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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.

168,695 papers · 148 categories

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3787561,1331,511 · Jun 202019922001200920172026
48 results for Lipschitz continuous model

We examine the impact of learning Lipschitz continuous models in the context of model-based reinforcement learning. We provide a novel bound on multi-step prediction error of Lipschitz models where we quantify the error using the Wasserstein metric. We go on to prove an error bound for the value-function estimate arisi…

2018-04-19abs ↗pdf ↗

Investigates Lipschitz continuity in neural networks across various settings.

problem Understanding the Lipschitz behavior of neural networks.
method Empirical investigation of Lipschitz bounds in different neural network architectures and datasets.
result Remarkable fidelity of the lower Lipschitz bound and a Double Descent trend in both upper and lower bounds.

We model how Lipschitz continuity changes during neural network training.

problem Understanding how Lipschitz continuity evolves during training.
method We use a system of stochastic differential equations to capture the dynamics of Lipschitz continuity under SGD.
result We identify three factors driving the evolution of Lipschitz continuity: gradient flow projection, gradient noise, and Hessian projection.

GroupSort neural networks can approximate Lipschitz continuous functions.

problem Understanding and improving the expressive power of neural networks with Lipschitz constraints.
method Introduced and studied GroupSort neural networks with constraints on weights, proving their ability to approximate Lipschitz continuous functions.
result GroupSort networks can represent any Lipschitz continuous piecewise linear functions and are well-suited for approximating general Lipschitz continuous functions.

Constructs a map with prescribed local Lipschitz constants on a subset of a manifold.

problem Creating a Lipschitz map with specific local Lipschitz constants on a subset of a manifold.
method Constructs a Lipschitz map that matches a given map on a subset and has a local Lipschitz constant defined by a continuous function.
result A Lipschitz map can be constructed with a local Lipschitz constant prescribed by a continuous function.

Lipschitz normalization boosts deep attention models, especially for graph neural networks.

problem Gradient explosion in deep graph attention networks leads to poor performance.
method Enforcing Lipschitz continuity by normalizing attention scores.
result Deep GAT models with LipschitzNorm achieve state-of-the-art results for tasks with long-range dependencies.

The paper studies Lipschitz bounds for integral kernels under differentiability assumptions.

problem Understanding the Lipschitz continuity of feature maps associated with integral kernels.
method Analyzes differentiability assumptions to derive explicit formulas for Lipschitz constants and conditions for non-Lipschitz continuity.
result Explicit formulas and conditions for Lipschitz continuity of feature maps associated with various kernels.

Study shows prior Lipschitz continuity can improve adversarial robustness of Bayesian Neural Networks.

problem Improving adversarial robustness of Bayesian Neural Networks.
method Analysis of i.i.d., zero-mean Gaussian priors and posteriors approximated via mean-field variational inference.
result Adversarial robustness is sensitive to the prior variance.

We show that the isoperimetric profile hg(t)(ξ)h_{g(t)}(ξ) of a compact Riemannian manifold (M,g)(M,g) is jointly continuous when metrics g(t)g(t) vary continuously. We also show that, when MM is a compact surface and g(t)g(t) evolves under normalized Ricci flow, hg(t)2(ξ)h^2_{g(t)}(ξ) is uniform Lipschitz continuous and hence $h_{g(t)}(…

2020-01-02abs ↗pdf ↗

This research explores principles of Lipschitz continuity in neural networks for robustness and generalization.

problem Ensuring robustness and generalization in neural networks, especially to small input perturbations and out-of-distribution data.
method Two complementary perspectives: internal (training dynamics) and external (frequency signal propagation).
result Advances in understanding the principles of Lipschitz continuity in neural networks.

In this note we prove that reconstruction from magnitudes of frame coefficients (the so called "phase retrieval problem") can be performed using Lipschitz continuous maps. Specifically we show that when the nonlinear analysis map α:HRmα:{\mathcal H}\rightarrow\mathbb{R}^m is injective, with (α(x))k=<x,fk>2(α(x))_k=|<x,f_k>|^2, where $…

2014-03-10abs ↗pdf ↗

Proves conditions for Fourier transforms in rank 1 symmetric spaces.

problem Understanding Fourier transform bounds in symmetric spaces.
method Proves sufficient and necessary conditions using Lipschitz and Fourier type integral conditions.
result Establishes bounds for Fourier transforms in rank 1 symmetric spaces with specific moduli of continuity.

We investigate the effect of explicitly enforcing the Lipschitz continuity of neural networks with respect to their inputs. To this end, we provide a simple technique for computing an upper bound to the Lipschitz constant---for multiple pp-norms---of a feed forward neural network composed of commonly used layer types.…

2018-04-12abs ↗pdf ↗

In 1997, J. Jost [27] and F. H. Lin [39], independently proved that every energy minimizing harmonic map from an Alexandrov space with curvature bounded from below to an Alexandrov space with non-positive curvature is locally Hölder continuous. In [39], F. H. Lin proposed a challenge problem: Can the Hölder continuity …

2013-11-06abs ↗pdf ↗

New method improves optimization algorithms without Lipschitz smoothness.

problem Improving optimization algorithms in the absence of Lipschitz smoothness.
method Dual kernel conditioning (DKC) to provide dual Lipschitz continuity.
result First complexity bounds and iterate convergence for random reshuffling mirror descent.

