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.

168,695 papers · 148 categories

Trend · papers per month

8162432 · Jun 202019922001200920172026
48 results for Nonconvex-strongly concave

Two new algorithms solve nonconvex-strongly concave problems efficiently.

problem Solving nonconvex-strongly concave minimax problems.
method Proposed MINIMAX-TR and MINIMAX-TRACE algorithms.
result Find (ε,ε)(ε, \sqrtε)-second order stationary points within O(ε1.5)\mathcal{O}(ε^{-1.5}) iterations.

Paper analyzes complexity of solving nonconvex-strongly-concave problems.

problem Finding approximate stationary points of nonconvex-strongly-concave minimax problems.
method Introduces a generic acceleration scheme to solve crafted subproblems.
result Algorithm nearly matches lower complexity bounds in general setting.

Lower bounds found for nonconvex-strongly-concave min-max optimization problems.

problem Finding stationary points in nonconvex-strongly-concave min-max optimization.
method Provided lower bounds for first-order oracle complexity.
result Lower bounds of Ω(√κε⁻²) for deterministic oracles and Ω(√κε⁻² + κ¹/₃ε⁻⁴) for stochastic oracles.

New algorithms solve complex minimax problems efficiently.

problem Nonconvex-strongly concave minimax problems in machine learning.
method Gradient norm regularized trust-region (GRTR) and Levenberg-Marquardt (LMNegCur) algorithms.
result Proved iteration complexities matching best known results.

Paper improves risk bounds for nonconvex-strongly-concave minimax problems.

problem Achieving sharper risk bounds for nonconvex-strongly-concave minimax problems.
method Using uniform localized convergence to derive high probability generalization error bounds.
result Derives n times faster excess primal risk bounds for popular algorithms.

Develops shuffling gradient-based methods for nonconvex-concave minimax optimization.

problem Nonconvex-concave minimax optimization problems.
method Two shuffling gradient-based algorithms for nonconvex-linear and nonconvex-strongly concave settings.
result Achieves state-of-the-art oracle complexity in nonconvex optimization and best-known complexity bounds for nonconvex-strongly concave setting.

Two algorithms solve nonconvex minimax problems with linear constraints, achieving complexity guarantees.

problem Nonconvex minimax problems with coupled linear constraints.
method Zeroth-order primal-dual alternating projected gradient (ZO-PDAPG) and zeroth-order regularized momentum primal-dual projected gradient (ZO-RMPDPG) algorithms.
result Iteration complexity guarantees for solving nonconvex-(strongly) concave minimax problems with coupled linear constraints.

A novel decentralized algorithm improves minimax optimization in federated learning.

problem Minimax optimization in federated learning with data heterogeneity.
method Decentralized Gradient Tracking (K-GT-Minimax) for nonconvex-strongly-concave optimization.
result Demonstrates superior convergence rate for NC-SC minimax optimization.

The paper analyzes generalization bounds for NC-SC/NC-C stochastic minimax optimization.

problem Generalization analysis of nonconvex-(strongly)-concave stochastic minimax optimization.
method Established algorithm-agnostic and algorithm-dependent generalization bounds via uniform convergence and stability arguments.
result Sample complexities and generalization bounds for NC-SC and NC-C settings.

Paper establishes lower bounds for finite-sum optimization problems using novel construction methods.

problem Lower complexity bounds for finite-sum optimization problems with various component functions.
method Developed novel approach to construct hard instances and analyzed PIFO algorithms.
result Established lower complexity bounds for convex-concave and nonconvex-strongly-concave objectives.

New method finds stationary points in bilevel optimization problems.

problem Solving nonconvex-strongly-convex bilevel optimization problems.
method Restarted Accelerated HyperGradient Descent (RAHGD) method.
result Achieves best-known theoretical guarantees for finding stationary points in bilevel optimization.

This paper resolves a longstanding open question pertaining to the design of near-optimal first-order algorithms for smooth and strongly-convex-strongly-concave minimax problems. Current state-of-the-art first-order algorithms find an approximate Nash equilibrium using O~(κx+κy)\tilde{O}(κ_{\mathbf x}+κ_{\mathbf y}) or $\tild…

2020-02-05abs ↗pdf ↗

We consider nonconvex-concave minimax optimization problems of the form minxmaxyYf(x,y)\min_{\bf x}\max_{\bf y\in{\mathcal Y}} f({\bf x},{\bf y}), where ff is strongly-concave in y\bf y but possibly nonconvex in x\bf x and Y{\mathcal Y} is a convex and compact set. We focus on the stochastic setting, where we can only access an…

2020-01-11abs ↗pdf ↗

Two single-timescale algorithms improve TD learning with nonlinear approximations.

problem Optimizing TD learning with nonlinear smooth function approximation.
method Proposes two single-timescale single-loop algorithms with momentum and variance reduction.
result Achieves O(ε4)O(\varepsilon^{-4}) sample complexity for the first algorithm and O(ε3)O(\varepsilon^{-3}) for the second.

