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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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6131925 · Jun 202019922001200920172026
48 results for Information-Computation Tradeoff

Study shows a tradeoff between sample complexity and computational efficiency for learning halfspaces with random noise.

problem PAC learning γ-margin halfspaces with Random Classification Noise.
method Established an information-computation tradeoff and provided a simple efficient algorithm with sample complexity O(1/(γ^2 ε^2)). Also, proved lower bounds for SQ algorithms and low-degree polynomial tests.
result Inherent gap between sample complexity and computational efficiency for learning halfspaces with random noise.

New algorithm learns halfspaces with near-optimal sample complexity in noisy conditions.

problem Learning margin halfspaces with Massart noise.
method Computational efficient algorithm using online SGD on carefully selected convex losses.
result Sample complexity of Θ~(1/(γ2ε2))\widetilde{\Theta}(1/(γ^2 ε^2)), nearly matching lower bound.

Study shows efficient algorithms for noiseless linear regression require quadratic sample complexity in contamination rate.

problem Efficient algorithms for noiseless linear regression under Gaussian covariates with oblivious contamination.
method Formal evidence using Statistical Query complexity.
result Any efficient Statistical Query algorithm requires VSTAT complexity at least Ω(d^(1/2)/α^2).

A statistical framework for removing unwanted data domains in machine learning.

problem Removing unwanted data domains in machine learning while preserving desired performance.
method Modeling domains as probability distributions and using hypothesis testing to select samples to remove.
result Characterization of allowable edited data distributions and removal-preservation Pareto frontiers for various distribution families.

New insights into statistical and computational limits for mixed sparse linear regression.

problem Recovering two sparse signals from noisy linear measurements.
method Analysis of low-degree polynomials and a simple thresholding algorithm.
result Identification of a smooth information-computation tradeoff and order-optimality of the thresholding algorithm.

Study on estimating Gaussian mean with missing data in high dimensions.

problem Estimating Gaussian mean in high dimensions with missing data due to realizable contamination.
method Statistical Query model, Low-Degree Polynomials, PTF tests, and algorithms.
result Established information-computation gap and developed efficient algorithms.

The main goal of this thesis is to point out that the bias-variance tradeoff is not always true (e.g. in neural networks). We advocate for this lack of universality to be acknowledged in textbooks and taught in introductory courses that cover the tradeoff. We first review the history of the bias-variance tradeoff, its …

2019-12-17abs ↗pdf ↗

A new tradeoff between regularization and sharpness improves model performance in overparameterized settings.

problem Improving model performance in overparameterized settings with minimum-norm interpolators.
method Proposes a regularization-sharpness tradeoff for overparameterized linear regression with an ℓ^p penalty.
result Empirical validation shows the tradeoff terms can distinguish performant linear interpolators.

Study the tradeoff between signal distortion and human perception over finite channels.

problem Characterize the distortion-perception tradeoff for finite channels with arbitrary metrics.
method Solve linear programming problems to compute the distortion-perception function and optimal reconstructions.
result DP function is piecewise linear in the perception index.

We perform the first study of the tradeoff space of access methods and replication to support statistical analytics using first-order methods executed in the main memory of a Non-Uniform Memory Access (NUMA) machine. Statistical analytics systems differ from conventional SQL-analytics in the amount and types of memory …

2014-03-28abs ↗pdf ↗

Haircutting non-cash collateral has become a key element of the post-crisis reform of the shadow banking system and OTC derivatives markets. This article develops a parametric haircut model by expanding haircut definitions beyond the traditional value-at-risk measure and employing a double-exponential jump-diffusion mo…

2017-08-25abs ↗pdf ↗

Paper explores tradeoff between standard and robust accuracy for latent models.

problem Tradeoff between standard accuracy and robust accuracy in adversarial training.
method Revisits adversarial training for latent models, considering Gaussian mixture and generalized linear models.
result Low-dimensional manifold structure mitigates the tradeoff between standard and robust accuracy.

