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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.

168,742 papers · 148 categories

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209417626834 · Jun 202019922001200920172026
48 results for Optimal decomposition

MARS automatically selects tensor decomposition ranks, improving performance in neural network tasks.

problem Determining optimal decomposition ranks in tensor decompositions.
method MARS uses binary masks to learn optimal tensor structure during training via relaxed MAP estimation.
result MARS achieves better results than previous methods in various tasks.

New method uses random decompositions for high-dimensional Bayesian optimization.

problem Learning accurate decompositions for high-dimensional black-box functions.
method Data-independent random tree-based decomposition sampling.
result Random decomposition upper-confidence bound algorithm (RDUCB) yields significant empirical gains.

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank constrained optimisation problem. This problem is non-convex and state-of-the-art algor…

2016-10-10abs ↗pdf ↗

Optimal Euclidean structure minimizes energy in weighted toroidal graphs.

problem Finding the optimal Euclidean structure for weighted toroidal graphs.
method Minimizing Dirichlet energy over all possible Euclidean structures and realizations within a fixed homotopy class.
result The optimal Euclidean structure induces a weighted Delaunay decomposition.

APINNs improve physics-informed neural networks through flexible domain decomposition.

problem Improving physics-informed neural networks (PINNs) for solving partial differential equations (PDEs).
method Introduces a trainable gate network for soft domain decomposition, allowing flexible parameter sharing and improved generalization.
result APINNs significantly improve PINNs and XPINNs, demonstrating better performance on various types of PDEs.

Optimal discrete harmonic maps between hyperbolic surfaces are found via minimizing energy.

problem Finding optimal discrete harmonic maps between hyperbolic surfaces.
method Minimizing Dirichlet energy over all possible hyperbolic structures and realizations within a fixed homotopy class.
result At the optimal hyperbolic structure, the discrete harmonic map and edge weights are induced from a weighted Delaunay decomposition.

Tensor decomposition, a collection of factorization techniques for multidimensional arrays, are among the most general and powerful tools for scientific analysis. However, because of their increasing size, today's data sets require more complex tensor decomposition involving factorization with multiple matrices and dia…

2019-05-24abs ↗pdf ↗

Study optimal investment with herd behavior using rational decision decomposition.

problem Optimal investment problem considering herd behavior between two agents.
method Introduce average deviation term, use variational method, rational decision decomposition, investment opinion.
result Quantitative analysis of herd behavior impact on investment decisions.

Paper tackles tensor decomposition for unaligned observations using RKHS and novel loss functions.

problem Tackles tensor decomposition for unaligned observations.
method Uses functions in RKHS to represent mode with unaligned observations, introduces versatile loss function, proposes optimization algorithm and stochastic gradient method.
result Demonstrates improved tensor decomposition efficiency and effectiveness with synthetic and real data.

Paper proves optimal decomposition for matrix fields, reducing convex integration steps.

problem Optimizing decomposition of symmetric matrix fields for convex integration.
method Algebraic geometry and topology applications to prove optimality.
result Optimal decomposition with fewer rank-one terms, improving Hölder regularity.

NOHD optimizes multi-agent systems by decomposing dynamics into irrotational and solenoidal components.

problem Non-stationarity and conflicting interests in multi-agent learning problems.
method NOHD (Newton Optimization on Helmholtz Decomposition) decomposes system dynamics into irrotational and solenoidal components.
result NOHD ensures quadratic convergence in purely irrotational and solenoidal systems and attracts to stable fixed points in general multi-agent systems.

Researchers decompose harmonic forms on specific types of manifolds.

problem Decomposing harmonic forms on compact almost-Kähler manifolds.
method Proved primitive decompositions of Dolbeault harmonic forms in specific bidegrees.
result Primitive decompositions of \partial-, \overline{\partial}-harmonic forms in bidegree (1,1)(1,1) and (n1,n1)(n-1,n-1).

RieCUR improves Robust PCA by combining Riemannian optimization and CUR decompositions.

problem Robust Principal Component Analysis (PCA) to recover low-rank and sparse matrices from their sum.
method Riemannian CUR (RieCUR) algorithm that combines Riemannian optimization and robust CUR decompositions.
result RieCUR achieves state-of-the-art performance in Robust PCA with improved robustness to outliers and comparable computational complexity.

Develops SymGCP for tensor decompositions with general symmetry.

problem Handling symmetry in tensor decompositions for better model accuracy.
method Introduces SymGCP, a generalized CP decomposition that accounts for any subset of tensor modes' symmetry.
result SymGCP enables efficient and scalable tensor decomposition with improved model robustness and accuracy.

