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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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12243547 · May 202619922001200920172026
48 results for Affine Opt

OPT framework improves neural network generalization by learning an orthogonal transformation.

problem Improving neural network generalization.
method Orthogonal over-parameterized training (OPT) framework that minimizes hyperspherical energy.
result OPT framework provably minimizes hyperspherical energy and improves empirical generalization.

This paper compares two methods for training neural ODEs in time-series regression and CNFs.

problem Training neural ODEs for time-series regression and CNFs efficiently.
method Discretize-Optimize (Disc-Opt) vs. Optimize-Discretize (Opt-Disc) approaches.
result Disc-Opt methods can achieve similar performance as Opt-Disc at inference with drastically reduced training costs.

New research shows logistic regression can achieve optimal error rate for agnostic learning of halfspaces.

problem Agnostic learning of homogeneous halfspaces with logistic loss.
method Constructing a well-behaved distribution and using logistic regression with additional convex optimization steps.
result Logistic regression can achieve Ω(extrmOPT)Ω(\sqrt{ extrm{OPT}}) misclassification risk, matching the upper bound.

Improved bounds for continuous functions in online learning.

problem Generalizing mistake-bound model to continuous real-valued functions.
method Investigating the class of absolutely continuous functions with bounded derivative, proving bounds on prediction errors.
result Proved that for 1<p<21 < p < 2 with p=1+εp = 1+ε, the bound on the worst-case sum of the pthp^{th} powers of prediction errors is $Θ(ε^{- rac{1}{2}})$, independent of qq.

The paper analyzes online learning of smooth functions in both single and multi-variable settings.

problem Online learning of smooth functions with known smoothness properties.
method Analyzes classes of absolutely continuous functions and their properties, proving bounds and exact results.
result Sharp bounds and exact results for optimal prediction errors in various classes of smooth functions.

The paper proves a margin inequality for separating hyperplanes, useful for analyzing algorithmic bias.

problem Analyzing the implicit bias of algorithms in machine learning.
method Proves a nonsmooth Kurdyka-Lojasiewicz inequality for margin function.
result The bias of algorithm iterates converges at least as fast as the square-root of the margin convergence rate.

The study bounds errors in learning smooth functions online.

problem Investigating worst-case error bounds for online learning of smooth functions.
method Analyzing the class of absolutely continuous functions with smoothness constraints and proving bounds on prediction errors.
result Proved bounds on the sum of the pextthp^{ ext{th}} powers of absolute prediction errors for any number of trials.

The distributional perspective on reinforcement learning (RL) has given rise to a series of successful Q-learning algorithms, resulting in state-of-the-art performance in arcade game environments. However, it has not yet been analyzed how these findings from a discrete setting translate to complex practical application…

2019-10-01abs ↗pdf ↗

Efficiently optimize GPs by reusing candidate solutions multiple times.

problem High computational cost of Gaussian process optimization due to unique historical points.
method Sticking to a candidate solution for multiple evaluation steps and limiting switches.
result Improved efficiency and practicality of Gaussian process optimization algorithms.

HF-opt uses Hamiltonian dynamics to optimize functions, achieving accelerated rates with randomized integration time.

problem Optimizing functions efficiently and accelerating convergence rates.
method Randomized Hamiltonian flow (RHF) with accelerated convergence rates.
result RHGD achieves accelerated convergence rates similar to Nesterov's AGD.

Paper introduces non-linearity signature to measure deep neural network performance.

problem Difficulty in explaining performance differences among similar DNN architectures.
method Affine Optimal Transport mappings to measure non-linearity.
result Signature provides better understanding of DNN inner workings.

New tool for parallel and private stochastic convex optimization reduces query complexity.

problem Parallel and private stochastic convex optimization with reduced query complexity.
method Reweighted Stochastic Query (ReSQue) estimator combined with ball oracle acceleration.
result Achieves state-of-the-art complexities for SCO in parallel and private settings.

