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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.

168,694 papers · 148 categories

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136271407542 · Jun 202019922001200920172026
48 results for Factorized Gradient Descend

New method tackles over-parameterized matrix sensing with FGD, improving statistical and computational complexity.

problem Solving low rank matrix sensing with over-specified factors when rank is unknown.
method Decomposing the factorized matrix into column spaces to capture extra ranks and analyze convergence.
result Convergence to a statistical error of ildeO(kdσ2/n) ilde{\mathcal{O}} ({k d σ^2/n}) after ildeO(σrσnd) ilde{\mathcal{O}}(\frac{σ_{r}}σ\sqrt{\frac{n}{d}}) iterations.

Descending phase retrieval algorithms show a phase transition with increasing sample complexity.

problem Theoretical limits of descending phase retrieval algorithms.
method Utilizing Random duality theory (RDT), the study develops a generic program to characterize algorithm performance.
result As sample complexity increases, the parametric manifold transitions from multi to single funneling points, leading to a phase transition in algorithm success.

New algorithms handle phase retrieval with rank d measurements, revealing phase transitions.

problem Phase retrieval with rank d measurements.
method Random duality theory (RDT) and descending phase retrieval algorithms (dPR).
result Minimal sample complexity ratio for dPR's success exhibits phase transitions.

We review recent works on analyzing the dynamics of gradient-based algorithms in a prototypical statistical inference problem. Using methods and insights from the physics of glassy systems, these works showed how to understand quantitatively and qualitatively the performance of gradient-based algorithms. Here we review…

2020-01-02abs ↗pdf ↗

In this paper, we introduce a new type of relation between knots called the descendant relation. One knot HH is a descendant of another knot KK if HH can be obtained from a minimal crossing diagram of KK by some number of crossing changes. We explore properties of the descendant relation and study how certain knots…

2017-05-24abs ↗pdf ↗

The paper characterizes and examines nilpotent complex structures on stratified Lie algebras.

problem Characterizing and understanding nilpotent complex structures on stratified Lie algebras.
method Introduced a new descending series pj\mathfrak{p}_j to prove a new characterization of nilpotent complex structures and examined whether these structures preserve the strata.
result Found that there exists a JJ-invariant stratification on a step 2 nilpotent Lie algebra with a complex structure.

In the classical knot theory there is a well-known notion of descending diagram. From an arbitrary diagram one can easily obtain, by some crossing changes, a descending diagram which is a diagram of the unknot or unlink. In this paper the notion of descending diagram for knots and links in the real space is extended to…

2002-07-31abs ↗pdf ↗

K-means is a classical clustering algorithm with wide applications. However, soft K-means, or fuzzy c-means at m=1, remains unsolved since 1981. To address this challenging open problem, we propose a novel clustering model, i.e. Probabilistic K-Means (PKM), which is also a nonlinear programming model constrained on lin…

2020-01-10abs ↗pdf ↗

Given a Kaehler group GG and a primitive class φH1(G;Z)φ\in H^1(G;Z), we show that the rank gradient of (G;φ)(G;φ) is zero if and only if Ker φφ is finitely generated. Using this approach, we give a quick proof of the fact (originally due to Napier and Ramachandran) that Kaehler groups are not properly ascending or descending…

2016-04-27abs ↗pdf ↗

Suppose TM{0}TM\setminus \{0\} and TM~{0}T\widetilde M\setminus\{0\} are slashed tangent bundles of two smooth manifolds MM and M~\widetilde M, respectively. In this paper we characterize those diffeomorphisms F ⁣:TM{0}TM~{0}F\colon TM\setminus\{0\} \to T\widetilde M\setminus\{0\} that can be written as F=(Dφ)TM{0}F = (Dφ)|_{TM\setminus\{0\}} for…

2009-03-30abs ↗pdf ↗

The Regularized Nonlinear Acceleration (RNA) algorithm is an acceleration method capable of improving the rate of convergence of many optimization schemes such as gradient descend, SAGA or SVRG. Until now, its analysis is limited to convex problems, but empirical observations shows that RNA may be extended to wider set…

