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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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52104155207 · Jun 202019922001200920172026
48 results for Norm Constraints

Most learning methods with rank or sparsity constraints use convex relaxations, which lead to optimization with the nuclear norm or the 1\ell_1-norm. However, several important learning applications cannot benefit from this approach as they feature these convex norms as constraints in addition to the non-convex rank a…

2012-06-07abs ↗pdf ↗

Improved greedy 2-coordinate updates for optimization problems with constraints.

problem Minimizing smooth functions subject to constraints.
method Exploiting a connection to steepest descent in the 1-norm, we give faster convergence rates and efficient computation.
result Greedy selection converges faster than random selection and can be computed in O(nlogn)O(n \log n) time.

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations. Nuclear norm regularization is the prevailing convexifying technique for dealing …

2016-12-09abs ↗pdf ↗

The problem of low-rank approximation with convex constraints, which appears in data analysis, system identification, model order reduction, low-order controller design and low-complexity modelling is considered. Given a matrix, the objective is to find a low-rank approximation that meets rank and convex constraints, w…

2016-06-06abs ↗pdf ↗

We suggest using the max-norm as a convex surrogate constraint for clustering. We show how this yields a better exact cluster recovery guarantee than previously suggested nuclear-norm relaxation, and study the effectiveness of our method, and other related convex relaxations, compared to other clustering approaches.

2012-02-25abs ↗pdf ↗

Level-set optimization formulations with data-driven constraints minimize a regularization functional subject to matching observations to a given error level. These formulations are widely used, particularly for matrix completion and sparsity promotion in data interpolation and denoising. The misfit level is typically …

2018-11-28abs ↗pdf ↗

This paper provides a general result on controlling local Rademacher complexities, which captures in an elegant form to relate the complexities with constraint on the expected norm to the corresponding ones with constraint on the empirical norm. This result is convenient to apply in real applications and could yield re…

2015-10-06abs ↗pdf ↗

Proposes an efficient method for sparse index tracking with 0\ell_0-norm constraints.

problem Constructing a sparse portfolio to track a financial index.
method Formulates a new problem using 0\ell_0-norm constraints, develops an efficient algorithm based on primal-dual splitting.
result Demonstrates effectiveness through experiments on S&P500 and Russell3000 datasets.

In recent studies, several asymptotic upper bounds on generalization errors on deep neural networks (DNNs) are theoretically derived. These bounds are functions of several norms of weights of the DNNs, such as the Frobenius and spectral norms, and they are computed for weights grouped according to either input and outp…

2019-05-22abs ↗pdf ↗

Improved online PCA algorithm learns from evolving norm of parameter vector.

problem Discarding evolving norm in online PCA leads to suboptimal learning.
method Implicitly Normalized Online PCA (INO-PCA) removes unit-norm constraint.
result Parameter norm evolution leads to improved learning behavior.

Exact partitioning of high-order planted models achieved through convex optimization.

problem Efficiently partitioning hypergraphs generated by high-order planted models.
method Solving a computationally efficient convex optimization problem with a tensor nuclear norm constraint.
result Exact recovery of true underlying cluster structures with high probability.

This work investigates implicit bias in multiclass separable data using a novel geometry-aware optimizer.

problem Understanding implicit bias in overparameterized models on multiclass separable data.
method Introduces NucGD, a geometry-aware optimizer enforcing low-rank structures through nuclear norm constraints.
result NucGD enables scalable training and characterizes the impact of stochastic optimization dynamics.

The paper proposes a novel MKL approach for OCC using p\ell_p-norm constraints.

problem Addressing the MKL problem for one-class classification.
method A min-max saddle point Lagrangian optimisation problem is formulated and solved efficiently.
result The proposed method outperforms baselines and other algorithms on various data sets.

ScoreAG generates unrestricted adversarial images maintaining semantic integrity.

problem Limited robustness evaluations due to p\ell_p-norm constraints.
method Score-Based Adversarial Generation (ScoreAG) using score-based generative models.
result ScoreAG improves robustness assessments across multiple benchmarks.

In this paper, we present a unified analysis of matrix completion under general low-dimensional structural constraints induced by {\em any} norm regularization. We consider two estimators for the general problem of structured matrix completion, and provide unified upper bounds on the sample complexity and the estimatio…

2016-03-29abs ↗pdf ↗

AdamW optimizes a constrained loss with \ell_\infty norm constraint.

problem Understanding the optimization behavior of AdamW with \ell_\infty norm constraint.
method Analyzing AdamW as a smoothed version of SignGD and connecting it to Frank-Wolfe optimization.
result AdamW implicitly performs constrained optimization with \ell_\infty norm constraint.

