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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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235470705940 · Jun 202019922001200920172026
48 results for Differentiable Optimization

Differentiable pipeline replaces non-differentiable CAE components for shape optimization.

problem Gradient-based optimization is limited by non-differentiable components in CAE workflows.
method Surrogate models replace non-differentiable pipeline components, enabling gradient-based optimization.
result Gradient-based shape optimization possible without differentiable solvers.

BPQP improves efficiency of differentiable optimization layers for deep learning.

problem Efficiency in differentiating optimization problems for deep learning models.
method Reformulates optimization problems as quadratic programming, enabling efficient gradient calculation.
result Significant improvement in efficiency (order of magnitude faster) compared to other differentiable optimization layers.

Differentially private hyperparameter tuning improves privacy in machine learning.

problem Hyperparameter tuning leaks private information through selected configurations.
method Local Bayesian optimization using Gaussian Process surrogate for private gradient approximation.
result DP-GIBO converges to locally optimal hyperparameters with polynomial dimensional dependence.

Recent work has shown how to embed differentiable optimization problems (that is, problems whose solutions can be backpropagated through) as layers within deep learning architectures. This method provides a useful inductive bias for certain problems, but existing software for differentiable optimization layers is rigid…

2019-10-28abs ↗pdf ↗

This work speeds up hyperparameter selection for non-smooth convex models using implicit differentiation.

problem Optimizing hyperparameters of non-smooth convex models.
method Implicit differentiation of proximal gradient and coordinate descent methods.
result Implicit differentiation can speed up hyperparameter optimization, especially for non-smooth problems.

Optimizes differentially private kernel learning with random projection.

problem Privacy-preserving learning algorithms with optimal performance.
method Differentially private kernel ERM algorithm based on random projection in reproducing kernel Hilbert space.
result Achieves minimax-optimal excess risk rates for various loss functions.

Proposes a differentiable STFT for more efficient optimization of hop length.

problem Efficient optimization of hop length in STFT for better temporal control.
method Introduces a differentiable version of STFT with continuous hop length.
result Improves optimization methods like gradient descent for STFT.

Develops a high-dimensional differentially-private EM algorithm with near-optimal statistical guarantees.

problem Designing differentially-private EM algorithms for high-dimensional latent variable models.
method Noisy iterative hard-thresholding, statistical guarantees, near-optimal convergence rates.
result Near-optimal statistical guarantees and minimax rate optimality in high-dimensional settings.

DIFF2 improves differential privacy in nonconvex optimization with better utility bounds.

problem Improving differential privacy in nonconvex optimization with better utility bounds.
method DIFF2 constructs a differential private global gradient estimator using gradient differences.
result DIFF2 achieves a utility of \(\widetilde O(d^{2/3}/(n\varepsilon_{\mathrm{DP}})^{4/3})\), significantly better than \(\widetilde O(\sqrt{d}/(n\varepsilon_{\mathrm{DP}}))\).

An optimal control problem associated with the dynamics of the orientation of a bipolar molecule in the plane can be understood by means of tools in differential geometry. For first time in the literature kk-symplectic formalism is used to provide the optimal control problems associated to some families of partial dif…

2012-10-25abs ↗pdf ↗

Develops a new method for statistical optimal allocation problems.

problem Statistical optimal allocation problems with constraints.
method Functional differentiability approach and Hadamard differentiability of value functions.
result Validates margin assumption for fast convergence rate of plug-in methods.

Paper presents an ADMM-based approach to efficiently integrate quadratic programming layers into neural networks.

problem Integrating quadratic programs into neural networks for optimization.
method An ADMM-based network layer architecture for solving quadratic programs efficiently.
result The ADMM layer is approximately an order of magnitude faster than existing methods for medium scaled problems.

Paper proposes no-regret algorithms for private GP bandit optimization.

problem Private Gaussian process bandit optimization.
method Combines uniform kernel approximator with random perturbations for differentially private GP bandit algorithms.
result Provable no-regret algorithms for stationary kernel functions in two DP settings.

Two new differentially private optimization algorithms derived from accelerated methods.

problem Improving privacy in optimization algorithms while maintaining convergence rates.
method Polyak's heavy ball method and Nesterov's accelerated gradient method with differential privacy.
result The proposed algorithms outperform existing differentially private optimization methods.

Differentiable cutting-plane layers solve parametric mixed-integer linear optimization problems.

problem Solving parametric mixed-integer linear optimization problems with changing data.
method Introducing cutting-plane layers (CPLs) for differentiable cutting-plane generation.
result The algorithm computes solutions with low integrality gaps and generalizes to unseen instances.

Develops new instance-optimality concepts in differential privacy.

problem Improving privacy guarantees in statistical estimation.
method Introduces local minimax risk and unbiased mechanisms, and develops inverse sensitivity mechanisms.
result Inverse sensitivity mechanisms are nearly instance optimal for a wide range of functions.

