Several recently proposed architectures of neural networks such as ResNeXt, Inception, Xception, SqueezeNet and Wide ResNet are based on the designing idea of having multiple branches and have demonstrated improved performance in many applications. We show that one cause for such success is due to the fact that the mul…
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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.
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48 results for “Zero Duality Gap”
This paper shows how to solve complex reinforcement learning problems with zero duality gap.
problem Complex reinforcement learning problems with conflicting objectives.
method Formulate as a constrained RL problem and solve using Primal-Dual methods.
result The problem has zero duality gap, making it convex and solvable exactly in the dual domain.
Study resolves duality gap in optimal consumption with random income termination.
problem Optimal consumption in a market with randomly terminating income.
method Established rigorous duality theory using supermartingale deflators.
result Closed duality gap and characterized optimal wealth process.
Screening rules allow to early discard irrelevant variables from the optimization in Lasso problems, or its derivatives, making solvers faster. In this paper, we propose new versions of the so-called for the Lasso. Based on duality gap considerations, our new rules create safe test regions whose d…
New approach reduces simulator exploitation by learning robust models.
problem Simulator exploitation leading to reality gap in reinforcement learning.
method Formulated as a zero-sum minimax game between model player and policy player, providing theoretical guarantees and a convergent active data selection algorithm.
result Reduces prediction error in strategically important regions by 1.5-2.2 times and enables near-optimal real-world performance.
Study duality of zero mean curvature surfaces in Heisenberg group.
problem Understanding the duality of zero mean curvature surfaces in the Lorentzian Heisenberg group.
method Investigation of a transformation surface associated with zero mean curvature surfaces in the Heisenberg group under two metrics.
result Derivation of the Sym formula for the dual surface in both metric cases.
Extends portfolio optimization with two quasiconvex risk measures.
problem Optimizing portfolios with dual risk measures for multiple stakeholders.
method Dual problem formulation, bisection algorithm, duality results.
result Approximately optimal solutions can be achieved with prescribed optimality gap.
New approach reduces simulator exploitation by improving strategic robustness.
problem Simulator exploitation leading to reality gap between simulation and real-world performance.
method Formulated as a zero-sum minimax game, providing theoretical guarantees and a convergent active data selection algorithm.
result Proves convergence and reduces prediction error in strategically important regions by 1.5-2.2 times.
DGKIP extends KIP for dataset distillation without bi-level optimization.
problem Efficiently distill datasets for various loss functions.
method Leverages duality theory to avoid bi-level optimization.
result DGKIP supports a wider range of loss functions.
High dimensional regression benefits from sparsity promoting regularizations. Screening rules leverage the known sparsity of the solution by ignoring some variables in the optimization, hence speeding up solvers. When the procedure is proven not to discard features wrongly the rules are said to be \emph{safe}. In this …
The paper explores the information-theoretic nature of excess risk in machine learning.
problem Understanding the excess risk in machine learning models.
method Formulates the minimax excess risk as a zero-sum game and modifies it to allow swapping of the order of play.
result Proves that under certain conditions, the duality gap is zero, allowing for the application of Bayesian results to provide bounds on minimax excess risk.
This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of solutions and the absence of a duality gap. Our proof uses extended dynamic programm…
Efficient reinforcement learning for simultaneous-move zero-sum games using optimistic value iteration.
problem Learning optimal strategies in simultaneous-move zero-sum Markov games with function approximation.
method Developed an optimistic variant of least-squares minimax value iteration algorithm for offline and online settings.
result Achieved an upper bound of on duality gap and regret.
This paper explains the conjectured algebraic duality between genus zero Gromov-Witten theory and genus zero "Closed String topology". This duality in another perspective is discussed on page 87 of the book "Frobenius manifold, quantum cohomology, and moduli spaces" (by Yuri Manin). This paper also discusses Fulton Mac…
In this paper, we extend the T-duality isomorphism by Gualtieri and Cavalcanti, from invariant exact Courant algebroids, to exotic exact Courant algebroids such that the momentum and winding numbers are exchanged, filling in a gap in the literature.
