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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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164329493657 · Jun 202019922001200920172026
48 results for Piecewise Functions

New GP model estimates piecewise continuous functions.

problem Piecewise continuous regression functions in scientific and engineering applications.
method Local Gaussian process model with partitioned local data and joint estimation of boundaries.
result Superior performance over conventional GP models in estimating piecewise regression functions.

New method uses DC functions for piecewise linear regression.

problem Regression with piecewise linear constraints.
method Estimates piecewise linear convex functions using a difference of convex functions.
result Method achieves close to minimax statistical risk and comparable performance to existing methods.

Proposes adaptive ridge regression for functional linear models with piecewise shapes.

problem Functional linear regression with unknown coefficient function.
method Adaptive piecewise function template with L2L_2 penalization.
result Improves predictive power and interpretability compared to standard methods.

Deep neural networks with piecewise-polynomial activations can approximate smooth functions and their derivatives.

problem Approximating smooth functions and their derivatives with neural networks.
method Derives the depth, width, and sparsity required for approximation in Hölder norms.
result Deep neural networks with bounded weights can approximate Hölder smooth functions and their derivatives.

The paper extends a variance gamma model to quadratic functions, reducing arbitrage and computational costs.

problem Creating an arbitrage-free interpolation for option pricing models.
method Generalizing the local variance gamma model to a piecewise quadratic local variance function.
result The quadratic model results in an arbitrage-free interpolation of class C3, reducing knots and computational cost.

New proof shows efficient ReLU networks for piecewise linear functions.

problem Existence of efficient ReLU neural networks for piecewise linear functions.
method Degree 1 triangulations of the relative homology class bounded by polyhedra.
result Existence of efficient ReLU neural networks for functions with compact support.

Paper presents ABGD for efficient piecewise linear regression in high dimensions.

problem Efficiently solving piecewise linear regression in high-dimensional spaces.
method Parametrizes piecewise linear functions as difference of max-affine functions, using ABGD algorithm.
result ABGD converges linearly to an ε-accurate estimate with optimal sample complexity.

We study algebraic varieties of ReLU networks to understand their representable functions.

problem Understanding the functions that ReLU neural networks can represent.
method We introduce algebraic varieties associated with ReLU networks and derive polynomial equations to characterize representable functions.
result Conditions under which ReLU networks attain their expected dimension, providing insight into their structural properties.

Piecewise linear activations create many spurious local minima in neural networks.

problem Understanding the loss surface of neural networks with piecewise linear activations.
method Proved the existence of infinite spurious local minima and partitioned the loss surface into smooth cells.
result Piecewise linear activations create many spurious local minima that are invariant under a continuous path.

Study identifies change points in piecewise constant reward functions with fixed exploration budget.

problem Locating abrupt changes in piecewise constant reward functions under bandit feedback.
method Fixed exploration budget, piecewise constant bandit problem, lower bounds, near optimal algorithms.
result Established lower bounds and near matching upper bounds for both small and large budgets.

The double tetrahedron is the triangulation of the three-sphere gotten by gluing together two congruent tetrahedra along their boundaries. As a piecewise flat manifold, its geometry is determined by its six edge lengths, giving a notion of a metric on the double tetrahedron. We study notions of Einstein metrics, consta…

2010-06-30abs ↗pdf ↗

For a bounded domain equipped with a piecewise Lipschitz continuous Riemannian metric g, we consider harmonic map from (Ω,g)(Ω, g) to a compact Riemannian manifold (N,h)Rk(N,h)\subset\mathbb R^k without boundary. We generalize the notion of stationary harmonic map and prove the partial regularity. We also discuss the global Li…

2011-08-22abs ↗pdf ↗

We study online optimization of smoothed piecewise constant functions over the domain [0, 1). This is motivated by the problem of adaptively picking parameters of learning algorithms as in the recently introduced framework by Gupta and Roughgarden (2016). Majority of the machine learning literature has focused on Lipsc…

2016-04-07abs ↗pdf ↗

A new complexity measure for neural networks improves upon classical methods.

problem Lack of a refined complexity measure for comparing different neural network architectures, especially permutation-invariant ones.
method Introduced an equivalence relation among linear functions and counted them relative to this relation.
result The new complexity measure clearly distinguishes between different models and increases exponentially with depth.

This paper tackles discontinuous neural networks for better approximation of piecewise continuous functions.

problem Limitation of neural networks in approximating piecewise continuous functions due to discontinuities.
method Proposes a decoupled two-step procedure to train a discontinuous deep neural network model.
result Provides approximation guarantees for the proposed model in piecewise continuous function spaces.

