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.
In the first part of the paper we show how to relate several dimension theories (asymptotic dimension with Higson property, asymptotic dimension of Gromov, and capacity dimension of Buyalo \cite{Buyalo1}) to Nagata-Assouad dimension. This is done by applying two functors on the Lipschitz category of metric spaces: micr…
Existing depth separation results for constant-depth networks essentially show that certain radial functions in Rd, which can be easily approximated with depth 3 networks, cannot be approximated by depth 2 networks, even up to constant accuracy, unless their size is exponential in d. However, the func…
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…
This paper presents a margin-based multiclass generalization bound for neural networks that scales with their margin-normalized "spectral complexity": their Lipschitz constant, meaning the product of the spectral norms of the weight matrices, times a certain correction factor. This bound is empirically investigated for…
ELF simplifies normalizing flows, making them more efficient and universal.
problem Computational inefficiency of normalizing flows.
method ELF introduces a simple, one-layer network with closed-form Lipschitz constants, combining the ease of residual flows with the performance of autoregressive flows.
result ELF is a provably universal density approximator, more efficient computationally and parameter-wise.
We consider the notion of dimension in four categories: the category of (unbounded) separable metric spaces and (metrically proper) Lipschitz maps, and the category of (unbounded) separable metric spaces and (metrically proper) uniform maps. A unified treatment is given to the large scale dimension and the small scale …
We construct bi-Lipschitz embeddings into Euclidean space for manifolds and orbifolds of bounded diameter and curvature. The distortion and dimension of such embeddings is bounded by diameter, curvature and dimension alone. Our results also apply for bounded subsets of complete Riemannian manifolds, and complete flat a…
Colding and Minicozzi have shown that an embedded minimal disk 0∈Σ⊂BR in $\Real^3$ with large curvature at 0 looks like a helicoid on the scale of R. Near 0, this can be sharpened: on the scale of ∣A∣−1(0), Σ is close, in a Lipschitz sense, to a piece of a helicoid. We use surfaces constructed by C…
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.
The paper trains neural networks with robustness guarantees using semidefinite constraints.
problem Training neural networks with robustness and stability guarantees.
method Exploiting the banded structure of semidefinite constraints, an efficient and scalable training scheme based on interior point methods is set up.
result The method allows for enforcing Lipschitz constraints in large-scale deep neural networks, as demonstrated in numerical examples.
Wide deep neural networks with Gaussian weights approximate Gaussian processes closely.
problem Understanding the approximation of deep neural networks with Gaussian weights to Gaussian processes.
method Established novel rates for the Gaussian approximation of random deep neural networks with Gaussian parameters and Lipschitz activation functions in the wide limit.
result The distance between the network output and the Gaussian approximation scales inversely with the width of the network.
In this paper, we prove results concerning the large scale geometry of connected, simply connected nonabelian nilpotent Lie groups equipped with left invariant Riemannian metrics. Precisely, we prove that there do not exist quasi-isometric embeddings of such a nilpotent Lie group into either a CAT(0) metric space or an…
Reduced sample complexity for group-invariant distributions.
problem Improving sample complexity for estimating divergences of group-invariant distributions.
method Quantified reduction in sample complexity for Wasserstein-1 metric and Lipschitz-regularized α-divergences under finite and infinite groups.
result Sample complexity reduction proportional to group size for finite groups, and convergence rate depends on intrinsic dimension for infinite groups.
Nonlinear dimensionality reduction embeddings computed from datasets do not provide a mechanism to compute the inverse map. In this paper, we address the problem of computing a stable inverse map to such a general bi-Lipschitz map. Our approach relies on radial basis functions (RBFs) to interpolate the inverse map ever…
Let X be a finite CW complex or compact Lipschitz neighborhood retract with universal cover Z; let M be a compact orientable manifold of dimension at least 2 and nonempty boundary. We establish the existence of an isoperimetric profile for functions from M to Z, in the metric and cellular senses, and show that they are…
We prove that the vector space R^d of any finite dimension d with the standard metric embeds in a bi-Lipschitz way into the group of area-preserving diffeomorphisms G of the two-sphere endowed with the L^p-metric for p>2. Along the way we show that the L^p-metric on the group G is unbounded for p>2 by elementary method…
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 introduce multiscale invariant dictionaries to estimate quantum chemical energies of organic molecules, from training databases. Molecular energies are invariant to isometric atomic displacements, and are Lipschitz continuous to molecular deformations. Similarly to density functional theory (DFT), the molecule is re…