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.
In recent years, constrained optimization has become increasingly relevant to the machine learning community, with applications including Neyman-Pearson classification, robust optimization, and fair machine learning. A natural approach to constrained optimization is to optimize the Lagrangian, but this is not guarantee…
This paper explores the potential of Lagrangian duality for learning applications that feature complex constraints. Such constraints arise in many science and engineering domains, where the task amounts to learning optimization problems which must be solved repeatedly and include hard physical and operational constrain…
We prove an optimal control on the time-dependent measure of a measurable set under a reparametrized Lagrangian mean curvature flow of almost calibrated submanifolds in a Calabi-Yau manifold. Moreover we give a classification of those Lagrangian translating solitons in Cm that evolve by this reparametrized …
A large number of objectives have been proposed to train latent variable generative models. We show that many of them are Lagrangian dual functions of the same primal optimization problem. The primal problem optimizes the mutual information between latent and visible variables, subject to the constraints of accurately …
We geometrically describe optimal control problems in terms of Morse families in the Hamiltonian framework. These geometric structures allow us to recover the classical first order necessary conditions for optimality and the starting point to run an integrability algorithm. Moreover the integrability algorithm is adapt…
Let M be an n-dimensional Lagrangian submanifold of a complex space form. We prove a pointwise inequality δ(n1,…,nk)≤a(n,k,n1,…,nk)∥H∥2+b(n,k,n1,…,nk)c, with on the left hand side any delta-invariant of the Riemannian manifold M and on the right hand side a linear combination o…
The information bottleneck (IB) problem tackles the issue of obtaining relevant compressed representations T of some random variable X for the task of predicting Y. It is defined as a constrained optimization problem which maximizes the information the representation has about the task, I(T;Y), while ensuring t…
It was proved in [8,9] that every Lagrangian submanifold M of a complex space form M~5(4c) of constant holomorphic sectional curvature 4c satisfies the following optimal inequality: {align}\tag{A}δ(2,2)\leq \text{\small254} H^{2}+8c,{align} where H2 is the squared mean curvature and δ(2,2) i…
In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on Lie groups, deriving a discrete version of the second-order Euler-Lagrange equatio…
The Rusk-Skinner formalism was developed in order to give a geometrical unified formalism for describing mechanical systems. It incorporates all the characteristics of Lagrangian and Hamiltonian descriptions of these systems (including dynamical equations and solutions, constraints, Legendre map, evolution operators, e…
Given a quasisymmetric homeomorphism φ of the circle, Bonsante and Schlenker proved the existence and uniqueness of the minimal Lagrangian extension fφ:H2→H2 to the hyperbolic plane. By previous work of the author, its maximal dilatation satisfies $\log K(f_\varphi)\leq C||\varphi…
We study constrained nonconvex optimization problems in machine learning, signal processing, and stochastic control. It is well-known that these problems can be rewritten to a minimax problem in a Lagrangian form. However, due to the lack of convexity, their landscape is not well understood and how to find the stable e…
Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelera…
Bayesian optimization tackles mixed discrete-continuous problems with Gaussian processes.
problem Optimizing problems with both discrete and continuous variables using costly simulations.
method Relaxing discrete variables into continuous latent variables, using Bayesian optimization, and incorporating compatibility constraints with Lagrangians.
result Comparative analysis of different mixed Bayesian optimization approaches.
We prove some non-existence theorems for translating solutions to Lagrangian mean curvature flow. More precisely, we show that translating solutions with an L2 bound on the mean curvature are planes and that almost-calibrated translating solutions which are static are also planes. Recent work of D. Joyce, Y.-I. Lee,…
It was proven in [B.-Y. Chen, F. Dillen, J. Van der Veken and L. Vrancken, Curvature inequalities for Lagrangian submanifolds: the final solution, Differ. Geom. Appl. 31 (2013), 808-819] that every Lagrangian submanifold M of a complex space form M~n(4c) of constant holomorphic sectional curvature 4c sat…
We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot of attention in the Big Data context. Although it has been invented decades ago…
We consider a multi-objective risk-averse two-stage stochastic programming problem with a multivariate convex risk measure. We suggest a convex vector optimization formulation with set-valued constraints and propose an extended version of Benson's algorithm to solve this problem. Using Lagrangian duality, we develop sc…
In this paper, we study the Lagrangian F-stability of closed Lagrangian self-shrinkers immersed in complex Euclidean space. We show that any closed Lagrangian self-shrinker with first Betti number greater than one is Lagrangian F-unstable. In particular, any two-dimensional embedded closed Lagrangian self-shrinker is L…