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arXiv research

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.

168,657 papers · 148 categories

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1345 · Oct 201819922001200920172026
48 results for 1-norm

Enhances KLR for indefinite kernels with L1L_1-norm regularization.

problem Classifying with indefinite kernels captures more domain-specific information.
method Introduces L1L_1-norm regularization to induce sparsity and a proximal linearized algorithm.
result Superior performance in accuracy and sparsity on multiple datasets.

We study the column subset selection problem with respect to the entrywise 1\ell_1-norm loss. It is known that in the worst case, to obtain a good rank-kk approximation to a matrix, one needs an arbitrarily large nΩ(1)n^{Ω(1)} number of columns to obtain a (1+ε)(1+ε)-approximation to the best entrywise 1\ell_1-norm low ra…

2020-04-16abs ↗pdf ↗

The paper studies the minimum ℓ₁-norm interpolator's risk behavior in over-parameterized settings.

problem Understanding the risk behavior of minimum ℓ₁-norm interpolators in high-dimensional settings.
method Exact characterization of the risk behavior through a system of two non-linear equations.
result Observation of a multi-descent phenomenon in the generalization risk of the minimum ℓ₁-norm interpolator.

The problem of joint feature selection across a group of related tasks has applications in many areas including biomedical informatics and computer vision. We consider the l2,1-norm regularized regression model for joint feature selection from multiple tasks, which can be derived in the probabilistic framework by assum…

2012-05-09abs ↗pdf ↗

Classical integral geometry takes place in Euclidean space, but one can attempt to imitate it in any other metric space. In particular, one can attempt this in R^n equipped with the metric derived from the p-norm. This has, in effect, been investigated intensively for 1<p<\infty, but not for p=1. We show that integral …

2010-12-29abs ↗pdf ↗

The 1\ell_1-norm fails to produce sparse solutions in Laplacian constrained graphical models, leading to a complete graph.

problem Learning a sparse graph under Laplacian constrained Gaussian graphical models.
method Introduced a nonconvex sparsity penalty and proposed a new estimator using a sequence of weighted 1\ell_1-norm penalized sub-problems. Developed a projected gradient descent algorithm with linear convergence rate.
result The proposed estimator can recover the edges correctly with high probability and is effective on both synthetic and real-world data sets.

We propose 1\ell_1 norm regularized quadratic surface support vector machine models for binary classification in supervised learning. We establish their desired theoretical properties, including the existence and uniqueness of the optimal solution, reduction to the standard SVMs over (almost) linearly separable data s…

2019-08-22abs ↗pdf ↗

Improved greedy 2-coordinate updates for optimization problems with constraints.

problem Minimizing smooth functions subject to constraints.
method Exploiting a connection to steepest descent in the 1-norm, we give faster convergence rates and efficient computation.
result Greedy selection converges faster than random selection and can be computed in O(nlogn)O(n \log n) time.

Study pinches curvature under Laplacian G_2 flow, proving Weyl tensor norm blows up.

problem Pinching estimate on traceless Ricci curvature under Laplacian G_2 flow.
method Derive pinching estimate in terms of scalar curvature and Weyl tensor norm.
result Weyl tensor norm blows up at least at a certain rate under bounded scalar curvature.

DNNs can learn complex functions efficiently by breaking the curse of dimensionality.

problem Learning complex functions efficiently in high-dimensional spaces.
method Combining compositionality and symmetry learning with generalization bounds.
result DNNs can learn functions with bounded F1F_{1}-norm efficiently, reducing the curse of dimensionality.

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual mixing concepts may not be appropriate for measuring the dependence among these ob…

2016-07-13abs ↗pdf ↗

In this paper we define, for each aspherical orientable 3-manifold MM endowed with a \emph{torus splitting} T\cŢ, a 2-dimensional fundamental l1l_1-class [M]T\c[M]^{Ţ} whose l1l_1-norm has similar properties as the Gromov simplicial volume of MM (additivity under torus splittings and isometry under finite covering maps). …

2008-09-25abs ↗pdf ↗

Study Gaussian approximation for deep neural networks with random weights.

problem Understanding the distribution of deep neural networks with random weights.
method Established Gaussian approximation bounds in Wasserstein-1 norm.
result Convergence rates of order n(1/6)L1+εn^{-({1}/{6})^{L-1} + ε} for deep networks with proportional layer widths.

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the regularization by the 1\ell_1-norm. In this paper, we consider situations where we…

2011-09-12abs ↗pdf ↗

IRKSN algorithm achieves sparse recovery with wider applicability conditions.

problem Sparse recovery challenges due to NP-hard nature and restrictive conditions.
method IRKSN algorithm based on kk-support norm regularizer.
result Achieves sparse recovery with explicit constants and standard linear rate.

We consider the empirical risk minimization problem for linear supervised learning, with regularization by structured sparsity-inducing norms. These are defined as sums of Euclidean norms on certain subsets of variables, extending the usual 1\ell_1-norm and the group 1\ell_1-norm by allowing the subsets to overlap. T…

2009-04-22abs ↗pdf ↗

Diagonal linear networks converge to lasso regularization path during training.

problem Understanding the regularization behavior of diagonal linear networks.
method Analyzing the training trajectory of diagonal linear networks and comparing it to the lasso regularization path.
result The training trajectory of diagonal linear networks is closely related to the lasso regularization path.

