arXiv research

Deep learning models have been the subject of study from various perspectives, for example, their training process, interpretation, generalization error, robustness to adversarial attacks, etc. A trained model is defined by its decision boundaries, and therefore, many of the studies about deep learning models speculate…

Proposes a method to reveal nonlinearities in tensor data.

Machine learning techniques have recently received significant attention as promising approaches to deal with the optical channel impairments, and in particular, the nonlinear effects. In this work, a machine learning-based classification technique, known as the Parzen window (PW) classifier, is applied to mitigate the…

Develops MGQDA for multi-group classification with theoretical guarantees and practical applications.

We consider the classification problem and focus on nonlinear methods for classification on manifolds. For multivariate datasets lying on an embedded nonlinear Riemannian manifold within the higher-dimensional ambient space, we aim to acquire a classification boundary for the classes with labels, using the intrinsic me…

Gated attention improves model curvature, enhancing performance on nonlinear tasks.

We study several optimal stopping problems that arise from trading a mean-reverting price spread over a finite horizon. Modeling the spread by the Ornstein-Uhlenbeck process, we analyze three different trading strategies: (i) the long-short strategy; (ii) the short-long strategy, and (iii) the chooser strategy, i.e. th…

The purpose of this paper is to analyze and compute the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility which can be a function of the second derivative of the option price itself. A motivation for studying the nonlinear Black--Scholes equation with a nonlinear vola…

The paper proves estimates for solutions to nonlinear equations on manifolds with boundary.

The paper proves gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.

The purpose of this paper is to construct the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility depending on the option price. We review a method how to transform the problem into a solution of a time depending nonlinear parabolic equation defined on a fixed domain. R…

In stochastic decision problems, one often wants to estimate the underlying probability measure statistically, and then to use this estimate as a basis for decisions. We shall consider how the uncertainty in this estimation can be explicitly and consistently incorporated in the valuation of decisions, using the theory …

The paper classifies solutions to a Liouville equation on a half-space with a specific boundary condition.

The purpose of this survey chapter is to present a transformation technique that can be used in analysis and numerical computation of the early exercise boundary for an American style of vanilla options that can be modelled by class of generalized Black-Scholes equations. We analyze qualitatively and quantitatively the…

We give a unified statement and proof of a class of wellknown mean value inequalities for nonnegative functions with a nonlinear bound on the Laplacian. We generalize these to domains with boundary, requiring a (possibly nonlinear) bound on the normal derivative at the boundary. These inequalities give rise to an energ…

We consider a nonlinear version of the Yamabe problem on locally conformally flat compact manifolds with boundary. The main technique we used is to derive boundary $C^2$ estimates directly from boundary $C^0$ estimates. In particular, the result is a generalization of the work by Escobar.

Study proves radial symmetry of solutions to certain nonlinear equations in space forms.

The paper explores the geometry and topology of DNN decision boundaries.

Novel algorithm optimizes decision trees for nonlinear metrics.

In this paper, we prove that nonnegative polyharmonic functions on the upper half space satisfying a conformally invariant nonlinear boundary condition have to be the "\emph{polynomials} plus \emph{bubbles}" form. The nonlinear problem is motivated by the recent studies of boundary GJMS operators and the $Q$-curvature …

In this paper, we consider a fully nonlinear problem on manifolds with boundaries of negative admissible curvatures. As a consequence, we conclude the existence of certain types of metrics on the general differential manifolds with boundaries.

We consider a fully nonlinear parabolic equation with nonlinear Neumann type boundary condition, and show that the longtime existence and convergence of the flow. Finally we apply this study to the boundary value problem for minimal Lagrangian graphs.

This work connects the Hessian to the decision boundary complexity in neural networks.

We prove some uniqueness results for positive harmonic functions on the unit ball satisfying a nonlinear boundary condition

Many recent works on knowledge distillation have provided ways to transfer the knowledge of a trained network for improving the learning process of a new one, but finding a good technique for knowledge distillation is still an open problem. In this paper, we provide a new perspective based on a decision boundary, which…

Study optimal investment and consumption strategies with various transaction costs.

This paper concerns a fully nonlinear version of the Yamabe problem on manifolds with boundary. We establish some existence results and estimates of solutions.

In this paper, a class of fully nonlinear flows with nonlinear Neumann type boundary condition is considered. This problem was solved partly by the first author under the assumption that the flow is the parabolic type special Lagrangian equation in $\mathbb{R}^{2n}$. We show that the convexity is preserved for solution…

To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma distributions, whose scales depend on the covariates. Generalizing logistic regression that…

Study decision boundaries using heat diffusion and probabilistic techniques.

One way to generalize the boundary Yamabe problem posed by Escobar is to ask if a given metric on a compact manifold with boundary can be conformally deformed to have vanishing $σ_k$-curvature in the interior and constant $H_k$-curvature on the boundary. When restricting to the closure of the positive $k$-cone, this is…

This work uses tropical geometry to understand neural network decision boundaries.

Study on smoothness of solutions to nonlinear equations on Riemannian manifolds.

We prove an existence theorem for positive solutions to Lichnerowicz-type equations on complete manifolds with boundary and nonlinear Neumann conditions. This kind of nonlinear problems arise quite naturally in the study of solutions for the Einstein-scalar field equations of General Relativity in the framework of the …

Deep neural networks and in particular, deep neural classifiers have become an integral part of many modern applications. Despite their practical success, we still have limited knowledge of how they work and the demand for such an understanding is evergrowing. In this regard, one crucial aspect of deep neural network c…

In this paper we establish existence and compactness of solutions to a general fully nonlinear version of the Yamabe problem on locally conformally flat Riemannian manifolds with umbilic boundary.

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed dynamic optimal control and stopping problems in the existing literature, to stu…

Study proves Liouville theorem for specific curvature equations with boundary conditions.

New algorithms achieve decision calibration without sample complexity dependent on feature dimension.

Machine learning algorithms can be fooled by small well-designed adversarial perturbations. This is reminiscent of cellular decision-making where ligands (called antagonists) prevent correct signalling, like in early immune recognition. We draw a formal analogy between neural networks used in machine learning and model…

New method measures generalizability of deep neural networks based on decision boundary complexity.

The paper provides gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.

The paper shows how neural networks with less decision boundary variability generalize better.

Measures neural network decision boundary volume to predict model performance.

Deep learning models generalize by extending decision boundaries outside the convex hull of training data.

We derive gradient and second order {\em a priori} estimates for solutions of the Neumann problem for a general class of fully nonlinear elliptic equations on compact Riemannian manifolds with boundary. These estimates yield regularity and existence results.

Study reveals how features influence deep network decision boundaries.

This study solves a Dirichlet problem for specific elliptic equations on Riemannian manifolds with concave boundaries.