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Record W4367052271 · doi:10.1111/mafi.12389

Designing universal causal deep learning models: The geometric (Hyper)transformer

2023· article· en· W4367052271 on OpenAlexafffund
Beatrice Acciaio, Anastasis Kratsios, Gudmund Pammer

Bibliographic record

VenueMathematical Finance · 2023
Typearticle
Languageen
FieldComputer Science
TopicTopological and Geometric Data Analysis
Canadian institutionsMcMaster University
FundersH2020 European Research CouncilMcMaster UniversityNatural Sciences and Engineering Research Council of CanadaHorizon 2020 Framework ProgrammeEidgenössische Technische Hochschule ZürichETH Zürich Foundation
KeywordsMathematicsEuclidean geometryMarkov chainMetric spaceSeries (stratigraphy)Euclidean spaceAlgorithmComputer scienceTheoretical computer scienceDiscrete mathematicsPure mathematicsGeometry

Abstract

fetched live from OpenAlex

Abstract Several problems in stochastic analysis are defined through their geometry, and preserving that geometric structure is essential to generating meaningful predictions. Nevertheless, how to design principled deep learning (DL) models capable of encoding these geometric structures remains largely unknown. We address this open problem by introducing a universal causal geometric DL framework in which the user specifies a suitable pair of metric spaces and and our framework returns a DL model capable of causally approximating any “regular” map sending time series in to time series in while respecting their forward flow of information throughout time. Suitable geometries on include various (adapted) Wasserstein spaces arising in optimal stopping problems, a variety of statistical manifolds describing the conditional distribution of continuous‐time finite state Markov chains, and all Fréchet spaces admitting a Schauder basis, for example, as in classical finance. Suitable spaces are compact subsets of any Euclidean space. Our results all quantitatively express the number of parameters needed for our DL model to achieve a given approximation error as a function of the target map's regularity and the geometric structure both of and of . Even when omitting any temporal structure, our universal approximation theorems are the first guarantees that Hölder functions, defined between such and can be approximated by DL models.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.013
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.004
Threshold uncertainty score0.021

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.013
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.003
Scholarly communication0.0010.005
Open science0.0020.004
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.044
GPT teacher head0.242
Teacher spread0.198 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations14
Published2023
Admission routes2
Has abstractyes

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