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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.

169,181 papers · 148 categories

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2595187761,035 · Jun 202019922001200920182026
48 results for alternating iterative algorithm

Efficient algorithm for orthogonal canonical correlation analysis (OCCA).

problem Solving the OCCA problem with orthogonality constraints.
method Sub-maximization problem with self-consistent-field (SCF) iteration for trace-fractional structure and orthogonal linear projections.
result Proposed algorithm converges globally to a KKT point and is more efficient.

Unified approach to dynamic programming improves reinforcement learning performance.

problem Improving approximate dynamic programming for broader reinforcement learning applications.
method Proposes Generalized Value Iteration (GVI) and its approximated version, Approximate GVI (AGVI), unifying value iteration, advantage learning, and dynamic policy programming.
result Demonstrates performance guarantees for AGVI, including those for existing algorithms.

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still poorly understood. This is in part because the heuristic is iterative and non-conve…

2013-12-03abs ↗pdf ↗

A meta-learning approach improves the performance of alternating minimization for non-convex optimization problems.

problem Optimizing non-convex problems with multiple variables using alternating minimization.
method Meta-learning based alternating minimization (MLAM) to replace handcrafted updating rules.
result The proposed MLAM method outperforms traditional AM-based methods in various non-convex optimization problems.

Dual Policy Iteration combines fast and slow policies for better reinforcement learning performance.

problem Improving reinforcement learning algorithms for practical applications.
method Alternates between a fast, reactive policy and a slow, non-reactive policy, optimizing both under each other's supervision.
result Demonstrates improved performance on various continuous control Markov Decision Processes.

The paper shows exchanging estimates over networks is effective for learning sparse signals.

problem Learning sparse signals over networks with limited communication.
method Iterative algorithm exchanging intermediate estimates over a network, with theoretical and simulation analysis.
result The iterative algorithm provides competitive performance in learning sparse signals.

Iterated Amplification uses subproblem solutions to build training signals for complex tasks.

problem Learning complex tasks when humans can't directly evaluate performance.
method Progressively builds training signal by combining solutions to easier subproblems.
result Efficiently learns complex behaviors in algorithmic environments.

The paper analyzes convergence properties of NGA and PAMe for L1L_1-norm PCA.

problem Finite-step convergence of L1L_1-norm PCA algorithms.
method Conditional subgradient and alternating maximization interpretations of NGA, and PAMe with extrapolation.
result Iterative points of modified NGA and PAMe remain constant after finitely many steps under certain conditions.

Study dynamics of alternating minimization for bilinear regression under large system limits.

problem Understanding the time evolution of alternating minimization for bilinear regression.
method Replica method applied to a multi-temperature glassy system.
result Dynamics of alternating minimization can be described by a two-dimensional discrete stochastic process.

This paper proposes an alternating back-propagation algorithm for learning the generator network model. The model is a non-linear generalization of factor analysis. In this model, the mapping from the continuous latent factors to the observed signal is parametrized by a convolutional neural network. The alternating bac…

2016-06-28abs ↗pdf ↗

New algorithm solves nonconvex problems efficiently.

problem Nonconvex and nonsmooth problems in signal processing and machine learning.
method Reweighted Alternating Direction Method of Multipliers with linearization.
result The algorithm globally converges to a critical point.

AM converges super-linearly for solving mixed linear regression problems.

problem Learning linear regressors from unlabeled observations in multiple linear regression models.
method Alternating Minimization (AM) algorithm, which alternates between label estimation and regression solving.
result AM converges super-linearly in certain parameter regimes, requiring only O(log log(1/ε)) iterations to achieve an error of ε.

ScaledGD improves gradient descent for ill-conditioned low-rank matrix estimation.

problem Efficiently solving ill-conditioned low-rank matrix estimation problems.
method Scaled Gradient Descent (ScaledGD) with adaptive pre-conditioners.
result Linear convergence rate independent of condition number, low per-iteration cost.

Two algorithms solve nonconvex minimax problems with linear constraints, achieving complexity guarantees.

problem Nonconvex minimax problems with coupled linear constraints.
method Zeroth-order primal-dual alternating projected gradient (ZO-PDAPG) and zeroth-order regularized momentum primal-dual projected gradient (ZO-RMPDPG) algorithms.
result Iteration complexity guarantees for solving nonconvex-(strongly) concave minimax problems with coupled linear constraints.

Paper develops efficient AltMin algorithm for SRPCP robust matrix recovery.

problem SRPCP model robust matrix recovery with universal penalty parameter.
method Tuning-free alternating minimization (AltMin) algorithm with closed-form subproblems.
result Efficient AltMin algorithm confirms robustness and efficiency.

