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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.

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48 results for Lipschitz function

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.

The paper examines bi-Lipschitz triviality of function germs on singular varieties.

problem Analyzing the bi-Lipschitz triviality of deformations of function germs on singular varieties.
method Introducing strongly rational RX\mathscr R_X-bi-Lipschitz trivial families and providing an infinitesimal criterion for bi-Lipschitz triviality.
result Bi-Lipschitz triviality of deformations of ff on (X,0)(X,0) when XX and ff are homogeneous of the same degree.

Paper presents an efficient algorithm for estimating Lipschitz functions from noisy data.

problem Estimating unknown Lipschitz functions from noisy observations.
method Extends max-affine methods to Lipschitz setting using nonlinear feature expansion and adaptive partitioning.
result Achieves minimax convergence rate with respect to intrinsic dimension, up to logarithmic factors.

New approach to certifiably robust neural networks using Boolean function perspective.

problem Lack of principled understanding and certified robustness for \ell_\infty perturbations.
method New perspective on Boolean functions, deriving impossibility results, and developing a unified Lipschitz network.
result Unified Lipschitz network that bypasses expressive power limitations and achieves better certified robustness.

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.

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 ↗

ECP optimizes expensive functions without knowing Lipschitz constant.

problem Optimizing expensive, non-convex functions with unknown Lipschitz constants.
method ECP minimizes evaluations by focusing on potentially optimal regions, eliminating Lipschitz constant estimation.
result Guaranteed no-regret performance and minimax-optimal regret bounds.

Extends Lipschitz functions while preserving local constants.

problem Extending Lipschitz functions on metric spaces while maintaining local constants.
method Extends Lipschitz functions on metric spaces while locally preserving the asymptotic Lipschitz constant.
result Sobolev spaces on metric measure spaces are invariant under isomorphism of mm-structures.

The study examines the limitations of bi-Lipschitz Normalizing Flows in approximating certain distributions.

problem The expressivity of bi-Lipschitz Normalizing Flows in approximating specific target distributions.
method Characterization of expressivity through lower bounds on Total Variation distance and discussion of potential remedies.
result Several target distributions are difficult to approximate using bi-Lipschitz Normalizing Flows, and lower bounds on their approximation are provided.

Bayesian optimization and Lipschitz optimization have developed alternative techniques for optimizing black-box functions. They each exploit a different form of prior about the function. In this work, we explore strategies to combine these techniques for better global optimization. In particular, we propose ways to use…

2018-10-10abs ↗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.

Extends involutivity to non-Lipschitz subbundles and proves the Frobenius Theorem.

problem Defining involutivity for non-Lipschitz subbundles and proving the Frobenius Theorem.
method Using generalized functions, the Frobenius Theorem is extended to log-Lipschitz subbundles with sharp regularity estimates.
result For log-Lipschitz involutive subbundles, there exists a homeomorphism with specific regularity properties.

The local Lipschitz constant of a neural network is a useful metric with applications in robustness, generalization, and fairness evaluation. We provide novel analytic results relating the local Lipschitz constant of nonsmooth vector-valued functions to a maximization over the norm of the generalized Jacobian. We prese…

2020-03-02abs ↗pdf ↗

Training neural networks under a strict Lipschitz constraint is useful for provable adversarial robustness, generalization bounds, interpretable gradients, and Wasserstein distance estimation. By the composition property of Lipschitz functions, it suffices to ensure that each individual affine transformation or nonline…

2018-11-13abs ↗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.

The paper establishes a uniform Lipschitz bound on the square root of the systole function in Teichmüller space.

problem Uniform Lipschitz bounds on geometric functions in Teichmüller space.
method Injectivity radius analysis and Lipschitz bounds on systole function.
result Uniform Lipschitz constant for the square root of the systole function on Teichmüller space.

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.

The paper calculates upper bounds on ReLU network Lipschitz constants.

problem Determining the maximum perturbation size for robustness of neural networks.
method Analyzing ReLU, affine-ReLU, and max pooling functions; combining results; tracking zero elements; using a computational approach.
result The method produces the largest known bounds on minimum adversarial perturbations for large networks.

Study the landscape of Lipschitz functions between manifolds using persistent homology.

problem Understanding the structure of homotopy paths between maps with high Lipschitz constants.
method Using persistent homology to analyze the landscape of Lipschitz functions between manifolds.
result First results on the persistence of higher-dimensional cycles in function spaces.

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 ↗

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.

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.

