Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

138277415553 · Jun 202019922001200920172026
48 results for convergence properties

SONATA algorithm converges to solutions of nonconvex smooth functions with KL property.

problem Decentralized optimization over networks with nonconvex smooth functions and convex constraints.
method Decentralized gradient-tracking algorithm SONATA under the KL property.
result SONATA converges to stationary solutions at R-linear rate for θ(0,1/2]θ\in (0,1/2], sublinear rate for θ(1/2,1)θ\in (1/2,1), and R-linear rate for θ=0θ=0.

PPGD solves nonconvex nonsmooth optimization problems without KL property.

problem Nonconvex and nonsmooth optimization problems in statistics and machine learning.
method Projective Proximal Gradient Descent (PPGD) for solving a class of nonconvex and nonsmooth problems.
result PPGD achieves a fast convergence rate of O(1/k^2) for k ≥ k_0.

We extend some properties of random walks on hyperbolic groups to random walks on convergence groups. In particular we prove that if a convergence group GG acts on a compact metrizable space MM with the convergence property then we can provide GMG\cup M with a compact topology such that random walks on GG converge a…

2018-10-22abs ↗pdf ↗

The paper analyzes spectral properties of connection Laplacian on tori, proving convergence to real torus.

problem Spectral analysis of connection Laplacian on tori.
method Employing parallel orthonormal basis in pullback bundle, examining eigenvalues of connection Laplacian on real and discrete tori.
result Eigenvalues of connection Laplacian on discrete tori converge to those on real torus, with unique twist in torsion matrix.

We prove a continuity property for ending invariants of convergent sequences of Kleinian surface groups. We also analyze the bounded curve sets of such groups and show that their projections to non-annular subsurfaces lie a bounded Hausdorff distance from geodesics joining the projections of the ending invariants.

2012-08-20abs ↗pdf ↗

In a recent paper Donaldson defines three operators on a space of Hermitian metrics on a complex projective manifold: T,Tν,TK.T, T_ν, T_K. Iterations of these operators converge to balanced metrics, and these themselves approximate constant scalar curvature metrics. In this paper we investigate the convergence properties of …

2007-06-28abs ↗pdf ↗

The paper investigates how activation functions impact the training of Neural ODEs, leading to global convergence.

problem Challenges in training Neural ODEs, particularly gradient computation accuracy and convergence analysis.
method Investigates the impact of activation functions on the training dynamics of Neural ODEs.
result Establishes global convergence of Neural ODEs under gradient descent in overparameterized regimes.

This paper improves convergence guarantees for SGD algorithms in non-convex smooth functions.

problem Theoretical convergence properties of SGD algorithms for non-convex smooth functions.
method Analysis of SGD algorithms with arbitrary data ordering for non-convex smooth functions.
result Enhanced convergence guarantees for incremental gradient and single shuffle SGD, improving the optimization term of convergence guarantee.

We provide a general framework to study convergence properties of families of maps. For manifolds MM and NN where MM is equipped with a volume form V\mathcal{V} we consider families of maps in the collection {(φ,B):BM,φ:BN with both measurable}\{(φ, B) : B \subset M, φ:B \rightarrow N\text{ with both measurable}\} and we define a distance function …

2014-06-16abs ↗pdf ↗

Study on metric spaces with properties (ETR), (LBD) and their convergence.

problem Understanding orientability and convergence of metric measure spaces.
method Analysis of Gromov-Hausdorff and intrinsic flat convergence for spaces satisfying (ETR), (LBD).
result The pointed Gromov-Hausdorff limit coincides with the local flat limit.

Here we explore a variety of properties of intrinsic flat convergence. We introduce the sliced filling volume and interval sliced filling volume and explore the relationship between these notions, the tetrahedral property and the disappearance of points under intrinsic flat convergence. We prove two new Gromov-Hausdorf…

2012-10-15abs ↗pdf ↗

Study on Adam-family methods for nonsmooth optimization with convergence guarantees.

problem Training nonsmooth neural networks with convergence guarantees.
method Two-timescale updating scheme and stochastic subgradient methods with gradient clipping.
result Convergence guarantees for various Adam-family methods in training nonsmooth neural networks.

SGD converges to an invariant distribution with sub-Gaussian or sub-exponential properties.

problem Optimizing smooth and strongly convex objectives using SGD.
method Analysis through Markov chains, focusing on convergence and concentration properties.
result SGD iterates and their invariant limit distribution inherit sub-Gaussian or sub-exponential concentration properties.

Gradient descent converges with arbitrary stepsize for separable data under Fenchel-Young losses.

problem Understanding the conditions under which gradient descent converges with arbitrary stepsize.
method Using Fenchel-Young losses and leveraging the classical perceptron argument to derive convergence rates.
result GD converges with arbitrary stepsize for a majority of Fenchel-Young losses, with better rates for specific loss functions.

We investigate a variety of stability properties of Haezendonck-Goovaerts premium principles on their natural domain, namely Orlicz spaces. We show that such principles always satisfy the Fatou property. This allows to establish a tractable dual representation without imposing any condition on the reference Orlicz func…

2019-09-24abs ↗pdf ↗

Paper analyzes convergence rates of SGD for non-convex functions under various assumptions.

problem Analyzing convergence rates of SGD for non-convex functions.
method Studied convergence properties of Stochastic Gradient Descent (SGD) for invex functions under weaker and stronger hypotheses.
result Derives estimates on the rate of convergence of $J(oldsymbolθ_t)$ to its limit for functions satisfying the Polyak-Lojasiewicz (PL) condition.

