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.
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…
The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to generalize the concept of Lipschitz smoothness condition to the relative smoothn…
In this work we compute lower Lipschitz bounds of ℓp pooling operators for p=1,2,∞ as well as ℓp 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…
We consider deep feedforward neural networks with rectified linear units from a signal processing perspective. In this view, such representations mark the transition from using a single (data-driven) linear representation to utilizing a large collection of affine linear representations tailored to particular regions of…
A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images, convolutional networks often learn a first layer of filters which are well localized i…
We develop a projected Nesterov's proximal-gradient (PNPG) approach for sparse signal reconstruction that combines adaptive step size with Nesterov's momentum acceleration. The objective function that we wish to minimize is the sum of a convex differentiable data-fidelity (negative log-likelihood (NLL)) term and a conv…
Deep convolutional neural networks have led to breakthrough results in numerous practical machine learning tasks such as classification of images in the ImageNet data set, control-policy-learning to play Atari games or the board game Go, and image captioning. Many of these applications first perform feature extraction …
We study a sparse negative binomial regression (NBR) for count data by showing the non-asymptotic advantages of using the elastic-net estimator. Two types of oracle inequalities are derived for the NBR's elastic-net estimates by using the Compatibility Factor Condition and the Stabil Condition. The second type of oracl…
First steps towards a mathematical theory of deep convolutional neural networks for feature extraction were made---for the continuous-time case---in Mallat, 2012, and Wiatowski and Bölcskei, 2015. This paper considers the discrete case, introduces new convolutional neural network architectures, and proposes a mathemati…
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 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…
We characterize locally Lipschitz mappings and existence of Lipschitz extensions through a first order nonlinear system of PDEs. We extend this study to graded group-valued Lipschitz mappings defined on compact Riemannian manifolds. Through a simple application, we emphasize the connection between these PDEs and the Ru…
We construct a smooth compact n-dimensional manifold Y with one point singularity such that all its Lipschitz homotopy groups are trivial, but Lipschitz mappings Lip(S^n,Y) are not dense in the Sobolev space W^{1,n}(S^n,Y). On the other hand we show that if a metric space Y is Lipschitz (n-1)-connected, then Lipschitz …
Paper investigates Lipschitz constants of self-attention modules in neural networks.
problem Lipschitz constants of self-attention modules in neural networks.
method Proved standard dot-product self-attention is not Lipschitz for unbounded input domain. Proposed L2 self-attention that is Lipschitz. Derived upper bound on L2 self-attention's Lipschitz constant.
result Proved standard self-attention is not Lipschitz for unbounded input domain and proposed an alternative L2 self-attention that is Lipschitz.