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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.

168,694 papers · 148 categories

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114227341454 · May 202619922001200920172026
48 results for Lipschitz lower bound

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.

Smooths metrics on manifolds with curvature bounds and injectivity radius constraints.

problem Smooth metrics on manifolds with curvature and injectivity constraints.
method Bi-Lipschitz smoothing with controlled smoothing and volume lower bounds.
result Proves existence of smooth metrics with curvature bounds and injectivity radius constraints.

This paper studies bounds for the Lipschitz constant of random neural networks.

problem Quantifying the worst-case robustness of neural networks against adversarial perturbations.
method Analyzes upper and lower bounds for the Lipschitz constant of random ReLU neural networks under specific initialization conditions.
result For deep networks, the upper bound is larger than the lower bound by a logarithmic factor in width.

We address reinforcement learning problems with finite state and action spaces where the underlying MDP has some known structure that could be potentially exploited to minimize the exploration rates of suboptimal (state, action) pairs. For any arbitrary structure, we derive problem-specific regret lower bounds satisfie…

2018-06-03abs ↗pdf ↗

New MIP formulations for neural network Lipschitz constant estimation.

problem Ensuring robustness of neural networks by calculating their Lipschitz constant.
method Reformulating the neural network Lipschitz estimation problem as a Quadratically Constrained MIP (MIQCQP) problem.
result Solutions of the MIQCQP formulations provide bounds on the Lipschitz constant, with conditions for exactness.

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 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.

Study risk-sensitive reinforcement learning with Lipschitz dynamic risk measures, establishing regret bounds.

problem Risk-sensitive reinforcement learning in Markov decision processes.
method Two model-based algorithms for Lipschitz dynamic risk measures, focusing on regret bounds.
result Upper bounds demonstrate optimal dependencies on actions and episodes, reflecting risk sensitivity vs. sample complexity trade-off.

We show that the log-likelihood of several probabilistic graphical models is Lipschitz continuous with respect to the lp-norm of the parameters. We discuss several implications of Lipschitz parametrization. We present an upper bound of the Kullback-Leibler divergence that allows understanding methods that penalize the …

2012-02-14abs ↗pdf ↗

This paper bounds the Lipschitz constants of neural networks and their gradients.

problem Estimating the Lipschitz constant of complex models like neural networks.
method Local upper and lower bounds on Lipschitz constants computed with respect to network parameters.
result It is impossible to derive global upper bounds for the Lipschitz constants of neural networks.

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.

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 ↗

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 establishes minimax bounds for estimating operators from noisy samples.

problem Estimating unknown operators between Hilbert spaces from noisy data.
method Developed a minimax theory for uniformly bounded Lipschitz operators, proving lower and upper bounds.
result Sharp characterizations of minimax risk for generic Lipschitz operators, showing a curse of sample complexity.

Graph-based framework for provably robust adversarial training.

problem Adversarial robustness of machine learning models.
method Formulates adversarial robustness as loss minimization with a Lipschitz constraint, using graph-based discretization and primal-dual algorithms.
result Establishes a connection between elliptic operators and adversarial learning, and proves fundamental lower bounds on adversarial sensitivity.

In this work we compute lower Lipschitz bounds of p\ell_p pooling operators for p=1,2,p=1, 2, \infty as well as p\ell_p pooling operators preceded by half-rectification layers. These give sufficient conditions for the design of invertible neural network layers. Numerical experiments on MNIST and image patches confirm tha…

2013-11-16abs ↗pdf ↗

Uniform heat kernel bounds lead to synthetic Ricci curvature conditions for Lipschitz manifolds.

problem Establishing synthetic Ricci curvature conditions for Lipschitz manifolds.
method Uniform heat kernel bounds and synthetic Ricci curvature conditions.
result Uniform heat kernel bounds lead to synthetic Ricci curvature conditions for Lipschitz manifolds.

Let XX and YY be length metric spaces. Let Hn\mathcal H^n denote the nn-dimensional Hausdorff measure. The Lipschitz-Volume Rigidity is a property that if there exists a 1-Lipschitz map f ⁣:XYf\colon X\to Y and 0<Hn(X)=Hn(f(X))<0<\mathcal H^n(X)=\mathcal H^n(f(X))<\infty, then ff preserves the length of path. This property holds for …

2019-10-31abs ↗pdf ↗

New algorithms for online learning without boundedness or Lipschitz loss assumptions.

problem Online learning with unbounded domains and non-Lipschitz losses.
method Developed an algorithm with a specific regret bound and used it for saddle-point optimization.
result First algorithm achieving non-trivial dynamic regret in an unbounded domain for non-Lipschitz losses.

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.

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.

