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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.

168,738 papers · 148 categories

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14294357 · May 202619922001200920172026
48 results for Two-level Minimax

Paper develops efficient algorithms for robust optimization across multiple groups.

problem Minimizing maximal empirical risk across distinct groups in robust optimization.
method Develops ALEG and ALEM algorithms for two-level finite-sum convex-concave minimax optimization.
result Achieves ε-accuracy with complexity O(m√(nlnm/ε)) and outperforms state-of-the-art methods.

This work analyzes generalization in federated learning using information theory.

problem Generalization performance in federated learning is less explored compared to centralized learning.
method The work applies an information-theoretic analysis via the conditional mutual information (CMI) framework to study federated learning's two-level generalization.
result The work derives multiple CMI-based bounds, including hypothesis-based CMI bounds and fast-rate evaluated CMI bounds, which improve convergence rates for specific model aggregation strategies and structured loss functions.

As a contribution to interpretable machine learning research, we develop a novel optimization framework for learning accurate and sparse two-level Boolean rules. We consider rules in both conjunctive normal form (AND-of-ORs) and disjunctive normal form (OR-of-ANDs). A principled objective function is proposed to trade …

2016-06-18abs ↗pdf ↗

Develops a two-level monotonic multistage recommender system for better user-specific prediction.

problem Leveraging user-item-stage dependencies in a monotonic chain of events for enhanced prediction accuracy.
method A multistage recommender system with a two-level monotonic property, using a large-margin classifier based on a nonnegative additive latent factor model.
result The proposed method outperforms existing methods in simulations and an article sharing dataset.

This work improves interpretability in deep learning models by introducing a two-level concept discovery framework.

problem High complexity and lack of interpretability in deep learning models, especially for safety-critical tasks.
method Concept Bottleneck Models (CBMs) framework combining vision-language models and data-driven coarse-to-fine concept selection.
result The proposed framework outperforms recent CBM approaches and provides a principled interpretability.

LARF improves random forests with attention mechanisms and contamination models.

problem Improving accuracy in classification tasks with random forests.
method Introduces a two-level attention mechanism and uses a mixture of contamination models.
result Significantly improved classification performance on various datasets.

This paper examines the valuation of American capped call options with two-level caps. The structure of the immediate exercise region is significantly more complex than in the classical case with constant cap. When the cap grows over time, making extensive use of probabilistic arguments and local time, we show that the…

2017-07-19abs ↗pdf ↗

Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that UCBUCB, M3M3, SS or Exp3Exp3 algorithms have good behaviours on average in RMG. Besides, hedging algorithms have been shown to be effective on predi…

2018-10-15abs ↗pdf ↗

We study the quantum synchronization between a pair of two-level systems inside two coupled cavities. By using a digital-analog decomposition of the master equation that rules the system dynamics, we show that this approach leads to quantum synchronization between both two-level systems. Moreover, we can identify in th…

2017-09-25abs ↗pdf ↗

A new method predicts stock ranking uncertainty to improve trading performance during regime shifts.

problem Ranking models fail during regime shifts, leading to suboptimal performance.
method Adapting DEUP to rankers, predicting rank displacement and uncertainty, and proposing a two-level deployment policy.
result The two-level deployment policy improves risk-adjusted performance and indicates DEUP adds value mainly as a tail-risk guard.

The stochastic variational inference (SVI) paradigm, which combines variational inference, natural gradients, and stochastic updates, was recently proposed for large-scale data analysis in conjugate Bayesian models and demonstrated to be effective in several problems. This paper studies a family of Bayesian latent vari…

2016-12-12abs ↗pdf ↗

Analysis of over-parameterized neural networks has drawn significant attention in recentyears. It was shown that such systems behave like convex systems under various restrictedsettings, such as for two-level neural networks, and when learning is only restricted locally inthe so-called neural tangent kernel space aroun…

2019-11-18abs ↗pdf ↗

A2SGD reduces distributed SGD communication to O(1) per worker.

problem Heavy communication costs in distributed SGD for large models.
method Two-level gradient averaging to consolidate gradients to two local averages.
result Achieves O(1) communication complexity per worker, significantly reducing traffic and training time.

The paper designs neural networks with assurance for controlling nonlinear systems.

problem Designing neural networks with assurance for nonlinear system control.
method Bounding the number of affine functions needed for a CPWA function, connecting it to a TLL NN architecture.
result The TLL NN architecture is parameterized by the number of affine functions in the CPWA function it realizes.

Two new algorithms solve nonconvex-strongly concave problems efficiently.

problem Solving nonconvex-strongly concave minimax problems.
method Proposed MINIMAX-TR and MINIMAX-TRACE algorithms.
result Find (ε,ε)(ε, \sqrtε)-second order stationary points within O(ε1.5)\mathcal{O}(ε^{-1.5}) iterations.

Paper explores generalization of AID-based bi-level optimization methods.

problem Uncertainty in generalization properties of AID-based bi-level optimization methods.
method Uniform stability analysis and convergence study of AID-based methods.
result AID-based methods can achieve similar generalization as single-level nonconvex problems.

