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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.

168,695 papers · 148 categories

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20406080 · Jun 202019922001200920172026
48 results for Modified Hessian

In this paper, several modifications are introduced to the functional approximation method iterLap to reduce the approximation error, including stopping rule adjustment, proposal of new residual function, starting point selection for numerical optimisation, scaling of Hessian matrix. Illustrative examples are also prov…

2015-09-22abs ↗pdf ↗

A new optimisation method efficiently scales Hessian-vector products for neural networks.

problem Challenges in applying second-order quasi-Newton methods due to large Hessian and non-convexity.
method Proposes an optimisation algorithm that asymptotically uses the exact inverse Hessian with modified eigenvalues.
result Demonstrates scalability and comparable performance to other optimisation methods in neural networks.

Hessian-free (HF) optimization has been successfully used for training deep autoencoders and recurrent networks. HF uses the conjugate gradient algorithm to construct update directions through curvature-vector products that can be computed on the same order of time as gradients. In this paper we exploit this property a…

2013-01-16abs ↗pdf ↗

Researchers solve metric curvature equations on manifolds with boundary.

problem Finding complete conformal metrics with specific curvature functions.
method Revealed algebraic structure of fully nonlinear equations; used topological obstructions.
result Solved a class of fully nonlinear equations for conformal metrics.

Improved neural network ensembles using Stein Variational Newton updates.

problem Lack of efficient second-order information in current ensemble methods.
method Proposes a novel approximate Bayesian inference method integrating Stein Variational Newton updates with scalable Hessian approximations.
result Significantly faster convergence and more accurate posterior distribution approximations.

The second order method as Newton Step is a suitable technique in Online Learning to guarantee regret bound. The large data is a challenge in Newton method to store second order matrices as hessian. In this paper, we have proposed an modified online Newton step that store first and second order matrices of dimension m …

2019-04-11abs ↗pdf ↗

This work analyzes Adam's preconditioning effect on quadratic functions and quantifies its impact on condition number.

problem Understanding and quantifying the preconditioning effect of Adam to alleviate ill-conditioning in gradient descent.
method Detailed analysis of Adam's preconditioning effect for quadratic functions, including empirical evidence.
result Adam can mitigate the condition number but at a dimension-dependent cost, with specific bounds for different types of Hessians.

RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments c…

2014-01-29abs ↗pdf ↗

New algorithm improves convergence of gradient boosting trees.

problem Global convergence of Newton boosting in tabular machine learning.
method Introduces Gradient Regularized Newton Descent for GBDTs, proving linear convergence for smooth, strongly convex losses and O(1k2)\mathcal{O}(\frac{1}{k^2}) rate for general convex losses.
result Achieves globally convergent second-order GBDT algorithm with rate matching first-order boosting.

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the computations and/or to implicitly implement a form of statistical regularization. In this …

2016-01-18abs ↗pdf ↗

A new quasi-Newton method uses cubic regularization to avoid saddle points in deep learning.

problem Avoiding saddle points and poor local minima in deep learning models.
method Limited-memory symmetric rank-one quasi-Newton approach with adaptive regularized cubics.
result The method effectively avoids saddle points and converges to better local minima.

Anomalous diffusion in SGD reveals interactions between hyperparameters and Hessian.

problem Understanding the limiting dynamics of SGD in deep neural networks.
method Continuous-time model of SGD as an underdamped Langevin equation, derived for linear regression.
result Anomalous diffusion is explained by modified loss and probability currents in phase space.

New technique debiases distributed optimization, improving convergence rate.

problem Bias in local estimates limits effectiveness of distributed second order optimization.
method Surrogate sketching and scaled regularization to eliminate bias.
result The debiased local estimates lead to faster convergence in distributed optimization.

