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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.

168,695 papers · 148 categories

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4168331,2491,665 · Jun 202019922001200920172026
48 results for Fast Learning Rates

The paper analyzes reinforcement learning methods for estimating weights and quality functions with fast convergence rates.

problem Estimating weights and quality functions in reinforcement learning with function approximation.
method The paper uses minimax methods for estimating marginal importance weights and q-functions.
result The minimax approach enables fast rates of convergence for weights and quality functions, achieving first-order efficiency.

This paper shows how to learn variational inequalities fast with strong monotonicity.

problem Learning variational inequalities efficiently.
method Extending convex optimization techniques to variational inequalities with strong monotonicity.
result Fast generalization rates of Θ(1/ε)Θ(1/ε) for learning variational inequalities.

Empirical risk minimization (ERM) is a fundamental learning rule for statistical learning problems where the data is generated according to some unknown distribution P\mathsf{P} and returns a hypothesis ff chosen from a fixed class F\mathcal{F} with small loss \ell. In the parametric setting, depending upon $(\ell…

2014-06-14abs ↗pdf ↗

The speed with which a learning algorithm converges as it is presented with more data is a central problem in machine learning --- a fast rate of convergence means less data is needed for the same level of performance. The pursuit of fast rates in online and statistical learning has led to the discovery of many conditi…

2015-07-09abs ↗pdf ↗

Study shows convergence rate for empirical minimizer of unbounded functions with fast growth.

problem Convergence rate of empirical minimizer for unbounded functions with fast growth.
method Analyzes L1L^1-distance convergence rate of the empiric minimizer for coercive functions sampled with noise.
result Convergence rate is bounded above by ann1/qa_n n^{-1/q}, where qq is the dimension and an=o(nε)a_n = o(n^\varepsilon) for every ε>0\varepsilon > 0.

We study fast learning rates when the losses are not necessarily bounded and may have a distribution with heavy tails. To enable such analyses, we introduce two new conditions: (i) the envelope function supfFf\sup_{f \in \mathcal{F}}|\ell \circ f|, where \ell is the loss function and F\mathcal{F} is the hypothesis class…

2016-09-29abs ↗pdf ↗

Study shows fast rates for inverse reinforcement learning with linear rewards.

problem Entropy-regularized min-max inverse reinforcement learning in finite-horizon MDPs.
method Structural and statistical analysis of Min-Max-IRL with pseudo-self-concordance.
result Both trajectory-level KL divergence and parameter error decay at O(n1)\mathcal{O}(n^{-1}).

We consider the classical problem of learning rates for classes with finite VC dimension. It is well known that fast learning rates up to O(dn)O\left(\frac{d}{n}\right) are achievable by the empirical risk minimization algorithm (ERM) if low noise or margin assumptions are satisfied. These usually require the optimal Baye…

2019-10-28abs ↗pdf ↗

When applied to training deep neural networks, stochastic gradient descent (SGD) often incurs steady progression phases, interrupted by catastrophic episodes in which loss and gradient norm explode. A possible mitigation of such events is to slow down the learning process. This paper presents a novel approach to contro…

2017-09-05abs ↗pdf ↗

Paper optimizes multi-fidelity function with fast learning rates.

problem Optimizing a locally smooth function with limited budget and varying fidelity approximations.
method Kometo algorithm that achieves simple regret rates without knowing function smoothness or fidelity assumptions.
result Kometo algorithm outperforms previous methods empirically.

We derive the fast convergence rates of a deep neural network (DNN) classifier with the rectified linear unit (ReLU) activation function learned using the hinge loss. We consider three cases for a true model: (1) a smooth decision boundary, (2) smooth conditional class probability, and (3) the margin condition (i.e., t…

2018-12-10abs ↗pdf ↗

Paper analyzes faster convergence rates for reinforcement learning from offline data.

problem Analyzing faster convergence rates for reinforcement learning from offline data.
method Fine analysis of reinforcement learning from offline data, providing fast rates for regret convergence.
result The paper provides fast rates for the regret convergence, showing that the level of exponentiation depends on the noise in the decision-making problem.

