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.
The paper develops sum-of-squares relaxations for computing -divergences.
New method relaxes optimization problems to find solutions more reliably.
Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this paper, we study the statistical limits of convex relaxations. Particularly, we con…
Near isometric orthogonal embeddings to lower dimensions are a fundamental tool in data science and machine learning. In this paper, we present the construction of such embeddings that minimizes the maximum distortion for a given set of points. We formulate the problem as a non convex constrained optimization problem. …
EGAE improves graph clustering by utilizing GAE's representations in a way consistent with relaxed k-means theory.
The paper develops a theory for speculative decoding acceptance criteria.
Finding efficient and provable methods to solve non-convex optimization problems is an outstanding challenge in machine learning and optimization theory. A popular approach used to tackle non-convex problems is to use convex relaxation techniques to find a convex surrogate for the problem. Unfortunately, convex relaxat…
We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP) in methods such as PhaseLift and compete with recently developed non-convex techn…
We propose a DC proximal Newton algorithm for solving nonconvex regularized sparse learning problems in high dimensions. Our proposed algorithm integrates the proximal Newton algorithm with multi-stage convex relaxation based on the difference of convex (DC) programming, and enjoys both strong computational and statist…
Bell's Theorem shows that quantum mechanical correlations can violate the constraints that the causal structure of certain experiments impose on any classical explanation. It is thus natural to ask to which degree the causal assumptions -- e.g. locality or measurement independence -- have to be relaxed in order to allo…
Non-equilibrium phenomena occur not only in physical world, but also in finance. In this work, stochastic relaxational dynamics (together with path integrals) is applied to option pricing theory. A recently proposed model (by Ilinski et al.) considers fluctuations around this equilibrium state by introducing a relaxati…
New algorithms improve neural architecture search with faster convergence.
CO-BED optimizes experiments using Bayesian methods and information theory.
We generalize stochastic smoothing for gradient estimation of non-differentiable functions.
We develop a framework for the analysis of deep neural networks and neural ODE models that are trained with stochastic gradient algorithms. We do that by identifying the connections between control theory, deep learning and theory of statistical sampling. We derive Pontryagin's optimality principle and study the corres…
New bounds for MCMC on discrete spaces without dimension dependence.
Study relaxes identification assumptions for natural direct effects in non-randomized settings.
New method improves neural network verification by considering multivariate input space of ReLU neurons.
Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be known exactly in advance. However, uncertainties exist due to sampling distortion, …
New regularizers tighten convex relaxation bounds for neural networks.
Improved neural network robustness certification through tighter convex relaxations.
CMDNet simplifies MAP detection for large systems with probabilistic relaxation.
We construct manifestly superconformal field theories in six dimensions which contain a non-Abelian tensor multiplet. In particular, we show how principal 3-bundles over a suitable twistor space encode solutions to these self-dual tensor field theories via a Penrose-Ward transform. The resulting higher or categorified …
Consider a dataset of vector-valued observations that consists of noisy inliers, which are explained well by a low-dimensional subspace, along with some number of outliers. This work describes a convex optimization problem, called REAPER, that can reliably fit a low-dimensional model to this type of data. This approach…
In this note we compare two recently proposed semidefinite relaxations for the sparse linear regression problem by Pilanci, Wainwright and El Ghaoui (Sparse learning via boolean relaxations, 2015) and Dong, Chen and Linderoth (Relaxation vs. Regularization A conic optimization perspective of statistical variable select…
New results on risk estimation for SVM and related methods.
Solves geometric problems using fully nonlinear equations and Morse theory.
Despite their impressive performance on diverse tasks, neural networks fail catastrophically in the presence of adversarial inputs---imperceptibly but adversarially perturbed versions of natural inputs. We have witnessed an arms race between defenders who attempt to train robust networks and attackers who try to constr…
We propose convex relaxations for convolutional neural nets with one hidden layer where the output weights are fixed. For convex activation functions such as rectified linear units, the relaxations are convex second order cone programs which can be solved very efficiently. We prove that the relaxation recovers the glob…
Extends graph factor system to quasi-median graphs.
This paper analyzes the convergence of Federated Average under relaxed assumptions.
By doubling the target space of a canonical Courant algebroid and subsequently projecting down to a specific subbundle, we identify the data of double field theory (DFT) and hence define its algebroid structure. We specify the properties of the DFT algebroid. We show that one of the Courant algebroid properties plays t…
The paper relaxes constraints on predictive coding models, making them more biologically plausible.
Theory for deep neural network approximation of score function and its derivatives.
GPIRT uses Gaussian processes to estimate latent traits and IRFs from binary responses.
Due to challenging applications such as collaborative filtering, the matrix completion problem has been widely studied in the past few years. Different approaches rely on different structure assumptions on the matrix in hand. Here, we focus on the completion of a (possibly) low-rank matrix with binary entries, the so-c…
Cooperation information sharing is important to theories of human learning and has potential implications for machine learning. Prior work derived conditions for achieving optimal Cooperative Inference given strong, relatively restrictive assumptions. We relax these assumptions by demonstrating convergence for any disc…
In this work we study convex relaxations of quadratic optimisation problems over permutation matrices. While existing semidefinite programming approaches can achieve remarkably tight relaxations, they have the strong disadvantage that they lift the original -dimensional variable to an -d…
A universal interatomic potential for an arbitrary set of chemical elements is urgently needed in computational materials science. Graph convolution neural network (GCN) has rich expressive power, but previously was mainly employed to transport scalars and vectors, not rank tensors. As classic interatomic poten…
Statistical image reconstruction (SIR) methods are studied extensively for X-ray computed tomography (CT) due to the potential of acquiring CT scans with reduced X-ray dose while maintaining image quality. However, the longer reconstruction time of SIR methods hinders their use in X-ray CT in practice. To accelerate st…
The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a third observed multinomial distribution. We study the entire relaxation path for thi…
Bayesian learning is often hampered by large computational expense. As a powerful generalization of popular belief propagation, expectation propagation (EP) efficiently approximates the exact Bayesian computation. Nevertheless, EP can be sensitive to outliers and suffer from divergence for difficult cases. To address t…
Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a quadratic optimization problem with an l0-norm penalty. Exactly enforcing the l0-no…
MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation. We propose a novel MAP relaxation that penalizes the Kullback-Leibler divergence…
In this paper, we study a nonconvex continuous relaxation of MAP inference in discrete Markov random fields (MRFs). We show that for arbitrary MRFs, this relaxation is tight, and a discrete stationary point of it can be easily reached by a simple block coordinate descent algorithm. In addition, we study the resolution …
Paper relaxes optimal transport using convex functions for data science.
New algorithm recovers sparse measures in polynomial time.
The paper shows that relaxing assumptions about causal graphs can lead to exponentially large equivalence classes.