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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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200400599799 · Jun 202019922001200920172026
48 results for average-case optimization

New analysis shows halting time is predictable for large models, improving optimization efficiency.

problem Understanding the average-case complexity of optimization algorithms for large-scale models.
method Average-case analysis of first-order methods on random least squares and neural networks.
result Halting time is independent of input distribution, leading to tighter convergence rates.

AMP algorithms can be efficiently simulated by SDPs even with corrupted data.

problem Optimizing average-case optimization problems with corrupted data.
method Local statistics hierarchy semidefinite programs (SDPs) simulate AMP algorithms robustly.
result Robust guarantees for many AMP algorithms are offered, contrasting with strong lower bounds for SDPs.

The paper improves error bounds for Bayesian quadrature in noisy settings.

problem Improving error bounds for Bayesian quadrature in noisy settings.
method Develops a two-step meta-algorithm to relate average-case quadrature error to L2L^2-function approximation error.
result Provides new average-case results for various kernels and noise settings.

We investigate the average-case complexity of decision problems for finitely generated groups, in particular the word and membership problems. Using our recent results on ``generic-case complexity'' we show that if a finitely generated group GG has the word problem solvable in subexponential time and has a subgroup of…

2002-06-25abs ↗pdf ↗

Average teaching complexity for locating target regions among halfspace intersections is Θ(d).

problem Teaching the location of a target region among intersections of halfspaces.
method Novel insights from computational geometry to count convex polytopes and faces.
result Average-case teaching complexity is Θ(d), contrasting with Θ(n) worst-case complexity.

This paper investigates the average-case time complexity of certifying RIP matrices.

problem Certifying the restricted isometry property (RIP) for large sparsity levels in random Gaussian matrices.
method Analysis of the low-degree likelihood ratio to determine the average-case time complexity.
result Subexponential runtime of NildeΩ(s2/M)N^{ ildeΩ(s^2/M)} is required for certifying RIP matrices.

Proposes a new framework for balancing average- and worst-case performance in machine learning.

problem Robustness issues in machine learning, especially in safety-critical domains.
method Probabilistic robustness framework that balances average- and worst-case performance.
result Effective algorithm balances average- and worst-case performance with lower computational cost.

Analysis of momentum methods on quadratic models, showing SGD's superiority.

problem Analysis of stochastic gradient algorithms with momentum on quadratic models.
method Inspired by random matrix theory, exact characterization of loss values.
result Stochastic heavy-ball momentum does not improve over SGD in the strongly convex setting.

The restricted isometry property (RIP) for design matrices gives guarantees for optimal recovery in sparse linear models. It is of high interest in compressed sensing and statistical learning. This property is particularly important for computationally efficient recovery methods. As a consequence, even though it is in …

2016-05-31abs ↗pdf ↗

This paper strengthens the computational separation between multimodal and unimodal learning, showing unimodal learning is hard on typical instances.

problem Theoretical justification for empirical success of multimodal machine learning.
method Introduced a stronger average-case computational separation between unimodal and multimodal learning.
result For typical instances, unimodal learning is computationally hard, while multimodal learning is easy.

New algorithms optimize spectral risk measures, improving interpolation between average and worst-case performance.

problem Optimizing spectral risk measures for learning systems.
method Developed stochastic algorithms to optimize spectral risk measures by characterizing their subdifferential and addressing challenges like biasedness of subgradient estimates and non-smoothness.
result Our approach outperforms out-of-the-box stochastic subgradient and dual averaging methods in optimizing spectral risk measures.

Options are generally learned by using an inaccurate environment model (or simulator), which contains uncertain model parameters. While there are several methods to learn options that are robust against the uncertainty of model parameters, these methods only consider either the worst case or the average (ordinary) case…

2019-05-22abs ↗pdf ↗

This work explores the trade-offs between stability and accuracy in statistical estimation.

problem Understanding the statistical cost of algorithmic stability.
method Statistical decision-theoretic perspective, focusing on worst-case and average-case stability.
result Optimal stable estimators for mean estimation and regression settings are developed, revealing trade-offs between stability and accuracy.

We study least squares linear regression over NN uncorrelated Gaussian features that are selected in order of decreasing variance. When the number of selected features pp is at most the sample size nn, the estimator under consideration coincides with the principal component regression estimator; when p>np>n, the esti…

2019-06-04abs ↗pdf ↗

Online TERM improves robustness and fairness in streaming data.

problem Streaming data's lack of worst-case fairness and robustness in ERM.
method Proposes an online TERM formulation to balance average-case accuracy with worst-case fairness and robustness.
result Negative tilting effectively suppresses outlier influence, positive tilting improves recall with minimal precision loss.

