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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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4385128170 · Jun 202019922001200920172026
48 results for Orthogonal constraints

VRSGT algorithm reduces orthogonality constraints in decentralized optimization.

problem Decentralized optimization with orthogonality constraints.
method VRSGT algorithm with variance reduction and orthogonal techniques.
result VRSGT achieves convergence rate of O(1 / k) for orthogonality constraints.

New algorithms reduce orthogonality constraint enforcement time in machine learning.

problem Efficiently solving orthogonality constraints in machine learning.
method Extending the landing algorithm to Stiefel manifold, incorporating stochastic and variance reduction techniques.
result All proposed methods achieve the same convergence rate as Riemannian counterparts enforcing constraints.

New method relaxes PCA orthogonality constraints using explained variance of correlated components.

problem Difficulty in using PCA for sparse design due to orthogonality constraints and non-differentiable penalty.
method Introduce expvar(Y) to measure variance explained by correlated components, relax orthogonality constraints.
result Two expvar(Y) definitions suitable for block PCA formulations without orthogonality constraints.

DONUT improves treatment effect estimation by enforcing orthogonality constraints.

problem Estimating treatment effects from observational data is challenging due to unobserved outcomes.
method DONUT uses a regularization framework that formalizes unconfoundedness as orthogonality, leading to deep orthogonal networks.
result DONUT outperforms state-of-the-art methods in estimating average treatment effects.

A new algorithm POGO optimizes thousands of orthogonal matrices efficiently.

problem Optimizing thousands of orthogonal constraints at scale is computationally expensive.
method Revisits Landing algorithm, uses modern adaptive optimizers, reduces hyperparameters.
result POGO optimizes thousands of orthogonal matrices in minutes, outperforming alternatives.

A new optimizer preserves orthogonality constraints on matrices efficiently.

problem Optimization on Stiefel manifold with orthogonality constraints.
method Interplay between continuous and discrete dynamics leading to a gradient-based optimizer with momentum.
result The method optimizes matrices on Stiefel manifold efficiently and accurately.

New algorithm tackles optimization with distributed constraints.

problem Optimization problems with generalized orthogonality constraints in a decentralized setting.
method Introduced a novel algorithm that tracks gradients and Jacobians simultaneously.
result Global convergence with an iteration complexity established.

The non-negative matrix factorization (NMF) model with an additional orthogonality constraint on one of the factor matrices, called the orthogonal NMF (ONMF), has been found a promising clustering model and can outperform the classical K-means. However, solving the ONMF model is a challenging optimization problem becau…

2019-06-03abs ↗pdf ↗

An algorithm simplifies optimization with nonnegative and orthogonal constraints.

problem Optimization problems with nonnegative and orthogonal constraints.
method Support-set algorithm exploiting structural sparsity.
result Global convergence to first-order stationary point with iteration complexity O(ε2)O(ε^{-2}).

A new method reduces complexity for optimizing large-scale problems with orthogonality constraints.

problem Optimizing large-scale problems with orthogonality constraints.
method Randomized Riemannian submanifold method that restricts updates to random submanifolds.
result Significantly reduces per-iteration complexity for large-scale problems.

SOFARI improves inference on multi-task learning latent factors.

problem Challenges in precise inference on multi-task learning latent factor matrices.
method High-dimensional manifold-based Neyman near-orthogonality inference on Stiefel manifold structure.
result Easy-to-use bias-corrected estimators for latent factor vectors and singular values with asymptotic normal distributions.

Wasserstein-GANs have been introduced to address the deficiencies of generative adversarial networks (GANs) regarding the problems of vanishing gradients and mode collapse during the training, leading to improved convergence behaviour and improved image quality. However, Wasserstein-GANs require the discriminator to be…

2019-11-29abs ↗pdf ↗

Principal component analysis (PCA) is an unsupervised method for learning low-dimensional features with orthogonal projections. Multilinear PCA methods extend PCA to deal with multidimensional data (tensors) directly via tensor-to-tensor projection or tensor-to-vector projection (TVP). However, under the TVP setting, i…

2015-04-30abs ↗pdf ↗

Formula derived for Laplace-Beltrami on Stiefel manifold.

problem Finding Laplace-Beltrami operator on Stiefel manifold.
method Using the general framework of Laplace operators on constraint manifolds, derived the explicit formula in terms of ambient Euclidean coordinates.
result Extended previously known formulas for sphere and special orthogonal group.

Novel prior for orthogonal functions improves functional component estimation.

problem Improving orthogonality in functional principal component analysis.
method Sequential adaptive priors for orthogonal functions using hierarchical conditionally normal distributions.
result Proposed prior leads to nearly orthogonal posterior estimates.

Bayesian SPCA method tackles orthogonality constraint with spike and slab prior.

problem Bayesian SPCA method for high-dimensional data with orthogonality constraint.
method Parameter-expanded coordinate ascent variational inference (PX-CAVI) with spike and slab prior.
result PX-CAVI algorithm outperforms existing SPCA approaches in performance.

The paper studies surfaces in a bounded domain with orthogonal boundaries and proves curvature estimates.

problem Estimating the area of surfaces with orthogonal boundaries in a bounded domain.
method Weak formulation of orthogonality for curvature varifolds, classification of vanishing curvature varifolds.
result Existence of an orthogonal 2-varifold that minimizes L2L^2 curvature in the integer rectifiable class.

