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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.

168,742 papers · 148 categories

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18355370 · Jun 202019922001200920172026
48 results for L1-L2 norm

We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an l1-l2 norm regularizer. By systematically treating the non-differentiable regulariz…

2012-10-01abs ↗pdf ↗

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a parsimonious causality structure is assumed, a promising approach to causal discov…

2009-01-15abs ↗pdf ↗

We consider the problem of sparse variable selection in nonparametric additive models, with the prior knowledge of the structure among the covariates to encourage those variables within a group to be selected jointly. Previous works either study the group sparsity in the parametric setting (e.g., group lasso), or addre…

2012-06-18abs ↗pdf ↗

In the previous papers \cite{L1, L2} the author constructed Mabuchi and Aubin-Yau functionals over any complex surfaces and three-folds, respectively. Using the method in \cite{L2}, we construct those functionals over any complex manifolds of the complex dimension bigger than or equal to 2.

2010-04-05abs ↗pdf ↗

We present a generalization of the Cauchy/Lorentzian, Geman-McClure, Welsch/Leclerc, generalized Charbonnier, Charbonnier/pseudo-Huber/L1-L2, and L2 loss functions. By introducing robustness as a continuous parameter, our loss function allows algorithms built around robust loss minimization to be generalized, which imp…

2017-01-11abs ↗pdf ↗

ICCNLS models complex relationships as convex and concave components.

problem Complex input-output relationships with affine ambiguity.
method Sub-gradient constrained affine functions, global orthogonality constraints, L1, L2, and elastic net regularisation.
result Improved predictive accuracy and model simplicity compared to conventional methods.

The performance of the state-of-the-art image segmentation methods heavily relies on the high-quality annotations, which are not easily affordable, particularly for medical data. To alleviate this limitation, in this study, we propose a weakly supervised image segmentation method based on a deep geodesic prior. We hypo…

2019-08-18abs ↗pdf ↗

Throughout the past five years, the susceptibility of neural networks to minimal adversarial perturbations has moved from a peculiar phenomenon to a core issue in Deep Learning. Despite much attention, however, progress towards more robust models is significantly impaired by the difficulty of evaluating the robustness …

2019-07-01abs ↗pdf ↗

A new method for sparse regression models using graph structure.

problem Sparse regression models for high-dimensional data.
method Decomposes coefficient vector into latent variables, performs regularization on latent variables, uses proximal projection.
result Stable performance compared to other models, especially for high-dimensional data.

Study improves generalization bounds for linear regression across tasks.

problem Improving generalization in high-dimensional regression problems.
method Distribution-dependent bounds on generalization error for L1, L2, and elastic net regularization.
result Generalization bounds improve with data distribution niceness and do not degrade with feature dimension.

Statistical characteristics of deep network representations, such as sparsity and correlation, are known to be relevant to the performance and interpretability of deep learning. When a statistical characteristic is desired, often an adequate regularizer can be designed and applied during the training phase. Typically, …

2018-09-25abs ↗pdf ↗

We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this…

2012-10-18abs ↗pdf ↗

We introduce twisted Alexander norms of a compact connected orientable 3-manifold with first Betti number bigger than one generalizing norms of McMullen and Turaev. We show that twisted Alexander norms give lower bounds on the Thurston norm of a 3-manifold. Using these we completely determine the Thurston norm of many …

2005-05-31abs ↗pdf ↗

We study a regularizer which is defined as a parameterized infimum of quadratics, and which we call the box-norm. We show that the k-support norm, a regularizer proposed by [Argyriou et al, 2012] for sparse vector prediction problems, belongs to this family, and the box-norm can be generated as a perturbation of the fo…

2015-12-27abs ↗pdf ↗

The kk-support norm is a regularizer which has been successfully applied to sparse vector prediction problems. We show that it belongs to a general class of norms which can be formulated as a parameterized infimum over quadratics. We further extend the kk-support norm to matrices, and we observe that it is a special …

2014-03-06abs ↗pdf ↗

CNN layers with large norms are still robust to adversarial attacks.

problem Understanding the relationship between layer norms and adversarial robustness in CNNs.
method Theoretical analysis of 1\ell_1 and \ell_\infty norms, norm decay method, adversarial training frameworks.
result Adversarially robust CNNs can have comparable or larger layer norms than non-adversarially robust ones.

The paper defines minimal norm tensors for curvature and divergence tensors, explaining Weyl and Cotten tensors.

problem Understanding curvature tensors and their minimal norm.
method Analyzing minimal norm tensors for third and fourth covariant tensors, including Riemannian curvature and divergence.
result Weyl tensor and Cotten tensor are identified as minimal norm tensors of Riemannian curvature and divergence tensors, respectively.

The spectral kk-support norm enjoys good estimation properties in low rank matrix learning problems, empirically outperforming the trace norm. Its unit ball is the convex hull of rank kk matrices with unit Frobenius norm. In this paper we generalize the norm to the spectral (k,p)(k,p)-support norm, whose additional para…

2016-01-04abs ↗pdf ↗

The Schatten quasi-norm can be used to bridge the gap between the nuclear norm and rank function, and is the tighter approximation to matrix rank. However, most existing Schatten quasi-norm minimization (SQNM) algorithms, as well as for nuclear norm minimization, are too slow or even impractical for large-scale problem…

2016-06-02abs ↗pdf ↗

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations. Nuclear norm regularization is the prevailing convexifying technique for dealing …

2016-12-09abs ↗pdf ↗

We provide recovery guarantees for compressible signals that have been corrupted with noise and extend the framework introduced in \cite{bafna2018thwarting} to defend neural networks against 0\ell_0-norm, 2\ell_2-norm, and \ell_{\infty}-norm attacks. Our results are general as they can be applied to most unitary tr…

2019-07-15abs ↗pdf ↗

The study connects norms and filtrations on section rings of projective manifolds.

problem Understanding norms and filtrations on section rings of polarized projective manifolds.
method Analyzes submultiplicative norms and their equivalence to sup-norms, discusses applications to spectral theory and holomorphic extension.
result Injective and projective tensor norms on symmetric algebras are asymptotically equivalent.

Functorial semi-norms on singular homology give refined "size" information on singular homology classes. A fundamental example is the l^1-semi-norm. We show that there exist finite functorial semi-norms on singular homology that are exotic in the sense that they are not carried by the l^1-semi-norm.

2016-05-13abs ↗pdf ↗

The paper proves inequalities linking geometric norms and Thurston norms in hyperbolic 3-manifolds.

problem Inequalities linking geometric norms and Thurston norms in hyperbolic 3-manifolds.
method Analyzes geometric L2L^2-norms, Thurston norms, and Lipschitz maps to prove inequalities.
result Proves an inequality between geometric L2L^2-norm and Thurston norm, qualitatively sharp.

Paper introduces new risk norms based on ES with flexible distortion functions.

problem Risk quantification and anomaly detection in financial data.
method Developed generalized Expected-Shortfall (ES) norms using distortion risk measures and duality theory.
result Unified analytical framework for risk quantification and practical applications.

We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, w…

2017-05-15abs ↗pdf ↗

Study improves image classifier robustness to random p-norm corruptions.

problem Improving robustness of image classifiers to real-world imperceptible corruptions.
method Training and testing with random p-norm corruptions, evaluating robustness against different p-norms.
result Training with a combination of p-norm corruptions significantly improves robustness.