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.
A random walk wn on a separable, geodesic hyperbolic metric space X converges to the boundary ∂X with probability one when the step distribution supports two independent loxodromics. In particular, the random walk makes positive linear progress. Progress is known to be linear with exponential decay when …
We consider the least-squares regression problem and provide a detailed asymptotic analysis of the performance of averaged constant-step-size stochastic gradient descent (a.k.a. least-mean-squares). In the strongly-convex case, we provide an asymptotic expansion up to explicit exponentially decaying terms. Our analysis…
Community detection in hypergraphs is explored. Under a generative hypergraph model called "d-wise hypergraph stochastic block model" (d-hSBM) which naturally extends the Stochastic Block Model from graphs to d-uniform hypergraphs, the asymptotic minimax mismatch ratio is characterized. For proving the achievability, w…
We introduce a novel algorithm that computes the k-sparse principal component of a positive semidefinite matrix A. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional eigen-subspace of A. We obtain provable approximation guarantees that depend on t…
In this paper, we study the online learning algorithm without explicit regularization terms. This algorithm is essentially a stochastic gradient descent scheme in a reproducing kernel Hilbert space (RKHS). The polynomially decaying step size in each iteration can play a role of regularization to ensure the generalizati…
We prove compactification theorems for some complete Kähler manifolds with nonnegative Ricci curvature. Among other things, we prove that a complete noncompact Kähler Ricci flat manifold with maximal volume growth and quadratic curvature decay is a crepant resolution of a normal affine algebraic variety. Furthermore, s…
We develop and analyze efficient "coordinate-wise" methods for finding the leading eigenvector, where each step involves only a vector-vector product. We establish global convergence with overall runtime guarantees that are at least as good as Lanczos's method and dominate it for slowly decaying spectrum. Our methods a…
We study the geometry of infinitely presented groups satisfying the small cancelation condition C'(1/8), and define a standard decomposition (called the criss-cross decomposition) for the elements of such groups. We use it to prove the Rapid Decay property for groups with the stronger small cancelation property C'(1/10…
As a step toward understanding the analytic behavior of Type-III Ricci flow singularities, i.e. immortal solutions that exhibit |Rm|<C/t curvature decay, we examine the linearization of an equivalent flow at fixed points discovered recently by Baird--Danielo and Lott: nongradient homogeneous expanding Ricci solitons on…
We consider the least-square linear regression problem with regularization by the ℓ1-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in low-dimensional settings. For various decays of the regularization parameter, w…
Recently, a new multi-step temporal learning algorithm, called Q(σ), unifies n-step Tree-Backup (when σ=0) and n-step Sarsa (when σ=1) by introducing a sampling parameter σ. However, similar to other multi-step temporal-difference learning algorithms, Q(σ) needs much memory consumption and computation tim…
The study introduces anytime learning schedules for large language models without fixed horizons.
problem Training large language models without knowing the total training horizon.
method Theoretical analysis and weight averaging to create anytime learning schedules.
result Theoretical and empirical evidence shows that weight averaging with simple step sizes can achieve comparable final loss to well-tuned cosine schedules.
This is the second in a series of three papers in which we initiate the study of very rough solutions to the initial value problem for the Einstein vacuum equations expressed relative to wave coordinates. By very rough we mean solutions which cannot be constructed by the classical techniques of energy estimates and Sob…
We prove boundedness and polynomial decay statements for solutions to the spin ±2 generalized Teukolsky system on a Reissner-Nordström background with small charge. The first equation of the system is the generalization of the standard Teukolsky equation in Schwarzschild for the extreme component of the curvature $…
We consider d-dimensional linear stochastic approximation algorithms (LSAs) with a constant step-size and the so called Polyak-Ruppert (PR) averaging of iterates. LSAs are widely applied in machine learning and reinforcement learning (RL), where the aim is to compute an appropriate θ∗∈Rd (that is a…
The paper presents a multi-power law for predicting loss curves across different learning rate schedules.
problem Understanding and optimizing the relationship between model performance and hyperparameters, especially learning rates.
method Proposes a multi-power law that combines power laws based on the sum of learning rates and additional laws for loss reduction due to decay.
result The multi-power law accurately predicts loss curves for unseen learning rate schedules and finds a schedule that outperforms cosine learning rate.