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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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80160239319 · Jun 202019922001200920172026
48 results for Exponential Weighted L2

Develops a new fuzzy model using QPs and ewl2 regularization to improve local region behavior.

problem Inability of constant and linear functions to accurately describe local regions in fuzzy models.
method Applied Fuzzy C-Means for structure identification, used QPs as consequents, introduced ewl2 regularization.
result Improved model's ability to describe local regions without overfitting.

We give a topological interpretation of the space of L2-harmonic forms on finite-volume manifolds with sufficiently pinched negative curvature. We give examples showing that this interpretation fails if the curvature is not sufficiently pinched and that our result is sharp with respect to the pinching constants. The me…

2002-07-12abs ↗pdf ↗

Batch Normalization is a commonly used trick to improve the training of deep neural networks. These neural networks use L2 regularization, also called weight decay, ostensibly to prevent overfitting. However, we show that L2 regularization has no regularizing effect when combined with normalization. Instead, regulariza…

2017-06-16abs ↗pdf ↗

We investigate deep Bayesian neural networks with Gaussian weight priors and a class of ReLU-like nonlinearities. Bayesian neural networks with Gaussian priors are well known to induce an L2, "weight decay", regularization. Our results characterize a more intricate regularization effect at the level of the unit activat…

2018-10-11abs ↗pdf ↗

Paper introduces stability in model averaging and proposes a L2-penalty method.

problem Theoretical properties of model averaging from stability perspective.
method Introduces stability, defines asymptotic empirical risk minimizer, and proposes L2-penalty model averaging method.
result Proposed L2-penalty method ensures stability and consistency under reasonable conditions.

We give a fast oblivious L2-embedding of ARnxdA\in \mathbb{R}^{n x d} to BRrxdB\in \mathbb{R}^{r x d} satisfying (1ε)Ax22Bx22<=(1+ε)Ax22.(1-\varepsilon)\|A x\|_2^2 \le \|B x\|_2^2 <= (1+\varepsilon) \|Ax\|_2^2. Our embedding dimension rr equals dd, a constant independent of the distortion ε\varepsilon. We use as a black-box any L2-embedding $Π…

2019-09-27abs ↗pdf ↗

Dynamic-weight AMMs outperform traditional CEX rebalancing in tokenized funds, especially on L2s.

problem Improving asset allocation efficiency in decentralized finance (DeFi) protocols.
method Block-level arbitrage analysis and long-term performance benchmarks on two live pools.
result Dynamic-weight AMMs can achieve performance comparable to or better than traditional CEX rebalancing, especially on Layer 2 (L2) networks.

Importance-weighted risk minimization is a key ingredient in many machine learning algorithms for causal inference, domain adaptation, class imbalance, and off-policy reinforcement learning. While the effect of importance weighting is well-characterized for low-capacity misspecified models, little is known about how it…

2018-12-08abs ↗pdf ↗

The problem of joint feature selection across a group of related tasks has applications in many areas including biomedical informatics and computer vision. We consider the l2,1-norm regularized regression model for joint feature selection from multiple tasks, which can be derived in the probabilistic framework by assum…

2012-05-09abs ↗pdf ↗

ESNs trained with Tikhonov least squares approximate ergodic dynamical systems in L2(μ) norm.

problem Approximating ergodic dynamical systems using ESNs.
method Tikhonov least squares regression on ESNs trained on observations from an ergodic dynamical system.
result ESNs trained with Tikhonov least squares approximate the target function in the L2(μ) norm.

In this paper, we study Lichnerowicz type estimate for eigenvalues of drifting Laplacian operator and L1 and L2 energy for drifting heat equation on closed manifolds with weighted measure. In some sense, this study is about the eigenvalue estimate on Ricci solitons.

2009-11-25abs ↗pdf ↗

The paper connects neural collapse and low-rank bias in networks with L2 regularization.

problem Understanding the emergence of low-rank bias and neural collapse in L2-regularized networks.
method Unified theoretical framework linking TCV and rank of weight matrices, proving global optimality of DNC1, and establishing a benign landscape property.
result Zero TCV across intermediate layers minimizes representation cost under natural architectural constraints, and DNC1 is globally optimal.

