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.
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…
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.
We show, as our main theorem, that if a Lipschitz map from a compact Riemannian manifold M to a connected compact Riemannian manifold N, where dimM≥dimN, has no singular points on M in the sense of F.H. Clarke, then the map admits a smooth approximation via Ehresmann fibrations. We also show the Reeb s…
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…
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…
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…
Let us consider a Riemannian manifold M (either separable or non-separable). We prove that, for every ε>0, every Lipschitz function f:M→R can be uniformly approximated by a Lipschitz, C1-smooth function g with $\Lip(g)\le \Lip(f)+ε$. As a consequence, every Riemannian manifold is uniformly …
We consider the finite sample properties of the regularized high-dimensional Cox regression via lasso. Existing literature focuses on linear models or generalized linear models with Lipschitz loss functions, where the empirical risk functions are the summations of independent and identically distributed (iid) losses. T…
We provide an example of a zero-dimensional compact metric space X and its closed subspace A such that there is no continuous linear extension operator for the Lipschitz pseudometrics on A to the Lipschitz pseudometrics on X. The construction is based on results of A. Brudnyi and Yu. Brudnyi concerning linear e…
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 …
A Lipschitz hypersurface is a hypersurface which locally is the graph of a Lipschitz function. A Lipschitz (or C^1) hypersurface is said to be Levi-flat if it is locally foliated by complex manifolds of complex dimension (n-1). We shall prove that there exist no Lipschitz Levi-flat hypersurfaces in CP^n with n >= 3. Ou…
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.
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.