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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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6491,2971,9462,594 · Jun 202019922001200920172026
48 results for Sharpness of Loss

ASAM improves deep neural network generalization by adapting sharpness to scale.

problem Fixed-radius sharpness measure is sensitive to parameter scaling, weakening its connection to generalization.
method Introduces adaptive sharpness, a scale-invariant measure, and proposes ASAM for deep learning.
result ASAM significantly improves model generalization performance across various datasets.

We introduce a scalable measure of curvature for analyzing training dynamics of large language models.

problem Analyzing the training dynamics of large language models due to high computational cost of measuring Hessian sharpness.
method We introduce critical sharpness and relative critical sharpness as computationally efficient measures capturing Hessian sharpness phenomena.
result We provide the first demonstration of sharpness phenomena at scale up to 7B parameters.

Monge SAM improves deep learning by making sharpness-aware minimization invariant to reparametrizations.

problem Non-invariance of sharpness-aware minimization (SAM) to reparametrizations.
method Introduces Monge SAM, a reparametrization-invariant version of SAM using a Riemannian metric.
result Monge SAM enhances robustness and generalization compared to previous methods.

SAM minimizes loss sharpness, improving adversarial transferability.

problem Improving adversarial transferability of deep neural networks.
method Evaluating surrogate models trained with seven minimizers, focusing on loss sharpness and flat neighborhoods.
result SAM minimizes loss sharpness, leading to better adversarial transferability.

LSAM optimizes deep learning training with improved efficiency.

problem Inefficiency in distributed large-batch training with Sharpness-Aware Minimization (SAM).
method Integrates SAM's adversarial steps with an asynchronous distributed sampling strategy.
result Higher final accuracy compared to data-parallel SAM.

Adversarial training makes logistic regression weight loss landscapes sharper.

problem Understanding why adversarial training sharpens the weight loss landscape in logistic regression.
method Theoretical analysis of linear logistic regression model with L2 norm constraints, and experiments on ResNet18.
result Adversarial training sharpens the weight loss landscape in linear logistic regression models.

DGSAM improves domain generalization by minimizing individual sharpness.

problem Improving domain generalization models that perform well on unseen target domains.
method Shifts DG paradigm toward minimizing individual sharpness across source domains.
result DGSAM reduces performance variance across domains with less computational overhead.

Study reveals sharp characterisation of local minima in neural network loss landscapes.

problem Characterizing local minima in high-dimensional two-layer ReLU neural networks.
method Exact low-dimensional representation of local minima using summary statistics and link with one-pass SGD dynamics.
result Local minima in overparameterized neural networks form discrete families with varying stability and reachability.

DASH improves ensemble generalizability by encouraging diverse, flat loss landscapes.

problem Improving generalization and robustness of deep ensembles.
method DASH promotes diversity and flatness in deep ensembles by encouraging base learners to move towards low-loss regions of minimal sharpness.
result DASH improves ensemble generalizability, as demonstrated by extensive empirical evidence.

The overarching goal of this paper is to derive excess risk bounds for learning from exp-concave loss functions in passive and sequential learning settings. Exp-concave loss functions encompass several fundamental problems in machine learning such as squared loss in linear regression, logistic loss in classification, a…

2014-01-18abs ↗pdf ↗

VAE struggles with distribution class sharpness, which can be learned dynamically.

problem VAE struggles with distribution class sharpness, leading to blurry reconstructions.
method Established that VAE fails if distribution class sharpness does not match data scale. Suggested learning distribution sharpness dynamically.
result Dynamic adjustment of distribution sharpness improves VAE performance, escaping local optima.

New optimization method improves generalization across various tasks.

problem Improving zeroth-order optimization for better generalization.
method Exponential tilting objective to connect zeroth-order optimization with sharpness-aware minimization.
result Achieves better generalization compared to vanilla zeroth-order baselines.

Efficiently learns Single-Index Models with constant factor approximation.

problem Learning Single-Index Models under L22L_2^2 loss with unknown link functions.
method An efficient algorithm using alignment sharpness for optimization.
result Achieves constant factor approximation to optimal loss for various distributions and link functions.

This paper improves SAM by reformulating it as a bilevel optimization problem.

problem Improving Sharpness-Aware Minimization (SAM) for better performance.
method Reformulate SAM as a bilevel optimization problem using a 0-1 loss surrogate.
result BiSAM consistently results in improved performance compared to SAM and its variants.

Gradient descent at edge of stability stabilizes implicitly, following projected gradient descent.

problem Gradient descent's stability and sharpness behavior at the edge of instability.
method Cubic Taylor expansion analysis of gradient descent dynamics.
result Gradient descent at edge of stability implicitly follows projected gradient descent.