Federated learning is protected against adversarial attacks with residual-based reweighting.

problem Adversarial attacks on federated learning's aggregation process.
method Residual-based reweighting combined with iteratively reweighted least squares.
result Our aggregation algorithm outperforms other methods in label-flipping and backdoor attacks.

We present a technique for significantly speeding up Alternating Least Squares (ALS) and Gradient Descent (GD), two widely used algorithms for tensor factorization. By exploiting properties of the Khatri-Rao product, we show how to efficiently address a computationally challenging sub-step of both algorithms. Our algor…

2014-06-17abs ↗pdf ↗

SWCCA identifies specific subsets of samples for better correlation analysis.

problem Identify specific subsets of samples contributing to correlation between two data matrices.
method Proposes SWCCA with weights to regularize different samples, solves using alternating iterative algorithm.
result Demonstrates effectiveness and superiority over related methods on synthetic and real-world data.

New algorithm improves convergence rates for convex optimization problems.

problem Convex optimization problems with noisy stochastic data.
method Stochastic proximal point algorithm with weak linear regularity condition.
result Achieves $\mathcal{O}\left(\frac{1}{k} ight)$ convergence rate for SPP.

Stochastic algorithm achieves sublinear convergence for bi-objective optimization.

problem Optimizing two conflicting functions using gradient or subgradient descent.
method Stochastic alternating algorithm with varying steps for each objective.
result Achieves sublinear convergence rate of O(1/T) under strong convexity.

Paper introduces ZOO-ADMM for online optimization with reduced gradient calculations.

problem Developing an efficient online optimization method for complex structured regularizers.
method Zeroth-order online alternating direction method of multipliers (ZOO-ADMM) with gradient-free operation and minibatch strategies.
result Improved convergence rate for ZOO-ADMM compared to first-order gradient-based methods.

Algorithm recovers factors of rank-1 matrices from noisy measurements.

problem Estimating factors of a rank-1 matrix from nonlinearly transformed and noisy measurements.
method Alternating minimization with random initialization and analysis of empirical error recursion.
result Algorithm converges geometrically fast from random initialization, with sharp guarantees.

New method speeds up Gaussian process training and inference for large datasets.

problem Training and inference in Gaussian processes are computationally expensive for large datasets.
method Iterative alternating projection method that accesses subblocks of the kernel matrix, reducing time and space complexity.
result Empirically, the method accelerates GP training and inference by up to 72x compared to conjugate gradients.

New method guarantees simultaneous decomposition of tensor components.

problem Existing methods fail to recover all tensor components simultaneously.
method S-ASI method using slicing initialization and subspace iterations.
result Guaranteed recovery of top r components simultaneously for symmetric tensors.

Paper proposes an efficient algorithm for clustering with sparse feature selection.

problem Estimating labels and sparse weights in unsupervised clustering.
method Alternating minimization of Frobenius norm criterion with K-sparse algorithm.
result Significantly improves clustering results on single-cell RNA sequencing datasets.

Method infers dynamics from incomplete time series data.

problem Challenges in inferring stochastic dynamics from time series with missing data.
method Expectation Maximization (EM) algorithm that iterates between E-step and M-step.
result The EM algorithm effectively recovers missing data points and infers underlying network models from real neuronal activities.

A novel AIRLS algorithm for multiaffine variable relations in high-dimensional problems.

problem Challenges in Maximum Likelihood Estimation in high-dimensional settings with complex variable relations.
method Proposes an Alternating and Iteratively-Reweighted Least Squares (AIRLS) algorithm for multiaffine variable relations.
result Proves convergence for problems with Generalized Normal Distributions and shows empirically super-linear convergence rate.

Improved estimation of multiple principal components using manifold optimization and iterative deflation techniques.

problem Estimating multiple principal components efficiently and orthogonally.
method Extended SFPCA using manifold optimization and iterative deflation techniques.
result Alternative deflation schemes improve signal extraction and component estimation.

Paper proposes a distributed sampling method for Bayesian inference.

problem Privacy and communication constraints in spatially distributed datasets.
method Alternating Direction Method of Multipliers for distributed sampling.
result Algorithm converges to target distribution in Wasserstein distance.

New method learns collective variables using autoencoders for molecular simulations.

problem Learning low-dimensional slow degrees of freedom (collective variables) for molecular simulations.
method Iterative method involving CV learning with autoencoders and reweighting scheme.
result Achieves convergence of learned collective variables.