TiAda adapts adaptive gradient methods for nonconvex minimax optimization.

problem Nonconvex minimax optimization challenges in achieving convergence.
method TiAda is a time-scale adaptive GDA algorithm for nonconvex minimax optimization.
result TiAda achieves near-optimal complexities in deterministic and stochastic settings.

A new decentralized method solves minimax problems with reduced communication and sample complexity.

problem Solving minimax optimization problems in a distributed setting.
method Decentralized stochastic gradient descent ascent with variance reduction.
result Achieved optimal sample and communication complexities for nonconvex-strongly-concave problems.

NeAda solves nonconvex minimax optimization by balancing primal and dual variables adaptively.

problem Nonconvex minimax optimization challenges with parameter-agnostic adaptive algorithms.
method Nested Adaptive (NeAda) framework with inner and outer loops for primal and dual variables.
result Achieves near-optimal convergence rates for nonconvex-strongly-concave problems.

Paper tackles Hessian/Jacobian-free stochastic bilevel optimization with O(ε1.5){O}(ε^{-1.5}) complexity.

problem Nonconvex-strongly-convex bilevel optimization problem.
method FdeHBO optimizer with finite-difference Hessian/Jacobian-vector approximation and momentum.
result FdeHBO achieves O(ε1.5){O}(ε^{-1.5}) iterations for εε-accurate stationary point.

Paper tackles gradient-free minimax optimization with variance reduction for faster convergence.

problem Gradient-free minimax optimization problems in machine learning.
method Variance reduction technique to design a novel zeroth-order gradient descent ascent algorithm.
result Achieves the best known query complexity of O(κ(d₁ + d₂)ε⁻³), outperforming previous methods.

Study improves sampling from non-log-concave distributions using Fisher information.

problem Sampling from non-log-concave distributions with high Fisher information guarantees.
method Proximal sampler with RGO implementation, leveraging log-concave sampling results.
result Improved complexity guarantee in relative Fisher information for non-log-concave sampling.

Established concavity principle for curved spaces.

problem Solving equations on curved spaces with nonnegative curvature.
method Applied concavity principle to elliptic and parabolic equations on locally symmetric spaces with nonnegative curvature.
result First general concavity principle on spaces with non-constant sectional curvature.

Establishes log-concavity estimates for convex domains' first Dirichlet eigenfunctions.

problem Quantifying the Hessian of log-concave eigenfunctions on convex domains.
method Analyzes log-concavity properties of the first Dirichlet eigenfunction on convex domains.
result Obtains quantitative estimates for the Hessian of logu\log u.

New saddle network architectures preserve convex-concave geometry in optimization problems.

problem Optimization models with convex x and concave y components.
method Structured separable decomposition and saddle network architectures.
result Proven one-dimensional approximation theorem and high accuracy on various test functions.

We present a simple connection between differential Harnack inequalities for hypersurface flows and natural concavity properties of their time-of-arrival functions. We prove these concavity properties directly for a large class of flows by applying a concavity maximum principle argument to the corresponding level set f…

2019-12-13abs ↗pdf ↗

We define a class of L-convex-concave subsets of RPn\Bbb{R}P^n, where L is a projective subspace of dimension l in RPn\Bbb{R}P^n. These are sets whose sections by any (l+1)-dimensional space L' containing L are convex and concavely depend on L'. We introduce an L-duality for these sets, and prove that the L-dual to an L-…

2002-03-19abs ↗pdf ↗

Geodesic concavity and hypersymplectic structures in G2G2-structures space.

problem Analyzing the geodesic concavity and hypersymplectic structures in the space of closed G2G2-structures.
method Utilising the geodesic constructed in the previous article, we show geodesic concavity and decrease in length of G2G2 Laplacian flow.
result Hitchin's volume functional is geodesically concave and the G2G2 Laplacian flow decreases the length.

This study examines how earnings announcements affect option volatility and pricing.

problem The impact of earnings announcements on option volatility and pricing.
method Analysis of extremely short-term options data to study bimodality and concavity in IV curves.
result Investors pay a premium to hedge against extreme volatility during earnings announcements in the presence of concave IV smiles.

The study proves non-existence of concave functions on specific metric spaces.

problem Proving the non-existence of concave functions on certain metric spaces.
method Analogue theorems for Alexandrov spaces and CαC^α-Hölder Riemannian manifolds.
result Proves non-existence of concave functions on complete manifolds with finite volume and specific metric spaces.

Log-concavity proven for multinomial likelihoods under specific constraints.

problem Log-concavity of multinomial likelihoods under interval censoring constraints.
method Proved log-concavity by showing M-convex subsets of the discrete simplex.
result Likelihood function is completely log-concave.

The Links-Gould polynomial of alternating knots is shown to be log-concave and positive.

problem Verifying the positivity and log-concavity of the Links-Gould polynomial for alternating knots.
method Formulated a conjecture and verified it computationally for all 51.3 million knots with up to 19 crossings.
result All but 544 knots satisfy a stronger log-concavity condition.