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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.

168,742 papers · 148 categories

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132265397529 · Jun 202019922001200920172026
48 results for Comparator Norms

New algorithms adapt to both gradient norms and comparator norms in online learning.

problem Adapting to both gradient norms and comparator norms in online learning.
method Developed parameter-free and scale-free algorithms for unbounded online convex optimization.
result Improved regret bounds for scale-invariant online prediction with linear models.

We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, w…

2017-05-15abs ↗pdf ↗

We suggest using the max-norm as a convex surrogate constraint for clustering. We show how this yields a better exact cluster recovery guarantee than previously suggested nuclear-norm relaxation, and study the effectiveness of our method, and other related convex relaxations, compared to other clustering approaches.

2012-02-25abs ↗pdf ↗

Minimum-norm solutions generalize well in over-parametrized neural networks.

problem Generalization error in over-parametrized neural networks.
method Analyzing three models: random feature model, two-layer neural network, and residual network.
result Generalization error for minimum-norm solutions is comparable to Monte Carlo rate, up to logarithmic terms.

Differential calculus on metric spaces is contained in the algebraic study of normed groupoids with δδ-structures. Algebraic study of normed groups endowed with dilatation structures is contained in the differential calculus on metric spaces. Thus all algebraic properties of the small world of normed groups with dilat…

2009-11-06abs ↗pdf ↗

CNN layers with large norms are still robust to adversarial attacks.

problem Understanding the relationship between layer norms and adversarial robustness in CNNs.
method Theoretical analysis of 1\ell_1 and \ell_\infty norms, norm decay method, adversarial training frameworks.
result Adversarially robust CNNs can have comparable or larger layer norms than non-adversarially robust ones.

A toolkit for path-norms enhances neural network generalization bounds.

problem Establishing generalization bounds for modern neural networks.
method Introducing a comprehensive toolkit for path-norms in ReLU networks with various operations.
result Established generalization bounds for modern neural networks that are the most widely applicable and recover/beat the sharpest known bounds.

We consider a variant of online convex optimization in which both the instances (input vectors) and the comparator (weight vector) are unconstrained. We exploit a natural scale invariance symmetry in our unconstrained setting: the predictions of the optimal comparator are invariant under any linear transformation of th…

2017-08-23abs ↗pdf ↗

A new method compares synthetic power networks to actual ones using multiscale flat norm.

problem Comparing synthetic power networks to actual ones due to lack of correspondence.
method Proposes a multiscale flat norm approach to compute distance between networks.
result The flat norm distance captures variations more accurately than Hausdorff distance.

HBR improves normative modeling of neuroimaging data across multiple sites.

problem Dealing with nuisance variation in neuroimaging data across different sites.
method Hierarchical Bayesian regression (HBR) for multi-site normative modeling.
result HBR provides more accurate normative ranges compared to existing methods.

Simple regional perturbations maintain model transferability while reducing adversarial example distortion.

problem Comparing efficacy of regional adversarial attacks without complex methods.
method Developed a simple regional adversarial perturbation attack using cross-entropy sign.
result Localized adversarial examples require significantly less LpL_p norm distortion compared to non-local counterparts.

New method for efficient proximal mapping of 1-path-norm in shallow networks.

problem Efficiently handling the 1-path-norm of shallow neural networks.
method Closed-form proximal operator for efficient computation and upper bound on Lipschitz constant.
result Proximal mapping allows robust training against adversarial perturbations.

We provide a necessary and sufficient condition that LpL^p-norms, 2<p<62<p<6, of eigenfunctions of the square root of minus the Laplacian on 2-dimensional compact boundaryless Riemannian manifolds MM are small compared to a natural power of the eigenvalue λλ. The condition that ensures this is that their L2L^2 norms ove…

2009-07-28abs ↗pdf ↗

This paper compares two invariants of foliated manifolds which seem to measure the non-Hausdorffness of the leaf space: the transversal length on the fundamental group and the foliated Gromov norm on the homology. We consider foliations with the property that the set of singular simplices transverse to the foliation sa…

2003-03-19abs ↗pdf ↗

Learning linear combinations of multiple kernels is an appealing strategy when the right choice of features is unknown. Previous approaches to multiple kernel learning (MKL) promote sparse kernel combinations to support interpretability and scalability. Unfortunately, this 1-norm MKL is rarely observed to outperform tr…

2010-02-27abs ↗pdf ↗

Proposes a new criterion for selecting Nash equilibria considering both utility and inequality.

problem Finding a fair Nash equilibrium in group decision-making.
method Introduces entropy-norm space for geometric selection of strict Nash equilibria.
result The closest entropy-norm pair to the largest entropy-norm pair in rescaled space is the most suitable equilibrium.

Paper develops algorithms for sparse linear regression with generalized elastic net penalty.

problem Sparse linear regression with robust penalty for high-dimensional data.
method Iterative Reweighted Framework based on ADMM and PMM with SNN.
result Efficient algorithms provide superior performance in both simulated and real data.

Sparse alpha-norm regularization has many data-rich applications in Marketing and Economics. Alpha-norm, in contrast to lasso and ridge regularization, jumps to a sparse solution. This feature is attractive for ultra high-dimensional problems that occur in demand estimation and forecasting. The alpha-norm objective is …

2017-09-01abs ↗pdf ↗

The paper analyzes the risk of a least squares estimator under a spike covariance model.

problem Risk analysis of the least squares estimator under a spike covariance model.
method Assumes spike covariance matrices, studies risk as d/nightarrowd/n ightarrow \infty.
result Risk of the minimum norm least squares estimator vanishes compared to the null estimator.

