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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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229458687916 · Jun 202019922001200920182026
48 results for composite problems

This work is an analytical and numerical study of the composition of several fractals into one and of the relation between the composite dimension and the dimensions of the component fractals. In the case of composition of standard IFS with segments of equal size, the composite dimension can be expressed as a function …

2014-07-10abs ↗pdf ↗

Consider the stochastic composition optimization problem where the objective is a composition of two expected-value functions. We propose a new stochastic first-order method, namely the accelerated stochastic compositional proximal gradient (ASC-PG) method, which updates based on queries to the sampling oracle using tw…

2016-07-25abs ↗pdf ↗

Develops consistent approximations for composite optimization problems.

problem Significant errors in solutions due to approximations in optimization problems.
method Specifies conditions for well-behaved approximations in minimizers, stationary points, and level-sets for a broad class of composite problems.
result Framework of consistent approximations for composite problems, including stochastic, neural-network, and multi-objective optimization.

Improved subgradient method tackles ill-conditioned composite optimization problems.

problem Slow convergence of subgradient method for composite optimization problems.
method Preconditioned subgradient method with Levenberg-Marquardt approach.
result Linear convergence rate for composite optimization problems under mild conditions.

New method reduces complexity for nonconvex optimization problems.

problem Minimizing composite functions with random or finite sum inner mappings.
method Stochastic composite gradient method with incremental variance reduction.
result Achieves complexity similar to best first-order methods for expected-value and finite-sum nonconvex functions.

AdaGrad fails to adapt to Hölder-smoothness in composite optimization problems.

problem AdaGrad's convergence rate is suboptimal for composite objectives.
method Exhibited a simple one-dimensional convex problem to highlight AdaGrad's limitations.
result AdaGrad does not achieve the classical convergence rate for Hölder-smooth objectives.

Paper analyzes stability and generalization of SCO algorithms.

problem Understanding how SCO algorithms perform on unseen data.
method Algorithmic stability analysis in statistical learning theory.
result Derives dimension-independent excess risk bounds for SCGD and SCSC.

FeDualEx tackles saddle point optimization in federated learning with composite objectives.

problem Saddle point optimization with constraints and non-smooth regularization in federated learning.
method Federated Dual Extrapolation (FeDualEx) algorithm for saddle point optimization and composite objectives.
result FeDualEx effectively solves saddle point optimization problems with composite objectives in federated learning.

Paper proposes iLPA for solving DC composite optimization problems, with applications to matrix completion with outliers.

problem Solving nonconvex and nonsmooth DC composite optimization problems.
method Inexact linearized proximal algorithm (iLPA) for DC composite optimization problems.
result The iLPA achieves local R-linear convergence rate under the Kurdyka-Łöjasiewicz property.

In this paper, we consider the convex and non-convex composition problem with the structure 1ni=1nFi(G(x))\frac{1}{n}\sum\nolimits_{i = 1}^n {{F_i}( {G( x )} )}, where G(x)=1nj=1nGj(x)G( x )=\frac{1}{n}\sum\nolimits_{j = 1}^n {{G_j}( x )} is the inner function, and Fi()F_i(\cdot) is the outer function. We explore the variance reduction based met…

2018-09-06abs ↗pdf ↗

Model predicts composite structures assembly quality with input uncertainty.

problem Accurate prediction of dimensional deviations and residual stress in composite structures assembly.
method Neural Network Gaussian Process considering input uncertainty.
result NNGPIU model outperforms other methods for nonsmooth, nonlinear responses.

New algorithm reduces complexity for optimizing complex machine learning tasks.

problem Optimizing complex machine learning objectives like reinforcement learning and portfolio management.
method Developed SARAH-Compositional algorithm using Stochastic Recursive Gradient Descent.
result Achieved optimal IFO complexity bounds for stochastic compositional optimization.

We consider the composition optimization with two expected-value functions in the form of 1ni=1nFi(1mj=1mGj(x))+R(x)\frac{1}{n}\sum\nolimits_{i = 1}^n F_i(\frac{1}{m}\sum\nolimits_{j = 1}^m G_j(x))+R(x), { which formulates many important problems in statistical learning and machine learning such as solving Bellman equations in reinforcement l…

2017-10-26abs ↗pdf ↗

RICH models scenes as hierarchical tree to learn and generate complex compositions.

problem Learning compositional structures between parts and objects in natural scenes.
method RICH uses a latent scene graph to organize entities into a tree structure and employs a top-down inference approach.
result RICH learns and generates complex scene hierarchies from unlabeled data.

