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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.

169,291 papers · 148 categories

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326395126 · May 202619922001200920182026
48 results for Bregman Projection

Bregman divergences play a central role in the design and analysis of a range of machine learning algorithms. This paper explores the use of Bregman divergences to establish reductions between such algorithms and their analyses. We present a new scaled isodistortion theorem involving Bregman divergences (scaled Bregman…

2016-07-01abs ↗pdf ↗

This paper introduces a novel approach for learning to rank (LETOR) based on the notion of monotone retargeting. It involves minimizing a divergence between all monotonic increasing transformations of the training scores and a parameterized prediction function. The minimization is both over the transformations as well …

2012-10-16abs ↗pdf ↗

Solves large-scale metric constrained problems using Project and Forget algorithm.

problem Finding consistent metric representations for large dissimilarity datasets.
method Active set algorithm with Bregman projections, converges to global optimal solution.
result Algorithm efficiently solves metric constrained problems with exponentially many constraints.

Proposes a new classification model using extended exponential functions.

problem Improving classification accuracy in binary linear classification problems.
method Developed a Bregman-Tweedie classification model based on extended exponential functions.
result The H-Bregman and L-Bregman sub-models outperform traditional methods in ranking and classification accuracy.

This paper re-examines Bregman functions and their divergences, introducing new properties and functions.

problem Exploring properties and applications of Bregman functions and divergences.
method Re-examination of existing Bregman functions and introduction of new ones, providing sufficient conditions for construction.
result Several known Bregman functions are reclassified, and new Bregman functions are introduced.

This paper simplifies finding least favorable priors by reducing dimensionality.

problem Finding least favorable priors is challenging due to infinite-dimensional optimization.
method Develops a dimensionality reduction method using Bregman divergences.
result Allows use of gradient ascent algorithms for finding least favorable priors.

New computational methods solve martingale optimal transport problems.

problem Solving martingale optimal transport problems with additional dynamics constraints.
method Discretization of marginal distributions combined with linear programming and entropic regularisation.
result Approximation of the MOT value using linear programming problems.

Paper tackles robust optimal transport with improved computational complexity and barycenter approximation.

problem Computing robust optimal transport and its barycenter efficiently.
method Sinkhorn-based algorithms for robust optimal transport and iterative Bregman projections for barycenter approximation.
result Improved computational complexity for robust optimal transport and barycenter approximation.

Automatically tunes distance threshold in metric learning.

problem Manual tuning of distance threshold in ITML-based methods is sensitive and time-consuming.
method Optimized metric learning algorithm using Dykstra algorithm to solve nonlinear equation efficiently.
result The proposed metric learning algorithm automatically tunes the distance threshold and achieves comparable accuracy.

The paper explores clustering methods using Bregman divergences.

problem Developing efficient clustering algorithms for complex data.
method Investigates fixed rate quantization and Voronoi diagrams in Riemannian metric spaces induced by separable Bregman divergences.
result Experimental results show improved performance of clustering algorithms using these metrics.

New Langevin Monte Carlo algorithms for sampling from nonsmooth distributions.

problem Sampling from distributions with nonsmooth convex composite potentials.
method Leveraging Bregman--Moreau envelopes and proximal operators in mirror descent.
result Efficiency in sampling from nonsmooth distributions, extending existing methods.

In this work, we extend some quantities introduced in "Optimization of conditional value-at-risk" of R.T Rockafellar and S. Uryasev to the case where the proximity between real numbers is measured by using a Bregman divergence. This leads to the definition of the Bregman superquantile. Axioms of a coherent measure of r…

2014-05-26abs ↗pdf ↗

This manuscript develops the theory of agglomerative clustering with Bregman divergences. Geometric smoothing techniques are developed to deal with degenerate clusters. To allow for cluster models based on exponential families with overcomplete representations, Bregman divergences are developed for nondifferentiable co…

2012-06-27abs ↗pdf ↗

New findings show Bregman proximal algorithms can get stuck near non-stationary points.

problem Bregman proximal algorithms can get stuck near non-stationary points, misleadingly suggesting convergence.
method Analysis of Bregman proximal algorithms and their behavior near non-stationary points.
result Bregman proximal algorithms can get stuck near spurious stationary points, even in convex problems.

The paper develops a method to approximate arbitrary Bregman divergences from supervision.

problem Approximating an arbitrary Bregman divergence from supervision.
method Develops a formulation and algorithm for learning arbitrary Bregman divergences by approximating their convex generating function via a piecewise linear function.
result The method achieves a generalization error of Op(m1/2)O_p(m^{-1/2}) for metric learning, matching known bounds.

