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.
The paper relaxes assumptions for analyzing stochastic optimization algorithms.
problem Analyzing the convergence of stochastic gradient algorithms under weaker variance assumptions.
method Building on and extending a connection to the Halpern iteration, the paper analyzes algorithms for convex nonsmooth optimization and min-max problems.
result Rates for optimality measures are obtained without requiring boundedness of the feasible set for problems beyond simple constrained optimization.
In this paper, we introduce the notions of an iterated planar Lefschetz fibration and an iterated planar open book decomposition and prove the Weinstein conjecture for contact manifolds supporting an open book that has iterated planar pages. For n≥1, we show that a (2n+1)-dimensional contact manifold M suppor…
We prove that an iterated torus knot type fails the uniform thickness property (UTP) if and only if all of its iterations are positive cablings, which is precisely when an iterated torus knot type supports the standard contact structure. We also show that all iterated torus knots that fail the UTP support cabling knot …
Sharp analysis of power iteration for tensor PCA, improving convergence and stopping criteria.
problem Analyzing the power iteration algorithm for tensor PCA to improve convergence and stopping criteria.
method Sharp bounds on the number of iterations, revealing a smaller algorithmic threshold, proposing a stopping criterion.
result Sharp bounds on the number of iterations required for power method to converge, revealing a smaller algorithmic threshold than previously conjectured.
We deduce from the work of Chen, that the restriction morphism from closed free iterated integrals to closed iterated integrals on loops is onto. We use this to show that the module of higher order invariants of smooth functions is generated by free closed iterated integrals.
In this paper we study the smooth convex-concave saddle point problem. Specifically, we analyze the last iterate convergence properties of the Extragradient (EG) algorithm. It is well known that the ergodic (averaged) iterates of EG converge at a rate of O(1/T) (Nemirovski, 2004). In this paper, we show that the last…
Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is analyzed in solving the problem. The convergence of the iterations and the optim…
Value iteration is a fixed point iteration technique utilized to obtain the optimal value function and policy in a discounted reward Markov Decision Process (MDP). Here, a contraction operator is constructed and applied repeatedly to arrive at the optimal solution. Value iteration is a first order method and therefore …
We give short proofs of the following two facts: Iterated principal circle bundles are precisely the nilmanifolds. Every iterated circle bundle is almost flat, and hence diffeomorphic to an infranilmanifold.
In this paper we investigate what kind of manifolds arise as the total spaces of iterated S1-bundles. A real Bott tower studied in \cite{CMO}, \cite{KM} and \cite{KN} is an example of an iterated S1-bundle. We show that the total space of an iterated S1-bundle is homeomorphic to an infra-nilmanifold. A real Bo…
Improved generalization with iterate averaging and adaptive algorithms.
problem Enhancing model generalization performance in high-dimensional settings.
method Gaussian process perturbation model, combine IA with large learning rates and regularisation, less frequent averaging, adaptive gradient methods.
result Iterate averaging with adaptive algorithms significantly outperforms SGD on various datasets.
Policy iteration is a family of algorithms that are used to find an optimal policy for a given Markov Decision Problem (MDP). Simple Policy iteration (SPI) is a type of policy iteration where the strategy is to change the policy at exactly one improvable state at every step. Melekopoglou and Condon [1990] showed an exp…
We study iteration maps of recurrence relations arising from mutation periodic quivers of arbitrary period. Combining tools from cluster algebra theory and (pre)symplectic geometry, we show that these cluster iteration maps can be reduced to symplectic maps on a lower dimensional submanifold, provided the matrix repres…
The Ricci iteration is a discrete analogue of the Ricci flow. We give the first study of the Ricci iteration on a class of Riemannian manifolds that are not Kähler. The Ricci iteration in the non-Kähler setting exhibits new phenomena. Among them is the existence of so-called ancient Ricci iterations. As we show, these …
We study the Ricci iteration for homogeneous metrics on spheres and complex projective spaces. Such metrics can be described in terms of modifying the canonical metric on the fibers of a Hopf fibration. When the fibers of the Hopf fibration are circles or spheres of dimension 2 or 7, we observe that the Ricci iteration…
We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on several approximate variations of the Policy Iteration algorithm: Approximate Policy Iteration, Conservative Policy Iteration (CPI), a natural adaptation of the Policy Search by Dynamic Programming a…
Chen's iterated integrals are treated within synthetic differential geometry. The main result is that iterated integrals produce a subcomplex of the de Rham complex on the free path space as well as based path spaces.
We give a definition of higher dimensional iterated integrals based on integration over membranes. We prove basic properties of this definition and formulate a conjecture which extends Chen's de Rham Theorem for iterated integrals to the membrane case.
We develop a class of integrals on a manifold M called exponential iterated integrals, an extension of K. T. Chen's iterated integrals. It is shown that the matrix entries of any upper triangular representation of the fundamental group of M can be expressed via these new integrals. The ring of exponential iterated inte…
A well-known issue of Batch Normalization is its significantly reduced effectiveness in the case of small mini-batch sizes. When a mini-batch contains few examples, the statistics upon which the normalization is defined cannot be reliably estimated from it during a training iteration. To address this problem, we presen…