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.
We investigate a robust penalized logistic regression algorithm based on a minimum distance criterion. Influential outliers are often associated with the explosion of parameter vector estimates, but in the context of standard logistic regression, the bias due to outliers always causes the parameter vector to implode, t…
We stabilize the activations of Recurrent Neural Networks (RNNs) by penalizing the squared distance between successive hidden states' norms. This penalty term is an effective regularizer for RNNs including LSTMs and IRNNs, improving performance on character-level language modeling and phoneme recognition, and outperfor…
In this paper we propose and study a family of sparsity-inducing penalty functions. Since the penalty functions are related to the kinetic energy in special relativity, we call them \emph{kinetic energy plus} (KEP) functions. We construct the KEP function by using the concave conjugate of a χ2-distance function and …
We investigate properties of estimators obtained by minimization of U-processes with the Lasso penalty in high-dimensional settings. Our attention is focused on the ranking problem that is popular in machine learning. It is related to guessing the ordering between objects on the basis of their observed predictors. We p…
result Empirically, BCOP parameterization is competitive with existing approaches to provable adversarial robustness and Wasserstein distance estimation.
Wasserstein Generative Adversarial Networks (WGANs) provide a versatile class of models, which have attracted great attention in various applications. However, this framework has two main drawbacks: (i) Wasserstein-1 (or Earth-Mover) distance is restrictive such that WGANs cannot always fit data geometry well; (ii) It …
Generative adversarial networks (GANs) have received a tremendous amount of attention in the past few years, and have inspired applications addressing a wide range of problems. Despite its great potential, GANs are difficult to train. Recently, a series of papers (Arjovsky & Bottou, 2017a; Arjovsky et al. 2017b; and Gu…
The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but nontrivial to project onto their intersection. Algorithms based on Newton's metho…
One-bit measurements widely exist in the real world, and they can be used to recover sparse signals. This task is known as the problem of learning halfspaces in learning theory and one-bit compressive sensing (1bit-CS) in signal processing. In this paper, we propose novel algorithms based on both convex and nonconvex s…
This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to Bregman divergences. Our framework thus naturally generalizes a previously proposed …
The use of machine-learning in neuroimaging offers new perspectives in early diagnosis and prognosis of brain diseases. Although such multivariate methods can capture complex relationships in the data, traditional approaches provide irregular (l2 penalty) or scattered (l1 penalty) predictive pattern with a very limited…
We study the problem of estimating high-dimensional regression models regularized by a structured sparsity-inducing penalty that encodes prior structural information on either the input or output variables. We consider two widely adopted types of penalties of this kind as motivating examples: (1) the general overlappin…
Predictive models can be used on high-dimensional brain images for diagnosis of a clinical condition. Spatial regularization through structured sparsity offers new perspectives in this context and reduces the risk of overfitting the model while providing interpretable neuroimaging signatures by forcing the solution to …