We deconstruct the performance of GANs into three components: 1. Formulation: we propose a perturbation view of the population target of GANs. Building on this interpretation, we show that GANs can be viewed as a generalization of the robust statistics framework, and propose a novel GAN architecture, termed as Cascade …
Zero-pointed manifoldsmath.AT
We formulate a theory of pointed manifolds, accommodating both embeddings and Pontryagin-Thom collapse maps, so as to present a common generalization of Poincaré duality in topology and Koszul duality in -algebra.
This note provides a novel, simple analysis of the method of conjugate gradients for the minimization of convex quadratic functions. In contrast with standard arguments, our proof is entirely self-contained and does not rely on the existence of Chebyshev polynomials. Another advantage of our development is that it clar…
This paper tackles constrained statistical learning problems by proposing a new approach.
problem Statistical learning problems with constraints are challenging and scarce.
method Directly tackling the constrained problem using finite dimensional parameterizations, sample averages, and duality theory.
result We bound the empirical duality gap, showing the effectiveness of the constrained formulation.
We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality theory for general marginals and measurable reward (cost) functions: absence of a…
This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from operations research and mathematical finance. The unification allows the extension …
Model-free Superhedging Dualityq-fin.MF
In a model free discrete time financial market, we prove the superhedging duality theorem, where trading is allowed with dynamic and semi-static strategies. We also show that the initial cost of the cheapest portfolio that dominates a contingent claim on every possible path , might be strictly greater than the …
In this note, we fill in a gap in the literature by proving that the Teichmueller modular groups (mapping class groups) are not Poincare duality groups and the complexes of curves of surfaces have infinite homotopy type (i.e. are not homotopy equivalent to a finite CW-complex).
Algorithm identifies correct hypothesis from alternatives in bandit problems.
problem Efficiently identifying the correct hypothesis from a finite set of alternatives in structured stochastic multi-armed bandits.
method Frank-Wolfe Self-Play (FWSP) reformulates the game as a saddle-point problem, using a differential-inclusion argument to prove convergence.
result Convergence of the game value for best-arm identification in linear bandits, with uniform global convergence to the optimal value.
Paper tackles fast convergence for non-convex strongly-concave min-max problems.
problem Non-convex strongly-concave min-max problems in deep learning.
method Proximal stage-based method with PL condition for faster convergence.
result Established fast convergence in primal objective gap and duality gap.
Using our earlier proposal for Ramond-Ramond fields in an H-flux on loop space, we extend the Hori isomorphism of Bouwknegt-Evslin-Mathai from invariant differential forms, to invariant exotic differential forms such that the momentum and winding numbers are exchanged, filling in a gap in the literature. We also extend…
Algorithm learns from changing zero-sum games with no regret.
problem Learning in time-varying zero-sum games.
method Developed a single parameter-free algorithm with three performance measures.
result Algorithm recovers best known results for fixed games and adapts to non-stationarity.
In this paper we generalize the framework of the feasible descent method (FDM) to a randomized (R-FDM) and a coordinate-wise random feasible descent method (RC-FDM) framework. We show that the famous SDCA algorithm for optimizing the SVM dual problem, or the stochastic coordinate descent method for the LASSO problem, f…
Calabi's Bernstein-type theorem asserts that a zero mean curvature entire graph in Lorentz-Minkowski space which admits only space-like points is a space-like plane. Using the fluid mechanical duality between minimal surfaces in Euclidean 3-space and maximal surfaces in Lorentz-Minko…
We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality gap as the full Frank-Wolfe algorithm. We also show that, when applied to the d…
Optimal algorithm for two-player zero-sum games with linear parameterization.
problem Finding Nash Equilibrium in two-player zero-sum Markov games with linear transition.
method Nash-UCRL algorithm, Coarse Correlated Equilibrium, Optimism-in-Face-of-Uncertainty.
result Proves regret bound, matching lower bound up to logarithmic factors.
Study stability of contingent claim solutions under probabilistic perturbations.
problem Stability of solutions to discrete-time contingent-claim problems under uncertainty.
method Use Rockafellian perturbations to analyze stability of solutions.
result Establishes convergence of dual problems and shadow prices.