The study establishes SQ lower bounds for learning halfspaces and ReLUs under Gaussian marginals.

problem Agnostically learning halfspaces and ReLUs under Gaussian marginals.
method Statistical Query (SQ) lower bounds analysis.
result Proves SQ lower bounds of dpoly(1/ε)d^{\mathrm{poly}(1/ε)} for both problems.

Designs efficient algorithms to maximize the expectation of Gaussian random variables.

problem Maximizing the expectation of the supremum of Gaussian random variables.
method Polynomial time approximation scheme and O(logn)O(\log n) approximation algorithm for general m>1m>1.
result Characterizes optimal variance allocation and provides approximation algorithms.

Given a subset S of vertices of an undirected graph G, the cut-improvement problem asks us to find a subset S that is similar to A but has smaller conductance. A very elegant algorithm for this problem has been given by Andersen and Lang [AL08] and requires solving a small number of single-commodity maximum flow comput…

2013-07-10abs ↗pdf ↗

Large language models predict stock market returns better than traditional methods.

problem Predicting stock market returns using financial news sentiment analysis.
method Analysis of large language models (LLMs) including BERT, OPT, FINBERT, and Loughran-McDonald dictionary model.
result OPT model shows highest accuracy (74.4%) in predicting stock market returns.

Recently, neural networks trained as optimizers under the "learning to learn" or meta-learning framework have been shown to be effective for a broad range of optimization tasks including derivative-free black-box function optimization. Recurrent neural networks (RNNs) trained to optimize a diverse set of synthetic non-…

2019-07-16abs ↗pdf ↗

Study on random linear programs and their connection to mean widths of random polyhedrons.

problem Characterizing the objectives of random linear programs and their relation to mean widths of random polyhedrons.
method Utilizing random duality theory, the exact characterizations of linear objectives are obtained in a large dimensional context.
result The exact characterizations of the program's objectives are obtained, connecting the objectives to the mean widths of random polyhedrons.

Gradient descent learns a single neuron without knowing the relationship between inputs and labels.

problem Learning a single neuron without knowing the relationship between inputs and labels.
method Using gradient descent to minimize empirical risk over i.i.d. samples, with a nonconvex and nonsmooth optimization problem.
result Gradient descent achieves near-optimal population risk in polynomial time and sample complexity.

In this paper, we propose scalable methods for maximizing a regularized submodular function f=gf = g - \ell expressed as the difference between a monotone submodular function gg and a modular function \ell. Indeed, submodularity is inherently related to the notions of diversity, coverage, and representativeness. In p…

2020-02-10abs ↗pdf ↗

A collection of the accepted abstracts for the Machine Learning for Health (ML4H) workshop at NeurIPS 2019. This index is not complete, as some accepted abstracts chose to opt-out of inclusion.

2020-02-05abs ↗pdf ↗

Bayesian Neural Networks detect gravitational wave events with high accuracy and real-time potential.

problem Detecting and identifying the full duration of compact binary coalescence events in gravitational wave data.
method Integrating Bayesian approach into a CLDNN classifier that combines CNN and LSTM for event detection and uncertainty estimation.
result Successfully detected all seven BBH events in LIGO Livingston O2 data with high accuracy.

Optimizes state monitoring in Markovian systems with cost constraints.

problem Balancing state queries with prediction costs in Markovian systems.
method Greedy policy and SGD-based learning variant for optimal predict-query tradeoff.
result Greedy policy is suboptimal but performs close to optimal under certain conditions.

Hardness proof for agnostically learning halfspaces from worst-case lattice problems.

problem Agnostically learning halfspaces in the presence of noise.
method Reduction to worst-case lattice problems (GapSVP, SIVP).
result No efficient algorithm can achieve misclassification error better than 1/2 - γ under given hardness assumptions.

