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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.

168,657 papers · 148 categories

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139278416555 · Jun 202019922001200920172026
48 results for approximation guarantees

New guarantees for adaptive combinatorial maximization with various objectives.

problem Maximizing under cardinality constraints and minimum cost coverage in adaptive settings.
method Bayesian approach with comprehensive approximation guarantees for various utility functions.
result Maximal gain ratio is a new parameter that provides stronger approximation guarantees than greedy policies.

Improved Nyström approximation for kernel quadrature with theoretical guarantees.

problem Efficiently approximating positive definite kernels for large datasets.
method Refined sampling and subspace selection in Nyström approximation.
result Novel theoretical guarantees for non-i.i.d. landmark points in kernel quadrature.

We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank estimation and combinatorial optimization, so much so that our bounds are reminisce…

2017-03-08abs ↗pdf ↗

One-pass algorithm finds small subset for p\ell_p subspace approximation with additive error.

problem Finding a small subset of data points for p\ell_p subspace approximation.
method One-pass subset selection with additive approximation guarantee for p[1,)p \in [1, \infty).
result First one-pass algorithm with additive error for p\ell_p subspace approximation.

The paper provides approximation guarantees for neural networks trained with gradient flow.

problem Approximating neural networks trained with gradient flow in continuous L2(Sd1)L_2(\mathbb{S}^{d-1})-norm.
method NTK argument for non-convex second but last layer, under-parametrized regime.
result Gradient flow convergence guarantees for neural networks under Sobolev smoothness assumptions.

NODEs can approximate a wide range of diffeomorphisms with strong guarantees.

problem The approximation power of NODEs under certain conditions.
method Leveraging a structure theorem of the diffeomorphism group.
result NODEs can approximate a large class of diffeomorphisms with a stronger guarantee.

New algorithm FLUTE achieves uniform-PAC convergence in RL with linear approx.

problem RL with linear function approximation lacks uniform-PAC guarantees.
method FLUTE algorithm with minimax value function estimator and multi-level partition scheme.
result Uniform-PAC convergence to optimal policy with high probability.

Extends neural network approximations to guarantee continuity of real-world learning tasks.

problem Guaranteeing continuity of real-world learning tasks given by conditional expectations.
method Establishing conditions on learning tasks that guarantee their continuity under a factorization of the data-generating process.
result Conditions guaranteeing the continuity of practically any derived learning task.

Improves bandits with knapsacks guarantees for partially stochastic workloads.

problem Improves guarantees for Bandits with Knapsacks (BwK) with partially stochastic workloads.
method Defines Approximately Stationary BwK, explores algorithms with smooth competitive ratios transitioning between stochastic and adversarial cases.
result Offers competitive ratios that smoothly transition between the best possible guarantees in stochastic and adversarial cases, especially beneficial when budget is small.

Uniform approximations for RHTs improve kernel approximation and distance estimation.

problem Theoretical guarantees for RHTs in low-dimensional applications.
method Proved uniform convergence of average of function over RHTs entries.
result Improved guarantees for kernel approximation and distance estimation.

We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate to the rank. Here we study low-rank matrix reconstruction using both the trace-norm, as well as the less-studied max-no…

2011-02-18abs ↗pdf ↗

Theoretical analysis of entropy approximation for Gaussian mixtures.

problem Lack of theoretical guarantees for entropy approximation of Gaussian mixtures.
method Theoretical analysis of the error between true and approximate entropy.
result The error converges to zero as the ratios of means to variances tend to infinity, providing a guarantee for high-dimensional problems.

Study on approximability and generalization in machine learning.

problem Understanding how approximation affects learning and generalization in machine learning.
method Introducing a notion of sensitivity to analyze the impact of approximation operators on predictors and proving upper bounds on generalization.
result Proven that approximable target concepts are learnable with fewer labelled samples and sufficient unlabelled data.

Paper introduces deterministic EM approximations for non-convex likelihood functions.

problem Deterministic approximations for the E-step of EM algorithm are lacking.
method Developed a theoretical framework for deterministic approximations, analyzed Riemann sums and tempered EM.
result Proved convergence guarantees for deterministic approximations and new non-trivial temperature profiles.

