PPGD solves nonconvex nonsmooth optimization problems without KL property.
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.
Trend · papers per month
Introduces PPMM algorithm for nonconvex robust regression problems.
New algorithm solves -norm constrained multilinear logistic regression for tensor data.
New method tackles nonconvex-nonconcave problems with local KL condition.
Cubic-regularized Newton's method (CR) is a popular algorithm that guarantees to produce a second-order stationary solution for solving nonconvex optimization problems. However, existing understandings of the convergence rate of CR are conditioned on special types of geometrical properties of the objective function. In…
Paper analyzes convergence rates of SGD for non-convex functions under various assumptions.
Training deep neural networks (DNNs) efficiently is a challenge due to the associated highly nonconvex optimization. The backpropagation (backprop) algorithm has long been the most widely used algorithm for gradient computation of parameters of DNNs and is used along with gradient descent-type algorithms for this optim…
This paper improves inverse problem solving with weakly convex regularisers and proves convergence.
Although ADAM is a very popular algorithm for optimizing the weights of neural networks, it has been recently shown that it can diverge even in simple convex optimization examples. Several variants of ADAM have been proposed to circumvent this convergence issue. In this work, we study the ADAM algorithm for smooth nonc…
In this paper we study nonconvex penalization using Bernstein functions whose first-order derivatives are completely monotone. The Bernstein function can induce a class of nonconvex penalty functions for high-dimensional sparse estimation problems. We derive a thresholding function based on the Bernstein penalty and di…
In this paper, we consider the convergence of an abstract inexact nonconvex and nonsmooth algorithm. We promise a pseudo sufficient descent condition and a pseudo relative error condition, which are both related to an auxiliary sequence, for the algorithm; and a continuity condition is assumed to hold. In fact, a lot o…
We derive bounds on the path length of gradient descent (GD) and gradient flow (GF) curves for various classes of smooth convex and nonconvex functions. Among other results, we prove that: (a) if the iterates are linearly convergent with factor , then is at most ; (b) under the Polyak-K…
New method solves complex constrained optimization problems.
Nonconvex and nonsmooth problems have recently attracted considerable attention in machine learning. However, developing efficient methods for the nonconvex and nonsmooth optimization problems with certain performance guarantee remains a challenge. Proximal coordinate descent (PCD) has been widely used for solving opti…
New method recovers matrices with nonlinear structures using optimization on Grassmann manifold.
The paper proves a margin inequality for separating hyperplanes, useful for analyzing algorithmic bias.
The paper proposes an efficient algorithm for solving Schatten- quasi-norm problems.
Boosted Difference of Convex Functions Algorithm solves VaR constrained portfolio optimization.
Kurdyka-Lojasiewicz (KL) exponent plays an important role in estimating the convergence rate of many contemporary first-order methods. In particular, a KL exponent of for a suitable potential function is related to local linear convergence. Nevertheless, KL exponent is in general extremely hard to estimate. I…
The great success of deep neural networks is built upon their over-parameterization, which smooths the optimization landscape without degrading the generalization ability. Despite the benefits of over-parameterization, a huge amount of parameters makes deep networks cumbersome in daily life applications. Though techniq…
Groups with Property (T) have fiber products with Property (T).
We prove recognition theorems for codimension one manifold factors of dimension . In particular, we formalize topographical methods and introduce three ribbons properties: the crinkled ribbons property, the twisted crinkled ribbons property, and the fuzzy ribbons property. We show that i…
The study shows that several properties are not profinite invariants.
We show that all finite-dimensional resolvable generalized manifolds with the piecewise disjoint arc-disk property are codimension one manifold factors. We then show how the piecewise disjoint arc-disk property and other general position properties that detect codimension one manifold factors are related. We also note …
The paper explores higher property T in lattices and its connections to geometric phenomena.
Asymptotic property C was introduced by Dranishnikov to study spaces with infinite asymptotic dimension. We show that asymptotic property C is preserved by infinite products. We also show that countable restricted direct products of countable groups with finite asymptotic dimension have asymptotic property C. Then we i…
Groups of importance in group theory have flexible stability properties.
This paper generalizes property (QT) to a broader class of groups.
Proves a vanishing property for symplectic manifold cohomology.
Survey on foliations and diffeomorphism groups.
We prove extension theorems for several geometric properties such as asymptotic property C (APC), finite decomposition complexity (FDC), strict finite decomposition complexity (sFDC) which are weakenings of Gromov's finite asymptotic dimension (FAD). The context of all theorems is a finitely generated group with a …
Study generalizes property elicitation to imprecise probabilities.
Introduces bounded scale measure and generalizes property A.
Study cohomological and metric properties of non-Kähler complex manifolds.
The paper explores the twisted Rokhlin property in mapping class groups of surfaces.
The balance property is crucial for insurance pricing, ensuring total actuarial price equals loss. Maximum likelihood GLMs fulfill it, but Lindholm-Wüthrich suggests three methods, with constrained GLM being superior.
We prove some general results about quasi-actions on trees and define Property (QFA), which is analogous to Serre's Property (FA), but in the coarse setting. This property is shown to hold for a class of groups, including for . We also give a way of thinking about Property (QFA) by breaking it down …
We present examples of metric spaces that are not Riemannian manifolds nor dimensionally homogeneous that satisfy the Tetrahedral Property. In spite of that, Euclidean cones over metric spaces with small diameter do not satisfy this property. We extend Sormani's Tetrahedral Property to a less restrictive property and p…
The paper examines curvature properties of twistor spaces.
Study Finsler metric measure manifolds' concentration properties.
Paper proves naturally reductive property is inaudible for certain manifolds.
Hybrid clustering combines partitional and hierarchical clustering for computational effectiveness and versatility in cluster shape. In such clustering, a dissimilarity measure plays a crucial role in the hierarchical merging. The dissimilarity measure has great impact on the final clustering, and data-independent prop…
3-manifold groups have a property that allows them to act on quasi-trees.
The average shadowing property is considered for set-valued dynamical systems, generated by parameterized IFS, which are uniformly contracting, or conjugacy, or products of such ones. We also prove that if a continuous surjective IFS F on a compact metric space X has the aver- age shadowing property, then every point x…
Simplicial spheres have a weak Lefschetz property in characteristic 2.
A property, or statistical functional, is said to be elicitable if it minimizes expected loss for some loss function. The study of which properties are elicitable sheds light on the capabilities and limitations of point estimation and empirical risk minimization. While recent work asks which properties are elicitable, …
In this article, we survey recent developments in defining the quasi-local mass in general relativity. We discuss various approaches and the properties and applications of the different definitions. Among the expected properties, we focus on the rigidity property: for a surface in the Minkowski spacetime, one expects t…
Groups with hyperbolic properties don't have strong Property (T).