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We seek to extract a small number of representative scenarios from large and high-dimensional panel data that are consistent with sample moments. Among two novel algorithms, the first identifies scenarios that have not been observed before, and comes with a scenario-based representation of covariance matrices. The second proposal picks important data points from states of the world that have already realized, and are consistent with higher-order sample moment information. Both algorithms are efficient to compute, and lend themselves to consistent scenario-based modeling and high-dimensional numerical integration. Extensive numerical benchmarking studies and an application in portfolio optimization favor the proposed algorithms.

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FAST:Conference on File and Storage Technologies。 Explanation:文件和存儲技術會議。 Publisher:USENIX。 SIT:

The main limiting factor in the development of robust multilingual dialogue evaluation metrics is the lack of multilingual data and the limited availability of open sourced multilingual dialogue systems. In this work, we propose a workaround for this lack of data by leveraging a strong multilingual pretrained LLM and augmenting existing English dialogue data using Machine Translation. We empirically show that the naive approach of finetuning a pretrained multilingual encoder model with translated data is insufficient to outperform the strong baseline of finetuning a multilingual model with only source data. Instead, the best approach consists in the careful curation of translated data using MT Quality Estimation metrics, excluding low quality translations that hinder its performance.

Transformers were originally proposed as a sequence-to-sequence model for text but have become vital for a wide range of modalities, including images, audio, video, and undirected graphs. However, transformers for directed graphs are a surprisingly underexplored topic, despite their applicability to ubiquitous domains, including source code and logic circuits. In this work, we propose two direction- and structure-aware positional encodings for directed graphs: (1) the eigenvectors of the Magnetic Laplacian - a direction-aware generalization of the combinatorial Laplacian; (2) directional random walk encodings. Empirically, we show that the extra directionality information is useful in various downstream tasks, including correctness testing of sorting networks and source code understanding. Together with a data-flow-centric graph construction, our model outperforms the prior state of the art on the Open Graph Benchmark Code2 relatively by 14.7%.

Owing to its significant success, the prior imposed on gradient maps has consistently been a subject of great interest in the field of image processing. Total variation (TV), one of the most representative regularizers, is known for its ability to capture the sparsity of gradient maps. Nonetheless, TV and its variants often underestimate the gradient maps, leading to the weakening of edges and details whose gradients should not be zero in the original image. Recently, total deep variation (TDV) has been introduced, assuming the sparsity of feature maps, which provides a flexible regularization learned from large-scale datasets for a specific task. However, TDV requires retraining when the image or task changes, limiting its versatility. In this paper, we propose a neural gradient regularizer (NGR) that expresses the gradient map as the output of a neural network. Unlike existing methods, NGR does not rely on the sparsity assumption, thereby avoiding the underestimation of gradient maps. NGR is applicable to various image types and different image processing tasks, functioning in a zero-shot learning fashion, making it a versatile and plug-and-play regularizer. Extensive experimental results demonstrate the superior performance of NGR over state-of-the-art counterparts for a range of different tasks, further validating its effectiveness and versatility.

Dynamic Bayesian predictive synthesis is a formal approach to coherently synthesizing multiple predictive distributions into a single distribution. In sequential analysis, the computation of the synthesized predictive distribution has heavily relied on the repeated use of the Markov chain Monte Carlo method. The sequential Monte Carlo method in this problem has also been studied but is limited to a subclass of linear synthesis with weight constraint but no intercept. In this study, we provide a custom, Rao-Blackwellized particle filter for the linear and Gaussian synthesis, supplemented by timely interventions by the MCMC method to avoid the problem of particle degeneracy. In an example of predicting US inflation rate, where a sudden burst is observed in 2020-2022, we confirm the slow adaptation of the predictive distribution. To overcome this problem, we propose the estimation/averaging of parameters called discount factors based on the power-discounted likelihoods, which becomes feasible due to the fast computation by the proposed method.

Problems involving geometric data arise in physics, chemistry, robotics, computer vision, and many other fields. Such data can take numerous forms, such as points, direction vectors, translations, or rotations, but to date there is no single architecture that can be applied to such a wide variety of geometric types while respecting their symmetries. In this paper we introduce the Geometric Algebra Transformer (GATr), a general-purpose architecture for geometric data. GATr represents inputs, outputs, and hidden states in the projective geometric (or Clifford) algebra, which offers an efficient 16-dimensional vector-space representation of common geometric objects as well as operators acting on them. GATr is equivariant with respect to E(3), the symmetry group of 3D Euclidean space. As a Transformer, GATr is versatile, efficient, and scalable. We demonstrate GATr in problems from n-body modeling to wall-shear-stress estimation on large arterial meshes to robotic motion planning. GATr consistently outperforms both non-geometric and equivariant baselines in terms of error, data efficiency, and scalability.

