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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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2965928881,184 · Jun 202019922001200920172026
48 results for Polyak's method

Sparse Polyak improves high-dimensional statistical estimation.

problem High-dimensional statistical estimation problems with growing problem dimension.
method Sparse Polyak modifies Polyak's adaptive step size to estimate restricted Lipschitz smoothness.
result Sparse Polyak achieves optimal statistical precision with fewer iterations.

The paper improves convergence for linear systems using entropic mirror descent with Polyak stepsizes.

problem Convergence analysis for linear systems with unbounded domain.
method Entropic mirror descent with Polyak stepsizes, sublinear and linear convergence results.
result Generalized convergence result for arbitrary convex functions.

Improved Sparse Polyak for high-dimensional M-estimation with sparser solutions.

problem High-dimensional M-estimation problems with potential loss of sparsity and accuracy.
method Variant of Sparse Polyak with optimal thresholding operators.
result Retains desirable scaling properties while achieving sparser and more accurate solutions.

Polyak's momentum accelerates training of neural networks.

problem Understanding and explaining the acceleration effect of Polyak's momentum in neural network training.
method Modular analysis of Polyak's momentum for training wide ReLU networks and deep linear networks.
result Polyak's momentum achieves an accelerated linear rate of (1Θ(1κ))t(1-Θ(\frac{1}{\sqrt{κ'}}))^t for training wide ReLU networks and deep linear networks.

New step-size methods improve SHB convergence for stochastic optimization.

problem Tuning step-size and momentum parameters in SHB is challenging.
method Proposed MomSPSmax_{\max}, MomDecSPS, and MomAdaSPS for SHB.
result Convergence guarantees for SHB to solution neighborhoods and exact minimizers.

We present a new method to produce simple formulas for 1-cocycles of knots over the integers, inspired by Polyak-Viro's formulas for finite-type knot invariants. We conjecture that these formulas always represent finite-type cohomology classes in the sense of Vassiliev. An example of degree 3 is studied, and shown to c…

2014-03-13abs ↗pdf ↗

Polyak-Ruppert CLT for SA-Adam with momentum and non-convergent adaptive preconditioning

problem Adaptive optimizers combining momentum and non-convergent preconditioning
method Proving positive drift stability and a non-autonomous Polyak-Ruppert CLT for SA-Adam
result The iterate-marginal covariance is exactly the plain stochastic gradient descent (SGD) sandwich

The paper analyzes time-dependent streaming data with biased gradient estimates and proposes improved stochastic optimization methods.

problem Stochastic optimization in a streaming setting with time-dependent and biased gradient estimates.
method Analysis of several first-order methods including SGD, mini-batch SGD, and time-varying mini-batch SGD, along with their Polyak-Ruppert averages.
result Time-varying mini-batch SGD methods can break long- and short-range dependence structures, and biased SGD methods can achieve comparable performance to their unbiased counterparts.

Study on stochastic approximation with Polyak-Ruppert averaging for linear systems.

problem Understanding the asymptotic and non-asymptotic properties of stochastic approximation procedures.
method Detailed analysis of linear stochastic approximation with Polyak-Ruppert averaging, focusing on asymptotic and non-asymptotic properties.
result Proves CLT and non-asymptotic concentration inequality for averaged iterates, providing refined understanding of linear stochastic approximation.

Gradient descent with biased rounding errors converges faster under certain conditions.

problem Stagnation or negative impact of rounding errors in neural network training with low precision.
method Analysis of gradient descent with stochastic fixed-point rounding errors under the Polyak-Lojasiewicz inequality.
result Biased rounding errors can improve convergence rates, especially when the Polyak-Lojasiewicz inequality holds.

Polyak step size GD reaches final radius of convergence after log iterations.

problem Statistical and computational complexities of Polyak step size GD.
method Generalized smoothness and Lojasiewicz conditions, stability of gradients.
result Polyak step size GD reaches final statistical radius of convergence after logarithmic number of iterations.

Large deviations theory applied to policy gradient methods.

problem Understanding convergence of policy gradient methods in reinforcement learning.
method Large deviation rate function and contraction principle from large deviations theory.
result Convergence properties of policy gradient methods can be extended to various policy parametrizations.

New adaptive scheduler improves SAM for better model training.

problem Training machine learning models requires selecting a learning rate, which is often difficult and time-consuming.
method Derive Polyak schedulers tailored to SAM-style updates, proving linear convergence for strongly convex objectives and an O(1/T) rate for convex objectives.
result Polyak schedulers achieve comparable or better performance than tuned SAM baselines, reducing the need for learning-rate tuning.

We describe the Polyak-Viro arrow diagram formulas for the coefficients of the Conway polynomial. As a consequence, we obtain the Conway polynomial as a state sum over some subsets of the crossings of the knot diagram. It turns out to be a simplification of a special case of Jaeger's state model for the HOMFLY polynomi…

2008-10-17abs ↗pdf ↗

Study Q-learning with averaging for reinforcement learning, proving efficient inference and error bounds.

problem Efficient inference and error bounds for Q-learning with averaging.
method Functional central limit theorem and asymptotic linear estimator for optimal Q-value function.
result Standardized partial-sum process converges weakly to a rescaled Brownian motion, matching instance-dependent lower bound for error.

New streaming methods improve convergence rates for optimization problems.

problem Optimizing large-scale, sequential data problems.
method Time-varying mini-batches and Polyak-Ruppert averaging for gradient-based algorithms.
result Time-varying mini-batches and averaging achieve optimal convergence and variance reduction.