Proposes a new adversarial model to avoid accuracy vs. adversarial accuracy tradeoff.

problem Inherent tradeoff between accuracy and adversarial accuracy in existing adversarial robustness definitions.
method Introduces Voronoi-epsilon adversary that balances perturbation constraints.
result Voronoi-epsilon adversary avoids accuracy vs. adversarial accuracy tradeoff even with large εε.

We propose a data-driven framework for optimizing privacy-preserving data release mechanisms to attain the information-theoretically optimal tradeoff between minimizing distortion of useful data and concealing specific sensitive information. Our approach employs adversarially-trained neural networks to implement random…

2017-12-19abs ↗pdf ↗

Researchers study fairness-accuracy tradeoffs in predictive models for multiple groups.

problem Understanding the tradeoff between fairness and accuracy in models serving multiple demographic groups.
method Characterizing the fairness-accuracy (FA) Pareto frontier, approximating it from limited data, and bounding the worst-case gap.
result Derivation of worst-case-optimal estimators and uniform finite-sample bounds for the entire FA frontier.

Despite breakthrough performance, modern learning models are known to be highly vulnerable to small adversarial perturbations in their inputs. While a wide variety of recent \emph{adversarial training} methods have been effective at improving robustness to perturbed inputs (robust accuracy), often this benefit is accom…

2020-02-24abs ↗pdf ↗

The paper explores robustness in linear regression models under adversarial attacks.

problem The impact of test-time adversarial attacks on linear regression models.
method Quantitative estimates and phase transitions analysis.
result Precise characterization of tradeoffs between adversarial robustness and accuracy.

The paper analyzes the bias-variance tradeoff for Bregman divergences.

problem Understanding the bias-variance tradeoff for Bregman divergences.
method Analyzes the bias-variance tradeoff through operations in dual space.
result Derives several results including a generalized law of total variance and ensembling operations.

CDC-FM improves generative model quality-generalization tradeoff by regularizing with geometry-aware noise.

problem Tradeoff between high sample quality and memorization in deep generative models.
method Introduces Carré du champ flow matching (CDC-FM) that replaces homogeneous noise with anisotropic Gaussian noise capturing latent data manifold geometry.
result CDC-FM consistently offers better quality-generalization tradeoff across diverse datasets and architectures.

This paper explores tradeoffs between standard and adversarial risks in distributionally adversarial training.

problem Understanding the impact of adversarial training on standard risk and adversarial risk.
method Study of distributionally adversarial training with different learning settings and models.
result Derives Pareto-optimal tradeoff curves between standard and adversarial risks.

This paper considers portfolio construction in a dynamic setting. We specify a loss function comprised of utility and complexity components with an unknown tradeoff parameter. We develop a novel regret-based criterion for selecting the tradeoff parameter to construct optimal sparse portfolios over time.

2017-06-30abs ↗pdf ↗

New OLO algorithms use Stein's method for better performance tradeoffs.

problem Achieving optimal tradeoffs in adversarial online linear optimization.
method Operationalizing Stein's method for computationally efficient OLO algorithms.
result Additively sharp upper bounds on regret and total loss.

The paper explores the tradeoffs between fairness measures in machine learning.

problem The challenge of achieving all three fairness notions simultaneously in machine learning models.
method The approach uses partial information decomposition (PID) to analyze the relationships between fairness measures.
result Identifies the regions where fairness measures overlap and disagree, revealing potential tradeoffs.

While adversarial training can improve robust accuracy (against an adversary), it sometimes hurts standard accuracy (when there is no adversary). Previous work has studied this tradeoff between standard and robust accuracy, but only in the setting where no predictor performs well on both objectives in the infinite data…

2019-06-14abs ↗pdf ↗

Adversarial training, in which a network is trained on adversarial examples, is one of the few defenses against adversarial attacks that withstands strong attacks. Unfortunately, the high cost of generating strong adversarial examples makes standard adversarial training impractical on large-scale problems like ImageNet…

2019-04-29abs ↗pdf ↗

The paper analyzes the tradeoffs between accuracy and invariance in learning representations.

problem Achieving both accuracy and invariance in machine learning models.
method Information theoretic analysis of classification and regression settings.
result Characterization of the accuracy and invariance achievable by any representation of the data.

