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Diane Li

Publications and source records attributed to Diane Li.

2 recordsLinked to original sources

Differential rank preservation manifold learning

Manifold learning methods like t-SNE and UMAP preserve local neighborhoods, but they do not preserve the ranking of the neighbors inside them. Two embeddings can return the same neighbor set while disagreeing on which point is closest. This loss of order degrades downstream applications that value the order in the embedding. We propose Smooth Rank t-SNE (SR-tSNE), which adds a differentiable rank term to the standard t-SNE loss. To enable efficient training, this term uses a sigmoid rank approximation to explicitly force a point's true high-dimensional neighbors to outrank unrelated intruders and retain their original order. We also introduce Ordinal DLP (O-DLP), an extension of the Degree of Locality Preservation (DLP) metric that credits a neighbor only when it returns at its original rank. Across eight benchmarks spanning image, text, speech, remote-sensing and single-cell data, SR-tSNE outperforms 12 baselines in rank preservation and neighborhood overlap. Ablation studies demonstrate our rank term alone boosts O-DLP by 5% to 28%, a gain not achievable using standard pairwise loss. This advantage transfers to downstream applications. SR-tSNE achieves the best label-transfer performance across seven vision datasets. For cell-type discovery across six single-cell datasets, it ranks first in 17 of 18 dataset-metric combinations, whether clustering resolution is selected with or without cell-type labels. In intraday trading, SR-tSNE achieves higher returns, lower risk, and lower turnover than the baselines. To our knowledge, SR-tSNE is the first t-SNE-family method with explicit order preservation.

cs.AI↗

Fast Exact Nearest-Neighbor Learning for High-Frequency Financial Time Series

AI efficiency at scale is becoming critical in finance as market data volumes surge across equities, ETFs, FX, options, and high-frequency trading streams. This growth creates a core challenge for mature financial AI systems: models must learn from larger historical corpora while still meeting real-time latency constraints in trading, risk management, and derivative pricing. We use exact nearest-neighbor learning for high-frequency financial time series as a concrete case study to show that Mojo-based financial AI can address this challenge. We introduce a Mojo SIMD k-d tree with variance-based splitting, contiguous flat-buffer storage, and compile-time vectorized distance computation. We also provide a runtime result showing that, under standard pruning and implementation-cost assumptions, the Mojo SIMD k-d tree asymptotically dominates Mojo SIMD brute force and scikit-learn's k-d tree in the fixed-stock, large-$n$, moderate-dimensional regime. Empirically, across eight financial datasets on x86 and ARM64 with up to 277K training samples, the method achieves 17.5--21.6$\times$ speedup over scikit-learn's k-d tree on x86 and 28.1--43.5$\times$ over scikit-learn brute force on ARM64 equity/ETF datasets, while preserving exact outputs. Beyond nearest-neighbor inference, Mojo's compiled execution enables an Extra Trees-based implied-volatility pricing model to train on $10\times$ more options data, reducing put-IV RMSE by 8.0\%. These results position Mojo as a scalable, production-ready stack for financial AI and a promising foundation for efficient AI in other data-intensive fields. \keywords{Financial AI \and AI Efficiency \and Mojo \and SIMD \and K-D Trees \and KNN \and High-Frequency Trading \and Financial Time Series \and Scaling}

cs.LG↗