A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The paper explores how regularization can improve multi-objective learning with high-dimensional data.
problem Improving multi-objective learning with high-dimensional and costly data.
method A two-stage MOL framework that leverages low-dimensional structure.
result Vanilla regularization approaches often fail in multi-objective learning, and a two-stage framework can successfully exploit low-dimensional structure.
Regularized empirical risk minimization with constrained labels (in contrast to fixed labels) is a remarkably general abstraction of learning. For common loss and regularization functions, this optimization problem assumes the form of a mixed integer program (MIP) whose objective function is non-convex. In this form, t…
We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial intelligence and machine learning, such as fused Lasso, fused logistic regression, a…
This paper proposes a new optimization objective for value-based deep reinforcement learning. We extend conventional Deep Q-Networks (DQNs) by adding a model-learning component yielding a transcoder network. The prediction errors for the model are included in the basic DQN loss as additional regularizers. This augmente…
We explore the question of whether the representations learned by classifiers can be used to enhance the quality of generative models. Our conjecture is that labels correspond to characteristics of natural data which are most salient to humans: identity in faces, objects in images, and utterances in speech. We propose …
Regularization is a powerful technique for extracting useful information from noisy data. Typically, it is implemented by adding some sort of norm constraint to an objective function and then exactly optimizing the modified objective function. This procedure often leads to optimization problems that are computationally…
The Lagrangian formalism on a arbitrary non-fibrating manifold is considered. The kinematical description of this generic situation is based on the concept of (higher-order) Grassmann manifolds which is the factorization of the regular velocity manifold to the action of the differential group. Here we introduce in this…
We propose a formulation of a Lorentzian quantum geometry based on the framework of causal fermion systems. After giving the general definition of causal fermion systems, we deduce space-time as a topological space with an underlying causal structure. Restricting attention to systems of spin dimension two, we derive th…
Study shows policy gradient convergence for entropy-regularized MDPs with neural nets in mean-field regime.
problem Global convergence of policy gradient for entropy-regularized MDPs with neural network approximation.
method Softmax policy with neural network approximation in mean-field regime, gradient flow in 2-Wasserstein metric, exponential convergence under sufficient regularization.
result Gradient flow converges exponentially fast to the unique stationary solution under sufficient regularization.
There are three principle paradigms of statistical inference: (i) Bayesian, (ii) information-based and (iii) frequentist inference. We describe an objective prior (the weighting or w-prior) which unifies objective Bayes and information-based inference. The w-prior is chosen to make the marginal probability an unbia…
Researchers use estimated Kolmogorov complexity for better link prediction in graphs.
problem Improving link prediction accuracy in complex networks.
method Regularization based on an approximation of Kolmogorov complexity, which is differentiable and compatible with recent link prediction algorithms.
result The regularization method shows good performance on diverse real-world networks, but the success is likely due to an aggregation method rather than actual estimation of Kolmogorov complexity.
Regularity properties of intrinsic objects for a large class of Stein Manifolds, namely of Monge-Ampère exhaustions and Kobayashi distance, is interpreted in terms of modular data. The results lead to a construction of an infinite dimensional family of convex domains with squared Kobayashi distance of prescribed regula…
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments c…