arXiv research

Muon optimizer improves deep learning with spectral norm constraints.

Distributed Lion optimizes large model training by reducing communication costs.

Lion optimizer performs well in training AI models with memory efficiency.

Enhanced Lion optimizer CLion improves generalization with lower error.

LION generates high-quality 3D shapes using hierarchical latent diffusion models.

Unified view of Lion and Muon as Stochastic Frank-Wolfe methods.

This work uses Lasry-Lions envelopes to solve nonconvex optimization problems.

New optimizers improve stock market forecasting accuracy.

Establishes a Lorentzian Lasry-Lions regularization theorem for functions on globally hyperbolic spacetimes.

A technique identifies memoryless algorithms approximating memory-dependent optimization methods.

We build a model using Gaussian processes to infer a spatio-temporal vector field from observed agent trajectories. Significant landmarks or influence points in agent surroundings are jointly derived through vector calculus operations that indicate presence of sources and sinks. We evaluate these influence points by us…

We consider two functions on Sp(g,R) with values in the cyclic group of order four {1,-1,i,-i}. One was defined by Lion and Vergne. The other is -i raised to the power given by an integer valued function defined by Masbaum and the author (initially on the mapping class group of a surface). We identify these functions w…

In this paper, we consider the generalized lambda constant and the existence of ground states of the generalized Perelman's W-functional from a variational formulation. One result is concerned with the estimation of the generalized $λ$ constant. The other results are about the existence of ground states of generalized …

We show how Lasry-Lions's result on regularization of functions defined on $\mathbb{R}^n$ or on Hilbert spaces by sup-inf convolutions with squares of distances can be extended to (finite or infinite dimensional) Riemannian manifolds $M$ of bounded sectional curvature. More specifically, among other things we show that…

Cautious Weight Decay modifies weight decay for better optimization.

The paper examines stability of Sobolev inequalities on manifolds with Ricci curvature bounds.

Lions and Musiela (2007) give sufficient conditions to verify when a stochastic exponential of a continuous local martingale is a martingale or a uniformly integrable martingale. Blei and Engelbert (2009) and Mijatović and Urusov (2012c) give necessary and sufficient conditions in the case of perfect correlation (ρ=1).…

Is AdamW effective under heavy-tailed noise?

New optimization method combines gradient clipping and non-Euclidean smoothness.

Mean field game theory studies the behavior of a large number of interacting individuals in a game theoretic setting and has received a lot of attention in the past decade (Lasry and Lions, Japanese journal of mathematics, 2007). In this work, we derive mean field game partial differential equation systems from determi…

We decompose, within an ARCH framework, the daily volatility of stocks into overnight and intra-day contributions. We find, as perhaps expected, that the overnight and intra-day returns behave completely differently. For example, while past intra-day returns affect equally the future intra-day and overnight volatilitie…

Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For instance, an agent may care only about states where she is still alive at the time …

We prove some old and new isoperimetric inequalities with the best constant using the ABP method applied to an appropriate linear Neumann problem. More precisely, we obtain a new family of sharp isoperimetric inequalities with weights (also called densities) in open convex cones of $\mathbb{R}^n$. Our result applies to…

The Prescriptive Canvas improves business outcomes by directly prescribing actions based on predictions.

In the first part of the paper we investigate some geometric features of Moser-Trudinger inequalities on complete non-compact Riemannian manifolds. By exploring rearrangement arguments, isoperimetric estimates, and gluing local uniform estimates via Gromov's covering lemma, we provide a Coulhon, Saloff-Coste and Varopo…

Charmer improves character-level adversarial attacks for language models.

This paper improves SAM by reformulating it as a bilevel optimization problem.

FedLion improves Federated Learning by speeding up convergence and reducing communication costs.

SAMPa speeds up SAM by parallelizing its computations.

Paper establishes NE existence and efficient algorithms for weakly monotone GMFGs.

We characterise the link of derivatives in measure, which are introduced in [AKR,Card,ORS] respectively by different means, for functions on the space $\mathbb M$ of finite measures over a Riemannian manifold $M$. For a reasonable class of functions $f$, the extrinsic derivative $D^Ef$ coincides with the linear functio…

Proves existence of eigenvalue and eigenfunction for complex Monge-Ampère operator.