A novel decentralized algorithm improves minimax optimization in federated learning.

problem Minimax optimization in federated learning with data heterogeneity.
method Decentralized Gradient Tracking (K-GT-Minimax) for nonconvex-strongly-concave optimization.
result Demonstrates superior convergence rate for NC-SC minimax optimization.

We investigate the use of Minimax distances to extract in a nonparametric way the features that capture the unknown underlying patterns and structures in the data. We develop a general-purpose and computationally efficient framework to employ Minimax distances with many machine learning methods that perform on numerica…

2019-04-27abs ↗pdf ↗

Distillation is an effective knowledge-transfer technique that uses predicted distributions of a powerful teacher model as soft targets to train a less-parameterized student model. A pre-trained high capacity teacher, however, is not always available. Recently proposed online variants use the aggregated intermediate pr…

2019-12-01abs ↗pdf ↗

Many tasks in modern machine learning can be formulated as finding equilibria in \emph{sequential} games. In particular, two-player zero-sum sequential games, also known as minimax optimization, have received growing interest. It is tempting to apply gradient descent to solve minimax optimization given its popularity a…

2019-10-16abs ↗pdf ↗

Polynomial-time reachability for LTI systems with TLL NN controllers is achieved.

problem Bounding the reachable set of LTI systems controlled by TLL NN controllers.
method Polynomial-time computation of exact one-step reachable set and tight bounding box via two methods.
result Exact reachability computation in polynomial time for TLL NN controllers.

Paper explores generalization of minimax learners, proposing a new metric.

problem Understanding how minimax learners perform on unseen data.
method Proposes a new metric, the primal gap, to study generalization of minimax learners.
result Derives generalization error bounds for the primal gap in nonconvex-concave settings.

Paper proposes an algorithm to solve complex minimax problems efficiently.

problem Stochastic nonconvex-concave minimax problems in various fields.
method Accelerated first-order regularized momentum descent ascent algorithm (FORMDA).
result Achieves best-known complexity bound of ildeO(ε6.5) ilde{\mathcal{O}}(\varepsilon ^{-6.5}) for single-loop algorithms.

A new decentralized method solves minimax problems with reduced communication and sample complexity.

problem Solving minimax optimization problems in a distributed setting.
method Decentralized stochastic gradient descent ascent with variance reduction.
result Achieved optimal sample and communication complexities for nonconvex-strongly-concave problems.

Study on estimating invertible functions with minimax analysis.

problem Minimizing risk of estimating invertible functions on a plane.
method Introduce two types of L2L^2-risks, derive lower and upper rates for minimax values, develop an asymptotically almost everywhere invertible estimator.
result Invertibility does not reduce the complexity of the estimation problem in terms of the rate.

Minimax defense improves neural network security against gradient-based attacks.

problem Gradient-based adversarial attacks on neural networks.
method Minimax optimization in a GAN framework to create a discriminator that plays a minimax game with the generator.
result Minimax defense significantly reduces adversarial attack success rates compared to standard classifiers.

Minimax linkage was first introduced by Ao et al. [3] in 2004, as an alternative to standard linkage methods used in hierarchical clustering. Minimax linkage relies on distances to a prototype for each cluster; this prototype can be thought of as a representative object in the cluster, hence improving the interpretabil…

2019-06-07abs ↗pdf ↗

New bounds on minimax regret for sequential probability assignment using logarithmic loss.

problem Minimizing regret in sequential probability assignment against arbitrary experts.
method Using self-concordance property of logarithmic loss to derive tight bounds.
result Tight bounds on minimax regret for various expert classes.

New algorithm AG-OG optimizes separable convex-concave problems efficiently.

problem Efficiently solving separable convex-concave minimax optimization problems.
method Leverages Nesterov acceleration and optimistic gradient on component and coupling parts of the problem.
result Achieves optimal convergence rate for various settings including bilinearly coupled problems.

Develops shuffling gradient-based methods for nonconvex-concave minimax optimization.

problem Nonconvex-concave minimax optimization problems.
method Two shuffling gradient-based algorithms for nonconvex-linear and nonconvex-strongly concave settings.
result Achieves state-of-the-art oracle complexity in nonconvex optimization and best-known complexity bounds for nonconvex-strongly concave setting.

Paper improves risk bounds for nonconvex-strongly-concave minimax problems.

problem Achieving sharper risk bounds for nonconvex-strongly-concave minimax problems.
method Using uniform localized convergence to derive high probability generalization error bounds.
result Derives n times faster excess primal risk bounds for popular algorithms.

Optimally estimate distances on surfaces using reconstructed meshes.

problem Estimating intrinsic distances on smooth submanifolds.
method Reconstruction of the surface using a tangential Delaunay complex, and Isomap variant.
result Minimax optimality achieved for distance estimation.

Study minimax linear regression under quantile risk, improving existing bounds and providing new results.

problem Designing minimax procedures in linear regression under quantile risk.
method Analyzes realizable setting with Gaussian noise, extends to all p-th power error functions, develops new lower and upper bounds.
result Proves minimaxity of a variant of the min-max regression procedure for all p-th power error functions.