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.
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.
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…
In statistical learning theory, convex surrogates of the 0-1 loss are highly preferred because of the computational and theoretical virtues that convexity brings in. This is of more importance if we consider smooth surrogates as witnessed by the fact that the smoothness is further beneficial both computationally- by at…
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…
In this paper we study the differentially private Empirical Risk Minimization (ERM) problem in different settings. For smooth (strongly) convex loss function with or without (non)-smooth regularization, we give algorithms that achieve either optimal or near optimal utility bounds with less gradient complexity compared …
The purpose of these notes is to explain parts of Gromov's survey of Carnot-Carathedory spaces, in the light of subsequent results of M. Rumin. Among the rich material provided by Gromov, most of which pertains to analysis on metric spaces, we choose to concentrate on the H{ö}lder equivalence problem for Carnot manifol…
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…
New research shows many batch selection methods for training work just as well as full batch training.
problem Finding optimal batch selection methods for training.
method Analysis of mini-batch Gradient Descent (GD) and Stochastic GD (SGD) with various batch selection rules.
result All mini-batch schedules, including deterministic ones, generalize optimally for smooth Lipschitz-convex/nonconvex/strongly-convex loss functions.
A variant of Gromov's H{ö}lder-equivalence problem, motivated by a pinching problem in Riemannian geometry, is discussed. A partial result is given. The main tool is a general coarea inequality satisfied by packing energies of maps.
In this work we provide a theoretical framework for structured prediction that generalizes the existing theory of surrogate methods for binary and multiclass classification based on estimating conditional probabilities with smooth convex surrogates (e.g. logistic regression). The theory relies on a natural characteriza…
We investigate online convex optimization in changing environments, and choose the adaptive regret as the performance measure. The goal is to achieve a small regret over every interval so that the comparator is allowed to change over time. Different from previous works that only utilize the convexity condition, this pa…
One of the most effective algorithms for differentially private learning and optimization is objective perturbation. This technique augments a given optimization problem (e.g. deriving from an ERM problem) with a random linear term, and then exactly solves it. However, to date, analyses of this approach crucially rely …
This paper aims at refined error analysis for binary classification using support vector machine (SVM) with Gaussian kernel and convex loss. Our first result shows that for some loss functions such as the truncated quadratic loss and quadratic loss, SVM with Gaussian kernel can reach the almost optimal learning rate, p…
This paper advances FL algorithms for composite optimization and statistical recovery.
problem Federated learning optimization and statistical recovery in composite settings.
method Proposes Fast Federated Dual Averaging for strongly convex and smooth loss, and Multi-stage Federated Dual Averaging for restricted strongly convex and smooth loss.
result Establishes state-of-the-art iteration and communication complexity, and high probability complexity bound with linear speedup.
Adjusting the learning rate schedule in stochastic gradient methods is an important unresolved problem which requires tuning in practice. If certain parameters of the loss function such as smoothness or strong convexity constants are known, theoretical learning rate schedules can be applied. However, in practice, such …