New algorithm for computing Wasserstein barycenters with guarantees.

problem Computing Wasserstein barycenters with varying regularization strengths.
method Damped Sinkhorn iterations followed by exact maximization/minimization steps.
result First non-asymptotic convergence guarantees for approximating Wasserstein barycenters.

New guarantees for VI in symmetric cases, extending previous results.

problem Symmetry in variational inference for complex distributions.
method Analysis of ff-divergences and their stationary points under symmetry.
result Symmetry-matching principles ensure recovery of mean and correlation matrix.

New convergence guarantees for learning with unknown nuisance parameters.

problem Learning problems with unknown nuisance parameters.
method Stochastic gradient optimization with Neyman orthogonality and approximately orthogonalized updates.
result Stochastic gradient algorithms can converge under conditions of nuisance parameters.

In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a subclass of non-convex optimization that provides both theoretical and practical guar…

2019-09-25abs ↗pdf ↗

Random feature method approximates operators with theoretical guarantees and reduced computation.

problem Approximating operators between infinite dimensional Banach spaces using machine learning.
method Random feature operator learning method with theoretical guarantees and error bounds.
result The random feature method can achieve similar or better test errors than kernel-based methods and neural networks with significantly reduced training times.

Black-box variational inference tries to approximate a complex target distribution though a gradient-based optimization of the parameters of a simpler distribution. Provable convergence guarantees require structural properties of the objective. This paper shows that for location-scale family approximations, if the targ…

2019-01-24abs ↗pdf ↗

This paper analyzes momentum Q-learning with finite-sample guarantees.

problem Improving Q-learning performance with momentum schemes.
method Proposes MomentumQ algorithm integrating Nesterov and Polyak's momentum schemes, analyzes convergence for function approximations.
result Establishes finite-sample convergence rates for MomentumQ, demonstrating better performance than vanilla Q-learning.

This paper tackles discontinuous neural networks for better approximation of piecewise continuous functions.

problem Limitation of neural networks in approximating piecewise continuous functions due to discontinuities.
method Proposes a decoupled two-step procedure to train a discontinuous deep neural network model.
result Provides approximation guarantees for the proposed model in piecewise continuous function spaces.

New algorithms achieve uniform-PAC guarantees for RL with bounded eluder dimension.

problem Achieving strong performance guarantees in reinforcement learning.
method Proposes algorithms for nonlinear bandits and model-based episodic RL with a bounded eluder dimension.
result Achieves uniform-PAC sample complexity that matches state-of-the-art regret bounds or sample complexity guarantees.

DR-submodular continuous functions are important objectives with wide real-world applications spanning MAP inference in determinantal point processes (DPPs), and mean-field inference for probabilistic submodular models, amongst others. DR-submodularity captures a subclass of non-convex functions that enables both exact…

2017-11-04abs ↗pdf ↗

New offline RL method works with limited data and function approximators.

problem Sample efficiency with limited data and weak function approximators.
method Pessimistic algorithm based on version space formed by marginalized importance sampling (MIS), with gap assumption.
result Guarantees sample efficiency for simple algorithm under specific assumptions.

The paper develops time-uniform inference methods for stochastic approximation parameters.

problem Statistical inference for parameters in stochastic approximation problems.
method Analysis of averaged iterates convergence rates and construction of asymptotic confidence sequences.
result Valid asymptotic confidence sequences for parameters in stochastic approximation problems.

The paper provides tight bounds for improving multi-armed bandits problem.

problem Improving multi-armed bandits problem with concave reward functions.
method Upper and lower bounds for randomized online algorithms, providing an O(klogk)O(\sqrt{k} \log k) approximation.
result Achieved nearly-tight approximation guarantees for the improving multi-armed bandits problem.

Can one reduce the size of a graph without significantly altering its basic properties? The graph reduction problem is hereby approached from the perspective of restricted spectral approximation, a modification of the spectral similarity measure used for graph sparsification. This choice is motivated by the observation…

2018-08-31abs ↗pdf ↗

We study the problem of approximating a surface FF in R3R^3 by a high quality mesh, a piecewise-flat triangulated surface whose triangles are as close as possible to equilateral. The MidNormal algorithm generates a triangular mesh that is guaranteed to have angles in the interval [49.1o,81.8o][49.1^o, 81.8^o]. As the mesh size $…

2020-01-24abs ↗pdf ↗