2018-06-01abs ↗pdf ↗

This is the second part in a series of two papers. The kk-Dirac complex is a complex of differential operators which are natural to a particular 2|2|-graded parabolic geometry. In this paper we will consider the kk-Dirac complex over a homogeneous space of the parabolic geometry and as a first result, we will prove …

2017-05-29abs ↗pdf ↗

The paper studies unknotting operations and numbers for plus-welded knotoids.

problem Understanding unknotting operations and numbers for plus-welded knotoids.
method The paper proves transformations and introduces new operations to calculate unknotting numbers.
result Upper bounds for unknotting numbers of plus-welded knotoids are found.

The purpose of this note is introduce a new axiom (called the Descent Axiom) in the theory of rr-spin cohomological field theories. This axiom explains the origin of gravitational descendants in this theory. Furthermore, the Descent Axiom immediately implies the Vanishing Axiom, explicating the latter (which has no a …

2000-09-06abs ↗pdf ↗

We propose a new algorithm that uses an auxiliary neural network to express the potential of the optimal transport map between two data distributions. In the sequel, we use the aforementioned map to train generative networks. Unlike WGANs, where the Euclidean distance is implicitly{\it implicitly} used, this new method allows …

2019-10-01abs ↗pdf ↗

Decision trees perform well in complex interactions, even when interactions are not fully accounted for.

problem Interpreting complex interactions in machine learning models.
method Experiments on datasets and two methods for robust GLMs.
result Tree depth compensates for model misspecification, enhancing performance in complex scenarios.

MSTGD optimizes gradient descent with stratified sampling for faster convergence.

problem Fluctuation in gradient expectation and variance between iterations.
method Memory Stochastic Stratified Gradient Descent (MSTGD) with stratified sampling and variance reduction.
result MSTGD achieves an exponential convergence rate independent of dataset size and batch size.

Gradient descent proves global convergence for 4-layer matrix factorization.

problem Global convergence of gradient descent on four-layer matrix factorization under random initialization.
method New techniques to show saddle-avoidance properties and extend eigenvalue theories.
result Polynomial-time global convergence guarantee for randomly initialized gradient descent on four-layer matrix factorization.

We study the existence of S1S^1-equivariant characteristic classes on certain natural infinite rank bundles over the loop space LMLM of a manifold MM. We discuss the different S1S^1-equivariant cohomology theories in the literature and clarify their relationships. We attempt to use S1S^1-equivariant Chern-Weil techniq…

2015-07-30abs ↗pdf ↗

Study of 3d-3d correspondence involving qq-Weyl algebra and 3d-index.

problem Understanding the action of a qq-Weyl algebra on the 3d-index of knots.
method Investigation of the qq-Weyl algebra's module action on the 3d-index, conjecturing structural properties.
result Bilinear factorization, pair of linear qq-difference equations, and rational function matrix for the 3d-index determination.

Phylogenetic tree inference using deep DNA sequencing is reshaping our understanding of rapidly evolving systems, such as the within-host battle between viruses and the immune system. Densely sampled phylogenetic trees can contain special features, including "sampled ancestors" in which we sequence a genotype along wit…

2018-05-28abs ↗pdf ↗

Gradient descent in tensor factorization favors low-rank solutions.

problem Tackling implicit regularization in tensor factorization problems.
method Gradient descent with small random initialization for overparametrized tensor factorization.
result Gradient descent leads to implicit regularization towards low tubal rank solutions.