The paper refines and generalizes worst-case law invariant convex risk measures.

problem Developing robust convex risk measures under uncertainty sets.
method Generalizing closed forms for worst-case law invariant convex risk measures with uncertainty sets based on norms and moment constraints.
result Explicit closed forms for convex risk measures are developed and assessed through numerical simulations.

New algorithm solves 0\ell_0-norm constrained multilinear logistic regression for tensor data.

problem Non-convex and nonsmooth 0\ell_0-norm constraints in multilinear logistic regression.
method APALM+^+ method for globally convergent optimization.
result APALM+^+ ensures convergence to a first-order critical point.

A functorial semi-norm on singular homology is a collection of semi-norms on the singular homology groups of spaces such that continuous maps between spaces induce norm-decreasing maps in homology. Functorial semi-norms can be used to give constraints on the possible mapping degrees of maps between oriented manifolds. …

2011-03-21abs ↗pdf ↗

The aim of this paper is to discuss some applications of the relation between Seiberg-Witten theory and two natural norms defined on the first cohomology group of a closed 3-manifold N - the Alexander and Thurston norms. We start by giving a "new" proof of McMullen's inequality between these norms, and then use these n…

2002-04-16abs ↗pdf ↗

Training neural networks under a strict Lipschitz constraint is useful for provable adversarial robustness, generalization bounds, interpretable gradients, and Wasserstein distance estimation. By the composition property of Lipschitz functions, it suffices to ensure that each individual affine transformation or nonline…

2018-11-13abs ↗pdf ↗

Develops TOFU for tensor bandits with low-rank structure.

problem Linear bandit models fail to capture high-dimensional, low-rank tensor structures.
method Develops TOFU, a tensor bandit algorithm that estimates low-dimensional subspaces and uses norm constraints.
result Improves regret bound by a multiplicative factor that grows exponentially in system order.

We propose a data aggregation-based algorithm with monotonic convergence to a global optimum for a generalized version of the L1-norm error fitting model with an assumption of the fitting function. The proposed algorithm generalizes the recent algorithm in the literature, aggregate and iterative disaggregate (AID), whi…

2017-03-15abs ↗pdf ↗

New method for efficient proximal mapping of 1-path-norm in shallow networks.

problem Efficiently handling the 1-path-norm of shallow neural networks.
method Closed-form proximal operator for efficient computation and upper bound on Lipschitz constant.
result Proximal mapping allows robust training against adversarial perturbations.

Paper proposes a new sparse group k-max regularization for sparsity constraints.

problem Linear inverse problems with sparsity constraints are NP-hard.
method Sparse group k-max regularization, iterative soft thresholding algorithm.
result Approximates l0 norm more closely and enhances group-wise and in-group sparsity.

Study on neural networks' sample complexity with one hidden layer.

problem Understanding how sample complexity is affected by network architecture and norm constraints.
method Norm-based uniform convergence bounds for scalar-valued one-hidden-layer networks, focusing on spectral and Frobenius norms.
result Spectral norm control is insufficient for uniform convergence guarantees, but Frobenius norm control is sufficient, with conditions.

A novel one-class classifier fusion method for robust anomaly detection.

problem Fundamental challenges in ensemble-based anomaly detection.
method Locally adaptive learning with dynamic ℓp-norm constraints and interior-point optimization.
result Significantly improved computational efficiency and superior performance across diverse anomaly types.

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank approximations, similar algorithms appears recently in the literature under different name…

2013-02-27abs ↗pdf ↗

The paper bounds neural networks' approximation error and applies it to regression and GANs.

problem Bounding the approximation error of norm-constrained neural networks.
method Proved upper and lower bounds on approximation error using Rademacher complexity.
result Obtained convergence rates for over-parameterized neural networks and optimal GAN learning rates.

Additive Gaussian process framework handles monotonicity constraints in high dimensions.

problem Handling monotonicity constraints in high-dimensional data.
method Additive Gaussian process framework with MaxMod algorithm for dimension reduction.
result Framework enables to satisfy monotonicity constraints everywhere in the input space.