Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

57114170227 · Jun 202019922001200920172026
48 results for Hölder regularity

Adversarial online nonparametric regression achieves optimal rates with locally adaptive learning.

problem Adversarial online nonparametric regression with general convex losses.
method Parameter-free learning algorithm leveraging chaining trees to compete against H{ö}lder functions, dynamically tracking and adapting to local smoothness variations.
result First computationally efficient algorithm with locally adaptive optimal rates for online regression in an adversarial setting.

In the context of stochastic continuum-armed bandits, we present an algorithm that adapts to the unknown smoothness of the objective function. We exhibit and compute a polynomial cost of adaptation to the H{ö}lder regularity for regret minimization. To do this, we first reconsider the recent lower bound of Locatelli an…

2019-05-24abs ↗pdf ↗

Validates economic scenarios using statistical tests on stochastic processes.

problem Ensuring the accuracy of real-world economic scenario models.
method Applies Chevyrev and Oberhauser's (2022) signature and maximum mean distance test to various stochastic processes.
result Demonstrates the test's effectiveness across different path properties relevant to financial modeling.

We study finite energy classes of quasiplurisubharmonic (qpsh) functions in the setting of toric compact K{ä}hler manifolds. We characterize toric qpsh functions and give necessary and sufficient conditions for them to have finite (weighted) energy, both in terms of the associated convex function in R n , and through t…

2018-04-10abs ↗pdf ↗

Let SS be a closed oriented surface of genus at least 22, and denote by T(S)\mathcal{T}(S) its Teichm{ü}ller space. For any isotopy class of closed curves γγ, we compute the first three derivatives of the length function _γ:T(S)R_+\ell\_γ:\mathcal{T}(S)\rightarrow\mathbf{R}\_+ in the shearing coordinates associated to a maxim…

2015-06-22abs ↗pdf ↗

We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a Dudley-type regret bound similar to the one obtained in a non-constructive fashion by Rakhlin and Sridharan (2014). Our regret bound is expre…

2015-02-26abs ↗pdf ↗

We find a local solution to the Ricci flow equation under a negative lower bound for many known curvature conditions. The flow exists for a uniform amount of time, during which the curvature stays bounded below by a controllable negative number. The curvature conditions we consider include 2-non-negative and weakly $\t…

2018-04-22abs ↗pdf ↗

Study shows zero-shot super-resolution in neural operators is impossible in many cases.

problem Understanding the theoretical limits of zero-shot super-resolution in neural operators.
method Systematic theoretical study including information-theoretic and generalization bounds analysis.
result Zero-shot super-resolution is information-theoretically impossible in many settings.

Efficient algorithms for contextual bandits with smooth regret in continuous action spaces.

problem Efficient learning in large or continuous action spaces.
method Smooth regret notion and efficient algorithms for general function approximation.
result Statistically and computationally efficient algorithms for contextual bandits with smooth regret.

Introduces a space of almost complex structures for complex Lie group bundles.

problem Integrability of almost complex structures on complex Lie group bundles.
method Introduces a space of bundle almost complex structures and studies their properties.
result Locally pseudo-holomorphic sections exist if and only if the obstruction form is zero.

General lower bounds on neural network approximation in L^p norm.

problem Fundamental limits of neural network expressivity.
method General lower bound proof on approximation in L^p norm, applied to feed-forward neural networks.
result Neural networks can't approximate certain functions as well as previously thought.

This paper selects features in deep neural networks with theoretical guarantees.

problem Feature selection in deep neural networks with unknown nonlinear functions.
method Reformulate neural networks as index models, estimate feature sets using Stein's formula, and apply screening-and-selection mechanism.
result Consistent feature selection with theoretical guarantees, even in high-dimensional settings.

New algorithms for interactive learning match minimax bounds efficiently.

problem Interactive learning in the realizable setting with computational efficiency.
method General framework, computationally efficient algorithms, Monte Carlo hit-and-run sampling.
result Sample complexities quantifiable in terms of combinatorial quantities, computationally efficient.

AIR-Net adapts low-rank regularization dynamically for better image completion.

problem Fixed low-rank regularization limits adaptability to different images.
method AIR-Net uses adaptive and implicit regularization parameterized by a dynamic Laplacian matrix.
result AIR-Net enhances implicit regularization and outperforms fixed methods in non-uniform missing data scenarios.

Gradient descent implicitly regularizes neural networks by penalizing large loss gradients.

problem How to optimize deep neural networks without explicit regularization.
method Backward error analysis to calculate implicit gradient regularization and demonstrate its effectiveness empirically.
result Implicit gradient regularization biases gradient descent toward flat minima, improving model robustness and test errors.

Choquet regularization improves exploration in RL.

problem Improving exploration in reinforcement learning.
method Introducing Choquet regularizers to measure and manage exploration, reformulating RL problems and deriving explicit solutions.
result Explicit optimal distributions and Choquet regularizers for various exploratory samplers.

The paper explores optimal regularizers for data sources, linking them to star bodies.

problem Understanding optimal regularizers for data sources.
method Investigates optimal regularizers for data distributions using star bodies and dual Brunn-Minkowski theory.
result Identifies optimal regularizers and assesses amenability to convex regularization.

