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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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96193289385 · Jun 202019922001200920172026
48 results for Gradient Penalty

A popular heuristic for improved performance in Generative adversarial networks (GANs) is to use some form of gradient penalty on the discriminator. This gradient penalty was originally motivated by a Wasserstein distance formulation. However, the use of gradient penalty in other GAN formulations is not well motivated.…

2019-10-15abs ↗pdf ↗

Accelerated gradient method tackles nonconvex penalties in sparse learning.

problem Optimizing nonconvex penalties in sparse statistical learning.
method Generalized Nesterov's accelerated gradient method with hyperparameter optimization.
result Convergence can be made considerably faster with optimal hyperparameters.

Improved penalty-based methods for bilevel optimization with reduced complexity.

problem Suboptimal complexity in solving bilevel optimization problems with large penalty terms.
method Novel penalty reformulation that decouples upper and lower-level variables, enabling larger step sizes and reduced iteration complexity.
result PBGD-Free algorithm that avoids inner loops for coupled constraint BLO problems, with reduced iteration complexity.

Motivated by manifold learning techniques, we give an explicit lower bound for how far a smoothly embedded compact submanifold in RN{\mathbb R}^N can move in a normal direction and remain an embedding. In addition, given a penalty function P:Emb(M,RN)RP : \text{Emb}(M,\mathbb{R}^N) \rightarrow \mathbb{R} on the space of embeddi…

2015-04-08abs ↗pdf ↗

Gradient descent training of neural networks leads to solutions close to natural cubic splines.

problem Understanding the implicit bias of gradient descent in neural networks.
method Analysis of gradient descent training for wide neural networks, focusing on the curvature penalty and initialization schemes.
result The solutions of gradient descent training are polyharmonic splines for certain initialization schemes.

Paper proposes efficient algorithms for designing SLOPE penalty sequences.

problem Designing SLOPE penalty sequences is computationally expensive.
method Developed two efficient algorithms: PGD and CD for Gaussian and general data matrices respectively.
result Demonstrated improved mean squared error performance of SLOPE with designed penalties.

New method approximates sampling from smooth potential distributions using a vanishing penalty.

problem Sampling from smooth potential distributions on high-dimensional spaces.
method Penalized Langevin dynamics (PLD) with vanishing penalty.
result Established upper bound on Wasserstein-2 distance for PLD approximation.

Wasserstein GANs with Gradient Penalty compute a different optimal transport problem called congested transport.

problem Training generative models to produce high-quality synthetic data.
method Wasserstein GANs with Gradient Penalty (WGAN-GP) approach to calculate the Wasserstein 1 distance.
result WGAN-GP computes the minimum of the congested transport problem, not the Wasserstein 1 distance.

Paper estimates differences in multi-attribute Gaussian graphical models using non-convex penalties.

problem Estimating differences in multi-attribute Gaussian graphical models with similar structure.
method Penalized D-trace loss function with non-convex (log-sum and SCAD) penalties, proximal gradient descent methods.
result Theoretical analysis and numerical examples support consistency in support recovery and estimation.

Algorithm minimizes loss and constraint violations in online convex optimization with smooth penalties.

problem Minimizing loss and constraint violations in online convex optimization with smooth penalties.
method Projected gradient descent over a set around the current action.
result Both dynamic regret and constraint violation are bounded by the path-length.

The conditional gradient method (CGM) has been widely used for fast sparse approximation, having a low per iteration computational cost for structured sparse regularizers. We explore the sparsity acquiring properties of a generalized CGM (gCGM), where the constraint is replaced by a penalty function based on a gauge pe…

2020-02-22abs ↗pdf ↗

Study develops a method to select penalty parameters for sparse neural networks without cross-validation.

problem Selecting optimal penalty parameters for sparse neural networks without cross-validation.
method Established theoretical foundation to bound the infinite norm of the gradient of the loss function at zero.
result Proposed method effectively selects penalty parameters for sparse neural networks.