Study primitive decompositions for harmonic forms on almost Kähler manifolds.

problem Decomposing harmonic forms on almost Kähler manifolds.
method Proved primitive decompositions for Bott-Chern and Aeppli harmonic forms in specific bidegrees.
result Optimal bidegrees for primitive decompositions of harmonic forms.

Optimized DMD for fast atmospheric chemistry forecasting.

problem Forecasting global atmospheric chemistry dynamics efficiently.
method Optimized Dynamic Mode Decomposition (DMD) for reduced order modeling.
result Significant improvement in computational speed and interpretability.

Gradient descent can find better tensor decompositions than lazy training in over-parameterized settings.

problem Finding better tensor decompositions in over-parameterized settings.
method Gradient descent on over-parameterized tensor decomposition problems.
result Gradient descent can find an approximate tensor decomposition with rank m=O(r2.5llogd)m = O^*(r^{2.5l}\log d), while lazy training requires m=Ω(dl1)m = Ω(d^{l-1}).

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This extension is of particular interest for reduced-order modeling in various applicative …

2017-01-04abs ↗pdf ↗

Physics-inspired methods optimize SVD compression of LLMs.

problem Efficiently compressing large language models (LLMs) using SVD.
method FermiGrad for globally optimal rank selection and PivGa for lossless compression.
result Global optimization of SVD ranks and lossless compression of low-rank factors.

In this paper we de ne conditional random elds in reproducing kernel Hilbert spaces and show connections to Gaussian Process classi cation. More speci cally, we prove decomposition results for undirected graphical models and we give constructions for kernels. Finally we present e cient means of solving the optimization…

2012-07-11abs ↗pdf ↗

Continuous optimization is an important problem in many areas of AI, including vision, robotics, probabilistic inference, and machine learning. Unfortunately, most real-world optimization problems are nonconvex, causing standard convex techniques to find only local optima, even with extensions like random restarts and …

2016-11-08abs ↗pdf ↗

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our ap…

2015-02-24abs ↗pdf ↗

Singular Value Decomposition (SVD) constitutes a bridge between the linear algebra concepts and multi-layer neural networks---it is their linear analogy. Besides of this insight, it can be used as a good initial guess for the network parameters, leading to substantially better optimization results.

2019-06-27abs ↗pdf ↗

We consider the problem of decomposing a multivariate polynomial as the difference of two convex polynomials. We introduce algebraic techniques which reduce this task to linear, second order cone, and semidefinite programming. This allows us to optimize over subsets of valid difference of convex decompositions (dcds) a…

2015-10-06abs ↗pdf ↗

New bounds found for optimizing non-convex functions with noisy data.

problem Limits of first-order stochastic optimization in non-convex settings.
method Divergence decomposition to construct challenging subclasses.
result Sharp lower bounds on noisy gradient queries for various non-convex classes.

This work improves tensor decomposition methods, especially for large datasets.

problem Lack of efficient methods for estimating Tucker decompositions.
method Applies Johnson-Lindenstrauss type guarantees to Tucker decompositions with random embeddings.
result Effective dimension reduction with minimal error for large tensors.

Optimizes mixture models without parametrizing distributions using tensor decomposition.

problem Estimating conditionally-independent mixture models in high dimensions.
method Alternating least squares optimization scheme for tensor decomposition.
result Competitive performance and applicability to various models and applications.

Paper proposes a new optimization framework for learning eigenfunctions of operators.

problem Computing eigenvalue decomposition of high-dimensional operators.
method Operator SVD with Neural Networks via Nested Low-Rank Approximation.
result Proposed method efficiently learns top-L singular values and functions in the correct order.

The paper tackles fair correlation clustering with new algorithms and analysis.

problem Fair variants of correlation clustering under various constraints.
method Introducing a novel combinatorial optimization problem for fairlet decomposition.
result Approximation algorithms for fair correlation clustering under multiple fairness constraints.

New recommendations improve Gaussian process accuracy and stability.

problem Numerical instabilities and poor test likelihoods in iterative Gaussian process learning.
method Investigated CG tolerance, preconditioner rank, and Lanczos decomposition rank. Recommended small CG tolerance and large root decomposition size.
result L-BFGS-B optimizer achieves convergence with fewer gradient updates, improving Gaussian process accuracy.

Study on efficient estimation of Gaussian mean with limited communication.

problem Estimating Gaussian mean under communication constraints.
method Decomposition into localization and refinement stages, development of communication-efficient and statistically optimal procedures.
result Established minimax rates of convergence and developed optimal procedures.