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.
We propose a DC proximal Newton algorithm for solving nonconvex regularized sparse learning problems in high dimensions. Our proposed algorithm integrates the proximal Newton algorithm with multi-stage convex relaxation based on the difference of convex (DC) programming, and enjoys both strong computational and statist…
The paper provides recovery guarantees for CNNs with multiple kernels under polynomial sample and computational complexities.
problem Parameter recovery for non-overlapping CNNs with multiple kernels.
method Showed local strong convexity of squared loss for most popular activations, used tensor methods for initialization, and proved convergence of gradient descent.
result Gradient descent following tensor initialization converges to the global optimal with polynomial time complexity.
Strong geodesic convex function and strong monotone vector field of order m on Riemannian manifolds have been established. A characterization of strong geodesic convex function of order m for the continuously differentiable functions has been discussed. The relation between the solution of a new variational inequal…
We identify a condition for regularity of optimal transport maps that requires only three derivatives of the cost function, for measures given by densities that are only bounded above and below. This new condition is equivalent to the weak Ma-Trudinger-Wang condition when the cost is C4. Moreover, we only require (n…
We establish that over a C^{2,1} manifold the exponential map of any Lipschitz connection or spray determines a local Lipeomophism and that, furthermore, reversible convex normal neighborhoods do exist. To that end we use the method of Picard-Lindelof approximation to prove the strong differentiability of the exponenti…
Let U⊆Rn be open and convex. We show that every (not necessarily Lipschitz or strongly) convex function f:U→R can be approximated by real analytic convex functions, uniformly on all of U. In doing so we provide a technique which transfers results on uniform approximation on bounded …
This paper is concerned with the problem of determining whether a projective-equivalence class of sprays is the geodesic class of a Finsler function. We address both the local and the global aspects of this problem. We present our results entirely in terms of a multiplier, that is, a type (0,2) tensor field along the t…
The paper tackles control policy learning for unknown systems using convex optimization.
problem Learning control policies for unknown linear dynamical systems to maximize a quadratic reward function.
method Sequential convex programming to optimize expected reward over posterior system parameter distribution.
result The method achieves reliable local convergence and robust stability, demonstrated with strong performance and robustness in simulations and real-world applications.
In this paper, we consider regression problems with one-hidden-layer neural networks (1NNs). We distill some properties of activation functions that lead to localstrongconvexity in the neighborhood of the ground-truth parameters for the 1NN squared-loss objective. Most popular nonlinear activation function…
SAGA is a fast incremental gradient method on the finite sum problem and its effectiveness has been tested on a vast of applications. In this paper, we analyze SAGA on a class of non-strongly convex and non-convex statistical problem such as Lasso, group Lasso, Logistic regression with ℓ1 regularization, linear r…
We propose a projected semi-stochastic gradient descent method with mini-batch for improving both the theoretical complexity and practical performance of the general stochastic gradient descent method (SGD). We are able to prove linear convergence under weak strong convexity assumption. This requires no strong convexit…
Traditional nearest points methods use all the samples in an image set to construct a single convex or affine hull model for classification. However, strong artificial features and noisy data may be generated from combinations of training samples when significant intra-class variations and/or noise occur in the image s…
Totally geodesic submanifolds in convex cores are properly immersed and have finite volume.
problem Characterizing totally geodesic submanifolds in geometrically finite manifolds.
method Analysis of totally geodesic submanifolds in the convex core of geometrically finite rank-one locally symmetric manifolds.
result Every maximal totally geodesic submanifold of dimension at least two in the convex core is properly immersed and has finite volume, and only finitely many such submanifolds can occur.
In this paper we propose a primal-dual proximal extragradient algorithm to solve the generalized Dantzig selector (GDS) estimation problem, based on a new convex-concave saddle-point (SP) reformulation. Our new formulation makes it possible to adopt recent developments in saddle-point optimization, to achieve the optim…
We show that for a very general class of curvature functions defined in the positive cone, the problem of finding a complete strictly locally convex hypersurface in Hn+1 satisfying f(κ)=σ∈(0,1) with a prescribed asymptotic boundary Γ at infinity has at least one smooth solution with uniformly bounded hyperbol…
OBD algorithm optimizes online convex optimization with strong convexity and switching costs.
problem Online convex optimization with strong convexity and switching costs.
method Online Balanced Descent (OBD) algorithm for m-strongly convex costs with near-optimal dynamic regret and per-round accuracy for ε-smooth sequences.
result OBD achieves a competitive ratio of 3+O(1/m) for m-strongly convex costs.
This paper focuses on convex constrained optimization problems, where the solution is subject to a convex inequality constraint. In particular, we aim at challenging problems for which both projection into the constrained domain and a linear optimization under the inequality constraint are time-consuming, which render …