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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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56111167222 · Jun 202019922001200920172026
48 results for L2 regression

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 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 ↗

The choice of the kernel is critical to the success of many learning algorithms but it is typically left to the user. Instead, the training data can be used to learn the kernel by selecting it out of a given family, such as that of non-negative linear combinations of p base kernels, constrained by a trace or L1 regular…

2012-05-09abs ↗pdf ↗

Study compares dropout and l2 regularization in linear models.

problem Understanding the statistical behavior of dropout and l2 regularization in linear models.
method Derives non-asymptotic bounds for gradient descent iterates with dropout and compares them to l2 regularization.
result Indicates a more subtle relationship between dropout and l2 regularization, highlighting interactions between dynamics and randomness.

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.

The problem of joint feature selection across a group of related tasks has applications in many areas including biomedical informatics and computer vision. We consider the l2,1-norm regularized regression model for joint feature selection from multiple tasks, which can be derived in the probabilistic framework by assum…

2012-05-09abs ↗pdf ↗

A new method reparameterizes ridge regression for faster, more interpretable results.

problem Challenges in selecting hyperparameter α for ridge regression.
method Fractional Ridge Regression (FRR) reparameterizes RR in terms of the ratio γ.
result FRR solutions vary with different γ, avoiding wasted calculations and manual exploration.

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.

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.

Proposes RLAR for efficient labeled data classification with robust margin and manifold structure.

problem Clear margin representation and data manifold structure difficulty in linear discriminant methods.
method Introduces retargeted regression for adaptive margin learning and locality-aware strategy for compact data manifold.
result RLAR outperforms state-of-the-art approaches in UCI and benchmark data sets.

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.

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 ↗

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 ↗

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 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 ↗

Weight normalization and reparametrized gradient descent adaptively regularize weights and converge to minimum l2 norm solutions.

problem Adapting to non-convex weight normalization for convergence to minimum l2 norm solutions.
method Weight normalization and reparametrized projected gradient descent (rPGD) for overparametrized least-squares regression.
result rPGD converges close to the minimum l2 norm solution, even for far-from-zero initializations.

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.

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 ↗

Forecast dam inflow using sea surface feature weights.

problem Accurate dam inflow forecasting for flood mitigation.
method Extracted sea surface features, applied L2-norm ensemble weighting, used PCA and t-SNE for dimensionality reduction, and calibrated regression models.
result The proposed method improves predictor stability and accuracy in dam inflow forecasting.

Most of real-world graphs are dynamic, i.e., they change over time by a sequence of update operations. While the regression problem has been studied for static graphs and temporal graphs, it is not investigated for general dynamic graphs. In this paper, we study regression over dynamic graphs. First, we present the not…

2019-03-26abs ↗pdf ↗

Study analyzes risk management in Aave and Compound lending protocols, finding v3 better than v2.

problem Risk management in decentralized lending protocols.
method Cross-version and cross-chain analysis using fixed effects model.
result v3 protocols have better risk management, with stronger impact on L2 blockchains.

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 ↗

The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size NN, maximum likelihood estimates for its regression parameters are known to be biased or break down entirely due to overfitting. This prompted the introduction of …

2019-04-14abs ↗pdf ↗

Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we propose an algorithm for the optimization of continuous hyperparameters using in…

2016-02-07abs ↗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.

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.

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 ↗

In the regression problem, L1 and L2 are the most commonly used loss functions, which produce mean predictions with different biases. However, the predictions are neither robust nor adequate enough since they only capture a few conditional distributions instead of the whole distribution, especially for small datasets. …

2019-11-13abs ↗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.