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.
We show that for a noncollapsing sequence of closed, connected, oriented Riemannian manifolds with Ricci curvature uniformly bounded from below and diameter uniformly bounded above, Gromov-Hausdorff convergence essentially agrees with intrinsic flat convergence.
The overall performance or expected excess risk of an iterative machine learning algorithm can be decomposed into training error and generalization error. While the former is controlled by its convergence analysis, the latter can be tightly handled by algorithmic stability. The machine learning community has a rich his…
Paper establishes convergence rates and concentration bounds for stochastic approximation and reinforcement learning with Markovian noise.
problem Analyzing convergence rates and concentration bounds for stochastic approximation and reinforcement learning with Markovian noise.
method Novel discretization of the mean ODE of stochastic approximation algorithms using intervals with diminishing length.
result First almost sure convergence rate and maximal concentration bound with exponential tails for contractive stochastic approximation algorithms with Markovian noise.
In this paper we prove convergence and compactness results for Ricci flows with bounded scalar curvature and entropy. More specifically, we show that Ricci flows with bounded scalar curvature converge smoothly away from a singular set of codimension ≥4. We also establish a general form of the Hamilton-Tian Conjec…
We provide non-asymptotic bounds for the well-known temporal difference learning algorithm TD(0) with linear function approximators. These include high-probability bounds as well as bounds in expectation. Our analysis suggests that a step-size inversely proportional to the number of iterations cannot guarantee optimal …
The objective of this paper is to introduce the notion of generalized almost statistical (briefly, GAS) convergence of bounded real sequences, which generalizes the notion of almost convergence as well as statistical convergence of bounded real sequences. As a special kind of Banach limit functional, we also introduce …
The equivariant Gromov--Hausdorff convergence of metric spaces is studied. Where all isometry groups under consideration are compact Lie, it is shown that an upper bound on the dimension of the group guarantees that the convergence is by Lie homomorphisms. Additional lower bounds on curvature and volume strengthen this…
In this paper, we present the Bennett-type generalization bounds of the learning process for i.i.d. samples, and then show that the generalization bounds have a faster rate of convergence than the traditional results. In particular, we first develop two types of Bennett-type deviation inequality for the i.i.d. learning…
Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is carried out under the assumption that the norm of the stochastic gradient is uni…
We explore the distinctions between Lp convergence of metric tensors on a fixed Riemannian manifold versus Gromov-Hausdorff, uniform, and intrinsic flat convergence of the corresponding sequence of metric spaces. We provide a number of examples which demonstrate these notions of convergence do not agree even for two…
A comparison theorem for the isoperimetric profile on the universal cover of surfaces evolving by normalised Ricci flow is proven. For any initial metric, a model comparison is constructed that initially lies below the profile of the initial metric and which converges to the profile of the constant curvature metric. Th…
Many practitioners who use the EM algorithm complain that it is sometimes slow. When does this happen, and what can be done about it? In this paper, we study the general class of bound optimization algorithms - including Expectation-Maximization, Iterative Scaling and CCCP - and their relationship to direct optimizatio…