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.
This paper analyzes adversarial attacks methods and their effectiveness.
A new L-BFGS method tackles large-scale optimization with fewer evaluations.
We revisit the stochastic limited-memory BFGS (L-BFGS) algorithm. By proposing a new framework for the convergence analysis, we prove improved convergence rates and computational complexities of the stochastic L-BFGS algorithms compared to previous works. In addition, we propose several practical acceleration strategie…
Proposes a neural network for learning step-size policies for L-BFGS optimization.
We propose a new stochastic L-BFGS algorithm and prove a linear convergence rate for strongly convex and smooth functions. Our algorithm draws heavily from a recent stochastic variant of L-BFGS proposed in Byrd et al. (2014) as well as a recent approach to variance reduction for stochastic gradient descent from Johnson…
This paper proposes a framework of L-BFGS based on the (approximate) second-order information with stochastic batches, as a novel approach to the finite-sum minimization problems. Different from the classical L-BFGS where stochastic batches lead to instability, we use a smooth estimate for the evaluations of the gradie…
The standard L-BFGS method relies on gradient approximations that are not dominated by noise, so that search directions are descent directions, the line search is reliable, and quasi-Newton updating yields useful quadratic models of the objective function. All of this appears to call for a full batch approach, but sinc…
We present a system that enables rapid model experimentation for tera-scale machine learning with trillions of non-zero features, billions of training examples, and millions of parameters. Our contribution to the literature is a new method (SA L-BFGS) for changing batch L-BFGS to perform in near real-time by using stat…
Paper explores challenges in training PINNs and loss landscape effects.
This paper describes an implementation of the L-BFGS method designed to deal with two adversarial situations. The first occurs in distributed computing environments where some of the computational nodes devoted to the evaluation of the function and gradient are unable to return results on time. A similar challenge occu…
RQMC improves optimization in variational Bayes problems.
Recurrent Neural Networks (RNNs) are powerful models that achieve exceptional performance on several pattern recognition problems. However, the training of RNNs is a computationally difficult task owing to the well-known "vanishing/exploding" gradient problem. Algorithms proposed for training RNNs either exploit no (or…
Develops efficient quasi-Newton methods for training deep neural networks.
The question of how to parallelize the stochastic gradient descent (SGD) method has received much attention in the literature. In this paper, we focus instead on batch methods that use a sizeable fraction of the training set at each iteration to facilitate parallelism, and that employ second-order information. In order…
Recent studies have illustrated that stochastic gradient Markov Chain Monte Carlo techniques have a strong potential in non-convex optimization, where local and global convergence guarantees can be shown under certain conditions. By building up on this recent theory, in this study, we develop an asynchronous-parallel s…
KSD Descent uses KSD to sample from a target distribution efficiently.
A scalable PyTorch framework for non-crossing quantile regression.
Hessian-free training has become a popular parallel second or- der optimization technique for Deep Neural Network training. This study aims at speeding up Hessian-free training, both by means of decreasing the amount of data used for training, as well as through reduction of the number of Krylov subspace solver iterati…
A new optimization method handles Euclidean bounds efficiently.
Numerical optimization is an important tool in the field of computational physics in general and in nano-optics in specific. It has attracted attention with the increase in complexity of structures that can be realized with nowadays nano-fabrication technologies for which a rational design is no longer feasible. Also, …
In this paper, we propose a second order optimization method to learn models where both the dimensionality of the parameter space and the number of training samples is high. In our method, we construct on each iteration a Krylov subspace formed by the gradient and an approximation to the Hessian matrix, and then use a …
This paper introduces Jensen, an easily extensible and scalable toolkit for production-level machine learning and convex optimization. Jensen implements a framework of convex (or loss) functions, convex optimization algorithms (including Gradient Descent, L-BFGS, Stochastic Gradient Descent, Conjugate Gradient, etc.), …
Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data widely used in observational sciences. In its classical form, ICA relies on modeling the data as a linear mixture of non-Gaussian independent sources. The problem can be seen as a likelihood maximization problem. We i…
Deep learning algorithms often require solving a highly non-linear and nonconvex unconstrained optimization problem. Methods for solving optimization problems in large-scale machine learning, such as deep learning and deep reinforcement learning (RL), are generally restricted to the class of first-order algorithms, lik…
Reinforcement Learning (RL) algorithms allow artificial agents to improve their action selections so as to increase rewarding experiences in their environments. Deep Reinforcement Learning algorithms require solving a nonconvex and nonlinear unconstrained optimization problem. Methods for solving the optimization probl…
This paper tackles scalability issues in kernel logistic regression for large datasets.
Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data that is widely used in observational sciences. In its classic form, ICA relies on modeling the data as linear mixtures of non-Gaussian independent sources. The maximization of the corresponding likelihood is a challen…
"Feint Attack", as a new type of APT attack, has become the focus of attention. It adopts a multi-stage attacks mode which can be concluded as a combination of virtual attacks and real attacks. Under the cover of virtual attacks, real attacks can achieve the real purpose of the attacker, as a result, it often caused hu…
This paper studies adversarial attacks on Gaussian process bandits.
New recommendations improve Gaussian process accuracy and stability.
This paper optimizes Bayesian acquisition functions in Gaussian Processes for better optimization.
Subpopulation attacks poison data to misclassify naturally distributed points.
Reward-poisoning attacks can force RL agents to learn bad policies, and we categorize and quantify their feasibility.
Spanning attack improves black-box attacks with unlabeled data.
Headless attacks bypass classification heads to fool transfer learning models.
This paper explores evasion attacks against Bayesian models.
Adversarial attacks pose a threat to deep neural networks, especially in safety-critical applications.
New algorithm learns and unlearns from streaming data efficiently.
RayS attack improves hard-label adversarial attacks by reducing query complexity and identifying false robust models.
Depending on how much information an adversary can access to, adversarial attacks can be classified as white-box attack and black-box attack. For white-box attack, optimization-based attack algorithms such as projected gradient descent (PGD) can achieve relatively high attack success rates within moderate iterates. How…
Due to the broad range of applications of stochastic multi-armed bandit model, understanding the effects of adversarial attacks and designing bandit algorithms robust to attacks are essential for the safe applications of this model. In this paper, we introduce a new class of attack named action-manipulation attack. In …
Control policies, trained using the Deep Reinforcement Learning, have been recently shown to be vulnerable to adversarial attacks introducing even very small perturbations to the policy input. The attacks proposed so far have been designed using heuristics, and build on existing adversarial example crafting techniques …
There has been an ongoing cycle where stronger defenses against adversarial attacks are subsequently broken by a more advanced defense-aware attack. We present a new approach towards ending this cycle where we "deflect'' adversarial attacks by causing the attacker to produce an input that semantically resembles the att…
New attacks reveal membership in label-only ML models.
Adversarial attacks for image classification are small perturbations to images that are designed to cause misclassification by a model. Adversarial attacks formally correspond to an optimization problem: find a minimum norm image perturbation, constrained to cause misclassification. A number of effective attacks have b…
This paper proposes multi-view attack strategies for deep models.
New attacks can infer model training membership using only label predictions, not confidence.
Pixle attacks images by rearranging pixels, bypassing neural networks.