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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.

169,051 papers · 148 categories

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48 results for arg max

Direct optimization of discrete variational auto-encoders using arg max.

problem Optimizing discrete latent variables in variational auto-encoders.
method Direct optimization through arg max without softmax relaxations.
result Empirical effectiveness of direct loss minimization in discrete latent variables.

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the argmax\arg\max of the unknown function; yet, both are plagued by the expensive computatio…

2017-03-06abs ↗pdf ↗

NeuralSort optimizes sorting networks using continuous relaxations.

problem Non-differentiability of sorting operator hinders gradient-based optimization.
method Continuous relaxation of sorting operator to unimodal row-stochastic matrices, enabling gradient-based optimization.
result Gradient-based stochastic optimization over permutations is achieved.

We consider the problem of estimating an unknown signal x0x_0 from noisy linear observations y=Ax0+zRmy = Ax_0 + z\in R^m. In many practical instances, x0x_0 has a certain structure that can be captured by a structure inducing convex function f()f(\cdot). For example, 1\ell_1 norm can be used to encourage a sparse solution. T…

2013-11-04abs ↗pdf ↗

Adaptive estimation for nonstationary time series reduces computational cost.

problem Estimating parameters of nonstationary time series with varying parameters over time.
method Moving exponential moving ML estimator for scale parameter estimation.
result Significantly improved log-likelihoods compared to standard estimation.

New algorithm identifies best arm in non-stationary linear bandits with improved complexity.

problem Best arm identification in non-stationary linear bandits with adversarial parameters.
method Proposed Adjacent-optimal design and extsfAdjacentBAI extsf{Adjacent-BAI} algorithm.
result Error probability matches arm-set-dependent lower bound up to constants.

A novel algorithm for best-arm identification in non-stationary linear bandits reduces error probability.

problem Non-stationary environments in A/B testing scenarios.
method Proposes a novel algorithm P1\mathsf{P1}-RAGE\mathsf{RAGE} for robust best-arm identification.
result Error probability decreases as exp(TΔ(1)2/d)\exp(-TΔ^2_{(1)}/d), demonstrating robustness to non-stationarity.

Given a matrix ARn×dA\in \mathbb{R}^{n\times d} and a vector bRnb\in \mathbb{R}^n, we consider the regression problem with \ell_\infty guarantees: finding a vector xRdx'\in \mathbb{R}^d such that xxεdAxb2A \|x'-x^*\|_\infty \leq \fracε{\sqrt{d}}\cdot \|Ax^*-b\|_2\cdot \|A^\dagger\| where $x^*=\arg\min_{x\in \mathbb{R}^d}\|Ax-b\|…

2023-02-01abs ↗pdf ↗

Equity-Transformer solves NP-hard min-max routing problems efficiently.

problem Min-max routing problems with multiple agents and large-scale applications.
method Sequential planning approach with Transformer and equitable workload distribution inductive biases.
result Significant runtime and cost reductions in min-max mTSP and min-max mPDP tasks.

Study max- and min-stability under first-order stochastic dominance, finding new functional characterizations.

problem Understanding max- and min-stability in stochastic dominance.
method Representation theorem for functionals satisfying max-stability, combining max- and min-stability to define Lambda-quantiles.
result New characterizations of functionals, including Lambda-quantiles, in finance and political science.

Max-min margin Markov networks improve consistency in structured prediction.

problem Statistical inconsistency in max-margin methods for structured prediction.
method Defining a max-min margin formulation to overcome statistical inconsistency.
result Proves consistency and provides an explicit algorithm with finite sample generalization bounds.

Estimates parameters in max-linear Bayesian networks with noise.

problem Causal inference in extreme-value settings with noise parameters.
method Max-plus algebra and logarithm transformation, normal distribution estimation, EM algorithm and quadratic optimization.
result An estimator of a parameter for each edge in a DAG is normally distributed.

The paper solves min-max widths on a 3-sphere and strengthens multiplicity theorems.

problem Which min-max widths of the unit 3-sphere lie between 2π22π^2 and 8π?
method Homological min-max theory and stronger versions of multiplicity one theorems.
result Proves the 10th to 13th min-max widths of the unit 3-sphere lie between 2π22π^2 and 8π.

Proves multiplicity one for min-max minimal hypersurfaces in specific manifolds.

problem Proving multiplicity one for min-max minimal hypersurfaces in specific manifolds.
method Using min-max theory for hypersurfaces with prescribed mean curvature and approximating min-max values.
result Confirms a conjecture by Marques-Neves for min-max minimal hypersurfaces in bumpy metrics.

Adaptive momentum method solves non-convex min-max problems.

problem Non-convex min-max optimization problems in training generative adversarial networks.
method Proposes an adaptive momentum algorithm for non-convex min-max optimization.
result Establishes non-asymptotic convergence rates for the proposed algorithm.

New findings cast doubt on the role of λmaxλ_{max} in generalizing neural networks.

problem The role of λmaxλ_{max} in neural network generalization remains unclear.
method Experiments with various training interventions and batch sizes.
result Generalization benefits can vanish at larger batch sizes, challenging the role of λmaxλ_{max}.

We consider the generic regularized optimization problem β^(λ)=argminβL(y,Xβ)+λJ(β)\hat{\mathsfβ}(λ)=\arg \min_βL({\sf{y}},X{\sfβ})+λJ({\sfβ}). Efron, Hastie, Johnstone and Tibshirani [Ann. Statist. 32 (2004) 407--499] have shown that for the LASSO--that is, if LL is squared error loss and J(β)=β1J(β)=\|β\|_1 is the 1\ell_1 norm of ββ--the opti…

2007-08-16abs ↗pdf ↗

New methods solve min-max problems on manifolds using Riemannian Hamiltonians.

problem Min-max optimization on Riemannian manifolds.
method Riemannian Hamiltonian methods (RHM) to minimize the Hamiltonian function.
result RHM leads to correct search directions and global optimality in min-max problems.

Tropical geometry and weighted lattices improve curve and surface fitting.

problem Fitting max-\star tropical curves and surfaces to data.
method Max-\star algebra, weighted lattices, morphological adjunctions.
result Optimal piecewise-linear regression for max-\star curves and surfaces.

Max-plus operators improve neural network filter selection and pruning.

problem Improving neural network efficiency and reducing redundancy.
method Exploiting Max-plus operators in neural network layers for filter selection and model pruning.
result Max-plus layers enhance filter selection and reduce redundancy without performance loss.

Epoch-GDA achieves optimal convergence rate for SCSC min-max problems.

problem Solving stochastic min-max problems with strong convexity and strong concavity.
method Epoch-wise stochastic gradient descent ascent method (Epoch-GDA) without additional assumptions.
result Achieves the optimal rate of O(1/T)O(1/T) for the duality gap of general SCSC min-max problems.

The paper bounds the min-max width of embedded circles on spheres and manifolds.

problem Bounding the min-max width of embedded circles on spheres and manifolds.
method Inducing a sweepout by pairs of points in embedded circles from a given sweepout of the sphere by closed curves.
result Lower bounds for the Birkhoff min-max invariant of a Riemannian sphere in terms of the min-max width of its embedded circles.

This paper improves MDS visualization by adjusting Wasserstein distances for heavy-tailed data.

problem Enhancing Multidimensional Scaling (MDS) for better pattern recognition with heavy-tailed distributions.
method Introduces Max-D-SW, a metric adjustment of Max-Sliced Wasserstein distance that aggregates over orthonormal bases.
result Max-D-SW provides a clear numerical advantage in MDS outcomes, especially for heavy-tailed distributions.