New SPS variant improves non-smooth optimization without small gradients.

problem Improving non-smooth optimization without small gradients.
method Safeguarded Stochastic Polyak Step Size (SPSsafe_{safe}) for non-smooth optimization.
result Rigorous convergence guarantees for non-smooth convex optimization without strong assumptions.

We enhance the biquandle counting invariant using elements of truncated biquandle-labeled Polyak algebras. These finite type enhancements reduce to the finite type enhancements defined by Goussarov, Polyak and Viro for the trivial biquandle of one element and determine (but are not determined by) the biquandle counting…

2015-06-02abs ↗pdf ↗

Formula for Milnor triple linking number in link diagrams with multiple crossings.

problem Calculating Milnor triple linking number for complex link diagrams.
method Polyak-Viro type formula with explicit computation of configuration space integral.
result Formula applicable to diagrams with triple or more crossings.

New convergence bounds for shuffling-based SGD methods in distributed learning.

problem Analyzing the performance of shuffling-based variants of SGD in distributed learning.
method Study of minibatch and local Random Reshuffling methods, proving convergence bounds and lower bounds.
result Shuffling-based variants converge faster than with-replacement sampling methods, and the bounds are tight.

Gradient methods work well on overparameterized diagonal linear networks.

problem Understanding why gradient-based methods work well in overparameterized models.
method Study of Deep Diagonal Linear Networks with gradient flow analysis.
result Gradient flow on layer parameters induces a mirror-flow dynamic in the effective parameter space, leading to explicit convergence guarantees.

Although it is known that the dimension of the Vassiliev invariants of degree three of long virtual knots is seven, the complete list of seven distinct Gauss diagram formulas have been unknown explicitly, where only one known formula was revised without proof. In this paper, we give seven Gauss diagram formulas to pres…

2019-05-04abs ↗pdf ↗

New methods solve min-max problems on manifolds using Riemannian Hamiltonians.

problem Min-max optimization on Riemannian manifolds.
method Riemannian Hamiltonian methods (RHM) to minimize the Hamiltonian function.
result RHM leads to correct search directions and global optimality in min-max problems.

The paper offers precise bounds for averaged LSA iterates in linear systems.

problem Computing approximate solutions of linear systems with noisy observations.
method Finite-time analysis of LSA algorithms with Polyak-Ruppert averaging.
result Sharp high-probability bounds for averaged LSA iterates.

Goussarov, Polyak, and Viro proved that finite type invariants of knots are ``finitely multi-local'', meaning that on a knot diagram, sums of quantities, defined by local information, determine the value of the knot invariant. The result implies the existence of Gauss diagram combinatorial formulas for finite type inva…

2007-11-26abs ↗pdf ↗

New formulas classify higher-dimensional knots and links.

problem Classifying smooth embeddings of (21)(2\ell-1)-spheres into R3\mathbb{R}^{3\ell}.
method Similar to Goussarov-Polyak-Viro, project higher-dimensional knots onto a hyperplane and study double and singular points.
result Obtained combinatorial formulas for invariants of smooth embeddings of (4k1)(4k-1)-dimensional knots and links in R6k\mathbb{R}^{6k}.

Analyze SGD with biased gradients, improving convergence rates and accuracy.

problem Analyzing the convergence of SGD with biased gradients.
method Derive convergence results for smooth non-convex functions and quantify the impact of bias magnitude.
result Improved rates under the Polyak-Lojasiewicz condition and insights into how bias magnitude affects accuracy and convergence.

This paper proves AdaGrad and Adam converge linearly under PL inequality.

problem Understanding the convergence of adaptive gradient methods.
method Unified approach proving AdaGrad and Adam converge linearly under PL inequality.
result AdaGrad and Adam converge linearly when the cost function is smooth and satisfies PL inequality.

The paper refines optimization algorithms using Lyapunov functions and differential equations.

problem Improving convergence rates of optimization algorithms.
method Revisiting Fazylab's framework, relaxing conditions, and introducing new differential equations.
result Improved convergence rates for optimization algorithms, including Nesterov and Polyak algorithms.

Minimal sets of moves for isotopic knots and trivalent graphs identified.

problem Identifying minimal sets of moves for isotopic knots and trivalent graphs.
method Provided and proved the existence of minimal generating sets of oriented Reidemeister moves for isotopic knots and spatial trivalent graphs.
result Twelve minimal generating sets of oriented Reidemeister moves for isotopic knots and ten for spatial trivalent graphs identified.

Stochastic GD converges linearly for CV@R learning under certain conditions.

problem Optimizing CV@R in statistical learning with non-convex loss functions.
method Stochastic Gradient Descent with Polyak-Łojasiewicz condition.
result Stochastic GD achieves linear convergence for CV@R learning.

Paper proposes WD-DP ERM for distributed learning with improved privacy and performance.

problem Training models in distributed settings with privacy and performance guarantees.
method Weighted distributed differential privacy (WD-DP) for ERM, considering different weights of clients.
result Improved noise bound and excess empirical risk bound in distributed settings.

Paper improves confidence intervals for LSA with multiplier bootstrap.

problem Improving confidence intervals for parameter estimation in LSA.
method Berry-Esseen bound for multivariate normal approximation and multiplier bootstrap.
result Valid confidence intervals for parameter estimation in LSA.

New analysis shows GMD can converge linearly under PL-like conditions.

problem Establishing linear convergence for generalized mirror descent.
method PL-based analysis for time-dependent mirrors, Taylor-series approach for stochastic GMD.
result Linear convergence of stochastic GMD under PL-like conditions.