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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.

168,695 papers · 148 categories

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2.5%5.0%7.5%10.0% · May 199519922001200920172026
48 results for Trajectory Escape

Algorithm finds safe zones in policy Markov Decision Processes to limit trajectory escape.

problem Finding safe zones in policy Markov Decision Processes to limit trajectory escape.
method Bi-criteria approximation learning algorithm with polynomial sample complexity.
result Achieves almost 2 approximation for both escape probability and safe zone size.

Mode connectivity is a recently introduced frame- work that empirically establishes the connected- ness of minima by finding a high accuracy curve between two independently trained models. To investigate the limits of this setup, we examine the efficacy of this technique in extreme cases where the input models are trai…

2018-06-18abs ↗pdf ↗

Paper learns Koopman operator from sparse data, escaping function space constraints.

problem Learning Koopman operator from non-closed function spaces.
method Operator stochastic approximation algorithm using conditional mean embeddings (CME).
result Online sparse learning algorithm with trajectory-based sampling guarantees.

Open manifolds with nonnegative Ricci curvature have virtually abelian fundamental groups if they escape from bounded balls at a small rate.

problem Understanding the fundamental groups of open manifolds with nonnegative Ricci curvature.
method Analyzing the escape rate of minimal geodesic loops and relating it to the fundamental group's properties.
result If an open manifold has a small escape rate, its fundamental group is virtually abelian.

Study shows how anisotropic data affects learning dynamics in phase retrieval.

problem Understanding learning dynamics in phase retrieval with anisotropic Gaussian inputs.
method Developed a tractable reduction to reveal a three-phase trajectory and derived scaling laws.
result Found that anisotropy leads to a three-phase trajectory: fast escape, slow convergence, and spectral-tail learning.

Classifies conformal transformations in spacetimes without observer horizons.

problem Understanding conformal transformations in spacetimes without observer horizons.
method Proves classification of conformal transformations into two types: escaping and non-escaping.
result Conformal transformations of Einstein's static universe are classified.

The paper analyzes neural network dynamics after weights escape the origin.

problem Understanding gradient flow dynamics of neural networks after the origin.
method Analyzes gradient flow of homogeneous neural networks with locally Lipschitz gradients.
result Characterizes the first saddle point encountered after escaping the origin.

We shortly review the statistical properties of the escape times, or hitting times, for stock price returns by using different models which describe the stock market evolution. We compare the probability function (PF) of these escape times with that obtained from real market data. Afterwards we analyze in detail the ef…

2008-10-08abs ↗pdf ↗

New algorithm helps escape saddle points in optimization problems.

problem Optimizing smooth non-convex functions to avoid saddle points.
method Perturbed Saddle-escape Descent (PSD) algorithm with explicit constants.
result PSD finds approximate second-order stationary points efficiently.

The paper proves Zimmer's conjecture for non-uniform lattices by controlling mass escape and Lyapunov exponents.

problem Proving Zimmer's conjecture for non-uniform lattices in higher-rank semisimple Lie groups.
method Establishes finiteness of low-dimensional actions, introduces novel techniques to control mass escape and Lyapunov exponents.
result Proves Zimmer's conjecture for many non-uniform lattices, improving previous results.

New methods help escape strict saddle points in nonsmooth optimization.

problem Escaping strict saddle points in nonsmooth optimization.
method An inexact stochastically perturbed gradient method applied to the Moreau envelope.
result A variety of algorithms for nonsmooth optimization can efficiently escape strict saddle points of the Moreau envelope.

Deep ReLU networks escape from the origin via saddle points with a low-rank bias.

problem Understanding the dynamics of gradient descent in deep ReLU networks.
method Analysis of escape directions and singular values of weight matrices.
result The first singular value of the \ell-th layer weight matrix is at least 14\ell^{\frac{1}{4}} larger than any other singular value.

Geodesic loops escape from balls at a sublinear rate imply virtually abelian fundamental group.

problem Understanding fundamental groups of open manifolds with nonnegative Ricci curvature.
method Generalizing the Cheeger-Gromoll splitting theorem to sublinear escape rates.
result Fundamental groups of open manifolds with nonnegative Ricci curvature are virtually abelian if geodesic loops escape sublinearly.

GANs improve stochastic dynamics prediction by selecting randomly between models.

problem Accurately generating stochastic dynamics from multi-model GANs.
method Applying GANs to a lattice stochastic process, adding noise, and selecting randomly between models.
result Multi-model approach leads to significant improvement in accuracy of stochastic dynamics prediction.

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently get stuck in local optima. This work addresses these weaknesses by combining re…

2019-05-14abs ↗pdf ↗

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the volatility in order to work out the problem for the return alone regardless volatilit…

2008-07-07abs ↗pdf ↗

We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be considered as a generalization of the Heston model, where the geometric Brownian motion…

2006-12-04abs ↗pdf ↗

Data describing historical growth of income per capita [Gross Domestic Product per capita (GDP/cap)] for the world economic growth and for the growth in Western Europe, Eastern Europe, Asia, former USSR, Africa and Latin America are analysed. They follow closely the linearly-modulated hyperbolic distributions represent…

2016-03-05abs ↗pdf ↗

This paper proposes a new global optimization algorithm using deep learning.

problem Developing efficient algorithms for global optimization of non-convex functions.
method Two-phase approach: minimization phase with model-driven deep learning, escaping phase with reinforcement learning.
result The proposed algorithm significantly outperforms classical optimization methods and handles ill-posed functions.