Kaehler groups and dualitymath.GR
This is the topological part of two papers on the cohomology of Kaehler groups. In this paper we show that if a linear duality group of dimension larger than 6 is the fundamental group of a compact Kaehler manifold then its second or its fourth Betti number is non-zero. As a corollary a cocompact p-adic lattice of rank…
Rare dense solutions clusters in asymmetric binary perceptrons -- local entropy via fully lifted RDTstat.ML
New method finds rare dense clusters in asymmetric binary perceptrons, resolving algorithmic hardness.
problem Resolving algorithmic hardness in asymmetric binary perceptrons.
method Fully lifted random duality theory (fl RDT) and large deviation upgrade (sfl LD RDT).
result Local entropy breaks down for constraint densities in (0.77, 0.78) interval, matching current solver limits.
Study pinches Weyl curvature on 4-manifolds, proving anti-self-duality.
problem Understanding Weyl curvature pinching on 4-manifolds.
method Analyzing harmonic and pinched self-dual Weyl curvature, proving anti-self-duality.
result Proves anti-self-duality for compact 4-manifolds with pinched self-dual Weyl curvature.
Classifies mapping tori of specific groups, generalizing known results.
problem Classifying mapping tori of specific groups.
method Using Hopf-type properties and Poincaré Duality groups.
result Generalizes and provides new proofs for fibered 3-manifolds.
Method solves Gaussian graphical models on ladder graphs efficiently.
problem Solving Gaussian graphical models on ladder graphs efficiently.
method Proposes a method that depends on the position of zeros in local covariance matrices.
result Efficiently solves Gaussian graphical models on ladder graphs under certain conditions.
This paper extends T-duality to exotic chiral de Rham complexes.
problem Extending T-duality to new mathematical structures.
method Introducing exotic chiral de Rham complexes and isomorphisms.
result Established an isomorphism between chiral de Rham complexes.
CInA method uses attention to improve causal inference.
problem Challenges in causal inference, especially in complex tasks.
method CInA method utilizes self-supervised causal learning with multiple unlabeled datasets and transformer-type architecture.
result CInA effectively generalizes to out-of-distribution datasets and various real-world datasets.
Optimal transport reformulates multiple quantile hedging problem.
problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.
Study potential computational gaps in symmetric binary perceptrons using fl-RDT.
problem Potential statistical-computational gaps in symmetric binary perceptrons.
method Parametric utilization of fully lifted random duality theory (fl-RDT).
result Observation of a computational gap in SBP.
This note fixes a small gap in Kerckhoff's proof that the limit set of the handlebody set has measure zero.
The paper explores transformations between power law problems and geodesics on cones.
problem Solving power law problems and understanding their geometric properties.
method Geometric transformations and cone metrics.
result Derivation of Maclaurin duality and Jacobi-Maupertuis metric reformulation.
In this paper, we propose a way to combine two acceleration techniques for the -regularized least squares problem: safe screening tests, which allow to eliminate useless dictionary atoms; and the use of fast structured approximations of the dictionary matrix. To do so, we introduce a new family of screening …
New approach shapes error distribution in long-term forecasting.
problem Disparate error distributions in recent transformer models.
method Loss shaping constraints to respect upper bounds on loss at each time-step.
result Competitive average performance with shaped error distribution.
Study shows cooperation can reduce investment risk and price gaps.
problem Investment risk and price gaps in cooperative markets.
method Introduced Collective Arbitrage and Collective Super-replication, established asset pricing theorems.
result Reduction of price intervals through collective super-replication.
We derive expressions for the predicitive information rate (PIR) for the class of autoregressive Gaussian processes AR(N), both in terms of the prediction coefficients and in terms of the power spectral density. The latter result suggests a duality between the PIR and the multi-information rate for processes with mutua…
Study shows optimal spectral gaps diminish in large genus surfaces.
problem Optimizing spectral gaps in large genus surfaces.
method Analysis of Weil-Petersson probability and eigenvalues of Laplacian.
result Probability of optimal spectral gaps vanishes as genus increases.