Graph Neural Networks (GNNs) have been successfully used in many problems involving graph-structured data, achieving state-of-the-art performance. GNNs typically employ a message-passing scheme, in which every node aggregates information from its neighbors using a permutation-invariant aggregation function. Standard well-examined choices such as the mean or sum aggregation functions have limited capabilities, as they are not able to capture interactions among neighbors. In this work, we formalize these interactions using an information-theoretic framework that notably includes synergistic information. Driven by this definition, we introduce the Graph Ordering Attention (GOAT) layer, a novel GNN component that captures interactions between nodes in a neighborhood. This is achieved by learning local node orderings via an attention mechanism and processing the ordered representations using a recurrent neural network aggregator. This design allows us to make use of a permutation-sensitive aggregator while maintaining the permutation-equivariance of the proposed GOAT layer. The GOAT model demonstrates its increased performance in modeling graph metrics that capture complex information, such as the betweenness centrality and the effective size of a node. In practical use-cases, its superior modeling capability is confirmed through its success in several real-world node classification benchmarks.

Minimizing cross-entropy over the softmax scores of a linear map composed with a high-capacity encoder is arguably the most popular choice for training neural networks on supervised learning tasks. However, recent works show that one can directly optimize the encoder instead, to obtain equally (or even more) discriminative representations via a supervised variant of a contrastive objective. In this work, we address the question whether there are fundamental differences in the sought-for representation geometry in the output space of the encoder at minimal loss. Specifically, we prove, under mild assumptions, that both losses attain their minimum once the representations of each class collapse to the vertices of a regular simplex, inscribed in a hypersphere. We provide empirical evidence that this configuration is attained in practice and that reaching a close-to-optimal state typically indicates good generalization performance. Yet, the two losses show remarkably different optimization behavior. The number of iterations required to perfectly fit to data scales superlinearly with the amount of randomly flipped labels for the supervised contrastive loss. This is in contrast to the approximately linear scaling previously reported for networks trained with cross-entropy.

The information bottleneck (IB) method is a technique for extracting information that is relevant for predicting the target random variable from the source random variable, which is typically implemented by optimizing the IB Lagrangian that balances the compression and prediction terms. However, the IB Lagrangian is hard to optimize, and multiple trials for tuning values of Lagrangian multiplier are required. Moreover, we show that the prediction performance strictly decreases as the compression gets stronger during optimizing the IB Lagrangian. In this paper, we implement the IB method from the perspective of supervised disentangling. Specifically, we introduce Disentangled Information Bottleneck (DisenIB) that is consistent on compressing source maximally without target prediction performance loss (maximum compression). Theoretical and experimental results demonstrate that our method is consistent on maximum compression, and performs well in terms of generalization, robustness to adversarial attack, out-of-distribution detection, and supervised disentangling.

Graphs, which describe pairwise relations between objects, are essential representations of many real-world data such as social networks. In recent years, graph neural networks, which extend the neural network models to graph data, have attracted increasing attention. Graph neural networks have been applied to advance many different graph related tasks such as reasoning dynamics of the physical system, graph classification, and node classification. Most of the existing graph neural network models have been designed for static graphs, while many real-world graphs are inherently dynamic. For example, social networks are naturally evolving as new users joining and new relations being created. Current graph neural network models cannot utilize the dynamic information in dynamic graphs. However, the dynamic information has been proven to enhance the performance of many graph analytical tasks such as community detection and link prediction. Hence, it is necessary to design dedicated graph neural networks for dynamic graphs. In this paper, we propose DGNN, a new {\bf D}ynamic {\bf G}raph {\bf N}eural {\bf N}etwork model, which can model the dynamic information as the graph evolving. In particular, the proposed framework can keep updating node information by capturing the sequential information of edges, the time intervals between edges and information propagation coherently. Experimental results on various dynamic graphs demonstrate the effectiveness of the proposed framework.

We investigate a lattice-structured LSTM model for Chinese NER, which encodes a sequence of input characters as well as all potential words that match a lexicon. Compared with character-based methods, our model explicitly leverages word and word sequence information. Compared with word-based methods, lattice LSTM does not suffer from segmentation errors. Gated recurrent cells allow our model to choose the most relevant characters and words from a sentence for better NER results. Experiments on various datasets show that lattice LSTM outperforms both word-based and character-based LSTM baselines, achieving the best results.

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