We present arguments for the formulation of unified approach to different standard continuous inference methods from partial information. It is claimed that an explicit partition of information into a priori (prior knowledge) and a posteriori information (data) is an important way of standardizing inference approaches …

2012-12-05abs ↗pdf ↗

This article considers algorithmic and statistical aspects of linear regression when the correspondence between the covariates and the responses is unknown. First, a fully polynomial-time approximation scheme is given for the natural least squares optimization problem in any constant dimension. Next, in an average-case…

2017-05-19abs ↗pdf ↗

We propose a Bayesian optimization algorithm for objective functions that are sums or integrals of expensive-to-evaluate functions, allowing noisy evaluations. These objective functions arise in multi-task Bayesian optimization for tuning machine learning hyperparameters, optimization via simulation, and sequential des…

2018-03-23abs ↗pdf ↗

We build a theoretical framework for designing and understanding practical meta-learning methods that integrates sophisticated formalizations of task-similarity with the extensive literature on online convex optimization and sequential prediction algorithms. Our approach enables the task-similarity to be learned adapti…

2019-06-06abs ↗pdf ↗

New framework analyzes SGD dynamics in large samples and dimensions.

problem Analyzing stochastic gradient descent in large-scale settings.
method Inspired by random matrix theory, new framework for fixed stepsize and finite sum settings.
result SGD dynamics become deterministic in the large sample and dimensional limit, governed by a Volterra integral equation.

We devise and analyze algorithms for the empirical policy evaluation problem in reinforcement learning. Our algorithms explore backward from high-cost states to find high-value ones, in contrast to forward approaches that work forward from all states. While several papers have demonstrated the utility of backward explo…

2020-02-18abs ↗pdf ↗

The Lasso performs well in ultra-sparse linear models with finite support size.

problem Performance analysis of Lasso in ultra-sparse linear models.
method Novel application of replica method from statistical physics, rigorous analysis of average case performance.
result Average performance of Lasso assessed without scaling assumptions, offering sample complexity bounds.

This paper studies the problem of detecting the presence of a small dense community planted in a large Erdős-Rényi random graph G(N,q)\mathcal{G}(N,q), where the edge probability within the community exceeds qq by a constant factor. Assuming the hardness of the planted clique detection problem, we show that the computatio…

2014-06-25abs ↗pdf ↗

Tackles the computational hardness of HPC detection, conjecturing equivalence to PC detection.

problem Computational hardness of hypergraphic planted clique detection.
method No specific method mentioned; focuses on conjecturing equivalence.
result Equivalence of computational hardness between HPC and PC detection.

Orthogonal Matching Pursuit (OMP) has long been considered a powerful heuristic for attacking compressive sensing problems; however, its theoretical development is, unfortunately, somewhat lacking. This paper presents an improved Restricted Isometry Property (RIP) based performance guarantee for T-sparse signal reconst…

2011-02-21abs ↗pdf ↗

RePULSe improves language model alignment by reducing undesired outputs without sacrificing overall performance.

problem Aligning language models with human preferences while minimizing undesired outputs.
method Integrates probabilistic inference into RL training to reduce undesired outputs.
result RePULSe achieves a better balance between expected reward and undesired output probability.

The paper tackles robust classification trees for distribution shifts, improving accuracy in public health and social work.

problem Learning robust classification trees for high-stakes settings with distribution shifts.
method Mixed-integer robust optimization technology to reformulate as a two-stage linear robust optimization problem.
result Increase of up to 12.48% in worst-case accuracy and 4.85% in average-case accuracy.

Class-conditional generative models hold promise to overcome the shortcomings of their discriminative counterparts. They are a natural choice to solve discriminative tasks in a robust manner as they jointly optimize for predictive performance and accurate modeling of the input distribution. In this work, we investigate…

2019-06-04abs ↗pdf ↗

The study proves necessary conditions for robust decision-making in uncertain environments.

problem Conditions for robust decision-making in uncertain environments.
method Quantitative selection theorems and binary betting decisions.
result World models, belief-like memory, and persistent variables are necessary for strong task performance.

This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern formal treatment. We highlight in particular the parallel contributions of Sul'…

2019-01-14abs ↗pdf ↗

New theorems show agents need specific internal structures to perform well under uncertainty.

problem How do agents need to be structured to perform well under uncertainty?
method Proved selection theorems showing strong task performance forces specific internal structures.
result Strong task performance forces world models, belief-like memory, and persistent regime-tracking variables.

Lower class selectivity makes networks more robust to natural perturbations but more vulnerable to adversarial attacks.

problem Understanding how class selectivity affects robustness to different types of perturbations in neural networks.
method Investigated the relationship between class selectivity and robustness to natural and adversarial perturbations in neural networks.
result Lower class selectivity increases robustness to natural perturbations but decreases robustness to adversarial attacks.

Low-rank tensor regression, a new model class that learns high-order correlation from data, has recently received considerable attention. At the same time, Gaussian processes (GP) are well-studied machine learning models for structure learning. In this paper, we demonstrate interesting connections between the two, espe…

2017-10-31abs ↗pdf ↗