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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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48 results for LSA algorithm

Paper analyzes LSA algorithm bias and error bounds with RR extrapolation.

problem Analyzing bias and high-order error bounds of LSA with Markovian noise.
method Polyak-Ruppert averaging, linearization, Richardson-Romberg extrapolation.
result RR extrapolation effectively cancels the leading bias term.

Paper improves confidence intervals for LSA with multiplier bootstrap.

problem Improving confidence intervals for parameter estimation in LSA.
method Berry-Esseen bound for multivariate normal approximation and multiplier bootstrap.
result Valid confidence intervals for parameter estimation in LSA.

We consider dd-dimensional linear stochastic approximation algorithms (LSAs) with a constant step-size and the so called Polyak-Ruppert (PR) averaging of iterates. LSAs are widely applied in machine learning and reinforcement learning (RL), where the aim is to compute an appropriate θRdθ_{*} \in \mathbb{R}^d (that is a…

2017-09-12abs ↗pdf ↗

Paper examines constant stepsize in LSA for Markovian data inference.

problem Improving statistical inference with constant stepsize in LSA for Markovian data.
method Established CLT, used averaged LSA iterates, applied Richardson-Romberg extrapolation.
result Constant stepsize leads to better CI coverage, especially with limited data.

Paper derives convergence rates and confidence intervals for LSA with Markovian noise.

problem Analyzing convergence rates and constructing confidence intervals for LSA with Markovian noise.
method Derives non-asymptotic Berry-Esseen bounds and multiplier block bootstrap procedure.
result Provides O(n1/4)\mathcal{O}(n^{-1/4}) convergence rates and guarantees consistent inference.

The paper offers precise bounds for averaged LSA iterates in linear systems.

problem Computing approximate solutions of linear systems with noisy observations.
method Finite-time analysis of LSA algorithms with Polyak-Ruppert averaging.
result Sharp high-probability bounds for averaged LSA iterates.

Paper improves CLT and bootstrap approximations for LSA with decreasing step size.

problem Improving normal approximation and bootstrap methods for LSA with decreasing step sizes.
method Refined Berry-Esseen bounds and multiplier bootstrap procedure for LSA.
result Approximation rates up to 1/n1/\sqrt{n} for LSA rescaled error distribution.

Study on bias and extrapolation in LSA with Markovian data, showing bias reduction with Richardson-Romberg extrapolation.

problem Bias in LSA with constant stepsizes and Markovian data.
method Viewing LSA as a Markov chain, proving convergence and bias expansion, and applying Richardson-Romberg extrapolation.
result Bias is proportional to the stepsize up to higher order terms, and Richardson-Romberg extrapolation reduces the bias.

Paper develops Gaussian approximations and bootstrap for federated LSA with trade-off bounds.

problem Analyzing convergence rates and trade-offs in federated linear stochastic approximation.
method Established Berry-Esseen-type bounds for federated LSA, developed multiplier bootstrap for inference.
result First federated Gaussian approximations with explicit trade-off terms and non-asymptotic validity guarantees.

This paper presents the current state of a work in progress, whose objective is to better understand the effects of factors that significantly influence the performance of Latent Semantic Analysis (LSA). A difficult task, which consists in answering (French) biology Multiple Choice Questions, is used to test the semant…

2008-11-02abs ↗pdf ↗

Classifies 3D non-degenerate left-symmetric algebras.

problem Classifying left-symmetric algebras in 3D.
method Using Nijenhuis geometry and algebraic independence of coefficients in characteristic polynomial.
result Classification of differentially non-degenerate LSA in dimension 3.

The paper provides bounds for LSA with fixed stepsizes under random estimates.

problem Analyzing the performance of LSA algorithms with fixed stepsize.
method Non-asymptotic analysis based on new results about matrix moments and high probability bounds.
result Derives high probability bounds on LSA performance under weaker conditions than previous works.

We consider the thresholding bandit problem, whose goal is to find arms of mean rewards above a given threshold θθ, with a fixed budget of TT trials. We introduce LSA, a new, simple and anytime algorithm that aims to minimize the aggregate regret (or the expected number of mis-classified arms). We prove that our algo…

2019-05-27abs ↗pdf ↗

Transformers struggle to learn Markovian dynamics, showing NP-hard optimization challenges.

problem Understanding transformers' limitations in learning Markovian dynamical functions.
method Investigated through a structured ICL setup, analyzing loss landscapes and parameter optimization.
result Recovering optimal transformer parameters for Markovian functions is NP-hard.

Learning distributed representations of documents has pushed the state-of-the-art in several natural language processing tasks and was successfully applied to the field of recommender systems recently. In this paper, we propose a novel content-based recommender system based on learned representations and a generative m…

2017-11-28abs ↗pdf ↗

The main goal of this paper is to explore latent topic analysis (LTA), in the context of quantum information retrieval. LTA is a valuable technique for document analysis and representation, which has been extensively used in information retrieval and machine learning. Different LTA techniques have been proposed, some b…

2019-03-07abs ↗pdf ↗

Transformers struggle with time series forecasting, especially in context.

problem Transformers' limitations in time series forecasting, particularly in in-context settings.
method Theoretical analysis of Transformers' limitations through In-Context Learning theory.
result Linear Self-Attention models cannot outperform classical linear models in in-context time series forecasting.