DFSOS improves sparse discriminant analysis for high-dimensional data.

problem Sparse discriminant analysis in high-dimensional settings with feature selection.
method Deflation-Free Sparse Optimal Scoring (DFSOS) using Bregman iteration and orthogonality-constrained optimization.
result DFSOS achieves comparable or better classification accuracy than deflation-based methods.

Proposes FOAGP for efficient orthogonal effect decomposition of black-box computer experiments.

problem Challenges in sensitivity analysis of black-box computer experiments with complex, nonlinear functional outputs.
method Functional-output orthogonal additive Gaussian process (FOAGP) with conditional orthogonality constraint.
result Demonstrates effectiveness in orthogonal effect decomposition and variance decomposition through simulations and real-world application.

On a constraint manifold we give an explicit formula for the Hessian matrix of a cost function that involves the Hessian matrix of a prolonged function and the Hessian matrices of the constraint functions. We give an explicit formula for the case of the orthogonal group O(n){\bf O}(n) by using only Euclidean coordinates …

2014-03-17abs ↗pdf ↗

Soft-Radial Projection solves gradient saturation in constrained deep learning.

problem Gradient saturation in deep learning models when integrating hard constraints.
method Introduces Soft-Radial Projection, a differentiable layer that maps predictions onto constraint boundaries without rank-deficient Jacobians.
result Improves convergence and solution quality over state-of-the-art methods.

New model handles complex output dependence in large datasets.

problem Complex output dependence in large datasets.
method Orthogonal Stochastic Linear Mixing Model (OSLMM) with Markov chain Monte Carlo inference.
result OSLMM reduces prediction error compared to state-of-the-art methods.

Orthogonium offers unified, efficient layers for robust deep learning.

problem Fragmented and computationally demanding implementations of orthogonal and 1-Lipschitz layers.
method Unified, efficient PyTorch library providing orthogonal and 1-Lipschitz layers.
result Reduced overhead and standardized tools for robust experimentation.

A new method for disentangled representations without supervision.

problem Learning disentangled representations in unsupervised learning.
method Constr-DRKM, a deep kernel method with orthogonality constraints.
result Constr-DRKM performs similarly to β-VAE on disentanglement metrics.

The study explores rigid constraints on almost Ricci-Bourguignon solitons on contact metric three-manifolds.

problem Investigating constraints on almost Ricci-Bourguignon solitons on contact metric three-manifolds.
method Using a local orthonormal \(\varphi\)-basis, derived the full component form of the almost Ricci-Bourguignon soliton equation.
result For contact metric three-manifolds satisfying \(Qξ=σξ\), a collinear potential field must vanish on the non-Sasakian region whenever \(ξ(σ)=0\).

Improved Gaussian process models for interpretable predictions.

problem Complex responses require high-dimensional interaction terms in additive Gaussian processes.
method Orthogonal additive kernel (OAK) with orthogonality constraint on additive functions.
result OAK models achieve similar or better predictive performance with fewer terms, retaining interpretability.

Study finds equivalence between MMV and MV preferences with conic constraints.

problem Monotone mean-variance portfolio selection under conic constraints.
method Closed-form solutions for optimal strategies under MMV and MV preferences.
result Optimal strategies coincide with and without the conic constraint.

Unified analysis of multilabel Fisher discriminants with improved dimensionality and robustness.

problem Improving discriminant analysis for multilabel classification with enhanced dimensionality and robustness.
method Unified theoretical analysis of multilabel Fisher discriminants with algebraic and statistical guarantees.
result Unified characterization of multilabel Fisher objectives and their equivalence under orthogonality constraints.

Orthogonal deep models defend against black-box attacks by ensuring internal representations are nearly orthogonal.

problem Vulnerability of deep learning models to black-box adversarial attacks.
method Introduce a gradient regularization scheme to encourage deep models' internal representations to be orthogonal to another model's.
result Orthogonal deep models significantly boost robustness against transferable black-box adversarial attacks.

In this paper, we introduce McTorch, a manifold optimization library for deep learning that extends PyTorch. It aims to lower the barrier for users wishing to use manifold constraints in deep learning applications, i.e., when the parameters are constrained to lie on a manifold. Such constraints include the popular orth…

2018-10-03abs ↗pdf ↗

Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data widely used in observational sciences. In its classical form, ICA relies on modeling the data as a linear mixture of non-Gaussian independent sources. The problem can be seen as a likelihood maximization problem. We i…

2017-11-29abs ↗pdf ↗

The paper decomposes spacelike hypersurface properties for general relativistic vacuum equations.

problem Analyzing properties of spacelike hypersurfaces in general relativity.
method Used L2L^2-orthogonal decomposition and Ahlfors Laplacian.
result Decomposed the second fundamental form of spacelike hypersurfaces.

We address the problem of algorithmic fairness: ensuring that sensitive variables do not unfairly influence the outcome of a classifier. We present an approach based on empirical risk minimization, which incorporates a fairness constraint into the learning problem. It encourages the conditional risk of the learned clas…

2018-02-23abs ↗pdf ↗

A new method ODR-BINDy improves model discovery from noisy data.

problem Discovering models from noisy datasets with error-in-variable problem.
method ODR-BINDy uses orthogonal distance regression with Bayesian model selection.
result ODR-BINDy consistently outperforms existing methods in recovering correct models.