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.
We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an optimal controller here is hindered by the latter's dependence on the yet unkno…
A machine learning model that generalizes well should obtain low errors on unseen test examples. Thus, if we know how to optimally perturb training examples to account for test examples, we may achieve better generalization performance. However, obtaining such perturbation is not possible in standard machine learning f…
Study on instability of extreme Reissner-Nordström spacetime perturbations.
problem Linear stability of gravitational and electromagnetic perturbations in extreme Reissner-Nordström spacetime.
method Extends Giorgi's framework to prove instability results for a set of gauge invariant quantities along the event horizon.
result Proves decay, non-decay, and polynomial blow-up estimates for certain quantities along the event horizon, depending on the number of derivatives.
Numerous empirical evidence has corroborated that the noise plays a crucial rule in effective and efficient training of neural networks. The theory behind, however, is still largely unknown. This paper studies this fundamental problem through training a simple two-layer convolutional neural network model. Although trai…
We investigate two perturbation approaches to overcome conservatism that optimism based algorithms chronically suffer from in practice. The first approach replaces optimism with a simple randomization when using confidence sets. The second one adds random perturbations to its current estimate before maximizing the expe…
Machine Learning models have been shown to be vulnerable to adversarial examples, ie. the manipulation of data by a attacker to defeat a defender's classifier at test time. We present a novel probabilistic definition of adversarial examples in perfect or limited knowledge setting using prior probability distributions o…
The verification problem for neural networks is verifying whether a neural network will suffer from adversarial samples, or approximating the maximal allowed scale of adversarial perturbation that can be endured. While most prior work contributes to verifying feed-forward networks, little has been explored for verifyin…
A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and analyze a distributionally robust stochastic optimization (DRO) framework that lea…
This paper aims to address two fundamental challenges arising in eigenvector estimation and inference for a low-rank matrix from noisy observations: (1) how to estimate an unknown eigenvector when the eigen-gap (i.e. the spacing between the associated eigenvalue and the rest of the spectrum) is particularly small; (2) …
This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed estimator performs more efficiently than a traditional approach. The method consists o…
Given a measurement graph G=(V,E) and an unknown signal r∈Rn, we investigate algorithms for recovering r from pairwise measurements of the form ri−rj; {i,j}∈E. This problem arises in a variety of applications, such as ranking teams in sports data and time synchronization of distribute…
We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control. We introduce a controller parametrization based on the denoised observations, and prove that apply…
The SABR model is a stochastic volatility model not admitting a closed form solution. Hagan, Kumar, Leniewski and Woodward have obtained an approximate solution by means of perturbative techniques. A more precise approximation was found by Henry-Labordère with the heat kernel expansion method. The latter relies on deep…
We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the cost incurred by playing the certainty equivalent controller on the true system …
There is a higher dimensional analogue of the perturbative Chern-Simons theory in the sense that a similar perturbative series as in 3-dimension, which is computed via configuration space integral, yields an invariant of higher dimensional knots (Bott-Cattaneo-Rossi invariant), which is constructed by Bott for degree 2…
New algorithm learns optimal policies with just 1 episode, settling horizon-dependence in RL.
problem Understanding the sample complexity of reinforcement learning with horizon length.
method Developed an algorithm using only O(1) episodes to achieve PAC guarantee, leveraging connections between value functions in discounted and finite-horizon MDPs and novel perturbation analysis.
result Achieved the same PAC guarantee with only O(1) episodes of environment interactions, completely settling horizon-dependence in RL.
Injecting adversarial examples during training, known as adversarial training, can improve robustness against one-step attacks, but not for unknown iterative attacks. To address this challenge, we first show iteratively generated adversarial images easily transfer between networks trained with the same strategy. Inspir…
This paper proposes Evolutionary Multi-objective Optimization (EMO)-based Adversarial Example (AE) design method that performs under black-box setting. Previous gradient-based methods produce AEs by changing all pixels of a target image, while previous EC-based method changes small number of pixels to produce AEs. Than…
Multi-domain learning (MDL) aims at obtaining a model with minimal average risk across multiple domains. Our empirical motivation is automated microscopy data, where cultured cells are imaged after being exposed to known and unknown chemical perturbations, and each dataset displays significant experimental bias. This p…