Study on pre-Lie structures for semisimple Lie algebras over C.

problem Admissibility of pre-Lie structures in semisimple Lie algebras.
method Examined properties of anti-flexible algebras (AFAs), computed Lie-admissibility criteria, and provided examples.
result Explicit counterexample of an AFA admissible by sl(2, C).

A new text clustering method using NMF and LSA improves stability and performance.

problem Text data's large, sparse term-document matrix makes clustering difficult.
method Proposes a new feature agglomeration method based on NMF and deterministic K-Means initialization.
result Significantly improves clustering performance and stability.

Study on stochastic approximation with Polyak-Ruppert averaging for linear systems.

problem Understanding the asymptotic and non-asymptotic properties of stochastic approximation procedures.
method Detailed analysis of linear stochastic approximation with Polyak-Ruppert averaging, focusing on asymptotic and non-asymptotic properties.
result Proves CLT and non-asymptotic concentration inequality for averaged iterates, providing refined understanding of linear stochastic approximation.

Examines algorithmic modeling across three cultures.

problem Tackles algorithmic modeling in different cultural contexts.
method Uses parametric regressions, interpretable algorithms, and complex algorithms.
result Extension of Leo Breiman's thesis to include cultural differences.

Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that UCBUCB, M3M3, SS or Exp3Exp3 algorithms have good behaviours on average in RMG. Besides, hedging algorithms have been shown to be effective on predi…

2018-10-15abs ↗pdf ↗

Meta-algorithm selection aims to choose the best algorithm selector for a given problem instance.

problem Selecting the best algorithm selector for a specific problem instance.
method Apply algorithm selection to the selection of other algorithms (meta-algorithm selection).
result Meta-algorithm selection can be beneficial in some cases but faces challenges in solving the meta-level problem.

Combines multiple bandit algorithms to create a nearly optimal single algorithm.

problem Designing a single bandit algorithm that performs nearly as well as the best individual algorithm in a stochastic environment.
method Develops two general corralling algorithms that achieve favorable regret guarantees.
result The regret of the corralling algorithms is no worse than the best individual algorithm's performance.

The exchange algorithm is studied for its convergence and asymptotic variance.

problem Theoretical limitations of the exchange algorithm in sampling from doubly-intractable distributions.
method Theoretical analysis of the exchange algorithm's convergence speed and asymptotic variance.
result The exchange algorithm converges at a geometric rate and satisfies a Central Limit Theorem.

Improves algorithm selection for thousands of candidates using dyadic features.

problem Selecting the best algorithm from a large set of candidates for specific problems.
method Proposes extreme algorithm selection (XAS) with dyadic feature representation.
result Improves significantly over current state of the art in various metrics.

New ELM algorithms reduce computation time and complexity.

problem Efficient computation of extreme learning machine (ELM) algorithms.
method Developed inverse-free ELM algorithms using recursive matrix inverse and inverse LDL' factorization.
result Proposed algorithms significantly reduce computational complexity.

Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the first method that can automatically discover a better algorithm. We approach th…

2016-06-06abs ↗pdf ↗

Paper proposes a reinforcement learning framework for efficient hyper-parameter tuning of stochastic optimization algorithms.

problem Efficient tuning of hyper-parameters for stochastic optimization algorithms.
method Modeling hyper-parameter tuning as a Markov decision process and using policy gradient algorithms.
result The proposed framework significantly reduces the time required for hyper-parameter tuning compared to Bayesian optimization.

New algorithms reduce bilevel optimization complexity to ε^(-1.5).

problem Efficiently solving bilevel optimization problems in machine learning.
method Proposed two new algorithms: one using momentum-based recursive iterations, the other using recursive gradient estimations.
result Achieved computational complexity of ε^(-1.5), significantly faster than previous methods.

Researchers analyze how algorithmic and implementation choices affect RL performance.

problem Difficulty in separating algorithmic and implementation differences in RL performance.
method Unified derivations through a single control-as-inference objective, categorizing algorithms as EM or KL minimization.
result Implementation details are co-adapted with algorithmic choices, some transferable across algorithms.

Study on selecting between base algorithms in stochastic bandit problems.

problem Model selection in stochastic environments with contextual information.
method Developed a meta-algorithm-base algorithm abstraction with a smoothing transformation for optimal O(T)O(\sqrt{T}) guarantees.
result Optimal O(T)O(\sqrt{T}) model selection guarantees for stochastic contextual bandit problems.

New bounds derived for KG algorithm's performance in finite time.

problem Best arm identification problem in multi-armed bandit.
method Theoretical analysis of finite-time performance, deriving bounds for sample allocation, error probability, and regret.
result Upper and lower bounds for the probability of error and simple regret of the KG algorithm.