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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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192383575766 · Jun 202019922001200920172026
48 results for Critical Sample Size

RBMs learn archetypes when trained on blurred copies of them, revealing a critical sample size.

problem Determining the critical sample size for RBMs to learn archetypes.
method Formal equivalence between RBMs and Hopfield networks, statistical-mechanics of disordered systems, Monte Carlo simulations.
result A phase diagram highlights regions where learning can be accomplished.

A new sampler tackles critical phenomena by leveraging scale invariance.

problem Scale invariance at criticality causes sampling difficulties in Monte Carlo simulations.
method RiGCS combines MLMC-HB with generative models to improve sampling efficiency.
result RiGCS achieves significantly higher effective sample size than existing methods.

Improved convergence for actor-critic algorithms in MDPs.

problem Global convergence analysis for actor-critic algorithms in MDPs.
method Introduced an analytical framework to handle complex recursions, established convergence to ε-close globally optimal policy with improved sample complexity.
result Converges to ε-close globally optimal policy with sample complexity of O(ε^(-3)) compared to O(ε^(-2)) for ε-close stationary policy.

High-dimensional models become unstable when sample size falls below a critical level, leading to a phase transition.

problem Instability in high-dimensional learning models when sample size is insufficient.
method Proved the necessity of a Fisher eigenvalue threshold for stability, introduced Fisher floor for verification.
result A sharp phase transition between reliable concentration and inevitable failure in high-dimensional learning.

The classical asymptotic theory for parametric MM-estimators guarantees that, in the limit of infinite sample size, the excess risk has a chi-square type distribution, even in the misspecified case. We demonstrate how self-concordance of the loss allows to characterize the critical sample size sufficient to guarantee …

2018-10-16abs ↗pdf ↗

Study evaluates synthetic data augmentation for small datasets, highlighting inconsistencies in traditional metrics.

problem Inconsistent validation of synthetic data generated for small sample sizes.
method Proposes a normalized Bottleneck distance metric to evaluate synthetic tabular data.
result Common metrics like propensity scoring and MMD fail for small datasets, showing instability and high variability.

SGD's performance improves with critical batch size, minimizing SFO complexity.

problem Optimizing SGD's performance with batch size and learning rate.
method Analysis of SGD using constant and decaying learning rates, focusing on batch size effects.
result SGD with critical batch size minimizes SFO complexity.

Study shows DNNs can recover functions with fewer samples than model parameters at overparameterization.

problem Determining reliable function recovery in overparameterized deep neural networks.
method Introducing 'local linear recovery' (LLR) and proving upper bounds on sample sizes for recovery.
result Upper bounds on optimistic sample sizes for function recovery in overparameterized DNNs are achieved.

Study non-monotonic loss functions in CRC, achieving valid risk control with large calibration samples.

problem Non-monotonic loss functions in CRC, violating existing theory's monotonicity assumption.
method Finite grid selection, calibration sample size analysis, Lipschitz continuity, monotonicity, distribution shift.
result Valid CRC achieved with large calibration samples, optimal excess risk rate of log(m)/n\sqrt{\log(m)/n}.

The paper analyzes SGD in high-dimensional networks, revealing new scaling limits.

problem Understanding SGD dynamics in high-dimensional networks.
method Analyzing the effective dynamics of SGD using recent work on the subject.
result A new correction term emerges at the critical scaling regime, changing the phase diagram.

We determine the critical batch size for large language models and find it scales with data size, not model size.

problem Determining the optimal batch size for large-scale model training.
method We propose a measure of critical batch size, pre-trained models, and systematic hyper-parameter sweeps.
result The critical batch size scales primarily with data size, not model size.

The study reveals a transition in neural network performance from infinite-width to variance-limited behavior as dataset size increases.

problem Understanding the transition from infinite-width to variance-limited behavior in neural networks.
method Empirical study of the transition from infinite-width to variance-limited behavior as a function of sample size and network width.
result The critical sample size \( P^* \) is approximately \( \sqrt{N} \) for polynomial regression with ReLU networks.

A large portfolio of independent returns is optimized under the variance risk measure with a ban on short positions. The no-short selling constraint acts as an asymmetric 1\ell_1 regularizer, setting some of the portfolio weights to zero and keeping the out of sample estimator for the variance bounded, avoiding the di…

2016-12-21abs ↗pdf ↗

Gradient descent with large steps leads to chaotic parameter space and unpredictable outcomes.

problem Understanding the behavior of gradient descent with large step sizes in matrix factorization.
method Analyzing the fractal structure of the parameter space and deriving critical step sizes for convergence.
result Gradient descent with large steps exhibits chaotic behavior and sensitivity to initialization, creating a fractal boundary between converging and diverging minimizers.

