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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.

168,657 papers · 148 categories

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51102153204 · Jun 202019922001200920172026
48 results for Margin maximization

The ultimate goal of a supervised learning algorithm is to produce models constructed on the training data that can generalize well to new examples. In classification, functional margin maximization -- correctly classifying as many training examples as possible with maximal confidence --has been known to construct mode…

2020-01-28abs ↗pdf ↗

Proposes a method to optimize neural network initialization using marginal likelihood maximization.

problem Optimizing hyperparameters for neural network initialization.
method Leverages the connection between neural networks and Gaussian processes to infer optimal hyperparameters.
result Marginal likelihood maximization provides near-optimal prediction performance on MNIST classification tasks.

In critical decision-making scenarios, optimizing accuracy can lead to a biased classifier, hence past work recommends enforcing group-based fairness metrics in addition to maximizing accuracy. However, doing so exposes the classifier to another kind of bias called infra-marginality. This refers to individual-level bia…

2019-09-03abs ↗pdf ↗

Paper analyzes GMM for separable data with various parameter structures.

problem Classifying separable data with logistic models and their generalizations.
method Introduces and analyzes Generalized Margin Maximizer (GMM) for logistic models with specific parameter structures.
result GMM outperforms max-margin classifiers in various parameter settings and structures.

The paper proposes effective margin regularization to improve adversarial robustness in deep neural networks.

problem Adversarial vulnerability of deep neural networks (DNNs).
method Regularization of effective weight norm during training to maximize effective margins.
result Effective margin regularization (EMR) boosts adversarial robustness in both standard and adversarial training.

The paper studies marginally trapped submanifolds in Lorentzian manifolds under null energy condition.

problem Understanding marginally trapped submanifolds in Lorentzian manifolds.
method Analyzes properties of marginally trapped submanifolds in a Lorentzian manifold satisfying the null energy condition.
result Marginally trapped submanifolds have locally volume-maximizing properties in certain null hypersurfaces.

New insights into how linear classifiers and leaky ReLU networks can overfit without harming generalization.

problem Understanding conditions for benign overfitting in linear classifiers and leaky ReLU networks.
method Utilizing Karush--Kuhn--Tucker (KKT) conditions for margin maximization.
result Satisfaction of KKT conditions leads to benign overfitting in linear classifiers and leaky ReLU networks.

The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem in many models, such as those with hidden variables or uncertain parameters. Unfo…

2013-02-26abs ↗pdf ↗

We define a generalized likelihood function based on uncertainty measures and show that maximizing such a likelihood function for different measures induces different types of classifiers. In the probabilistic framework, we obtain classifiers that optimize the cross-entropy function. In the possibilistic framework, we …

2013-01-16abs ↗pdf ↗

New integrable systems for marginally trapped surfaces in 4D Lorentz-Minkowski space.

problem Constructing new representations for marginally trapped surfaces in L4{\mathbb{L}}^{4}.
method Developed new Weierstrass-type representations to solve a linear PDE.
result Explicit examples of marginally trapped surfaces with non-vanishing mean curvature.

Boosting algorithms produce a classifier by iteratively combining base hypotheses. It has been observed experimentally that the generalization error keeps improving even after achieving zero training error. One popular explanation attributes this to improvements in margins. A common goal in a long line of research, is …

2019-01-30abs ↗pdf ↗

Study shows momentum-based optimizers like Muon and MomentumGD bias towards KKT points in smooth homogeneous models.

problem Understanding the implicit bias of momentum-based optimizers on smooth homogeneous models.
method Analysis of Muon, MomentumGD, Signum, and Adam optimizers under decaying learning rate schedules.
result Momentum-based optimizers approximate steepest descent trajectories and bias towards KKT points of margin maximization problems.

New DAM method improves AUC scores in medical image classification.

problem Maximizing AUC in large-scale medical image classification.
method Proposes AUC margin loss for robust optimization, conducts extensive empirical studies.
result Improves performance on four medical image classification tasks, achieving 1st place on Stanford CheXpert.

A popular heuristic for improved performance in Generative adversarial networks (GANs) is to use some form of gradient penalty on the discriminator. This gradient penalty was originally motivated by a Wasserstein distance formulation. However, the use of gradient penalty in other GAN formulations is not well motivated.…

2019-10-15abs ↗pdf ↗

New method estimates Gaussian copulas with missing data using EM algorithm.

problem Estimating Gaussian copulas with missing data and prior assumptions.
method Rigorous application of the Expectation Maximization (EM) algorithm for marginal distributions and dependence structure.
result Joint distribution learned is closer to the underlying distribution.

