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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 OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.950
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.007
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.001

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