Study shows shallow ReLU networks struggle with high-dimensional Lipschitz functions.

problem Expressing high-dimensional Lipschitz functions with shallow ReLU networks.
method Established lower bounds on shallow network complexity for polynomial approximation.
result Shallow ReLU networks suffer from the curse of dimensionality for Lipschitz functions.

The paper calculates bounds on the local Lipschitz constants of neural network layers.

problem Understanding the Lipschitz constants of neural network layers for robustness analysis.
method Analytical approach to determine upper bounds on local Lipschitz constants of affine-ReLU functions.
result The method produces tighter bounds than the standard conservative bound, especially for small perturbations.

Paper proves convergence for private FL on non-Lipschitz convex objectives using normalization instead of clipping.

problem Lack of convergence results for differentially private federated learning with non-Lipschitz objectives.
method Developed a convergence result for private FL on smooth convex objectives without assuming Lipschitzness, using normalization instead of clipping.
result Normalization-based private FL algorithm converges better than clipping-based counterpart on smooth convex functions.

In this paper, we study the convergence of generative adversarial networks (GANs) from the perspective of the informativeness of the gradient of the optimal discriminative function. We show that GANs without restriction on the discriminative function space commonly suffer from the problem that the gradient produced by …

2019-02-15abs ↗pdf ↗

GD-trained shallow ReLU nets learn Lipschitz functions with noise.

problem Learning Lipschitz functions with additive noise in overparameterized neural networks.
method Gradient Descent (GD) with early stopping, focusing on the Neural Tangent Kernel (NTK).
result Early-stopped GD achieves minimax optimal rates for learning Lipschitz functions.

Improved DP SO with large Lipschitz parameters, handling outliers and heavy-tailed data.

problem Differential privacy in stochastic optimization with large Lipschitz parameters.
method Assumes bounded k-th order moments, provides linear-time algorithms for smooth convex and non-smooth convex losses.
result Improved risk bounds scaling with k-th moment, not uniform Lipschitz parameter.

JacNet learns Jacobians to enforce structure on derivatives for invertibility and Lipschitz functions.

problem Enforcing structure on derivatives of neural network mappings.
method Proposes using a neural network to directly learn the Jacobian of the input-output function, allowing control over derivative structure.
result Demonstrates learning invertible approximations to simple and 1-Lipschitz functions.

New parameterization of neural networks with Lipschitz bounds for robustness.

problem Developing robust neural networks with Lipschitz bounds.
method Introducing a new parameterization that admits a Lipschitz bound during training without requiring projections or barrier functions.
result The new parameterization improves robustness to adversarial attacks in image classification.

Efficient local Lipschitz bounds improve neural network robustness.

problem Certifying robustness of neural networks is challenging and often leads to over-regularization.
method Proposes an efficient trainable local Lipschitz upper bound by considering activation functions and weight matrices.
result Consistently outperforms state-of-the-art methods in clean and certified accuracy on various datasets.

We focus our attention on the notion of intrinsic Lipschitz graphs, inside a special class of metric spaces i.e. the Carnot groups. More precisely, we provide a characterization of locally intrinsic Lipschitz functions in Carnot groups of step 2 in terms of their intrinsic distributional gradients.

2019-03-06abs ↗pdf ↗

Lipschitz maps on metric surfaces are rigid if they preserve area.

problem Understanding the rigidity of Lipschitz maps on metric surfaces.
method Established a coarea inequality for continuous Sobolev functions on metric surfaces.
result Proved that 1-Lipschitz maps from a closed metric surface to a closed Riemannian surface preserving area are isometries.

Proves continuum limits of Lipschitz learning using Γ-convergence.

problem Semi-supervised learning with graph-based methods and continuum limits of pp-Laplacian learning.
method Proves continuum limits of Lipschitz learning using Γ-convergence.
result Proves ΓΓ-convergence in the LL^\infty-topology to the supremum norm of the gradient.

ECPv2 optimizes Lipschitz functions efficiently and scalably.

problem Global optimization of Lipschitz-continuous functions with unknown Lipschitz constants.
method Adapting the Every Call is Precious (ECP) framework, ECPv2 introduces adaptive lower bounds, Worst-m memory, and random projections to reduce computational cost and improve acceptance regions.
result ECPv2 retains ECP's no-regret guarantees with optimal finite-time bounds and expands the acceptance region with high probability.

The study proves surfaces in a specific Heisenberg group must be simple planes.

problem Characterizing surfaces in a sub-Finsler Heisenberg group.
method Analyzes (X,Y)(X,Y)-Lipschitz surfaces in H1\mathbb{H}^1 with a sub-Finsler structure.
result Complete, oriented, stable (X,Y)(X,Y)-Lipschitz surfaces are vertical planes.