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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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238476713951 · Jun 202019922001200920172026
48 results for L2 Networks

The main theme of this work is a unifying algorithm, \textbf{L}oop\textbf{L}ess \textbf{S}ARAH (L2S) for problems formulated as summation of nn individual loss functions. L2S broadens a recently developed variance reduction method known as SARAH. To find an εε-accurate solution, L2S enjoys a complexity of ${\cal O}\b…

2019-06-05abs ↗pdf ↗

Batch Normalization is a commonly used trick to improve the training of deep neural networks. These neural networks use L2 regularization, also called weight decay, ostensibly to prevent overfitting. However, we show that L2 regularization has no regularizing effect when combined with normalization. Instead, regulariza…

2017-06-16abs ↗pdf ↗

In this paper, we analyze efficacy of the fast gradient sign method (FGSM) and the Carlini-Wagner's L2 (CW-L2) attack. We prove that, within a certain regime, the untargeted FGSM can fool any convolutional neural nets (CNNs) with ReLU activation; the targeted FGSM can mislead any CNNs with ReLU activation to classify a…

2018-11-15abs ↗pdf ↗

We present a novel view that unifies two frameworks that aim to solve sequential prediction problems: learning to search (L2S) and recurrent neural networks (RNN). We point out equivalences between elements of the two frameworks. By complementing what is missing from one framework comparing to the other, we introduce a…

2016-07-18abs ↗pdf ↗

ESNs trained with Tikhonov least squares approximate ergodic dynamical systems in L2(μ) norm.

problem Approximating ergodic dynamical systems using ESNs.
method Tikhonov least squares regression on ESNs trained on observations from an ergodic dynamical system.
result ESNs trained with Tikhonov least squares approximate the target function in the L2(μ) norm.

A standing conjecture in L2-cohomology is that every finite CW-complex X is of L2-determinant class. In this paper, we prove this whenever the fundamental group belongs to a large class of groups containing e.g. all extensions of residually finite groups with amenable quotients, all residually amenable groups and free …

1998-07-07abs ↗pdf ↗

For a normal covering over a closed oriented topological manifold we give a proof of the L2-signature theorem with twisted coefficients, using Lipschitz structures and the Lipschitz signature operator introduced by Teleman. We also prove that the L-theory isomorphism conjecture as well as the C^*_max-version of the Bau…

2002-09-13abs ↗pdf ↗

We provide a proof for an inequality between volume and L2-Betti numbers of aspherical manifolds for which Gromov outlined a strategy based on general ideas of Connes. The implementation of that strategy involves measured equivalence relations, Gaboriau's theory of L2-Betti numbers of R-simplicial complexes, and other …

2006-05-23abs ↗pdf ↗

We give a fast oblivious L2-embedding of ARnxdA\in \mathbb{R}^{n x d} to BRrxdB\in \mathbb{R}^{r x d} satisfying (1ε)Ax22Bx22<=(1+ε)Ax22.(1-\varepsilon)\|A x\|_2^2 \le \|B x\|_2^2 <= (1+\varepsilon) \|Ax\|_2^2. Our embedding dimension rr equals dd, a constant independent of the distortion ε\varepsilon. We use as a black-box any L2-embedding $Π…

2019-09-27abs ↗pdf ↗

We give a topological interpretation of the space of L2-harmonic forms on finite-volume manifolds with sufficiently pinched negative curvature. We give examples showing that this interpretation fails if the curvature is not sufficiently pinched and that our result is sharp with respect to the pinching constants. The me…

2002-07-12abs ↗pdf ↗

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 ↗

Study ablated data augmentation techniques and their mathematical equivalence to penalties.

problem Lack of mathematical understanding of differences between ablated data augmentation techniques.
method Formal model of mean ablated data augmentation and inverted dropout for linear regression; empirical validation for deep networks.
result Ablated data augmentation and inverted dropout are mathematically equivalent to penalties in optimization.

Regularization plays an important role in generalization of deep neural networks, which are often prone to overfitting with their numerous parameters. L1 and L2 regularizers are common regularization tools in machine learning with their simplicity and effectiveness. However, we observe that imposing strong L1 or L2 reg…

2018-11-20abs ↗pdf ↗

Paper investigates Lipschitz constants of self-attention modules in neural networks.

problem Lipschitz constants of self-attention modules in neural networks.
method Proved standard dot-product self-attention is not Lipschitz for unbounded input domain. Proposed L2 self-attention that is Lipschitz. Derived upper bound on L2 self-attention's Lipschitz constant.
result Proved standard self-attention is not Lipschitz for unbounded input domain and proposed an alternative L2 self-attention that is Lipschitz.