Paper shows how to break down a specific type of divergence into simpler parts.

problem Understanding and simplifying divergence functions.
method Decomposes the symmetric Bregman divergence into two types of Jensen divergences and a Bregman divergence, and extends this to include f-divergences.
result Sum decomposition of divergence into simpler parts is possible.

Proposes BMME for optimizing nonsmooth nonconvex problems with block structure.

problem Optimizing nonsmooth nonconvex problems with block structure.
method Block Alternating Bregman Majorization Minimization with Extrapolation (BMME).
result Subsequential convergence to a first-order stationary point under mild assumptions, global convergence under stronger conditions.

Generalizes bias-variance decomposition for Bregman divergences.

problem No specific problem stated; generalization of bias-variance for Bregman divergences.
method Provided a generalization of the bias-variance decomposition for Bregman divergences.
result A clear, standalone derivation of the bias-variance decomposition for Bregman divergences.

The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alternating direction method of multipliers (ADMM) to Bregman ADMM (BADMM), which allows the choice of different Bregman divergences to exploit …

2013-06-13abs ↗pdf ↗

Paper introduces new divergence for robust optimization and machine learning.

problem Improving robust optimization and machine learning performance.
method Derives concentration and asymptotic results using Bregman divergence and proposes Wasserstein-Bregman divergence.
result New divergence (Wasserstein-Bregman) improves performance in robust optimization and machine learning.

New analysis of annealing paths in sampling and estimation.

problem Sampling from complex distributions and estimating normalization constants.
method Extending known results on Bregman divergence to quasi-arithmetic means under monotonic embedding.
result Analogous result for quasi-arithmetic means, highlighting the interplay between means, parametric families, and divergence functionals.

The study evaluates Bregman divergences for learning crowd probabilities.

problem Learning crowd probabilities from global perspectives.
method Adapting machine learning models to target probability distributions using Bregman divergences.
result Special attention is needed when constructing objective functions for neural network optimization.

EGMU optimizes portfolios using KL divergence, ensuring positive solutions.

problem Constructing multi-factor target-exposure portfolios efficiently and accurately.
method Convex optimization framework minimizing KL divergence, with explicit solvers.
result Established feasibility and uniqueness of strictly positive solutions under convex-hull conditions.

The paper analyzes the bias-variance tradeoff for Bregman divergences.

problem Understanding the bias-variance tradeoff for Bregman divergences.
method Analyzes the bias-variance tradeoff through operations in dual space.
result Derives several results including a generalized law of total variance and ensembling operations.

New method improves matrix factorization speed and accuracy.

problem Matrix factorization optimization problems suffer from biased solutions and lack of convergence guarantees.
method Proposes a novel Bregman distance for matrix factorization, enabling non-alternating schemes with convergence proof.
result Convergence to a stationary point proved for matrix factorization problems.

New method uses Monte Carlo estimation to approximate dually flat information geometry.

problem Intractable integral-based Bregman generators for dually flat statistical manifolds.
method Monte Carlo estimation of Bregman generators for dually flat information geometries.
result Monte Carlo Information Geometries (MCIG) allow practical use of Bregman algorithms.

New algorithm solves saddle point problems in Banach spaces.

problem Solving saddle point problems in real reflexive Banach spaces.
method Stochastic Bregman Primal-Dual Splitting Algorithm with relative smoothness and strong convexity assumptions.
result Almost sure convergence to saddle points under various conditions.

Proposes a generative model using scaled-Bregman divergences to handle support mismatch in training.

problem Support mismatch between model and data distributions during training.
method Augments the base measure of the problematic divergence (scaled-Bregman) to resolve the support mismatch problem.
result Demonstrates promising results on MNIST, CelebA, and CIFAR-10 datasets.

This work generalizes calibeating for a broader range of proper losses using Bregman divergence.

problem Calibration for a wide range of proper losses beyond Brier and log loss.
method Regret minimization based on Bregman divergence for a family of proper losses.
result U-calibration results for a family of Tsallis losses with logarithmic regret and dimension independence.

A method for combining classifiers from multiple views using Bregman divergences.

problem Combining classifiers from multiple views with limited labeled data.
method Jointly learns view-specific and overall weighted majority vote classifiers using Bregman divergences.
result Empirical results show improved classifier performance with limited labeled data.