This article combines various methods of analysis to draw a comprehensive picture of penalty approximations to the value, hedge ratio, and optimal exercise strategy of American options. While convergence of the penalised solution for sufficiently smooth obstacles is well established in the literature, sharp rates of co…

Let $Ω$ be a Polish space with Borel $σ$-field $\mathcal{F}$ and countably generated sub $σ$-field $\mathcal{G}\subset\mathcal{F}$. Denote by $\mathcal{L}(\mathcal{F})$ the set of all bounded $\mathcal{F}$-upper semianalytic functions from $Ω$ to the reals and by $\mathcal{L}(\mathcal{G})$ the subset of $\mathcal{G}$-u…

The IMH suggests market price fluctuations are driven by order flow, not fundamental values.

If $\mathcal{M}=(M,\nabla)$ is an affine surface, let $\mathcal{Q}(\mathcal{M}):=\ker(\mathcal{H}+\frac1{m-1}ρ_s)$ be the space of solutions to the quasi-Einstein equation for the crucial eigenvalue. Let $\tilde{\mathcal{M}}=(M,\tilde\nabla)$ be another affine structure on $M$ which is strongly projectively flat. We sh…

Study Drinfeld centralizers and Rouquier complexes in homotopy categories.

Let $\mathcal{G}$ be a Lie groupoid. The category $B\mathcal{G}$ of principal $\mathcal{G}$-bundles defines a differentiable stack. On the other hand, given a differentiable stack $\mathcal{D}$, there exists a Lie groupoid $\mathcal{H}$ such that $B\mathcal{H}$ is isomorphic to $\mathcal{D}$. Define a gerbe over a stac…

In his lectures at College de France, P.L. Lions introduced the concept of Master equation, see [5] for Mean Field Games. It is introduced in a heuristic fashion, from the system of partial differential equations, associated to a Nash equilibrium for a large, but finite, number of players. The method, also explained in…

MARS optimizes large model training by reducing variance, outperforming AdamW.

Algebraically fibering group is an algebraic generalization of the fibered 3-manifold group in higher dimensions. Let $M(\mathcal{P})$ and $M(\mathcal{E})$ be the cusped and compact hyperbolic real moment-angled manifolds associated to the hyperbolic right-angled 24-cell $\mathcal{P}$ and the hyperbolic right-angled 12…

We prove the exponential law $\mathcal A(E \times F, G) \cong \mathcal A(E,\mathcal A(F,G))$ (bornological isomorphism) for the following classes $\mathcal A$ of test functions: $\mathcal B$ (globally bounded derivatives), $W^{\infty,p}$ (globally $p$-integrable derivatives), $\mathcal S$ (Schwartz space), $\mathcal D$…

In an earlier work, we constructed the almost strict Morse $n$-category $\mathcal X$ which extends Cohen $\&$ Jones $\&$ Segal's flow category. In this article, we define two other almost strict $n$-categories $\mathcal V$ and $\mathcal W$ where $\mathcal V$ is based on homomorphisms between real vector spaces and $\ma…

New invariant measures knotted surfaces in 4D, revealing unknottedness.

The paper proves a Liouville theorem for a specific type of harmonic maps on foliated manifolds.

Holomorphic curvature of planar webs along invariant curves

This paper is devoted to an elementary new construction of $1$-singular Gelfand-Tsetlin modules using complex geometry. We introduce a universal ring $\mathcal D_o$ together with the vector space $\mathcal S=\mathcal S(\mathcal D_o)$ with basis $\mathcal B_o = \mathcal B(\mathcal D_o)$ formed from some local distributi…

A bi-Hamiltonian structure is a pair of Poisson structures $\mathcal P$, $\mathcal Q$ which are compatible, meaning that any linear combination $α\mathcal P + β\mathcal Q$ is again a Poisson structure. A bi-Hamiltonian structure $(\mathcal P, \mathcal Q)$ is called flat if $\mathcal P$ and $\mathcal Q$ can be simultane…