A new algorithm improves efficiency in selecting examples for deep learning.

problem Efficiently choosing multiple examples to mark up for deep learning on large datasets.
method Large BatchBALD algorithm, approximating BatchBALD with reduced computational complexity.
result Comparable quality in selection while significantly reducing computation time, especially for large batches.

Improves early stopping in deep networks by adjusting stepsizes.

problem Epoch-wise double descent in deep networks.
method Analytical and empirical study of bias-variance tradeoffs in different network layers.
result Eliminating epoch-wise double descent through adjusting stepsizes of different layers improves early stopping performance.

Statistical query algorithms and low-degree tests are nearly equivalent in high-dimensional hypothesis testing.

problem High-dimensional hypothesis testing and information-computation gaps.
method Analysis of statistical query framework and low-degree polynomials.
result Statistical query algorithms and low-degree polynomials are almost equivalent in power under mild conditions.

Algorithm balances online and offline data for linear bandits.

problem Online learning with an offline dataset in linear bandits.
method Proposes a linear bandit algorithm that uses offline data early and increasingly favors exploration as the horizon grows.
result Establishes regret bounds showing competitive performance with both purely online and offline solutions.

Faced with massive data, is it possible to trade off (statistical) risk, and (computational) space and time? This challenge lies at the heart of large-scale machine learning. Using k-means clustering as a prototypical unsupervised learning problem, we show how we can strategically summarize the data (control space) in …

2016-05-02abs ↗pdf ↗

New insights into bias-variance tradeoff for data-driven optimization under local misspecification.

problem Understanding the relative performance of SAA, IEO, and ETO under local misspecification.
method Developed a local misspecification perspective using contiguity theory in statistics.
result Explicit expressions for decision bias and geometric understanding of variance.

New method quantifies redundant information using information bottleneck.

problem Quantifying redundant information among multiple sources.
method Formulated as an information bottleneck problem, termed redundancy bottleneck.
result Extracts information that best predicts the target without revealing source identity.

The paper analyzes Adam and SGD in nonstationary optimization, revealing tradeoffs between noise and drift.

problem Analyzing Adam and SGD in nonstationary optimization problems.
method Theoretical analysis of Adam and SGD under non-stationary stochastic objectives, separating two regimes.
result Characterizes the tradeoff between noise and drift in Adam and SGD, revealing when adaptive step-sizing is beneficial or harmful.

Study near-optimal bounds for learning Gaussian halfspaces with random noise.

problem Learning general halfspaces with Gaussian distribution and random classification noise.
method Established nearly-matching algorithmic and SQ lower bounds, developed a computationally efficient learning algorithm.
result Sample complexity of learning algorithm is O(d/ε+d/(max{p,ε})2)O(d/ε + d/(\max\{p, ε\})^2), SQ lower bound is Ω(d1/2/(max{p,ε})2)Ω(d^{1/2}/(\max\{p, ε\})^2).

The bias-variance tradeoff tells us that as model complexity increases, bias falls and variances increases, leading to a U-shaped test error curve. However, recent empirical results with over-parameterized neural networks are marked by a striking absence of the classic U-shaped test error curve: test error keeps decrea…

2018-10-19abs ↗pdf ↗

We introduce "Search with Amortized Value Estimates" (SAVE), an approach for combining model-free Q-learning with model-based Monte-Carlo Tree Search (MCTS). In SAVE, a learned prior over state-action values is used to guide MCTS, which estimates an improved set of state-action values. The new Q-estimates are then used…

2019-12-05abs ↗pdf ↗

This paper presents a bias-variance tradeoff of graph Laplacian regularizer, which is widely used in graph signal processing and semi-supervised learning tasks. The scaling law of the optimal regularization parameter is specified in terms of the spectral graph properties and a novel signal-to-noise ratio parameter, whi…

2017-06-02abs ↗pdf ↗