This work improves adversarial robustness by boosting model ensembles with margin maximization.

problem Single models are insufficient for defending against adversarial attacks.
method Margin-boosting approach to learn ensembles with maximum margin.
result Our algorithm outperforms existing ensembling techniques and large models trained end-to-end.

Risk bounds for Classification and Regression Trees (CART, Breiman et. al. 1984) classifiers are obtained under a margin condition in the binary supervised classification framework. These risk bounds are obtained conditionally on the construction of the maximal deep binary tree and permit to prove that the linear penal…

2009-02-18abs ↗pdf ↗

In this paper, we study the implicit regularization of the gradient descent algorithm in homogeneous neural networks, including fully-connected and convolutional neural networks with ReLU or LeakyReLU activations. In particular, we study the gradient descent or gradient flow (i.e., gradient descent with infinitesimal s…

2019-06-13abs ↗pdf ↗

Study shows how steepest descent algorithms' geometric margin increases during training.

problem Understanding implicit bias in steepest descent algorithms for neural networks.
method Analysis of steepest descent algorithms with infinitesimal learning rates in homogeneous neural networks.
result Limit points of training trajectories correspond to KKT points of margin-maximization problems.

GD iterates for non-homogeneous deep nets increase margin and converge in direction.

problem Understanding implicit bias in non-homogeneous deep networks.
method Characterization of GD iterates' properties starting from small empirical risk.
result GD iterates converge in direction despite diverging norms, satisfying KKT conditions.

Proposes a novel SVM model for binary classification with different misclassification costs.

problem Real-world classification problems with varying misclassification costs.
method Incorporates performance constraints in SVM formulation to seek a hyperplane with maximal margin and misclassification rates below given thresholds.
result The proposed model gives users control over misclassification rates in one class at the expense of the other.

In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers. The classical approach to this problem is simply maximization of the expected margin, while more recent proposals consider simultaneous variance control and proxy objectives based on robust location estimates, in…

2018-10-11abs ↗pdf ↗

Training deep generative models with maximum likelihood remains a challenge. The typical workaround is to use variational inference (VI) and maximize a lower bound to the log marginal likelihood of the data. Variational auto-encoders (VAEs) adopt this approach. They further amortize the cost of inference by using a rec…

2019-06-13abs ↗pdf ↗

New insights into deep learning: reducing training data significantly improves performance.

problem Understanding and improving generalization in deep learning models.
method Analyzing the distribution of classification margins and dynamically reducing the training set.
result The area under the curve of the margin distribution is a good measure of generalization.

We present novel understandings of the Gamma-Poisson (GaP) model, a probabilistic matrix factorization model for count data. We show that GaP can be rewritten free of the score/activation matrix. This gives us new insights about the estimation of the topic/dictionary matrix by maximum marginal likelihood estimation. In…

2018-01-05abs ↗pdf ↗

Deep networks converge in direction, with implications for predictions and margins.

problem Understanding convergence and alignment in deep learning networks.
method Developed a theory of unbounded nonsmooth Kurdyka-Łojasiewicz inequalities for functions definable in an o-minimal structure.
result Network weights, predictions, training errors, and margin distribution converge in direction and align with gradient flow.

This paper solves robust utility maximization with unknown claim dependencies.

problem Investor optimizes utility in the presence of an intractable contingent claim.
method Quantile optimization approach, transforming dynamic problem into static concave optimization.
result Optimal payoffs depend on ambiguity attitude, market conditions, and claim characteristics.

Adversarial robustness has become an important research topic given empirical demonstrations on the lack of robustness of deep neural networks. Unfortunately, recent theoretical results suggest that adversarial training induces a strict tradeoff between classification accuracy and adversarial robustness. In this paper,…

2018-10-09abs ↗pdf ↗

We obtain bounds on the distribution of the maximum of a martingale with fixed marginals at finitely many intermediate times. The bounds are sharp and attained by a solution to nn-marginal Skorokhod embedding problem in Obłój and Spoida [An iterated Azéma-Yor type embedding for finitely many marginals (2013) Preprint]…

2012-03-30abs ↗pdf ↗

Max-margin classifiers' behavior is studied in high dimensions with non-Gaussian features.

problem Understanding the role of featurization maps and high-dimensional misclassification error.
method High-dimensional asymptotics, Gaussian model, support vector representation.
result Asymptotic behavior of max-margin classifiers is determined by feature covariance and label covariance.