We study continuous maps between differential manifolds from a microlocal point of view. In particular, we characterize the Lipschitz continuity of these maps in terms of the microsupport of the constant sheaf on their graph. Furthermore, we give lower and upper bounds on the microsupport of the graph of a continuous m…

2016-11-14abs ↗pdf ↗

Study on residual Monge-Ampère mass of complex functions with directional Lipschitz continuity.

problem Estimating the residual Monge-Ampère mass of plurisubharmonic functions.
method General decomposition formula under Sasakian structure, L1L^{1}-apriori estimate, upper-bound estimate on residual mass.
result Upper-bound estimate on residual mass for uniformly directional Lipschitz continuity confirmed.

Local Lipschitz continuity of sub-elliptic harmonic maps into CAT(0) spaces proved.

problem Proving Lipschitz continuity of sub-elliptic harmonic maps between singular spaces.
method Analyzing sub-elliptic harmonic maps from the Heisenberg group into CAT(0) spaces.
result Local Lipschitz continuity established for sub-elliptic harmonic maps.

For a bounded domain equipped with a piecewise Lipschitz continuous Riemannian metric g, we consider harmonic map from (Ω,g)(Ω, g) to a compact Riemannian manifold (N,h)Rk(N,h)\subset\mathbb R^k without boundary. We generalize the notion of stationary harmonic map and prove the partial regularity. We also discuss the global Li…

2011-08-22abs ↗pdf ↗

Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations.

problem Understanding moduli of continuity for fully nonlinear parabolic equations.
method Proving moduli of continuity of viscosity solutions are subsolutions of one-dimensional parabolic equations.
result Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations with bounded initial data.

i-DenseNets improve parameter efficiency and performance in density estimation.

problem Improving parameter efficiency and performance in density estimation models.
method Invertible Dense Networks (i-DenseNets) with learnable weighted concatenation and Concatenated LipSwish activation function.
result i-DenseNets outperform Residual Flows and other flow-based models in bits per dimension.

Improved robustness of 1D CNNs for heart arrhythmia classification.

problem Improving the robustness of 1D CNNs for classification tasks.
method Parameterization using Cayley transform and controllability Gramian for Lipschitz-bounded CNNs.
result Improved robustness of trained Lipschitz-bounded 1D CNNs for heart arrhythmia classification.

A scattering transform defines a signal representation which is invariant to translations and Lipschitz continuous relatively to deformations. It is implemented with a non-linear convolution network that iterates over wavelet and modulus operators. Lipschitz continuity locally linearizes deformations. Complex classes o…

2011-12-05abs ↗pdf ↗

Study on Gaussian interpolation flows for generative modeling.

problem Theoretical properties and regularizing effect of Gaussian denoising in continuous normalizing flows.
method Unified framework of Gaussian interpolation flow, Lipschitz regularity, existence and uniqueness of flow, stability analysis.
result Established theoretical properties of Gaussian interpolation flows, including Lipschitz continuity and existence of flow.

The paper proves topological stability between RCD spaces and Riemannian manifolds.

problem Proving topological stability between RCD spaces and Riemannian manifolds.
method Using Gromov-Hausdorff distance and regular homeomorphisms, the paper constructs a map between spaces.
result There exists a regular homeomorphism between RCD spaces and Riemannian manifolds under certain conditions.

We provide an example of a zero-dimensional compact metric space XX and its closed subspace AA such that there is no continuous linear extension operator for the Lipschitz pseudometrics on AA to the Lipschitz pseudometrics on XX. The construction is based on results of A. Brudnyi and Yu. Brudnyi concerning linear e…

2004-08-15abs ↗pdf ↗

Privacy affects fairness in classification models, but not drastically.

problem The impact of differential privacy on fairness in classification models.
method Theoretical analysis proving Lipschitz continuity of fairness measures and a non-asymptotic bound on fairness levels.
result Privacy impacts fairness, but not significantly as the number of samples increases.

Efficient algorithm for global optimization of multivariate Lipschitz functions.

problem Global optimization of multivariate Lipschitz continuous functions.
method Proposes an efficient minimax optimal algorithm using a predetermined query creation rule.
result Achieves an average regret bound of O(LnT1n)O(L\sqrt{n}T^{-\frac{1}{n}}), minimax optimal.

LALR adapts learning rate for faster convergence in regression and neural nets.

problem Finding optimal learning rates for faster convergence in regression and neural networks.
method Lipschitz continuity theory applied to Mean Absolute Error and Quantile loss functions.
result Adaptive learning rate policy enables up to 20x faster convergence.

We consider Aubry-Mather theory for a subclass of class A spacetimes, i.e. compact vicious spacetimes with globally hyperbolic Abelian cover. In this subclass, called class A_1, we obtain improved results on timelike maximizers and Lipschitz continuity of the time separation of the Abelian cover on the i.g. optimal sub…

2011-04-19abs ↗pdf ↗

Efficient binary sampling method for global optimization of univariate functions with low regret.

problem Global optimization of univariate loss functions.
method Binary sampling approach to circumvent hard-to-determine query points in traditional methods.
result At most Llog(3T)L\log (3T) and 2.25H2.25H regret for LL-Lipschitz continuous and HH-Lipschitz smooth functions respectively.

A generalization of the Flow-box Theorem is given. The assumption of continuous differentiability of the vector field is relaxed to a local Lipschitz condition. The theorem holds in any Banach space.

2003-05-14abs ↗pdf ↗