AAAI2023「Are Transformers Effective for Time Series Forecasting?」と、HuggingFace「Yes, Transformers are Effective for Time Series Forecasting (+ Autoformer)」の紹介です。
AAAI2023「Are Transformers Effective for Time Series Forecasting?」と、HuggingFace「Yes, Transformers are Effective for Time Series Forecasting (+ Autoformer)」の紹介です。
【DL輪読会】Efficiently Modeling Long Sequences with Structured State SpacesDeep Learning JP
This document summarizes a research paper on modeling long-range dependencies in sequence data using structured state space models and deep learning. The proposed S4 model (1) derives recurrent and convolutional representations of state space models, (2) improves long-term memory using HiPPO matrices, and (3) efficiently computes state space model convolution kernels. Experiments show S4 outperforms existing methods on various long-range dependency tasks, achieves fast and memory-efficient computation comparable to efficient Transformers, and performs competitively as a general sequence model.
ベイズ最適化によるハイパーパラメータ探索についてざっくりと解説しました。
今回紹介する内容の元となった論文
Bergstra, James, et al. "Algorithms for hyper-parameter optimization." 25th annual conference on neural information processing systems (NIPS 2011). Vol. 24. Neural Information Processing Systems Foundation, 2011.
https://hal.inria.fr/hal-00642998/
【DL輪読会】Efficiently Modeling Long Sequences with Structured State SpacesDeep Learning JP
This document summarizes a research paper on modeling long-range dependencies in sequence data using structured state space models and deep learning. The proposed S4 model (1) derives recurrent and convolutional representations of state space models, (2) improves long-term memory using HiPPO matrices, and (3) efficiently computes state space model convolution kernels. Experiments show S4 outperforms existing methods on various long-range dependency tasks, achieves fast and memory-efficient computation comparable to efficient Transformers, and performs competitively as a general sequence model.
ベイズ最適化によるハイパーパラメータ探索についてざっくりと解説しました。
今回紹介する内容の元となった論文
Bergstra, James, et al. "Algorithms for hyper-parameter optimization." 25th annual conference on neural information processing systems (NIPS 2011). Vol. 24. Neural Information Processing Systems Foundation, 2011.
https://hal.inria.fr/hal-00642998/
Adaptive subgradient methods for online learning and stochastic optimization ...Takanori Nakai
The document discusses the benefits of exercise for mental health. Regular physical activity can help reduce anxiety and depression and improve mood and cognitive functioning. Exercise boosts blood flow, releases endorphins, and promotes changes in the brain which help regulate emotions and stress levels.
This document provides an introduction to fixed income term structures and financial instruments. It begins with a quick mathematical introduction that covers risk neutral measures, Girsanov's theorem, and pricing formulas. The main body of the document then focuses on the stochastic approach to modeling term structures. It discusses various interest rates, stochastic discount factors, and financial instruments like FRAs, interest rate swaps, caps and floors. It also covers the expectation hypothesis and Heath-Jarrow-Morton framework for modeling term structures.
15. 参考文献
[Beutel.A, etc] Latent Cross : Making Use of Context in
Recurrent Recommender Systems, WSDM 2018
[Xie.S, etc] Aggregated Residual Transformations for Deep
Neural Networks, arXiv:1611.05431
WSDM2018読み会15