多元正常分布的参数集来描述的,其中参数的相应不确定性集是从数据中估算的。事实证明,在市场波动或看跌的情况下,来自相应的健壮优化问题的最佳投资组合策略胜过没有模型不确定性的情况,表明将模型不确定性考虑到了重要性。
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我们介绍了一种基于神经网络的新颖且高度可触犯的监督学习方法,该方法可用于计算潜在高维,金融导数的无模型价格界限,并确定达到这些边界的最佳对冲策略。特别是,我们的方法允许离线培训单个神经网络,然后在线使用它来快速确定与当前市场数据的整个金融衍生品的无模型价格界限。我们显示了这种方法的适用性,并在涉及真实市场数据的几个示例中强调了其准确性。此外,我们展示了如何培训神经网络,以解决涉及固定边际分布而不是金融市场数据的Martingale最佳运输问题。
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We introduce anchored radial observations (ARO), a novel shape encoding for learning neural field representation of shapes that is category-agnostic and generalizable amid significant shape variations. The main idea behind our work is to reason about shapes through partial observations from a set of viewpoints, called anchors. We develop a general and unified shape representation by employing a fixed set of anchors, via Fibonacci sampling, and designing a coordinate-based deep neural network to predict the occupancy value of a query point in space. Differently from prior neural implicit models, that use global shape feature, our shape encoder operates on contextual, query-specific features. To predict point occupancy, locally observed shape information from the perspective of the anchors surrounding the input query point are encoded and aggregated through an attention module, before implicit decoding is performed. We demonstrate the quality and generality of our network, coined ARO-Net, on surface reconstruction from sparse point clouds, with tests on novel and unseen object categories, "one-shape" training, and comparisons to state-of-the-art neural and classical methods for reconstruction and tessellation.
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Action recognition models have achieved impressive results by incorporating scene-level annotations, such as objects, their relations, 3D structure, and more. However, obtaining annotations of scene structure for videos requires a significant amount of effort to gather and annotate, making these methods expensive to train. In contrast, synthetic datasets generated by graphics engines provide powerful alternatives for generating scene-level annotations across multiple tasks. In this work, we propose an approach to leverage synthetic scene data for improving video understanding. We present a multi-task prompt learning approach for video transformers, where a shared video transformer backbone is enhanced by a small set of specialized parameters for each task. Specifically, we add a set of ``task prompts'', each corresponding to a different task, and let each prompt predict task-related annotations. This design allows the model to capture information shared among synthetic scene tasks as well as information shared between synthetic scene tasks and a real video downstream task throughout the entire network. We refer to this approach as ``Promptonomy'', since the prompts model a task-related structure. We propose the PromptonomyViT model (PViT), a video transformer that incorporates various types of scene-level information from synthetic data using the ``Promptonomy'' approach. PViT shows strong performance improvements on multiple video understanding tasks and datasets.
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Understanding the 3D world from 2D images involves more than detection and segmentation of the objects within the scene. It also includes the interpretation of the structure and arrangement of the scene elements. Such understanding is often rooted in recognizing the physical world and its limitations, and in prior knowledge as to how similar typical scenes are arranged. In this research we pose a new challenge for neural network (or other) scene understanding algorithms - can they distinguish between plausible and implausible scenes? Plausibility can be defined both in terms of physical properties and in terms of functional and typical arrangements. Hence, we define plausibility as the probability of encountering a given scene in the real physical world. We build a dataset of synthetic images containing both plausible and implausible scenes, and test the success of various vision models in the task of recognizing and understanding plausibility.
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In this paper, we present a method for converting a given scene image into a sketch using different types and multiple levels of abstraction. We distinguish between two types of abstraction. The first considers the fidelity of the sketch, varying its representation from a more precise portrayal of the input to a looser depiction. The second is defined by the visual simplicity of the sketch, moving from a detailed depiction to a sparse sketch. Using an explicit disentanglement into two abstraction axes -- and multiple levels for each one -- provides users additional control over selecting the desired sketch based on their personal goals and preferences. To form a sketch at a given level of fidelity and simplification, we train two MLP networks. The first network learns the desired placement of strokes, while the second network learns to gradually remove strokes from the sketch without harming its recognizability and semantics. Our approach is able to generate sketches of complex scenes including those with complex backgrounds (e.g., natural and urban settings) and subjects (e.g., animals and people) while depicting gradual abstractions of the input scene in terms of fidelity and simplicity.
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Recent advances in deep learning techniques and applications have revolutionized artistic creation and manipulation in many domains (text, images, music); however, fonts have not yet been integrated with deep learning architectures in a manner that supports their multi-scale nature. In this work we aim to bridge this gap, proposing a network architecture capable of rasterizing glyphs in multiple sizes, potentially paving the way for easy and accessible creation and manipulation of fonts.
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Selecting subsets of features that differentiate between two conditions is a key task in a broad range of scientific domains. In many applications, the features of interest form clusters with similar effects on the data at hand. To recover such clusters we develop DiSC, a data-driven approach for detecting groups of features that differentiate between conditions. For each condition, we construct a graph whose nodes correspond to the features and whose weights are functions of the similarity between them for that condition. We then apply a spectral approach to compute subsets of nodes whose connectivity differs significantly between the condition-specific feature graphs. On the theoretical front, we analyze our approach with a toy example based on the stochastic block model. We evaluate DiSC on a variety of datasets, including MNIST, hyperspectral imaging, simulated scRNA-seq and task fMRI, and demonstrate that DiSC uncovers features that better differentiate between conditions compared to competing methods.
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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.
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