Paper addresses fault-tolerance in distributed machine learning with stochastic gradient descent.

problem Fault-tolerance in distributed stochastic gradient descent (D-SGD) for machine learning.
method Proposes norm-based comparative gradient elimination (CGE) to robustify D-SGD against Byzantine faulty agents.
result CGE guarantees fault-tolerance against a bounded fraction of Byzantine agents under standard stochastic assumptions.

The Group-Lasso is a well-known tool for joint regularization in machine learning methods. While the l_{1,2} and the l_{1,\infty} version have been studied in detail and efficient algorithms exist, there are still open questions regarding other l_{1,p} variants. We characterize conditions for solutions of the l_{1,p} G…

2012-06-18abs ↗pdf ↗

This thesis presents the Conditional Value-at-Risk concept and combines an analysis that covers its application as a risk measure and as a vector norm. For both areas of application the theory is revised in detail and examples are given to show how to apply the concept in practice. In the first part, CVaR as a risk mea…

2015-10-31abs ↗pdf ↗

Analysis of non-asymptotic estimation error and structured statistical recovery based on norm regularized regression, such as Lasso, needs to consider four aspects: the norm, the loss function, the design matrix, and the noise model. This paper presents generalizations of such estimation error analysis on all four aspe…

2015-05-09abs ↗pdf ↗

Optimal a priori estimates are derived for the population risk, also known as the generalization error, of a regularized residual network model. An important part of the regularized model is the usage of a new path norm, called the weighted path norm, as the regularization term. The weighted path norm treats the skip c…

2019-03-06abs ↗pdf ↗

In this paper we investigate panel regression models with interactive fixed effects. We propose two new estimation methods that are based on minimizing convex objective functions. The first method minimizes the sum of squared residuals with a nuclear (trace) norm regularization. The second method minimizes the nuclear …

2018-10-25abs ↗pdf ↗

Noise injection before gradient steps helps in regularization for neural networks.

problem Improving generalization in overparametrized neural networks.
method Injecting small noise perturbations before computing gradient steps, especially in layer-wise fashion.
result Small noise perturbations can explicitly regularize neural networks without variance explosion.

We analyze low rank tensor completion (TC) using noisy measurements of a subset of the tensor. Assuming a rank-rr, order-dd, N×N××NN \times N \times \cdots \times N tensor where r=O(1)r=O(1), the best sampling complexity that was achieved is O(Nd2)O(N^{\frac{d}{2}}), which is obtained by solving a tensor nuclear-norm minimizatio…

2017-11-14abs ↗pdf ↗

This paper investigates the problem of sparse signal recovery in the presence of additive impulsive noise. The heavytailed impulsive noise is well modelled with stable distributions. Since there is no explicit formulation for the probability density function of SαSSαS distribution, alternative approximations like Genera…

2018-04-12abs ↗pdf ↗

Theoretical framework for neural network compression using sparsity norms.

problem Understanding and quantifying compressibility and accuracy trade-offs in neural networks.
method Using sparsity-sensitive ℓ_q-norm to characterize compressibility and developing adaptive pruning algorithms.
result Theoretical relationship between network sparsity and compressibility with controlled accuracy degradation.

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.

This study uses neural networks to solve interpolation problems with sparse, infinitely wide layers.

problem Exact data interpolation using sparse, infinitely wide neural networks.
method Atomic norm framework to derive convex hulls and equivalent convex formulations.
result Simple characterizations of convex hulls for different constraints on network weights and biases.

Robustness is an increasingly important property of machine learning models as they become more and more prevalent. We propose a defense against adversarial examples based on a k-nearest neighbor (kNN) on the intermediate activation of neural networks. Our scheme surpasses state-of-the-art defenses on MNIST and CIFAR-1…

2019-06-23abs ↗pdf ↗

The paper tackles multi-armed bandits with vector losses, focusing on minimizing the \ell^\infty-norm of relative losses.

problem Minimizing the \ell^\infty-norm of relative losses in multi-armed bandits with multiple losses.
method Defines relative loss vector, derives lower bounds, and provides matching algorithms for both fixed-confidence best-arm identification and regret minimization.
result Derives problem-dependent sample complexity lower bound and matching algorithms for fixed-confidence best-arm identification.

The recent proposed Tensor Nuclear Norm (TNN) [Lu et al., 2016; 2018a] is an interesting convex penalty induced by the tensor SVD [Kilmer and Martin, 2011]. It plays a similar role as the matrix nuclear norm which is the convex surrogate of the matrix rank. Considering that the TNN based Tensor Robust PCA [Lu et al., 2…

2018-06-07abs ↗pdf ↗

GAS-Norm improves deep learning time series forecasting in non-stationary settings.

problem Deep learning models struggle with non-stationary time series data.
method Combines GAS model for adaptive normalization with deep neural networks.
result Improves deep learning performance in 21 out of 25 settings.

In this paper, we propose p\ell_p-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the sparsity of the second-order KKT points of the p\ell_p-norm regularized models…

2013-12-22abs ↗pdf ↗