The table ( right) shows 100 epoch results using best lr and wd values found at 50 epochs. ViT's patchify stem differs from the proposed convolutional stem in the type of convolution used and We investigate these factors next. The focus of this paper is studying the large, positive impact of changing ViT's default We use AdamW for all experiments. Figure 7 shows the results. The table ( right) shows 100 epoch results using optimal lr and wd values chosen from the 50 epoch runs.

This large-kernel plus large-stride convolution runs counter to typical design choices of convolutional layers in neural networks.

The term resolution refers to the width and height of images input into neural networks.

In particular, they are sensitive to the choice of optimizer (AdamW vs. SGD), optimizer hyperparameters, and training schedule length. In comparison, modern convolutional neural networks are easier to optimize. Why is this the case? In this work, we conjecture that the issue lies with the patchify stem of ViT models, which is implemented by a stride-p p p convolution (p = 16 by default) applied to the input image. This large-kernel plus large-stride convolution runs counter to typical design choices of convolutional layers in neural networks.

Vision Transformers (ViTs) are widely used in a variety of applications, while they usually have a fixed architecture that may not match the varying computational resources of different deployment environments. Thus, it is necessary to adapt ViT architectures to devices with diverse computational overheads to achieve an accuracy-efficient trade-off. This concept is consistent with the motivation behind Learngene. To achieve this, inspired by polynomial decomposition in calculus, where a function can be approximated by linearly combining several basic components, we propose to linearly decompose the ViT model into a set of components called learngenes during element-wise training. These learngenes can then be recomposed into differently scaled, pre-initialized models to satisfy different computational resource constraints. Such a decomposition-recomposition strategy provides an economical and flexible approach to generating different scales of ViT models for different deployment scenarios. Compared to model compression or training from scratch, which require to repeatedly train on large datasets for diverse-scale models, such strategy reduces computational costs since it only requires to train on large datasets once. Extensive experiments are used to validate the effectiveness of our method: ViTs can be decomposed and the decomposed learngenes can be recomposed into diverse-scale ViTs, which can achieve comparable or better performance compared to traditional model compression and pre-training methods. The code for our experiments is available in the supplemental material.

Recent work in financial machine learning has shown the virtue of complexity: the phenomenon by which deep learning methods capable of learning highly nonlinear relationships outperform simpler approaches in financial forecasting. While transformer architectures like Informer have shown promise for financial time series forecasting, the application of transformer models for options data remains largely unexplored. We conduct preliminary studies towards the development of a transformer model for options data by training the Vision Transformer (ViT) architecture, typically used in modern image recognition and classification systems, to predict the realized volatility of an asset over the next 30 days from its implied volatility surface (augmented with date information) for a single day. We show that the ViT can learn seasonal patterns and nonlinear features from the IV surface, suggesting a promising direction for model development.

Vision Transformers (ViTs) are widely used in a variety of applications, while they usually have a fixed architecture that may not match the varying computational resources of different deployment environments.