Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

99198296395 · Jun 202019922001200920172026
48 results for Local Steps

Local Gradient Descent with local steps converges to the centralized model in the interpolation regime.

problem Understanding the implicit bias of Local Gradient Descent in the interpolation regime.
method Analyzing the implicit bias of Local Gradient Descent for classification tasks with linearly separable data.
result The aggregated global model from Local-GD converges exactly to the centralized model in the interpolation regime.

GradSkip reduces local training steps for better communication efficiency.

problem High communication costs in distributed optimization.
method GradSkip redesigns ProxSkip to allow clients with less important data to take fewer local training steps.
result GradSkip converges linearly with reduced local training steps and same accelerated communication complexity.

New kk-step policy gradient method avoids local optima in restricted policy classes.

problem Suboptimal local optima in policy gradient methods for restricted policy classes.
method Proposes a kk-step policy gradient method to escape myopic local optima.
result The method converges to near optimal solutions exponentially close to the optimal deterministic policy.

Efficient regularization mitigates catastrophic overfitting in single-step adversarial training.

problem Catastrophic overfitting in single-step adversarial training.
method ELLE regularization term to enforce local linearity of the loss function.
result Our regularization term effectively mitigates catastrophic overfitting without the drawbacks of previous methods.

New analysis shows Local SGD can achieve error scaling with only fixed number of communications.

problem Speeding up SGD by parallelizing across multiple workers with reduced communication overhead.
method Proposed and analyzed Local SGD method with a fixed number of communications independent of the number of steps.
result Achieves an error scaling as 1/(nT) with only a fixed number of communications (Ω(n)).

A new method automatically and dynamically sets learning rates in deep learning.

problem Determining the appropriate learning rate in deep learning tasks is challenging and often subjective.
method Local Quadratic Approximation (LQA) to automatically and dynamically set learning rates.
result The proposed method leads to nearly optimal learning rates in a computationally efficient way.

Proposes a method combining CNFs and rejection-resampling for sampling from unnormalized densities.

problem Sampling from unnormalized probability densities, especially multimodal ones.
method Combines continuous normalizing flows with rejection-resampling steps based on importance weights.
result The method improves sampling accuracy and performance compared to state-of-the-art methods.

Gradient descent converges linearly in finite-width networks with positive NTK and compatible conditions.

problem Local convergence of gradient descent in finite-width networks.
method Positive Neural Tangent Kernel (NTK), local Polyak-Łojasiewicz inequality, fixed-step containment in Locally Quasi-Convex Region (LQCR).
result Linear convergence achieved under specific conditions.

We investigate finite-time decoupled convergence in nonlinear two-time-scale stochastic approximation.

problem Achieving decoupled convergence in nonlinear two-time-scale stochastic approximation.
method Nested local linearity assumption, suitable step size selection, convergence analysis of matrix cross term, fourth-order moment convergence rates.
result Finite-time decoupled convergence rates can be achieved in nonlinear two-time-scale stochastic approximation with proper step size selection.

In this paper, we propose a simple, fast and easy to implement algorithm LOSSGRAD (locally optimal step-size in gradient descent), which automatically modifies the step-size in gradient descent during neural networks training. Given a function ff, a point xx, and the gradient xf\nabla_x f of ff, we aim to find the s…

2019-02-20abs ↗pdf ↗

Distributed optimization often consists of two updating phases: local optimization and inter-node communication. Conventional approaches require working nodes to communicate with the server every one or few iterations to guarantee convergence. In this paper, we establish a completely different conclusion that each node…

2019-06-14abs ↗pdf ↗

Paper proposes faster method to find local minima in nonconvex optimization.

problem Escaping saddle points and finding local minima in nonconvex optimization.
method LENA (Last stEp shriNkAge) framework for faster perturbed stochastic gradient methods.
result LENA finds (ε,εH)(ε, ε_{H})-approximate local minima within ildeO(ε3+εH6) ilde O(ε^{-3} + ε_{H}^{-6}) evaluations.

Paper develops Gaussian approximations and bootstrap for federated LSA with trade-off bounds.

problem Analyzing convergence rates and trade-offs in federated linear stochastic approximation.
method Established Berry-Esseen-type bounds for federated LSA, developed multiplier bootstrap for inference.
result First federated Gaussian approximations with explicit trade-off terms and non-asymptotic validity guarantees.