We survey recent results related to the concentration of eigenfunctions. We also prove some new results concerning ball-concentration, as well as showing that eigenfunctions saturating lower bounds for L1L^1-norms must also, in a measure theoretical sense, have extreme concentration near a geodesic.

2015-10-26abs ↗pdf ↗

We consider a complete noncompact smooth metric measure space (Mn,g,efdv)(M^n,g,e^{-f} dv) and the associated drifting Laplacian. We find sufficient conditions on the geometry of the space so that every nonnegative ff-subharmonic function with bounded weighted L1L^1 norm is constant.

2014-02-25abs ↗pdf ↗

Algorithm approximates regularization path for deep neural networks efficiently.

problem Computing the regularization path for high-dimensional deep neural networks.
method Multiobjective continuation method for non-smooth objectives.
result Approximation of the entire Pareto front for regularization path.

We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted 1\ell_1-Norm penalization, henceforth SLOPE. Our approach is able to group constituents with similar correlation properties, and with the same underlyin…

2017-10-06abs ↗pdf ↗

Novikov equation symmetries, solutions, and pseudo-spherical surfaces studied.

problem Analyzing geometrically integrable Novikov equation properties.
method Lie symmetries, group-invariant solutions, conservation laws, unique continuation, pseudo-spherical surfaces.
result Classification of invariant solutions and existence of analytic metrics for pseudo-spherical surfaces.

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with 0\ell_0-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to tackle their convex surrogates based on 1\ell_1-norm relaxations. In this paper…

2018-11-06abs ↗pdf ↗

Paper shows no spurious local minima in a specific matrix factorization problem.

problem Optimization of 1\ell_1-norm rank-one symmetric matrix factorization.
method Second-order variational analysis to study the landscape of the problem.
result Any second-order stationary point is globally optimal.

Develops second order infinitesimal structures on Teichmüller space.

problem Understand the infinitesimal structures of Teichmüller space.
method Formulated second order infinitesimal structures over Teichmüller space.
result Affirmative answers to two folklore problems on Teichmüller space.

Reduces policy space complexity for reinforcement learning.

problem Efficiency in exploring vast policy spaces in reinforcement learning.
method Uses Rényi divergence and l1l_1 norm to determine sample size for accurate policy approximation.
result Established error bounds for sample size requirements in model-based and model-free settings.

Paper tackles outlier detection in signals modeled by generative models with theoretical guarantees.

problem Recovering signals from linear measurements with sparse outliers.
method Proposes an iterative ADMM algorithm and gradient descent algorithm for outlier detection using 1\ell_1 and squared 1\ell_1 norm minimization.
result Establishes theoretical recovery guarantees for signal reconstruction under sparse outliers.

Pushing a little forward an approach proposed by Villani, we are going to prove that in the Riemannian setting the condition 2f<g\nabla^2 f< g implies that ff is cc-concave with respect to the quadratic cost as soon as it has a sufficiently small C1C^1-norm. From this, we deduce a sufficient condition for the optimalit…

2018-02-18abs ↗pdf ↗

Proximal operators are of particular interest in optimization problems dealing with non-smooth objectives because in many practical cases they lead to optimization algorithms whose updates can be computed in closed form or very efficiently. A well-known example is the proximal operator of the vector 1\ell_1 norm, whic…

2019-10-09abs ↗pdf ↗

The paper examines how to protect LASSO-based feature selection from adversarial attacks.

problem Adversarial attacks on LASSO-based feature selection.
method Formulated as a bi-level optimization problem, reformulated LASSO with linear inequality constraints, solved using interior-point method, and modified using projected gradient descent.
result Demonstrated the effectiveness of the proposed method in protecting LASSO-based feature selection from adversarial attacks.

Non-negative L1L_1-approximating polynomials for Gaussian distributions are proven for certain classes of sets.

problem Existence of non-negative L1L_1-approximating polynomials for Gaussian distributions.
method Proving the existence of degree-kk non-negative polynomials that approximate indicator functions of sets with Gaussian surface area in L1L_1-norm.
result Proves the existence of non-negative L1L_1-approximating polynomials for certain classes of sets with Gaussian surface area.

The popularity of algorithms based on Extreme Learning Machine (ELM), which can be used to train Single Layer Feedforward Neural Networks (SLFN), has increased in the past years. They have been successfully applied to a wide range of classification and regression tasks. The most commonly used methods are the ones based…

2019-05-22abs ↗pdf ↗

The ability to detect sparse signals from noisy high-dimensional data is a top priority in modern science and engineering. A sparse solution of the linear system Aρ=b0A ρ= b_0 can be found efficiently with an l1l_1-norm minimization approach if the data is noiseless. Detection of the signal's support from data corrupted b…

2019-08-05abs ↗pdf ↗

Many machine learning models are vulnerable to adversarial attacks; for example, adding adversarial perturbations that are imperceptible to humans can often make machine learning models produce wrong predictions with high confidence. Moreover, although we may obtain robust models on the training dataset via adversarial…

2018-10-29abs ↗pdf ↗

The paper analyzes convergence properties of NGA and PAMe for L1L_1-norm PCA.

problem Finite-step convergence of L1L_1-norm PCA algorithms.
method Conditional subgradient and alternating maximization interpretations of NGA, and PAMe with extrapolation.
result Iterative points of modified NGA and PAMe remain constant after finitely many steps under certain conditions.