The study proves that certain noncompact Hessian manifolds are diffeomorphic to R^n.

problem Characterizing complete noncompact Hessian manifolds with nonnegative Hessian sectional curvature.
method Using a geometric flow on noncompact affine Riemannian manifolds, constructing Hessian metrics, and proving diffeomorphism.
result Complete noncompact Hessian manifolds with nonnegative Hessian sectional curvature are diffeomorphic to R^n if their tangent bundle has maximal volume growth.

New Hessian estimates for heat equations on manifolds.

problem Estimating Hessian matrices for heat-type equations on Riemannian manifolds.
method Using Bismut-Stroock Hessian formula, with explicit coefficients and delay/growth rate functions.
result Novel backward weak Harnack inequality and precise pointwise Hessian estimates for eigenfunctions.

Unified framework for expert selection with bandit and lower-bound feedback.

problem Selecting the best expert in scenarios with bandit feedback and lower-bound information.
method Introduces a new feedback model combining bandit and lower-bound information, proving optimal regret bounds for modified Exp3 algorithms.
result Optimal regret bounds for modified Exp3 algorithms, generalizing both bandit and full-information settings.

Many data-fitting applications require the solution of an optimization problem involving a sum of large number of functions of high dimensional parameter. Here, we consider the problem of minimizing a sum of nn functions over a convex constraint set XRp\mathcal{X} \subseteq \mathbb{R}^{p} where both nn and pp are lar…

2016-01-18abs ↗pdf ↗

The paper analyzes convergence of Langevin dynamics with time-dependent metrics.

problem Analyzing convergence of Langevin dynamics with time-dependent metrics.
method Formulated a modified gradient flow of the Kullback-Leibler divergence, selected a time-dependent relative Fisher information functional, and developed a time-dependent Hessian matrix condition.
result Proved convergence conditions for various Langevin dynamics.

We prove that, in dimensions greater than 2, the generic metric is not a Hessian metric and find a curvature condition on Hessian metrics in dimensions greater than 3. In particular we prove that the forms used to define the Pontryagin classes in terms of the curvature vanish on a Hessian manifold. By contrast all anal…

2013-12-04abs ↗pdf ↗

Curved Frobenius manifolds link to Hessian metrics in geometry.

problem Understanding curved Frobenius manifolds and their relation to Hessian metrics.
method Analyzing the relationship between curved Frobenius structures and Hessian metrics on spaces with non-vanishing curvature.
result Consistent curved Frobenius structures on constant curvature spaces are linked to Hessian metrics.

Criterion for solvability of complex 2-Hessian equation on compact Kähler manifolds.

problem Solvability of complex 2-Hessian equation on compact Kähler manifolds.
method Nakai--Moishezon-type criterion associated with the complex 2-Hessian equation.
result Criterion equivalent to existence of a smooth 2-admissible representative in complex dimension three.

Constructs homogeneous Kähler structures on tangent bundles of Hessian manifolds.

problem Creating Kähler structures on tangent bundles of Hessian manifolds.
method Endowing Hessian manifolds with Kähler structures using group actions and homothetic vector fields.
result Homogeneous conformally Kähler structures on tangent bundles of selfsimilar Hessian manifolds.

Paper proves inequalities on Hermitian manifolds with applications to bounded solutions.

problem Establishing mixed Hessian inequalities on Hermitian manifolds.
method Weak convergence theorem of complex Hessian operators and general mixed Hessian inequality.
result Existence of bounded solutions of complex Hessian equations.

A selfsimiar manifold is a Riemannian manifold (M,g)\left(M,g\right) endowed with a homothetic vector field ξξ. We characterize global selfsimilar manifolds and describe the structure of local selfsimilar manifolds. We prove that any selfsimilar manifold with a potential homothetic vector field is a conical Riemannian ma…

2019-08-05abs ↗pdf ↗

This paper uncovers the low-rank structure of neural network Hessians.

problem Understanding the structure of Hessians in neural networks.
method Proposes a decoupling conjecture to decompose layer-wise Hessians into Kronecker products of smaller matrices.
result Proves the structure of top eigenspaces in 2-layer networks and shows high overlap in top eigenvectors across different models.