The paper investigates model collapse in language models from a probabilistic perspective.

problem Understanding and preventing model collapse in language model training.
method Investigates recursive parametric model training from a probabilistic standpoint, characterizing conditions for model collapse and proposing mitigation strategies.
result Progressively increasing sample size is necessary to prevent model collapse, with a superlinear growth rate required in the asymptotic regime.

A neural network model predicts the critical point of the Ising phase transition.

problem Predicting the critical point of the Ising phase transition using supervised learning.
method Proposed a minimal one-free-parameter neural network model to describe the supervised learning problem for the Ising model.
result Just one free parameter is enough to describe the universal finite-size-scaling function in the network output.

Paper introduces a new sampling method combining Consistency Models with importance sampling.

problem Inherent errors in samples and high NFEs for high-quality samples in Boltzmann distributions.
method Combines Consistency Models with importance sampling to produce unbiased samples with minimal NFEs.
result Produces unbiased samples using only 6-25 NFEs, comparable to 100 NFEs for DDPMs.

Enhanced Sampling Scheme improves masked generative modeling.

problem Limitations of existing sampling schemes in masked non-autoregressive generative modeling.
method ESS consists of three stages: Naive Iterative Decoding, Critical Reverse Sampling, and Critical Resampling.
result ESS achieves significant performance gains in unconditional and class-conditional sampling.

Web crawling, snowball sampling, and respondent-driven sampling (RDS) are three types of network sampling techniques used to contact individuals in hard-to-reach populations. This paper studies these procedures as a Markov process on the social network that is indexed by a tree. Each node in this tree corresponds to an…

2015-05-20abs ↗pdf ↗

In this paper we study the support recovery problem for single index models Y=f(Xβ,ε)Y=f(\boldsymbol{X}^{\intercal} \boldsymbolβ,\varepsilon), where ff is an unknown link function, XNp(0,Ip)\boldsymbol{X}\sim N_p(0,\mathbb{I}_{p}) and β\boldsymbolβ is an ss-sparse unit vector such that $\boldsymbolβ_{i}\in \{\pm\frac{1}{\sqrt{s}}…

2015-11-07abs ↗pdf ↗

Neural causal discovery methods fail to accurately uncover causal structures due to the faithfulness property.

problem Accuracy in neural causal discovery is limited, especially when distinguishing between existing and non-existing causal relationships.
method Systematic evaluation of neural causal discovery methods, focusing on their performance in finite sample regimes and their ability to recover ground-truth graphs.
result Neural networks lack the precision to reliably recover ground-truth causal graphs, even for small graphs and large sample sizes.

Study SGD dynamics in high-dimensional models, revealing consistent behavior across different batch sizes and learning rates.

problem Understanding SGD dynamics in high-dimensional multi-index models.
method Asymptotic analysis of SGD, developing mean-field equations and Gaussian diffusion approximations.
result Consistent SGD dynamics across different batch sizes and learning rates, distinct from gradient flow and online SGD.

Seesaw optimizes training by balancing learning rate and batch size, accelerating model pretraining.

problem Optimizing training efficiency for large language models with adaptive optimizers.
method Develops a principled framework for batch-size scheduling, introducing Seesaw which multiplies learning rate by 1/√2 and doubles batch size.
result Empirically, Seesaw reduces wall-clock time by approximately 36% compared to cosine decay, matching theoretical limits.

Motivated by safety-critical applications, test-time attacks on classifiers via adversarial examples has recently received a great deal of attention. However, there is a general lack of understanding on why adversarial examples arise; whether they originate due to inherent properties of data or due to lack of training …

2017-06-13abs ↗pdf ↗

FedFaiREE addresses fairness in decentralized learning with small samples.

problem Ensuring fairness in decentralized federated learning with limited data.
method FedFaiREE is a post-processing algorithm for distribution-free fair learning in decentralized settings with small samples.
result FedFaiREE provides theoretical guarantees for both fairness and accuracy in decentralized environments.

The ability to accurately predict the fit of fashion items and recommend the correct size is key to reducing merchandise returns in e-commerce. A critical prerequisite of fit prediction is size normalization, the mapping of product sizes across brands to a common space in which sizes can be compared. At present, size n…

2019-08-27abs ↗pdf ↗

The study uses AI to optimize trading in FX markets by considering size-dependent fees and risk-aversion.

problem Optimizing trading in FX markets with size-dependent fees and risk-aversion.
method Fitted Natural Actor-Critic (FNC) Reinforcement Learning algorithm.
result The algorithm effectively trades with variable order sizes, reducing transaction costs and promoting risk-averse behavior.