BN refines local partition geometry in piecewise-affine networks during training.

problem Understanding the effect of BN on the function realized during training in piecewise-affine networks.
method Analyzing the geometry of switching hyperplanes and affine-region partition conditioned on a mini-batch.
result BN increases expected local partition refinement in ReLU and piecewise-affine networks.

XGBoost is often presented as the algorithm that wins every ML competition. Surprisingly, this is true even though predictions are piecewise constant. This might be justified in high dimensional input spaces, but when the number of features is low, a piecewise linear model is likely to perform better. XGBoost was exten…

2017-10-10abs ↗pdf ↗

Deep Jump Gaussian Processes model high-dimensional piecewise functions.

problem Modeling high-dimensional piecewise continuous functions with limited accuracy.
method Integrates region-specific locally linear projections with Jump Gaussian Processes (JGP) to capture local low-dimensional subspace structures.
result DJGP achieves superior predictive accuracy and more reliable uncertainty quantification compared to existing methods.

New algorithm reduces regret in online learning for piecewise continuous functions.

problem Exponential loss in efficiency when moving from classical to adversarial learning.
method Introduces generalized bracketing numbers and Follow-the-Perturbed-Leader algorithm.
result Optimal scaling of optimization oracle calls with average regret.

Method identifies latent variables from high-dimensional data with piecewise affine mixing.

problem Identifying latent variables from high-dimensional observations with dependencies and piecewise affine transformations.
method Proposes a two-stage method with sparsity and Gaussianity regularization.
result Effectively recovers ground-truth latent variables from synthetic and image data.

We show that on a two-dimensional compact nontrapping Riemannian manifold with strictly convex boundary, a piecewise constant function can be recovered from its integrals over geodesics. We adapt the injectivity proof which uses variations through geodesics to recover the function and we improve this result when the ma…

2019-01-07abs ↗pdf ↗

For many large undirected models that arise in real-world applications, exact maximumlikelihood training is intractable, because it requires computing marginal distributions of the model. Conditional training is even more difficult, because the partition function depends not only on the parameters, but also on the obse…

2012-07-04abs ↗pdf ↗

In exchange for large quantities of data and processing power, deep neural networks have yielded models that provide state of the art predication capabilities in many fields. However, a lack of strong guarantees on their behaviour have raised concerns over their use in safety-critical applications. A first step to unde…

2019-10-09abs ↗pdf ↗

Given a piecewise linear (PL) function pp defined on an open subset of Rn\R^n, one may construct by elementary means a unique polyhedron with multiplicities $\D(p)$ in the cotangent bundle Rn×Rn\R^n\times \R^{n*} representing the graph of the differential of pp. Restricting to dimension 2, we show that any smooth functi…

2013-05-09abs ↗pdf ↗

Transformers struggle to approximate smooth functions, relying on piecewise constant approximations.

problem Understanding the expressivity of Transformers for function approximation.
method Theoretical analysis and experimental validation of Transformer's ability to approximate smooth functions.
result Transformers cannot reliably approximate smooth functions, relying on piecewise constant approximations.

Equivariant neural networks use symmetry to interpret complex data.

problem Interpreting and understanding the behavior of equivariant neural networks.
method Decompose layers into simple representations and analyze nonlinear activation functions.
result Equivariant neural networks can be interpreted using a filtration generalizing Fourier series.

The knot invariant Upsilon, defined by Ozsvath, Stipsicz, and Szabo, induces a homomorphism from the smooth knot concordance group to the group of piecewise linear functions on the interval [0,2]. Here we define a set of related secondary invariants, each of which assigns to a knot a piecewise linear function on [0,2].…

2016-10-17abs ↗pdf ↗

A method identifies abrupt changes in functions with fixed confidence under noisy feedback.

problem Identifying abrupt changes in piecewise constant functions quickly and with certainty.
method Fixed-confidence piecewise constant bandit problem, focusing sampling efforts near change points.
result Asymptotically optimal method proven computationally efficient and effective in experiments.

Given iidiid observations from an unknown absolute continuous distribution defined on some domain ΩΩ, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function. Our density estimate is a piecewise constant function defined on a binary partition o…

2014-04-05abs ↗pdf ↗

This paper describes another extension of the Local Variance Gamma model originally proposed by P. Carr in 2008, and then further elaborated on by Carr and Nadtochiy, 2017 (CN2017), and Carr and Itkin, 2018 (CI2018). As compared with the latest version of the model developed in CI2018 and called the ELVG (the Expanded …

2018-09-19abs ↗pdf ↗