The paper studies how adding an ℓ2 penalty affects network embeddings.

problem The impact of ℓ2 regularization on network embeddings.
method Analyzes the asymptotic behavior of ℓ2 regularized node2vec embeddings under graphon theory.
result The learned embeddings asymptotically form a graphon with a nuclear-norm-type penalty.

As surrogate functions of L0L_0-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank matrix recovery. However, different from convex optimization, solving the nonconvex l…

2014-04-29abs ↗pdf ↗

The paper proposes a gradient-based method for multi-penalty Ridge regression.

problem Optimizing multiple regularization hyperparameters for linear regression.
method Gradient-based optimization through matrix differential calculus.
result The method outperforms traditional regularization techniques like LASSO and Ridge.

We show that gradient descent on full-width linear convolutional networks of depth LL converges to a linear predictor related to the 2/L\ell_{2/L} bridge penalty in the frequency domain. This is in contrast to linearly fully connected networks, where gradient descent converges to the hard margin linear support vector m…

2018-06-01abs ↗pdf ↗

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range of applications in data science, where the objective is used for inducing spars…

2014-09-09abs ↗pdf ↗

Gradient matching method estimates implicit regularization in complex deep learning systems.

problem Estimating implicit regularization in modern deep learning systems with complex modifications.
method Gradient matching methods to empirically estimate implicit regularization.
result Empirical estimation of implicit regularization in arbitrary networks, including dropout.

Proposes a gradient-based variable selection method for binary classification in RKHS.

problem Variable selection in high-dimensional data analysis.
method Gradient-based representation of large-margin classifier with group-lasso penalty.
result Selection consistency and risk bound of the estimated classifier.

Study ablated data augmentation techniques and their mathematical equivalence to penalties.

problem Lack of mathematical understanding of differences between ablated data augmentation techniques.
method Formal model of mean ablated data augmentation and inverted dropout for linear regression; empirical validation for deep networks.
result Ablated data augmentation and inverted dropout are mathematically equivalent to penalties in optimization.

Convolutional neural network is an important model in deep learning. To avoid exploding/vanishing gradient problems and to improve the generalizability of a neural network, it is desirable to have a convolution operation that nearly preserves the norm, or to have the singular values of the transformation matrix corresp…

2019-06-12abs ↗pdf ↗

Momentum SGD fails to track nonstationary optima due to drift amplification.

problem Tracking nonstationary optima in stochastic optimization.
method Theoretical analysis of SGD and momentum variants under strong convexity and smoothness.
result Momentum incurs a drift-amplification penalty that diverges as the momentum parameter approaches 1, leading to systematic lag.

New framework solves dynamic bilevel optimization problems in reinforcement learning.

problem Dynamic objective functions in reinforcement learning and human feedback.
method Principled penalty-based methods for bilevel reinforcement learning.
result Demonstrated effectiveness of penalty-based algorithms in simulations.

Study stabilizes adversarial training in neural networks over infinite-dimensional spaces.

problem Stability issues in adversarial training of neural networks.
method Functional analysis of minimax optimization over infinite-dimensional spaces of continuous functions and probability measures.
result Convergence property of minimax problems under certain conditions, interpreted as stabilization techniques.

AGS-CL selectively updates penalties based on node importance for continual learning.

problem Catastrophic forgetting in continual learning.
method Adaptive Group Sparsity (AGS) with proximal gradient descent.
result Significantly outperforms baselines on various continual learning benchmarks.

Multivariate boosted trees improve forecasting and control by capturing correlated predictions.

problem Capturing multivariate target cross-correlations and applying structured penalties to predictions.
method A computationally efficient algorithm for fitting multivariate boosted trees.
result Multivariate trees outperform univariate counterparts in correlated prediction scenarios.

A new algorithm speeds up sparse-penalized quantile regression solving non-convex penalties.

problem Sparse-penalized quantile regression with non-convex penalties.
method Single-loop smoothing ADMM (SIAD) algorithm for faster convergence.
result SIAD method outperforms existing approaches in solving sparse-penalized quantile regression.