New method tackles rugged optimization landscapes in contact-rich scenarios.

problem Optimization challenges in dynamic environments with deformable objects.
method Combines Bayesian optimization with semi-local 'leaps' for global search.
result Outperforms gradient-based and gradient-free baselines in simulation and real robot experiments.

The paper introduces a differentially private method for optimization on Riemannian manifolds.

problem Differential privacy in optimization constrained to Riemannian manifolds.
method Adding Gaussian noise to the Riemannian gradient on the tangent space, with privacy and utility guarantees.
result Privacy and utility guarantees for differentially private Riemannian optimization.

Develops scalable differentiable physics for complex object interactions.

problem Limited scalability of existing differentiable physics solvers.
method Adopting meshes for arbitrary geometry, localized collision handling, and accelerated implicit differentiation.
result Significantly reduces memory and computation requirements compared to particle-based methods.

Differentiable structure learning addresses DAGs with multiple global minimizers.

problem Identify the true DAG from global minimizers of acyclicity-constrained optimization problems.
method Carefully regularize the likelihood to identify the sparsest model in the Markov equivalence class.
result Regularization of the likelihood defines a score that identifies the sparsest model in general models and likelihoods.

Review of privacy-preserving linear models for high-dimensional data.

problem Overfitting and data memorization in high-dimensional linear models.
method Comprehensive comparison of optimization techniques for differentially private high-dimensional linear models.
result Coordinate-optimized algorithms perform best in empirical tests.

New DP optimization methods for sparse gradients, improving on existing algorithms.

problem Differentially private optimization with sparse gradients in high-dimensional settings.
method Improved bounds for mean estimation, pure- and approximate-DP algorithms for stochastic convex optimization.
result First nearly dimension-independent rates for DP optimization with sparse gradients.

SPOT improves differentiable causal discovery by estimating skeleton posterior for latent confounders.

problem Scalable and accurate estimation of causal skeletons in the presence of latent confounders.
method SPOT (Skeleton Posterior-guided OpTimization) framework that estimates skeleton posterior and integrates it with differentiable causal discovery.
result SPOT enhances differentiable causal discovery by reducing the search space and improving accuracy.

New ODE models show saddle-point optimization methods converge differently, with last-iterate convergence for OGDA.

problem Analyzing convergence properties of saddle-point optimization methods.
method High-Resolution Differential Equations (HRDEs) to design differential equation models for saddle-point optimization methods.
result HRDEs reveal last-iterate convergence for Optimistic Gradient Descent Ascent (OGDA) in bilinear games.

Differentially private GANs improve image privacy without significant quality loss.

problem Anonymizing image data sets while maintaining image quality.
method Training GANs with differential privacy on MNIST, analyzing privacy-utility trade-offs and explaining optimization methods.
result An increasing privacy budget adds little to generated image quality, revealing a saturated training regime.

Algorithm improves vanilla option pricing accuracy during and before COVID-19.

problem Improving vanilla option pricing accuracy during and before the pandemic.
method Combinational Mutation Strategy of Differential Evolution (CmDE) algorithm for bi-objective optimization.
result Algorithm approximates real market vanilla option prices more accurately than Black-Scholes.

The paper proposes differentially private sliced inverse regression algorithms for high-dimensional data.

problem Privacy concerns in high-dimensional data analysis.
method Differentially private sliced inverse regression algorithms designed for privacy preservation.
result Achieves minimax lower bounds up to logarithmic factors.

The paper refines optimization algorithms using Lyapunov functions and differential equations.

problem Improving convergence rates of optimization algorithms.
method Revisiting Fazylab's framework, relaxing conditions, and introducing new differential equations.
result Improved convergence rates for optimization algorithms, including Nesterov and Polyak algorithms.

Gradient estimation techniques applied to programs with randomness in high energy physics.

problem Differentiating programs with discrete randomness in high energy physics.
method Several gradient estimation techniques, including Stochastic AD method, applied to simplified detector design experiments.
result Development of the first fully differentiable branching program.

Defines a calculus for integrating Moreau envelopes in differentiable programming.

problem Lack of a mathematical framework for applying Moreau envelopes to deep networks and machine learning systems.
method Develops a compositional calculus adapted to Moreau envelopes and integrates it into differentiable programming.
result Integrates Moreau envelopes into differentiable programming, enabling new gradient back-propagation methods.

Optimal DP mechanisms for vector queries are found to be staircase distributions.

problem Designing optimal additive mechanisms for vector-valued queries under differential privacy.
method Reduction to radially symmetric distributions and convex rearrangement theory.
result Staircase mechanisms are optimal for any norm and cost function.

Paper develops DP methods for low-rank matrix estimation with near-optimal performance.

problem Estimating a low-rank matrix under differential privacy constraints.
method Introduced computationally efficient DP-initialization and Riemannian optimization-based DP-RGrad algorithm.
result DP-RGrad achieves near-optimal convergence rate under weak differential privacy constraints.