A triangulation of a connected closed surface is called weakly regular if the action of its automorphism group on its vertices is transitive. A triangulation of a connected closed surface is called degree-regular if each of its vertices have the same degree. Clearly, a weakly regular triangulation is degree-regular. In…

2004-03-25abs ↗pdf ↗

In this article, we describe symplectic and complex toric spaces associated to the five regular convex polyhedra. The regular tetrahedron and the cube are rational and simple, the regular octahedron is not simple, the regular dodecahedron is not rational and the regular icosahedron is neither simple nor rational. We re…

2016-11-30abs ↗pdf ↗

Study uses property elicitation to understand how fairness regularizers affect optimal decisions.

problem Understanding how fairness regularizers change the optimal decision in predictive algorithms.
method Property elicitation to analyze the relationship between loss, regularization, and optimal decision.
result Necessary and sufficient condition for when a property changes with the addition of a regularizer.

Fiedler regularization uses spectral graph theory to improve neural network performance.

problem Improving neural network performance by penalizing weights based on connectivity.
method Uses the Fiedler value of the neural network's graph as a regularization tool, providing theoretical and computational methods.
result Demonstrates Fiedler regularization's effectiveness in improving neural network performance.

We establish continuous maximal regularity results for parabolic differential operators acting on sections of tensor bundles on Riemannian manifolds. As an application, we show that solutions to the Yamabe flow instantaneously regularize and become real analytic in space and time. The regularity result is obtained by i…

2013-09-09abs ↗pdf ↗

Improved optimal regularity for harmonic almost complex structures.

problem Establishing optimal regularity for harmonic almost complex structures.
method Quantitative stratification method and rectifiability of singular strata.
result Optimal regularity theory for energy minimizing harmonic almost complex structures.

Dropout is a simple but effective technique for learning in neural networks and other settings. A sound theoretical understanding of dropout is needed to determine when dropout should be applied and how to use it most effectively. In this paper we continue the exploration of dropout as a regularizer pioneered by Wager,…

2014-12-15abs ↗pdf ↗

Regularization plays an important role in generalization of deep neural networks, which are often prone to overfitting with their numerous parameters. L1 and L2 regularizers are common regularization tools in machine learning with their simplicity and effectiveness. However, we observe that imposing strong L1 or L2 reg…

2018-11-20abs ↗pdf ↗

We study the evolution equations for a regularized version of Dirac-geodesics, which are the one-dimensional version of Dirac-harmonic maps. We show that for the regularization being sufficiently large, the evolution equations subconverge to a regularized Dirac-geodesic. In the end, we discuss the limiting process of r…

2013-11-14abs ↗pdf ↗

Entropy-regularized NPG converges linearly with linear function approximation.

problem Analyzing convergence of entropy-regularized NPG with function approximation.
method Established finite-time convergence analyses with entropy regularization and linear function approximation.
result Entropy-regularized NPG achieves linear convergence up to a function approximation error.

Regularized linear regression improves binary classification performance, especially with ridge and 1\ell_1 regularization.

problem Improving binary classification accuracy with noisy labels.
method Systematic study of regularization strengths on linear classifiers trained on noisy binary classification data.
result Ridge regression consistently improves classification error, while 1\ell_1 regularization can induce sparsity and \ell_\infty regularization can concentrate weights to two values.

New algorithm adds Hessian regularization to improve neural network robustness.

problem Improving neural network robustness against adversarial attacks.
method Proposes an efficient algorithm to train neural networks with Hessian operator-norm regularization.
result Hessian operator-norm regularization increases neural network robustness over input gradient regularization.

Study slice-regular polynomial functions via twistor space group actions.

problem Characterize slice-regular functions and their polynomial subclasses.
method Employ the twistor construction and group actions of PGL(2,H)\mathrm{PGL}(2,\mathbb{H}).
result Characterize slice-regular functions with planar twistor lifts and normal classes of polynomials.

Selective state-adaptive regularization improves offline RL performance.

problem Extrapolation errors and value overestimation in static dataset RL.
method State-adaptive regularization coefficients trust Bellman-driven results selectively.
result Significant improvement in performance on D4RL benchmark.

New framework assesses regularization norms in ill-posed problems, revealing L2 instability and proposing adaptive fractional RKHS solutions.

problem Comparative analysis of regularization norms in ill-posed problems.
method Small noise analysis framework for Tikhonov and RKHS regularizations.
result Optimal convergence rates achieved with adaptive fractional RKHS, but hyper-parameters decay too fast.

New iterative regularization method tackles non-smooth, non-strongly convex functionals.

problem Tackles non-smooth, non-strongly convex functionals in regularization problems.
method Primal-dual algorithm with convergence and stability analysis.
result First iterative regularization procedure for non-smooth, non-strongly convex functionals.

Regularizers change the geometric properties of loss functions in neural networks.

problem Understanding how different regularizers affect the geometric properties of loss functions in neural networks.
method Examined several regularizers, including weight decay, to determine if the regularized loss function becomes Morse.
result For certain regularizers, the regularized loss function becomes Morse, indicating a change in geometric properties.