Forecast dam inflow using sea surface feature weights.

problem Accurate dam inflow forecasting for flood mitigation.
method Extracted sea surface features, applied L2-norm ensemble weighting, used PCA and t-SNE for dimensionality reduction, and calibrated regression models.
result The proposed method improves predictor stability and accuracy in dam inflow forecasting.

A standing conjecture in L2-cohomology is that every finite CW-complex X is of L2-determinant class. In this paper, we prove this whenever the fundamental group belongs to a large class of groups containing e.g. all extensions of residually finite groups with amenable quotients, all residually amenable groups and free …

1998-07-07abs ↗pdf ↗

For a normal covering over a closed oriented topological manifold we give a proof of the L2-signature theorem with twisted coefficients, using Lipschitz structures and the Lipschitz signature operator introduced by Teleman. We also prove that the L-theory isomorphism conjecture as well as the C^*_max-version of the Bau…

2002-09-13abs ↗pdf ↗

Dropout is one of the key techniques to prevent the learning from overfitting. It is explained that dropout works as a kind of modified L2 regularization. Here, we shed light on the dropout from Bayesian standpoint. Bayesian interpretation enables us to optimize the dropout rate, which is beneficial for learning of wei…

2014-12-22abs ↗pdf ↗

We provide a proof for an inequality between volume and L2-Betti numbers of aspherical manifolds for which Gromov outlined a strategy based on general ideas of Connes. The implementation of that strategy involves measured equivalence relations, Gaboriau's theory of L2-Betti numbers of R-simplicial complexes, and other …

2006-05-23abs ↗pdf ↗

The main theme of this work is a unifying algorithm, \textbf{L}oop\textbf{L}ess \textbf{S}ARAH (L2S) for problems formulated as summation of nn individual loss functions. L2S broadens a recently developed variance reduction method known as SARAH. To find an εε-accurate solution, L2S enjoys a complexity of ${\cal O}\b…

2019-06-05abs ↗pdf ↗

Several new properties of weighted Hilbert transform are obtained. If mu is zero, two Plancherel-like equations and the isotropic properties are derived. For mu is real number, a coerciveness is derived and two iterative sequences are constructed to find the inversion. The proposed iterative sequences are applicable to…

2020-02-06abs ↗pdf ↗

We prove that L2-Boosting lacks a theoretical property which is central to the behaviour of l1-penalized methods such as basis pursuit and the Lasso: Whereas l1-penalized methods are guaranteed to recover the sparse parameter vector in a high-dimensional linear model under an appropriate restricted nullspace property, …

2018-12-13abs ↗pdf ↗

Extends L2-norm LDA to 2D inputs using Bhattacharyya bound.

problem L2-norm LDA loses useful image information for 2D inputs.
method 2DBLDA maximizes matrix-based between-class distance and minimizes within-class distance, optimizing Bhattacharyya error bound.
result 2DBLDA improves image recognition and face reconstruction.

Introduces Exponentially Weighted Signature for better path representation.

problem Uniform treatment of historical information in signatures.
method Generalizes EFM signature to bounded linear operators, enabling contextualised temporal weighting.
result EWS is the unique solution to a linear controlled differential equation and generalizes state-space models.

In this paper, we study the evolution of L2 p-forms under Ricci flow with bounded curvature on a complete non-compact or a compact Riemannian manifold. We show that under curvature pinching conditions on such a manifold, the L2 norm of a smooth p-form is non-increasing along the Ricci flow. The L^{\infty} norm is showe…

2007-01-15abs ↗pdf ↗

Adversarial training makes logistic regression weight loss landscapes sharper.

problem Understanding why adversarial training sharpens the weight loss landscape in logistic regression.
method Theoretical analysis of linear logistic regression model with L2 norm constraints, and experiments on ResNet18.
result Adversarial training sharpens the weight loss landscape in linear logistic regression models.

Study on L2-boosting behavior as learning rate approaches zero.

problem Understanding the asymptotic behavior of L2-boosting algorithms with vanishing learning rates.
method Analyzes L2-boosting for regression with linear base learners, proving a deterministic limit and characterizing it as a solution to a linear differential equation.
result Proves the existence of a unique solution to the limit problem and analyzes the training and test error.

This paper identifies a problem with the usual procedure for L2-regularization parameter estimation in a domain adaptation setting. In such a setting, there are differences between the distributions generating the training data (source domain) and the test data (target domain). The usual cross-validation procedure requ…

2016-07-31abs ↗pdf ↗