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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.

168,878 papers · 148 categories

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336698131 · Jun 202019922001200920172026
48 results for L1 distance

We study rank-1 {L1-norm-based TUCKER2} (L1-TUCKER2) decomposition of 3-way tensors, treated as a collection of NN D×MD \times M matrices that are to be jointly decomposed. Our contributions are as follows. i) We prove that the problem is equivalent to combinatorial optimization over NN antipodal-binary variables. ii)…

2017-10-31abs ↗pdf ↗

We investigate properties of estimators obtained by minimization of U-processes with the Lasso penalty in high-dimensional settings. Our attention is focused on the ranking problem that is popular in machine learning. It is related to guessing the ordering between objects on the basis of their observed predictors. We p…

2015-12-17abs ↗pdf ↗

Study analyzes Airbnb booking lead times during global crises using a new metric.

problem Disruptions in booking behaviors during global crises affect forecasting accuracy.
method Normalized L1 (Manhattan) distance to assess lead time divergences.
result Identified two-phase disruption: abrupt change at pandemic onset followed by partial recovery.

The use of L1 regularisation for sparse learning has generated immense research interest, with successful application in such diverse areas as signal acquisition, image coding, genomics and collaborative filtering. While existing work highlights the many advantages of L1 methods, in this paper we find that L1 regularis…

2011-06-06abs ↗pdf ↗

We propose a data aggregation-based algorithm with monotonic convergence to a global optimum for a generalized version of the L1-norm error fitting model with an assumption of the fitting function. The proposed algorithm generalizes the recent algorithm in the literature, aggregate and iterative disaggregate (AID), whi…

2017-03-15abs ↗pdf ↗

Proposes TNCM-VAE for generating causal financial time series.

problem Lack of causal reasoning in market generators.
method Combines VAE with structural causal models, enforcing causal constraints through DAGs and using causal Wasserstein distance.
result Superior performance in counterfactual probability estimation, L1 distances as low as 0.03-0.10.

It was shown recently that the KK L1-norm principal components (L1-PCs) of a real-valued data matrix XRD×N\mathbf X \in \mathbb R^{D \times N} (NN data samples of DD dimensions) can be exactly calculated with cost O(2NK)\mathcal{O}(2^{NK}) or, when advantageous, O(NdKK+1)\mathcal{O}(N^{dK - K + 1}) where $d=\mathrm{rank}(\mathbf …

2016-10-06abs ↗pdf ↗

A l1-norm penalized orthogonal forward regression (l1-POFR) algorithm is proposed based on the concept of leaveone- out mean square error (LOOMSE). Firstly, a new l1-norm penalized cost function is defined in the constructed orthogonal space, and each orthogonal basis is associated with an individually tunable regulari…

2015-09-04abs ↗pdf ↗

Feature selection is a technique to screen out less important features. Many existing supervised feature selection algorithms use redundancy and relevancy as the main criteria to select features. However, feature interaction, potentially a key characteristic in real-world problems, has not received much attention. As a…

2012-10-06abs ↗pdf ↗

This study investigates self-supervised learning with Wasserstein distance on tree structures.

problem Improving self-supervised learning methods using Wasserstein distance.
method Utilized Tree-Wasserstein distance (TWD) and Jeffrey divergence regularization for training.
result A simple combination of softmax function and Tree-Wasserstein distance outperforms cosine similarity-based methods.

To recover a sparse signal from an underdetermined system, we often solve a constrained L1-norm minimization problem. In many cases, the signal sparsity and the recovery performance can be further improved by replacing the L1 norm with a "weighted" L1 norm. Without any prior information about nonzero elements of the si…

2012-08-03abs ↗pdf ↗

We compute approximate solutions to L0 regularized linear regression using L1 regularization, also known as the Lasso, as an initialization step. Our algorithm, the Lass-0 ("Lass-zero"), uses a computationally efficient stepwise search to determine a locally optimal L0 solution given any L1 regularization solution. We …

2015-11-13abs ↗pdf ↗

Based on a new coupling approach, we prove that the transition step of the Hamiltonian Monte Carlo algorithm is contractive w.r.t. a carefully designed Kantorovich (L1 Wasserstein) distance. The lower bound for the contraction rate is explicit. Global convexity of the potential is not required, and thus multimodal targ…

2018-05-01abs ↗pdf ↗

Solving logistic regression with L1-regularization in distributed settings is an important problem. This problem arises when training dataset is very large and cannot fit the memory of a single machine. We present d-GLMNET, a new algorithm solving logistic regression with L1-regularization in the distributed settings. …

2014-11-24abs ↗pdf ↗

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical optimization of such penalties involves solving problems with l1-norms in the ob…

2013-12-05abs ↗pdf ↗

New theoretical framework improves error rates for sparse learning with convex regularization.

problem Improving error rates for sparse learning with convex regularization.
method Proposed a new theoretical framework using common assumptions to derive high-dimensional estimation bounds.
result Improved error rates for L1, Slope, and Group L1-L2 regularizations, matching or exceeding existing results.

We prove that L2-Boosting lacks a theoretical property which is central to the behaviour of l1-penalized methods such as basis pursuit and the Lasso: Whereas l1-penalized methods are guaranteed to recover the sparse parameter vector in a high-dimensional linear model under an appropriate restricted nullspace property, …

2018-12-13abs ↗pdf ↗

In this paper, we will describe a network architecture that demonstrates high performance on various sizes of datasets. To do this, we will perform an architecture search by dividing the fully connected layer into three levels in the existing network architecture. The first step is to learn existing CNN layer and exist…

2019-06-20abs ↗pdf ↗

Recently it has become popular to learn sparse Gaussian graphical models (GGMs) by imposing l1 or group l1,2 penalties on the elements of the precision matrix. Thispenalized likelihood approach results in a tractable convex optimization problem. In this paper, we reinterpret these results as performing MAP estimation u…

2012-05-09abs ↗pdf ↗

Nilpotent groups can't be biLipschitz embedded into L1L^1.

problem Proving that simply connected nilpotent Lie groups cannot be biLipschitz embedded into L1L^1.
method Using a pull-back distance and cut measures, the authors show that bi-Lipschitz embeddings can't exist in non-abelian settings.
result Every Carnot group that biLipschitz embeds into L1L^1 is abelian.

We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional noisy data. Our method, Minimum Distance Lasso (MD-Lasso), combines minimum distanc…

2013-07-11abs ↗pdf ↗

Local graph clustering methods aim to find small clusters in very large graphs. These methods take as input a graph and a seed node, and they return as output a good cluster in a running time that depends on the size of the output cluster but that is independent of the size of the input graph. In this paper, we adopt a…

2019-06-11abs ↗pdf ↗

l1 reweighting algorithms are very popular in sparse signal recovery and compressed sensing, since in the practice they have been observed to outperform classical l1 methods. Nevertheless, the theoretical analysis of their convergence is a critical point, and generally is limited to the convergence of the functional to…

2018-12-07abs ↗pdf ↗

In this paper, we study Lichnerowicz type estimate for eigenvalues of drifting Laplacian operator and L1 and L2 energy for drifting heat equation on closed manifolds with weighted measure. In some sense, this study is about the eigenvalue estimate on Ricci solitons.

2009-11-25abs ↗pdf ↗

Most of the existing methods for sparse signal recovery assume a static system: the unknown signal is a finite-length vector for which a fixed set of linear measurements and a sparse representation basis are available and an L1-norm minimization program is solved for the reconstruction. However, the same representation…

2013-06-14abs ↗pdf ↗