Bayesian DDR models complex multivariate distributions.

problem Modeling relationships between multivariate distributions with differing dimensions.
method Generalized Bayesian framework using sliced Wasserstein distance and MALA for inference.
result Posterior consistency and robust fits demonstrated in simulations and real data.

This work studies the impact of intra-/inter-class diversity on pre-training datasets and finds a balance for optimal performance.

problem The impact of intra-/inter-class diversity on supervised pre-training datasets and their effect on downstream tasks.
method Empirical study and theoretical analysis of the relationship between diversity types and downstream performance.
result The optimal class-to-sample ratio is invariant to the size of the pre-training dataset and can be predicted.

A new method reduces feature screening cost from O(np)O(np) to O(np)O(\sqrt{n}p).

problem Eliminating non-informative features in ultrahigh-dimensional datasets.
method Adaptive subsampling method based on multi-armed bandit problem.
result The proposed method retains sure screening property and comparable performance to SIS.

Improved sample complexity for actor-critic algorithms in MDPs.

problem Achieving optimal policies with limited data in reinforcement learning.
method Single-timescale actor-critic with STORM (STOchastic Recursive Momentum) and a sample buffer.
result Optimal sample complexity of O(ε2)O(ε^{-2}) for εε-optimal policies.

This work studies scaling laws for low-precision training in high-dimensional linear regression.

problem Optimizing trade-off between model quality and training costs in high-dimensional linear regression.
method Theoretical study of scaling laws for low-precision training within a high-dimensional sketched linear regression framework, analyzing multiplicative and additive quantization.
result Multiplicative quantization maintains full-precision model size, while additive quantization reduces effective model size.

New adaptive test for NPIV models controls size and has superior power.

problem Testing inequality and equality restrictions in nonparametric IV models.
method Adaptive hypothesis test based on modified leave-one-out sample quadratic distance.
result Adaptive test attains the adaptive minimax rate of testing in L2L^{2}.

AdAdaGrad optimizes batch sizes for deep learning models, reducing the generalization gap.

problem The generalization gap between large-batch and small-batch training in deep learning.
method AdAdaGrad introduces adaptive batch size strategies derived from adaptive sampling methods.
result AdAdaGradNorm converges to a first-order stationary point with a rate of O(1/K) in K iterations.

New analysis shows actor-critic method converges efficiently in practical settings.

problem Understanding finite-time convergence of single-timescale actor-critic methods.
method Investigated online single-timescale actor-critic algorithm with linear function approximation and Markovian sampling.
result Proved convergence to ε-approximate stationary point with sample complexity of O(ε^(-2)).

HollowFlow speeds up likelihood evaluation for large-scale models.

problem Prohibitive scaling of sample likelihood computations in flow-based models.
method Introduces HollowFlow, a flow-based generative model using a NoBGNN with a block-diagonal Jacobian structure.
result Achieves up to O(n^2) speed-up in likelihood evaluation for large systems.

Study on neural networks' performance in sequential task learning.

problem Understanding the performance of neural networks in sequential task learning.
method Theoretical analysis of generalization performance in continual learning using statistical mechanical analysis of kernel ridge-less regression.
result Characteristic transitions from positive to negative transfer observed in neural networks.

Transfer learning improves causal model estimates in small samples.

problem Challenges in estimating individual treatment effects (ITE) from small datasets.
method Treatment Agnostic Representation Networks (TARNet) with transfer learning (TL-TARNet).
result Transfer learning reduces ITE error and bias in small samples.

Optimistic actor-critic tackles linear MDPs with parametric policies.

problem Theoretical limitations of existing actor-critic methods for linear MDPs.
method Proposes an optimistic actor-critic framework with parametric log-linear policies and approximate Thompson sampling.
result Achieves state-of-the-art sample complexity in both on-policy and off-policy settings.

A simple model economy with locally interacting producers and consumers is introduced. When driven by extremal dynamics, the model self-organizes {\em not} to an attractor state, but to an asymptote, on which the economy has a constant rate of deflation, is critical, and exhibits avalanches of activity with power-law d…

2000-05-19abs ↗pdf ↗

This work analyzes actor-critic methods for faster convergence.

problem Finite-time analysis and sample complexity of two-time-scale actor-critic methods.
method Non-asymptotic analysis under non-i.i.d. setting, proving convergence to first-order stationary point.
result Actor-critic method finds a first-order stationary point with ildeO(ε2.5)\mathcal{ ilde{O}}(ε^{-2.5}) sample complexity.