The paper studies the distance from calibration in sequential prediction, proving upper and lower bounds.

problem The challenge is to measure and minimize the deviation from perfect calibration in sequential binary prediction.
method The approach involves proving an O(T)O(\sqrt{T}) upper bound and an Ω(T1/3)Ω(T^{1/3}) lower bound, using structural results and minimax arguments.
result An O(T)O(\sqrt{T}) upper bound on the calibration distance is achieved, with an Ω(T1/3)Ω(T^{1/3}) lower bound showing the inherent difficulty.

We study the Lipschitz metric on Teichmuller space (defined by Thurston) and compare it with the Teichmuller metric. We show that in the thin part of Teichmuller space the Lipschitz metric is approximated up to bounded additive distortion by the sup metric on a product of lower-dimensional spaces (similar to the Teichm…

2005-10-07abs ↗pdf ↗

Proves depth 2 neural networks can't approximate certain functions as well as depth 3 networks.

problem Approximating functions with depth 2 networks in high dimensions.
method Lower bound proof using worst-to-average-case random self-reducibility.
result Proves depth 2 networks can't approximate certain functions as well as depth 3 networks, resolving an open problem.

Proposes a method for obtaining interval bounds in off-policy evaluation.

problem Provides provably correct upper and lower bounds for off-policy evaluation.
method Searches for the maximum and minimum values of the expected reward among Lipschitz Q-functions.
result Introduces a Lipschitz value iteration method to monotonically tighten interval bounds.

This paper analyzes the Lipschitz constants of deep neural networks with random weights.

problem Estimating the Lipschitz constants of deep neural networks with random parameters.
method High probability upper and lower bounds derived for ReLU neural networks with He initialization.
result The behavior of the Lipschitz constant varies significantly between p[1,2)p \in [1,2) and p[2,]p \in [2,\infty].

Optimizes privacy-preserving optimization for heavy-tailed data.

problem Privacy-preserving optimization with heavy-tailed gradients.
method Pure ε-differential privacy framework for Lipschitz extensions.
result Minimax optimal excess-risk rate for pure ε-DP heavy-tailed SCO.

New law establishes robustness for neural networks with bounded weights.

problem Ensuring robustness of neural networks against adversarial attacks.
method Deriving a lower bound on Lipschitz constant for arbitrary model classes with bounded Rademacher complexity.
result Established a law of robustness for weight-bounded neural networks, requiring log(n) layers for robust fitting.

Verifying correctness of deep neural networks (DNNs) is challenging. We study a generic reachability problem for feed-forward DNNs which, for a given set of inputs to the network and a Lipschitz-continuous function over its outputs, computes the lower and upper bound on the function values. Because the network and the …

2018-05-06abs ↗pdf ↗

New research shows many batch selection methods for training work just as well as full batch training.

problem Finding optimal batch selection methods for training.
method Analysis of mini-batch Gradient Descent (GD) and Stochastic GD (SGD) with various batch selection rules.
result All mini-batch schedules, including deterministic ones, generalize optimally for smooth Lipschitz-convex/nonconvex/strongly-convex loss functions.

New lower bound shows bandit convex optimization is harder than previously thought.

problem Establishing a lower bound on the minimax expected regret for bandit convex optimization.
method Constructing a hard class of convex functions and analyzing the posterior spread of Fisher information matrices.
result A Ω~(d5/4T)\widetildeΩ(d^{5/4}\sqrt{T}) lower bound on the minimax expected regret.

Hyperbolic space outperforms Euclidean in learning hierarchical data.

problem Learning hierarchical data in Euclidean space requires exponentially many samples.
method Established geometric obstruction in Euclidean space and showed hyperbolic space's advantage.
result Hyperbolic space enables learning with O(mRlogm)O(mR \log m) samples, matching information-theoretic optimum.

Bounds on geodesic distances on Stiefel manifold derived from new metrics.

problem Improving geodesic computation algorithms and understanding Stiefel manifold.
method New geometric insights and Lipschitz constants for geodesic distances.
result Explicit bounds on geodesic distances and conditions for attaining bounds.

New bounds on SGD's final iterate convergence rate in constant dimension.

problem Characterize the convergence rate of SGD's final iterate in constant dimension.
method Proved lower bounds of Ω(logd/T)Ω(\log d/\sqrt{T}) and Ω(logd/T)Ω(\log d/T) for non-smooth Lipschitz convex and strongly convex functions respectively.
result First general dimension dependent lower bound on SGD's final iterate convergence rate.

Certified algorithms optimize functions with varying costs, providing error bounds.

problem Optimizing functions with varying evaluation costs and error bounds.
method Formalized as a min-max game, proposed certified MFDOO algorithm with cost complexity bound.
result Proposed certified MFDOO algorithm has near-optimal cost complexity for Lipschitz functions.