Geometric analysis improves convergence of variational inference.

problem Challenges in analyzing convergence of variational inference due to non-convexity and non-smoothness.
method Exploits exponential family structure and Bregman divergences to geometrically analyze the optimization landscape.
result Establishes non-asymptotic convergence rates for gradient descent algorithms.

In this paper we investigate the Hausdorff dimension of limit sets of Anosov representations. In this context we revisit and extend the framework of hyperconvex representations and establish a convergence property for them, analogue to a differentiability property. As an application of this convergence, we prove that t…

2019-02-04abs ↗pdf ↗

This paper develops tools for nonreversible MCMC with convergence guarantees.

problem Designing nonreversible MCMC kernels with convergence guarantees.
method Develops tools for nonreversible Markov kernels using conditional invertible transforms.
result Ensures nonreversible kernels have the desired invariance property and lead to convergent algorithms.

The rectified flow method is analyzed for its statistical properties.

problem Theoretical support for rectified flow methods is lacking.
method Empirical analysis of rectified flow's statistical properties using regression and density estimation.
result Convergence rates for rectified flow estimators are faster than for nonparametric regression and density estimation.

We present the Tetrahedral Compactness Theorem which states that sequences of Riemannian manifolds with a uniform upper bound on volume and diameter that satisfy a uniform tetrahedral property have a subsequence which converges in the Gromov-Hausdorff sense to a countably Hm\mathcal{H}^m rectifiable metric space of the…

2012-10-17abs ↗pdf ↗

Convergence of the Kalman filter is best analyzed by studying the contraction of the Riccati map in the space of positive definite (covariance) matrices. In this paper, we explore how this contraction property relates to a more fundamental non-expansiveness property of filtering maps in the space of probability distrib…

2015-03-31abs ↗pdf ↗

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 …

2019-11-15abs ↗pdf ↗

Paper studies asymmetric matrix sensing, proving gradient descent converges to low-rank solutions.

problem Reconstructing asymmetric low-rank matrices from linear measurements.
method Factorized gradient descent with coupling and regularization properties.
result Gradient descent from small random initialization converges to globally optimal and generalizing solutions.

New algorithms improve submodular minimization via DC programming.

problem Minimizing the difference of two submodular functions.
method Introducing variants of the DC algorithm (DCA) and its complete form (CDCA) for DC programs corresponding to DS minimization.
result Our algorithms outperform existing baselines on speech corpus selection and feature selection.

Nearest neighbor methods are a popular class of nonparametric estimators with several desirable properties, such as adaptivity to different distance scales in different regions of space. Prior work on convergence rates for nearest neighbor classification has not fully reflected these subtle properties. We analyze the b…

2014-06-30abs ↗pdf ↗

This is an intuitive survey of extrinsic and intrinsic notions of convergence of manifolds complete with pictures of key examples and a discussion of the properties associated with each notion. We begin with a description of three extrinsic notions which have been applied to study sequences of submanifolds in Euclidean…

2010-06-02abs ↗pdf ↗

We study Frank-Wolfe methods for nonconvex stochastic and finite-sum optimization problems. Frank-Wolfe methods (in the convex case) have gained tremendous recent interest in machine learning and optimization communities due to their projection-free property and their ability to exploit structured constraints. However,…

2016-07-27abs ↗pdf ↗

The paper explains how ReLU nets converge globally in high dimensions without strict assumptions.

problem Understanding global convergence of ReLU nets in very high dimensions.
method Fine-grained analysis of random activation matrices and detailed gradient norm and curvature analysis.
result Empirical loss function has favorable geometrical properties in the overparameterized setting.

New ODE models show saddle-point optimization methods converge differently, with last-iterate convergence for OGDA.

problem Analyzing convergence properties of saddle-point optimization methods.
method High-Resolution Differential Equations (HRDEs) to design differential equation models for saddle-point optimization methods.
result HRDEs reveal last-iterate convergence for Optimistic Gradient Descent Ascent (OGDA) in bilinear games.

The study provides statistical guarantees for Bayesian variational boosting.

problem Statistical and convergence issues in variational boosting.
method Proposed a novel variational family and a functional Frank-Wolfe optimization algorithm.
result Demonstrated stochastic boundedness and provided convergence rate for boosting iterates.

Final part of a series on nonlinear observers on Riemannian metrics, establishing conditions for convergence.

problem Ensuring convergence of nonlinear observers on Riemannian metrics.
method Analyzing the nullity of the second fundamental form of the output function and its relationship to the infinite gain margin property.
result Formulated sufficient and necessary conditions for the nullity of the second fundamental form, linking it to the infinite gain margin property.

New algorithm solves 0\ell_0-norm constrained multilinear logistic regression for tensor data.

problem Non-convex and nonsmooth 0\ell_0-norm constraints in multilinear logistic regression.
method APALM+^+ method for globally convergent optimization.
result APALM+^+ ensures convergence to a first-order critical point.

The paper analyzes the training dynamics of a transformer for next-token prediction.

problem Understanding the non-asymptotic performance of transformers in next-token prediction.
method Characterizes training dataset properties, designs a two-stage training algorithm, and analyzes attention gradient properties.
result Trained transformers converge sub-linearly to max-margin solutions and exhibit linear convergence in cross-entropy loss.

This paper analyzes kNN convergence over feature transformations.

problem The curse of dimensionality affects kNN performance in transformed feature spaces.
method Developed a novel analysis on kNN convergence rates over transformed features, linking properties of the transformed space to raw feature space.
result Theoretical analysis explains why some feature transformations are better for kNN.