The general perception is that kernel methods are not scalable, and neural nets are the methods of choice for nonlinear learning problems. Or have we simply not tried hard enough for kernel methods? Here we propose an approach that scales up kernel methods using a novel concept called "doubly stochastic functional grad…

2014-07-21abs ↗pdf ↗

The concept of a C-class of differential equations goes back to E. Cartan with the upshot that generic equations in a C-class can be solved without integration. While Cartan's definition was in terms of differential invariants being first integrals, all results exhibiting C-classes that we are aware of are based on the…

2017-09-04abs ↗pdf ↗

FACMAC combines deep policy gradients with factored critic for multi-agent reinforcement learning.

problem Cooperative multi-agent reinforcement learning in discrete and continuous action spaces.
method FACMAC uses a centralised but factored critic, combining per-agent utilities into a joint action-value function.
result FACMAC outperforms MADDPG and other baselines on multi-agent particle environments and StarCraft II tasks.

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.

A new approach to maximum likelihood learning of discrete graphical models and RBM in particular is introduced. Our method, Perturb and Descend (PD) is inspired by two ideas (I) perturb and MAP method for sampling (II) learning by Contrastive Divergence minimization. In contrast to perturb and MAP, PD leverages trainin…

2014-05-06abs ↗pdf ↗

We study implicit regularization when optimizing an underdetermined quadratic objective over a matrix XX with gradient descent on a factorization of XX. We conjecture and provide empirical and theoretical evidence that with small enough step sizes and initialization close enough to the origin, gradient descent on a f…

2017-05-25abs ↗pdf ↗

GD with large init shows incremental learning in matrix factorization.

problem Understanding GD's behavior with large initial values in matrix factorization.
method Signal-to-noise ratio concepts and inductive arguments.
result Uncovering an incremental learning phenomenon in GD with large initialization.

PrecGD restores linear convergence in over-parameterized nonconvex matrix factorization.

problem Slow convergence of local search algorithms in over-parameterized nonconvex matrix factorization.
method Preconditioned Gradient Descent (PrecGD) with an inexpensive 2\ell_2 regularization.
result PrecGD restores linear convergence rate even in the over-parameterized case.

AGD converges in polynomial iterations to optimal matrix factorization.

problem Matrix factorization optimization with alternating gradient descent.
method Alternating gradient descent with fixed step size, proving convergence in polynomial iterations.
result AGD reaches ε-optimal factorization in T iterations with high probability.

Gradient descent with noise converges to a unique optimum in nonconvex matrix factorization.

problem Gradient descent with noise converges to a unique optimum in nonconvex matrix factorization.
method A perturbed form of gradient descent with arbitrary initialization.
result Gradient descent with noise converges to a unique optimum.

The paper examines how gradient descent stabilizes low-rank matrix factorization in noisy conditions.

problem Stability of low-rank implicit regularization in perturbed deep matrix factorization.
method Derives spectral conditions for gradient descent to exhibit a low-rank phase in noiseless settings and analyzes perturbed dynamics.
result Gradient descent converges to a low-rank solution under perturbation, with explicit dependence on perturbation size.

Gradient flow with infinitesimal initialization converges to Greedy Low-Rank Learning for matrix factorization.

problem Understanding implicit regularization in gradient descent for matrix factorization.
method Theoretical and empirical analysis of gradient flow with infinitesimal initialization and Greedy Low-Rank Learning.
result Gradient flow with infinitesimal initialization is mathematically equivalent to Greedy Low-Rank Learning for depth-2 matrix factorization under reasonable assumptions.

Study on descent properties of complex affine surfaces under proper morphisms.

problem Understanding descent behavior of homotopy-theoretic properties of smooth affine surfaces.
method Examined Eilenberg-MacLane property and introduced finite homotopy rank-sum property. Proved descent under proper morphisms for surfaces of log Kodaira dimension ≤0.
result Finite homotopy rank-sum property descends under proper morphisms for smooth affine surfaces of log Kodaira dimension ≤0.

New method for selective prediction under interventions learns causal structure from data.

problem Tight uncertainty sets in selective conformal prediction under unknown interventional settings.
method Partial causal structure learning for descendant indicators, contamination-robust coverage theorem, algorithms for descendant discovery and distance estimation.
result Valid selective conformal prediction under contamination up to 30% with controlled coverage.