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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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48 results for Random perturbations

This work improves structured prediction by learning the balance between signal and random noise.

problem Structured prediction with random perturbations.
method Learning the variance of randomized structured predictors to balance signal and noise.
result Learning the balance improves structured prediction effectiveness.

EVILL uses randomised perturbations to improve exploration in bandit problems.

problem Improving exploration in structured stochastic bandit problems.
method Solves for the minimiser of a linearly perturbed regularised negative log-likelihood function.
result EVILL matches the performance of Thompson-sampling-style methods in theory and practice.

Study analyzes perturbations in singular subspaces under random noise.

problem Understanding singular vector and subspace changes in signal-plus-noise models.
method Generalized Davis-Kahan-Wedin theorem for any unitarily invariant norm, considering \ell_\infty and 2,\ell_{2,\infty} bounds.
result Fine-grained insights into singular vector and subspace perturbations, including \ell_\infty and 2,\ell_{2,\infty} bounds.

Improved perturbation reduces matrix condition number to O(n) with minimal storage.

problem Reducing the condition number of deterministic matrices for efficient algorithmic use.
method Introduced pattern matrices and sparse perturbations with dependent entries.
result Condition number reduced to O(n) with O(n) random numbers in O(log n) precision.

We introduce an efficient message passing scheme for solving Constraint Satisfaction Problems (CSPs), which uses stochastic perturbation of Belief Propagation (BP) and Survey Propagation (SP) messages to bypass decimation and directly produce a single satisfying assignment. Our first CSP solver, called Perturbed Blief …

2014-01-26abs ↗pdf ↗

Most random ReLU networks are vulnerable to small, Euclidean adversarial perturbations.

problem Vulnerability of ReLU networks to adversarial attacks.
method Analysis of random ReLU networks with decreasing dimensions, using gradient flow and descent.
result Most examples can be perturbed by small Euclidean distances via gradient methods.

The paper introduces a method to improve adversarial robustness in neural networks using randomized perturbations.

problem Deep neural networks are sensitive to small perturbations on correctly classified examples, leading to erroneous predictions.
method The approach uses randomized perturbations to optimize the worst case loss function over all possible substitutions of training examples, ensuring that substitution likelihood is weighted by the proximity to the original word.
result The method achieves performance gains and differentially-private model training, improving robustness against adversarial attacks.

As most natural resources, fisheries are affected by random disturbances. The evolution of such resources may be modelled by a succession of deterministic process and random perturbations on biomass and/or growth rate at random times. We analyze the impact of the characteristics of the perturbations on the management o…

2019-09-04abs ↗pdf ↗

Introduces RPU to explain randomization preference in dynamic settings.

problem Explains preference for randomization in dynamic investment problems.
method Introduces recursive perturbed utility (RPU) to incorporate randomization preference.
result Proves RPU-optimal portfolio policy is Gaussian and can be expressed in closed form.

A new exploration strategy for contextual bandits reduces regret and is computationally efficient.

problem Improving exploration in contextual bandits to reduce regret.
method Feature perturbation, injecting randomness directly into feature inputs.
result Achieves ildeO(dT) ilde{\mathcal{O}}(d\sqrt{T}) worst-case regret bound, surpassing existing methods.

Extends randomized smoothing to certify robustness against various threat models and adversarial perturbations.

problem Certifying robustness of classifiers against adversarial perturbations.
method Develops a method to certify robustness against any p\ell_p (pN>0p\in\mathbb{N}_{>0}) minimized adversarial perturbation.
result Randomized smoothing suffers from the curse of dimensionality, reducing effective radius as pp increases.

We investigate two perturbation approaches to overcome conservatism that optimism based algorithms chronically suffer from in practice. The first approach replaces optimism with a simple randomization when using confidence sets. The second one adds random perturbations to its current estimate before maximizing the expe…

2019-12-11abs ↗pdf ↗

Study efficient learning of robust halfspaces with noise.

problem Learning robust halfspaces in the presence of adversarial perturbations and random label noise.
method Provides conditions for robust learnability and a simple algorithm for any ℓ_p perturbation.
result Simple computationally efficient algorithm for robust learning with random label noise.

DIP-FAT improves adversarial training by diversifying perturbations.

problem Adversarial examples fool deep neural networks, leading to overfitting and poor performance.
method DIP-FAT uses random directions to diversify perturbations in adversarial training.
result DIP-FAT reduces overfitting and improves clean data accuracy.

Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian copula approach allows introducing the skew information of both random variables into the co-dependence structure. The analytical expression of…

2010-02-27abs ↗pdf ↗

LMC improves sampling from complex distributions using quasi-random sequences.

problem Sampling from complex high-dimensional distributions with high accuracy.
method Using completely uniformly distributed (CUD) sequences in Langevin Monte Carlo (LMC) to generate Gaussian perturbations.
result LMC with low-discrepancy CUD sequences achieves smaller estimation error than standard LMC.

Paper shows robustness of gradient descent in matrix sensing despite perturbations.

problem Understanding robustness of gradient descent in matrix sensing.
method Developed perturbed gradient flow to capture noise and improve robustness.
result Gradient descent is robust to perturbations in matrix sensing.

The paper analyzes how random perturbations affect RSVD and its applications.

problem Analyzing the impact of random perturbations on RSVD.
method Derives bounds for distances between exact and approximated singular vectors using RSVD.
result Established nearly-optimal convergence rates and asymptotic normality for RSVD in various inference problems.

The paper addresses uncertainties in spectral clustering of corrupted data.

problem Uncertainties in spectral clustering due to measurement errors and missing data.
method Mathematical framework based on random set theory for Monte Carlo approximation of expected clusterings.
result Consistent quantities of interest for evaluating clusterings in corrupted data.

We first analyze the integrated density of states (IDS) of periodic Schrödinger operators on an amenable covering manifold. A criterion for the continuity of the IDS at a prescribed energy is given along with examples of operators with both continuous and discontinuous IDS'. Subsequently, alloy-type perturbations of th…

2007-05-08abs ↗pdf ↗

We study two randomized algorithms for generalized linear bandits. The first, GLM-TSL, samples a generalized linear model (GLM) from the Laplace approximation to the posterior distribution. The second, GLM-FPL, fits a GLM to a randomly perturbed history of past rewards. We analyze both algorithms and derive $\tilde{O}(…

2019-06-21abs ↗pdf ↗

Improved online Lasso reduces regret in sparse linear contextual bandits.

problem Sparse linear contextual bandit problem with inefficient sampling.
method Perturbed adversary approach to alleviate sampling inefficiency.
result Online Lasso achieves O(kTlogd)\mathcal{O}(\sqrt{kT\log d}) regret bound.

Classical matrix perturbation results, such as Weyl's theorem for eigenvalues and the Davis-Kahan theorem for eigenvectors, are general purpose. These classical bounds are tight in the worst case, but in many settings sub-optimal in the typical case. In this paper, we present perturbation bounds which consider the natu…

2017-06-20abs ↗pdf ↗

We show how to turn any classifier that classifies well under Gaussian noise into a new classifier that is certifiably robust to adversarial perturbations under the 2\ell_2 norm. This "randomized smoothing" technique has been proposed recently in the literature, but existing guarantees are loose. We prove a tight robu…

2019-02-08abs ↗pdf ↗

Paper defends deep learning classifiers against channel-aware adversarial attacks.

problem Deep learning classifiers are vulnerable to adversarial attacks.
method Channel-aware adversarial attacks are presented and defended against.
result Certified defense based on randomized smoothing makes classifiers robust.

Wide networks learn from adversarial perturbations effectively.

problem Understanding why adversarial examples deceive classifiers and transfer between models.
method Assumed wide two-layer networks, proved with theoretical analysis.
result Adversarial perturbations contain class-specific features for networks to generalize.

Overparametrized models are vulnerable to adversarial perturbations, affecting robust generalization.

problem Understanding how overparametrization impacts robustness in adversarial training.
method Analyzing random features regression models with a precise asymptotic formula.
result High overparametrization can hurt robust generalization in adversarially trained models.

Randomized smoothing is the current state-of-the-art defense with provable robustness against 2\ell_2 adversarial attacks. Many works have devised new randomized smoothing schemes for other metrics, such as 1\ell_1 or \ell_\infty; however, substantial effort was needed to derive such new guarantees. This begs the q…

2020-02-19abs ↗pdf ↗

Exact simulation method for market impact estimation under various execution strategies.

problem Estimating market impact from observed price trajectories under different execution strategies.
method Conditional simulation of point processes under perturbed intensities.
result Exact, event-driven algorithm for reconstructing counterfactual paths.

Hierarchical randomized smoothing improves model robustness for complex data.

problem Certifying robustness on complex data (e.g. images, graphs) is challenging.
method Add random noise to a randomly selected subset of entities in a hierarchical manner.
result Hierarchical randomized smoothing yields stronger robustness guarantees with high accuracy.