Inverted file and asymmetric distance computation (IVFADC) have been successfully applied to approximate nearest neighbor search and subsequently maximum inner product search. In such a framework, vector quantization is used for coarse partitioning while product quantization is used for quantizing residuals. In the ori…

2019-03-25abs ↗pdf ↗

Multiple gossip steps improve decentralized optimization convergence.

problem Efficiently optimizing large-scale machine learning models with limited communication.
method Integrates multiple gossip steps between gradient descent iterations in compressed decentralized optimization.
result Convergence to within ε of the optimal value for smooth non-convex objectives.

Proposes an exponentially increasing step-size for faster parameter estimation in statistical models.

problem Slow convergence of gradient descent in locally convex loss functions.
method Exponentially increasing step-size in gradient descent algorithm.
result Converges linearly to optimal solution under homogeneous assumptions.

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 ↗

Data privacy is an important concern in learning, when datasets contain sensitive information about individuals. This paper considers consensus-based distributed optimization under data privacy constraints. Consensus-based optimization consists of a set of computational nodes arranged in a graph, each having a local ob…

2019-03-19abs ↗pdf ↗

FedSARSA converges with heterogeneous agents, achieving linear speed-up.

problem Convergence analysis of Federated SARSA with heterogeneous agents.
method Linear function approximation, local training, multi-step error expansion.
result FedSARSA achieves linear speed-up with respect to the number of agents.

Boosting Variational Inference improves posterior approximations with adaptive step-sizes.

problem Limited resources hinder the widespread adoption of Boosting Variational Inference.
method Characterized global curvature impact, introduced local curvature, and developed an approximate backtracking algorithm.
result New theoretical convergence rates and experimental validation demonstrate improved performance.

Asynchronous decentralized SGD with quantized and local updates converges in gossip model.

problem Scalable distributed machine learning challenges in decentralized optimization.
method Asynchronous decentralized SGD with quantization and local steps in gossip model.
result Decentralized optimization with quantization and local steps converges in asynchronous gossip model.

We prove that a compact toric locally conformally Kähler manifold which is not Kähler admits a toric Vaisman structure, a fact which was conjectured in \cite{mmp}. This is the final step leading to the classification of compact toric locally conformally Kähler manifolds started in \cite{p} and \cite{mmp}. We also show,…

2016-12-12abs ↗pdf ↗

We take initial steps in studying PAC-MDP algorithms with limited adaptivity, that is, algorithms that change its exploration policy as infrequently as possible during regret minimization. This is motivated by the difficulty of running fully adaptive algorithms in real-world applications (such as medical domains), and …

2019-05-30abs ↗pdf ↗

Conditional gradients constitute a class of projection-free first-order algorithms for smooth convex optimization. As such, they are frequently used in solving smooth convex optimization problems over polytopes, for which the computational cost of orthogonal projections would be prohibitive. However, they do not enjoy …

2019-06-19abs ↗pdf ↗

Gradient descent converges linearly for overparameterized linear networks.

problem Convergence of gradient descent for overparameterized neural networks.
method Local Polyak-Lojasiewicz and Descent Lemma for overparameterized linear models.
result Gradient descent achieves linear convergence for two-layer linear networks under relaxed assumptions.

CW-EDMD improves prediction accuracy by learning local Koopman models for different state-space regions.

problem Inefficient global Koopman operator approximation for distinct local dynamics.
method Cluster-Weighted EDMD (CW-EDMD) learns a soft phase-space partition and per-cluster EDMD operators using EM objective.
result CW-EDMD significantly reduces prediction errors across various systems and configurations.

New method calibrates local volatility models to marginal distributions.

problem Calibrating local volatility models to specific marginal distributions.
method Inspired by volatility interpolation, constructs time-homogeneous or continuous local volatility functions.
result Efficient numerical algorithms for constructing local volatility functions.

We consider the non-parametric regression problem under Huber's εε-contamination model, in which an εε fraction of observations are subject to arbitrary adversarial noise. We first show that a simple local binning median step can effectively remove the adversary noise and this median estimator is minimax optimal up t…

2018-05-26abs ↗pdf ↗

In this paper, we obtain a localization formula in differential K-theory for S1S^1-action. Then by combining an extension of Goette's result on the comparison of two types of equivariant ηη-invariants, we establish a version of localization formula for equivariant ηη-invariants. An important step of our approach is t…

2018-08-10abs ↗pdf ↗

Deep learning model predicts traffic flows across entire network for multiple steps ahead.

problem Accurately forecasting future traffic flows across all network links.
method Spatial-Temporal Sequence to Sequence (STSeq2Seq) model combining seq2seq and graph convolution.
result STSeq2Seq achieves state-of-the-art performance in traffic forecasting.