A new topology improves decentralized learning efficiency and accuracy.

problem Finding efficient decentralized learning topologies with fast consensus and low maximum degree.
method Proposed the Base-(k+1)(k + 1) Graph topology for decentralized learning.
result The Base-(k+1)(k + 1) Graph enables faster convergence and better communication efficiency than the exponential graph.

Paper proposes a boosting method with fast learning rates and early stopping.

problem Missing theoretical guarantees for boosting methods in binary classification.
method Fully-corrective gradient boosting with squared hinge loss and ADMM algorithm.
result Derives fast learning rates of O((m/logm)1/4){\cal O}((m/\log m)^{-1/4}) and O((m/logm)1/2){\cal O}((m/\log m)^{-1/2}).

Improved fast rates for decision making with forward-KL regularization in contextual bandits.

problem Improving fast rates for decision making with forward-KL regularization in contextual bandits.
method Streamlined analysis of forward-KL-regularized offline CBs, exploiting the pessimism principle and convex-analytical pipeline.
result First ildeO(ε1) ilde{O}(ε^{-1}) upper bounds in tabular and general function approximation settings.

New learning dynamics achieve fast convergence in games without needing to know utility scales.

problem Fast convergence guarantees in learning games require prior knowledge of utility scales.
method Developed scale-free and scale-invariant learning dynamics using optimistic follow-the-regularized-leader with adaptive learning rates and clipping techniques.
result Achieved fast convergence rates to Nash and correlated equilibria without prior utility scale knowledge.

In this paper, we give a new sharp generalization bound of lp-MKL which is a generalized framework of multiple kernel learning (MKL) and imposes lp-mixed-norm regularization instead of l1-mixed-norm regularization. We utilize localization techniques to obtain the sharp learning rate. The bound is characterized by the d…

2011-03-27abs ↗pdf ↗

New guarantees for ERM with adaptively collected data.

problem Failure of ERM guarantees with adaptively collected data.
method Importance sampling weighted ERM algorithm with maximal inequality.
result First generalization guarantees and fast convergence rates for adaptively collected data.

Paper develops an online learning algorithm for functional data models.

problem Recovering slope functions or predictors in functional data models.
method Online regularized learning algorithm in reproducing kernel Hilbert spaces with polynomially decaying step-size.
result Established fast convergence rates for estimation error without capacity assumption.

Random Fourier features classification achieves fast learning rates with fewer features.

problem Improving classification efficiency with fewer features.
method Utilizing Lipschitz continuous loss functions and regularity conditions, the study reduces the number of features required for classification.
result Random Fourier features classification can achieve O(1/n)O(1/\sqrt{n}) learning rate with only Ω(nlogn)Ω(\sqrt{n} \log n) features.

Unified derivation of PAC-Bayes and MI bounds for general VC classes with fast rates.

problem Generalization bounds for machine learning models with VC classes.
method Unified derivation of conditional PAC-Bayesian and mutual information bounds, including MAC-Bayesian bounds.
result Nontrivial bounds for general VC classes and faster rates for specific conditions.

The paper explains how data augmentation improves semi-supervised learning efficiency.

problem Improving accuracy from a small fraction of labeled data.
method Data augmentation induces a similarity graph, which is graph-Laplacian-regularized for downstream learning.
result A fast transductive rate of O(1/nL)O(1/n_L) is achieved, reducing the number of labels needed.

New algorithm reduces best-in-class regret in contextual bandits.

problem Compete with the best policy in a class without model restrictions.
method Proposes an algorithm that updates policies by minimizing a pessimistic objective, including a clipped inverse-propensity estimate and variance penalty.
result Achieves fast best-in-class regret rates, including polylogarithmic rates in the parametric case.

New approach uses 'growth' and 'harvesting' concepts to improve deep learning models.

problem Current deep learning models lack transparency and high convergence rates.
method Reconsider neural networks as single-species population dynamics with balanced growth and harvesting rates.
result SGD with balanced growth and harvesting rates outperforms adaptive methods in all three requirements.

The alternating direction method of multipliers (ADMM) is a powerful optimization solver in machine learning. Recently, stochastic ADMM has been integrated with variance reduction methods for stochastic gradient, leading to SAG-ADMM and SDCA-ADMM that have fast convergence rates and low iteration complexities. However,…

2016-04-24abs ↗pdf ↗