We study the most practical problem setup for evaluating adversarial robustness of a machine learning system with limited access: the hard-label black-box attack setting for generating adversarial examples, where limited model queries are allowed and only the decision is provided to a queried data input. Several algori…

2019-09-24abs ↗pdf ↗

We study distributed computing of the truncated singular value decomposition problem. We develop an algorithm that we call \texttt{LocalPower} for improving communication efficiency. Specifically, we uniformly partition the dataset among mm nodes and alternate between multiple (precisely pp) local power iterations an…

2020-02-19abs ↗pdf ↗

Polynomial-time algorithm for learning halfspaces with Gaussian-distributed data and adversarial noise.

problem Learning halfspaces in the presence of adversarial label noise.
method Iterative soft localization technique enhanced with appropriate testers.
result Output a halfspace with misclassification error $O(\opt)+\eps$.

Gradient descent finds halfspaces with low error for agnostic learning.

problem Agnostic learning of linear halfspaces with convex surrogates.
method Gradient descent on convex surrogates for zero-one loss.
result Gradient descent finds halfspaces with error O(OPT1/2+ε)O(\mathsf{OPT}^{1/2} + \varepsilon) in poly time and sample complexity.

New method achieves small-loss regret bounds in random-order model.

problem Online learning with adversarial loss functions in random order.
method Extending batch-to-online transformation, using average sensitivity and stability.
result Small-loss regret bounds of order ildeO(φ(OPTT)) ilde O(\varphi^{\star}(\mathrm{OPT}_T)).

We analyze optimal weighted ridge regression in overparameterized linear models.

problem Optimal regularization in overparameterized linear regression models.
method Generalized ridge regression with weighted regularization.
result The optimal regularization parameter can be negative in overparameterized settings.

Opt-BBAI identifies the best arm with minimal batches and pulls, optimizing both sample and batch complexity.

problem Batched best arm identification (BBAI) problem, aiming to minimize policy switches and resource usage.
method Proposed Opt-BBAI algorithm, achieving near-optimal sample and batch complexity in non-asymptotic settings.
result First algorithm to achieve near-optimal sample and batch complexity in non-asymptotic settings.

Efficient algorithm for learning halfspaces in a new model with polynomial time complexity.

problem Learning halfspaces in the testable learning model with distributional constraints.
method Developed new tests using labels and combined with moment-matching approach.
result Achieved near optimal error rates for Gaussian and strongly log-concave distributions.

A deep learning model predicts future cache accesses with high accuracy.

problem Improving cache management and performance through better prediction of future data accesses.
method Proposed a LSTM-based recurrent neural network model to predict future cache accesses using only a cache trace as input.
result The proposed model achieves high prediction accuracy and outperforms state-of-the-art practical policies.

Item recommendation is the task of predicting a personalized ranking on a set of items (e.g. websites, movies, products). In this paper, we investigate the most common scenario with implicit feedback (e.g. clicks, purchases). There are many methods for item recommendation from implicit feedback like matrix factorizatio…

2012-05-09abs ↗pdf ↗

We study the problem of {\em properly} learning large margin halfspaces in the agnostic PAC model. In more detail, we study the complexity of properly learning dd-dimensional halfspaces on the unit ball within misclassification error αOPTγ+εα\cdot \mathrm{OPT}_γ + ε, where OPTγ\mathrm{OPT}_γ is the optimal γγ-margin error r…

2019-08-29abs ↗pdf ↗

FedPower improves eigenspace estimation privacy in federated learning.

problem Privacy breaches and communication challenges in federated eigenspace estimation.
method FedPower uses a power method with local power iterations and global aggregation, weighted by OPT, and adds Gaussian noise for privacy.
result FedPower provides convergence bounds and demonstrates effectiveness in experiments.

Optimized GPRNN reduces model complexity and overfitting, improving performance.

problem Overfitting in neural networks and high model complexity.
method Gaussian Process Regression - Neural Network hybrid with optimized redundant coordinates.
result Optimized GPRNN achieves lower test set error with fewer terms/neurons.