Routing networks tackle challenges in modular and compositional computation.

problem Challenges in learning and training compositional models with module parameters and their composition.
method Routing networks as a general approach to address these challenges, examining the interplay of algorithmic decisions.
result Empirical analysis of routing networks reveals the interplay of challenges and design decisions.

Study challenges neural models in compositional learning tasks.

problem Challenges in neural models for compositional and relational learning.
method Introduced ConceptWorld environment for generating images from compositional concepts, tested various neural architectures.
result Neural models struggle with longer compositional chains and substitutivity tests.

This paper advances FL algorithms for composite optimization and statistical recovery.

problem Federated learning optimization and statistical recovery in composite settings.
method Proposes Fast Federated Dual Averaging for strongly convex and smooth loss, and Multi-stage Federated Dual Averaging for restricted strongly convex and smooth loss.
result Establishes state-of-the-art iteration and communication complexity, and high probability complexity bound with linear speedup.

Adapts Altman's model to compositional data for bankruptcy prediction.

problem Predicting business default using standard financial ratios has issues.
method Uses compositional data methodology with log-ratios and machine learning.
result Compositional methods improve predictive performance, especially random forests.

New method for optimizing complex composite functions with reduced variance.

problem Optimizing multi-level composite functions with nested random and smooth mappings.
method Normalized proximal approximate gradient (NPAG) method with nested stochastic variance reduction.
result Total sample complexity of O(ε3)O(ε^{-3}) in expectation and O(N+Nε2)O(N+\sqrt{N}ε^{-2}) in finite-sum cases.

This paper introduces compositional data analysis for financial ratios, improving industry-level analysis.

problem Statistical issues with standard financial ratios at industry level.
method Compositional data analysis techniques for financial ratios.
result Improved analysis of financial ratios using compositional data methods.

New algorithm framework solves stochastic composite nonconvex optimization problems efficiently.

problem Solving stochastic composite nonconvex optimization problems.
method ProxSARAH framework using SARAH estimator with proximal gradient and averaging steps.
result Achieves best-known complexity bounds with constant and adaptive step-sizes.

Paper solves robust convex problems with heavy-tailed noise.

problem Solving convex compositional problems with heavy-tailed noise.
method Sub-Gaussian confidence bounds under weak heavy-tailed noise assumptions, using boosting strategy.
result Achieves nearly optimal high probability convergence result.

Paper analyzes word embedding composition using tensor decomposition.

problem Given vector representations of two words, compute a vector for the entire phrase.
method Generative model with low rank Tucker decomposition of word embedding correlations.
result Word embeddings and a core tensor can be derived from the Tucker decomposition.

New samplers improve compositional generation with diffusion models.

problem Improving compositional generation with diffusion models.
method Score-based interpretation, energy-based parameterization, Metropolis-corrected samplers.
result New samplers enable successful compositional generation across various tasks.

PICLE uses probabilistic models to efficiently evaluate and compose modules for continual learning.

problem Challenging search space of module compositions in continual learning.
method Probabilistic framework to cheaply compute module compositions' fitness.
result First modular CL algorithm to achieve perceptual, few-shot, and latent transfer.

New algorithm solves composite optimization problems with unknown expectations.

problem Solving composite optimization problems with unknown statistical expectations.
method Proposes a new stochastic primal-dual algorithm for composite optimization problems with unknown statistical expectations.
result Converges to a saddle point of the Lagrangian function.

We consider in this paper a class of composite optimization problems whose objective function is given by the summation of a general smooth and nonsmooth component, together with a relatively simple nonsmooth term. We present a new class of first-order methods, namely the gradient sliding algorithms, which can skip the…

2014-06-04abs ↗pdf ↗

Adaptive sampling method solves constrained and composite optimization problems.

problem Solving constrained optimization problems with stochastic objectives and deterministic constraints.
method Proximal gradient method with adaptive sampling to improve gradient approximation quality.
result Convergence results established for both strongly convex and general convex objectives.

Optimizes convergence rate of stochastic proximal algorithms for composite convex problems.

problem Solving composite convex optimization problems with composite regularizers.
method Analyzed proximal stochastic gradient method and randomized incremental proximal method under relaxed variance assumptions.
result Proves O(1/T)O(1/\sqrt{T}) convergence rate for last iterate of both algorithms under componentwise convexity and smoothness.

New conditions for weighted composition operators in group homomorphisms.

problem Conditions for weighted composition operators in group homomorphisms.
method Range decreasing group homomorphisms.
result New insights into weighted composition operators and their algebraic structure.