New quantile methods improve uncertainty quantification across various models.

problem Improper quantile loss limits model flexibility and accuracy.
method Developed new quantile methods that optimize for calibration, sharpness, and centered intervals.
result Improved conditional quantiles and better uncertainty quantification across diverse models.

Novel oracle-type inequality for logistic loss in DNNs achieves sharp convergence rates.

problem Generalization analysis for binary classification with DNNs and logistic loss.
method Established an oracle-type inequality to handle the boundedness of the target function.
result Optimal convergence rates for fully connected ReLU DNN classifiers trained with logistic loss.

SharpBalance improves deep ensemble performance by balancing sharpness and diversity.

problem Improving deep ensemble performance in both in-distribution and out-of-distribution scenarios.
method Introducing SharpBalance, a novel training approach that balances sharpness and diversity within ensembles.
result SharpBalance effectively improves the sharpness-diversity trade-off and ensemble performance in ID and OOD scenarios.

The problem of devising learning strategies for discrete losses (e.g., multilabeling, ranking) is currently addressed with methods and theoretical analyses ad-hoc for each loss. In this paper we study a least-squares framework to systematically design learning algorithms for discrete losses, with quantitative character…

2018-10-16abs ↗pdf ↗

The paper studies the loss landscape of regularized deep matrix factorization, revealing unique and sharp minimizers.

problem Understanding the loss landscape and minimizers of regularized deep matrix factorization problems.
method Theoretical analysis of 2\ell^2-regularized deep matrix factorization/deep linear network training problems with squared-error loss.
result The unique end-to-end minimizer exists for all target matrices except for a set of Lebesgue measure zero.

The study analyzes sharpness dynamics in neural networks, revealing mechanisms and conditions.

problem Understanding sharpness in neural network training.
method Fixed point analysis and edge of stability analysis in a simplified 2-layer linear network.
result Reveals mechanisms behind sharpness trends, conditions for edge of stability, and a period-doubling route to chaos.

Omega ratio, defined as the probability-weighted ratio of gains over losses at a given level of expected return, has been advocated as a better performance indicator compared to Sharpe and Sortino ratio as it depends on the full return distribution and hence encapsulates all information about risk and return. We comput…

2019-10-15abs ↗pdf ↗

Full-batch GD achieves generalization close to any stationary point with fewer assumptions.

problem Generalization and excess risk bounds for smooth losses, including non-Lipschitz and nonconvex cases.
method Path-dependent analysis of GD's generalization error, focusing on optimization error and stability.
result Generalization error is tightly bound in terms of optimization error and iteration count, bypassing common assumptions.

Paper finds sharpness differences in transformer blocks accelerating LLM training.

problem Understanding and accelerating large language model pre-training.
method Uncovering sharpness disparity across transformer blocks and proposing Blockwise Learning Rate.
result Blockwise Learning Rate strategy accelerates LLM pre-training with lower loss and speedup.

Deep networks can interpolate noisy data without losing generalization.

problem Characterizing the relationship between interpolation and generalization in overparameterized deep networks.
method Analyzing the loss landscape of neural network functions over volumes around training data points, varying model parameters and training epochs.
result Loss sharpness in the input space follows a double descent, with large models predicting noisy targets over larger volumes around training data points.

Classification outperforms regression in portfolio construction, yielding higher Sharpe ratios.

problem Determining which machine learning approach (classification vs. regression) is more effective for portfolio construction.
method Used stacking ensemble of gradient boosted tree, random forest, and neural network models.
result Classification yields higher Sharpe ratios and economically significant alphas compared to regression.

The paper optimizes forecasting for risk-adjusted decisions under trading frictions.

problem Optimizing forecasting accuracy for investment decisions in the presence of transaction costs.
method Develops a utility-weighted calibration criterion to minimize decision loss net of costs.
result Utility-weighted calibration reduces decision loss by over 30% and improves Sharpe ratio.

Unified calibration metrics improve forecast sharpness and accuracy.

problem Improving the sharpness of probabilistic forecasts while maintaining calibration.
method Kernel-based calibration metrics that unify and generalize existing methods for classification and regression.
result Enhanced calibration, sharpness, and decision-making across various tasks.

SGD noise helps select flat minima by concentrating in sharp directions and being proportional to loss value.

problem Understanding the implicit regularization of SGD and selecting flat minima in over-parameterized models.
method Relating SGD's linear stability to the Frobenius norm of the Hessian and analyzing the alignment property of SGD noise.
result Flat minima are linearly stable for SGD, and their sharpness is bounded independently of model size and sample size.