Robustness is an increasingly important property of machine learning models as they become more and more prevalent. We propose a defense against adversarial examples based on a k-nearest neighbor (kNN) on the intermediate activation of neural networks. Our scheme surpasses state-of-the-art defenses on MNIST and CIFAR-1…

2019-06-23abs ↗pdf ↗

In this paper, we study the evolution of L2 p-forms under Ricci flow with bounded curvature on a complete non-compact or a compact Riemannian manifold. We show that under curvature pinching conditions on such a manifold, the L2 norm of a smooth p-form is non-increasing along the Ricci flow. The L^{\infty} norm is showe…

2007-01-15abs ↗pdf ↗

Wide neural networks can benefit from multi-task learning in their infinite-width limit.

problem The generalization behavior of wide neural networks in multi-task learning settings.
method Optimizing wide ReLU neural networks with L2-regularization promotes multi-task learning in the infinite-width limit.
result An exact quantitative characterization of multi-task learning in the infinite-width limit of wide ReLU neural networks.

Double descent risk in L2-regularized models explained and mitigated.

problem Risk of overparameterized models in machine learning.
method Analysis of L2-regularized models, two-layer neural networks, and CNNs.
result Double descent risk in L2-regularized models can be explained and mitigated by adjusting regularization strengths.

Study on L2-boosting behavior as learning rate approaches zero.

problem Understanding the asymptotic behavior of L2-boosting algorithms with vanishing learning rates.
method Analyzes L2-boosting for regression with linear base learners, proving a deterministic limit and characterizing it as a solution to a linear differential equation.
result Proves the existence of a unique solution to the limit problem and analyzes the training and test error.

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 ↗

Study shows pre-event L2 liquidity state predicts crypto futures liquidity better than event labels.

problem Understanding how crypto futures liquidity changes over time.
method Combining L2 order book data, trade-flow records, and macro-event windows to define discrete liquidity-state transitions and evaluate models.
result Pre-event L2 liquidity state predicts post-event liquidity regimes better than event labels, and order flow adds value only when layered on top of the state model.

In this paper, we establish various L2-estimates for the exterior differential operator on p-convex Riemannian manifolds in the sense of Harvey and Lawson. As geometric applications, we prove vanishing and finiteness results for the de Rham cohomology groups.

2013-05-15abs ↗pdf ↗

New characterizations of curvature operators for specific forms via L2-estimates.

problem Characterizing semi-positive and semi-negative curvature operators for (n,q)(n,q) and (p,n)(p,n)-forms.
method Using L2-estimates to characterize curvature operators for (n,q)(n,q) and (p,n)(p,n)-forms.
result New characterizations of Nakano semi-positivity and semi-negativity.

Importance-weighted risk minimization is a key ingredient in many machine learning algorithms for causal inference, domain adaptation, class imbalance, and off-policy reinforcement learning. While the effect of importance weighting is well-characterized for low-capacity misspecified models, little is known about how it…

2018-12-08abs ↗pdf ↗

We study a policy gradient method with L2 regularization for MAB problems.

problem Improving policy gradient methods for MAB problems with regularization.
method Investigate convergence of a policy gradient algorithm with L2 regularization for MAB.
result Prove convergence under appropriate technical hypotheses and show practical improvements.

For one-parameter degenerations of compact Kähler manifolds, we determine the asymptotic behavior of the first Chern form of the direct image of a Nakano semi-positive vector bundle twisted by the relative canonical bundle, when the direct image is equipped with the L2-metric.

2010-07-16abs ↗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 ↗

MACER trains robust models without adversarial training, faster and more effective.

problem Learning robust models without relying on attack-dependent adversarial training.
method MACER trains provably robust smoothed classifiers by maximizing certified radius.
result MACER achieves larger average certified radius and faster training time compared to state-of-the-art methods.

We show that the Novikov-Shubin invariant of an element of the integral group ring of the lamplighter group Z_2 \wr Z can be irrational. This disproves a conjecture of Lott and Lueck. Furthermore we show that every positive real number is equal to the Novikov-Shubin invariant of some element of the real group ring of Z…

2010-09-01abs ↗pdf ↗

Karen Uhlenbeck's compactness theorem for sequences of connections with L2 bounds on curvature applies only to connections on principal bundles with compact structure group. This article states and proves an extension of Uhlenbecks theorem that describes sequences of connections on principal PSL(2;C) bundles over compa…

2012-05-02abs ↗pdf ↗

Bayesian neural network improves feature selection and prediction.

problem Improving feature selection and prediction accuracy in neural networks.
method BNN-ARD with l2-norm feature importance measure.
result Improves variable selection and predictive performance on real-world data.

Let G be a torsion free discrete group and let \bar{Q} denote the field of algebraic numbers in C. We prove that \bar{Q}[G] fulfills the Atiyah conjecture if G lies in a certain class of groups D, which contains in particular all groups which are residually torsion free elementary amenable or which are residually free.…

2001-07-06abs ↗pdf ↗