Nonconvex optimization algorithms with random initialization have attracted increasing attention recently. It has been showed that many first-order methods always avoid saddle points with random starting points. In this paper, we answer a question: can the nonconvex heavy-ball algorithms with random initialization avoi…

2019-07-23abs ↗pdf ↗

Study of SGD with state-dependent noise, improving escape from local minima.

problem Understanding and improving the dynamics of SGD in non-convex optimization.
method Formal study on SGD with state-dependent noise, proposing power-law dynamic with state-dependent diffusion.
result Power-law dynamic can escape from sharp minima exponentially faster than flat minima.

Although gradient descent (GD) almost always escapes saddle points asymptotically [Lee et al., 2016], this paper shows that even with fairly natural random initialization schemes and non-pathological functions, GD can be significantly slowed down by saddle points, taking exponential time to escape. On the other hand, g…

2017-05-29abs ↗pdf ↗

A new method helps escape saddle points in non-convex optimization.

problem Escaping saddle points in non-convex optimization problems.
method CNC-SCSG method using a separate SGD step to help escape from strict saddle points.
result The method converges to a second-order stationary point with a rate of O(ε2log(1/ε))O(ε^{-2} log(1/ε)).

The paper analyzes how noise geometry influences the performance of SGD in machine learning.

problem Understanding how noise geometry affects the performance of stochastic gradient descent.
method Developed two metrics to quantify noise alignment strength and analyzed their effects on loss and subspace projection dynamics.
result Noise geometry can be used to guarantee alignment under certain conditions, aiding SGD's ability to escape from sharp minima.

Gradient descent trains both layers of a ReLU network to fit a linear model.

problem Training dynamics of a ReLU network to fit a linear target function.
method Jointly training both layers of a one-hidden-layer ReLU network in a realizable setting with Gaussian inputs and labels.
result Gradient descent from a small random initialization converges to a global minimizer at a linear rate with optimal sample complexity.

New metrics help predict Brownian motion on surfaces and higher dimensions.

problem Predicting Brownian motion on complex surfaces and higher dimensions.
method Developed new metrics (Uniform Drainage Metric) for surfaces and higher dimensions.
result Uniform Drainage Metric predicts Brownian motion's narrow escape time consistently.

SGD without replacement decouples into curvature-following and flatness-regularizing steps.

problem Theoretical analysis of SGD without replacement for large-scale neural networks.
method Analysis of SGD without replacement in a realistic regime, considering high curvature and flatness.
result Optimizing with SGD without replacement is locally equivalent to an additional regularizer step.

New algorithm learns Koopman operator online, with complexity control and convergence guarantees.

problem Online learning of Koopman operator for general nonlinear systems.
method Sparse online learning via stochastic approximation, RKHS action, CME operator.
result Provably convergent algorithm with finite-time guarantees in mis-specified setting.

Adaptive methods such as Adam and RMSProp are widely used in deep learning but are not well understood. In this paper, we seek a crisp, clean and precise characterization of their behavior in nonconvex settings. To this end, we first provide a novel view of adaptive methods as preconditioned SGD, where the precondition…

2019-01-26abs ↗pdf ↗

Study SGD dynamics in sequence models, revealing training phases and influence of sequence length.

problem Understanding SGD in sequence models like attention networks.
method Derived closed-form population loss and analyzed SGD dynamics for SSI models.
result Two distinct training phases: escape from uninformative initialization and alignment with target subspace.

Two-layer networks learn hard GLMs with SGD in high dimensions.

problem Learning hard generalized linear models with SGD in high-dimensional settings.
method Reduction of SGD dynamics to a stochastic process in lower dimensions, focusing on the role of stochasticity.
result Overparameterization enhances convergence by a constant factor, suggesting minimal role of stochasticity.

Riemannian gradient descent escapes some spurious critical points on low-rank matrix manifold.

problem Spurious critical points on the boundary of low-rank matrix manifold.
method Riemannian gradient descent with dynamical low-rank approximation and rescaled gradient flow.
result Riemannian gradient descent escapes some spurious critical points on the boundary of the manifold.

New kk-step policy gradient method avoids local optima in restricted policy classes.

problem Suboptimal local optima in policy gradient methods for restricted policy classes.
method Proposes a kk-step policy gradient method to escape myopic local optima.
result The method converges to near optimal solutions exponentially close to the optimal deterministic policy.

The expectation-maximization (EM) algorithm has been widely used in minimizing the negative log likelihood (also known as cross entropy) of mixture models. However, little is understood about the goodness of the fixed points it converges to. In this paper, we study the regions where one component is missing in two-comp…

2019-07-08abs ↗pdf ↗