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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.

168,742 papers · 148 categories

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53106159212 · Jun 202019922001200920172026
48 results for convex drawings

There are three main thrusts to this article: a new proof of Levi's Enlargement Lemma for pseudoline arrangements in the real projective plane; a new characterization of pseudolinear drawings of the complete graph; and proofs that pseudolinear and convex drawings of KnK_n have n2+n^2+{}O(nlogn)(n\log n) and O(n2)(n^2), respect…

2015-11-21abs ↗pdf ↗

Sig-Splines model uses signatures and splines for time series data, achieving universality and convexity.

problem Creating a generative model for multivariate time series data.
method Combines linear transformations and signature transforms into a neural spline flow.
result Achieves universality and introduces convexity in model parameters.

We propose a new stochastic L-BFGS algorithm and prove a linear convergence rate for strongly convex and smooth functions. Our algorithm draws heavily from a recent stochastic variant of L-BFGS proposed in Byrd et al. (2014) as well as a recent approach to variance reduction for stochastic gradient descent from Johnson…

2015-08-09abs ↗pdf ↗

Convex neural networks enforce convex constraints on weights and activations, improving generalization.

problem Improving generalization and reducing overfitting in neural networks.
method Enforce convex constraints on weights and activations, using non-negative weights and non-decreasing convex activation functions.
result Convex neural networks self-regularize, outperforming base architectures and achieving similar performance to convolutional architectures.

Second-order guarantees for federated learning algorithms.

problem Non-convex optimization in federated learning with saddle-points as bottlenecks.
method Drawing on recent results on second-order optimality in centralized and decentralized settings, establish second-order guarantees for federated learning algorithms.
result Established second-order guarantees for federated learning algorithms.

Anosov representations give a higher-rank analogue of convex cocompactness in a rank-one Lie group which shares many of its good geometric and dynamical properties; geometric finiteness in rank one may be seen as a controlled weakening of convex cocompactness to allow for isolated failures of hyperbolicity. We introduc…

2019-12-31abs ↗pdf ↗

The paper constructs Levi flat structures using structure sheaves and differential complexes.

problem Global solvability and regularity of Levi flat structures.
method Employing formal integrability and differential complexes, the paper constructs a resolution for the structure sheaf.
result Global exactness and Sobolev regularity of the differential complex for Levi flat structures.

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study the problem of robust low-rank tensor recovery in a convex optimization framework,…

2013-11-24abs ↗pdf ↗

New methods improve convergence in non-convex non-smooth learning problems.

problem Sparse learning from high-dimensional data with non-convex, non-smooth regularizers.
method Stochastic proximal gradient methods with arbitrary sampling.
result Independent sampling improves performance over uniform sampling.

Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes these approaches in two directions: we consider a larger class of regularizers, and…

2019-01-31abs ↗pdf ↗

The thesis examines stochastic calculus in option pricing with logistic models and numerical methods.

problem Exploring the application of stochastic calculus in option pricing.
method Monte-Carlo Simulation and machine learning algorithms.
result Insights from Peter Carr and Lorenzo Torricelli's convex duality in continuous models.

Two commonly arising computational tasks in Bayesian learning are Optimization (Maximum A Posteriori estimation) and Sampling (from the posterior distribution). In the convex case these two problems are efficiently reducible to each other. Recent work (Ma et al. 2019) shows that in the non-convex case, sampling can som…

2019-11-05abs ↗pdf ↗

Extends return risk measures to multiple assets, proving properties and comparing different risk models.

problem Evaluating risk in financial markets with multiple assets.
method Develops multi-asset return risk measures (MARRMs), analyzes their properties, and compares them with other risk models.
result Proves that a positively homogeneous MARRM is quasi-convex if and only if it is convex, and provides conditions to avoid inconsistent risk evaluations.

We connect high-dimensional subset selection and submodular maximization. Our results extend the work of Das and Kempe (2011) from the setting of linear regression to arbitrary objective functions. For greedy feature selection, this connection allows us to obtain strong multiplicative performance bounds on several meth…

2016-12-02abs ↗pdf ↗

Curvature conditions distinguish Euclidean space and disks in contractible manifolds.

problem Distinguish Euclidean space and disks among contractible manifolds.
method Investigate curvature conditions on open and compact contractible manifolds with boundary.
result Stronger curvature conditions can distinguish disks from Euclidean spaces.

We present sketch-rnn, a recurrent neural network (RNN) able to construct stroke-based drawings of common objects. The model is trained on thousands of crude human-drawn images representing hundreds of classes. We outline a framework for conditional and unconditional sketch generation, and describe new robust training …

2017-04-11abs ↗pdf ↗

Neural networks solve copositive programs, revealing insights into training problems.

problem Training two-layer vector-output ReLU neural networks.
method Convex analysis and copositive programming.
result Neural networks solve copositive programs, providing insights into training problems.

We point out, and draw some consequences of, the fact that the Poisson Lie group G* dual to G=GL_n(C) (with its standard complex Poisson structure) may be identified with a certain moduli space of meromorphic connections on the unit disc having an irregular singularity at the origin. The Riemann-Hilbert map for such co…

2000-11-09abs ↗pdf ↗

Monotonic Linear Interpolation property in neural networks persists despite non-convexity.

problem Understanding the geometric properties of neural network loss landscapes.
method Tools from differential geometry to analyze the monotonicity of neural network weights.
result Sufficient conditions for the Monotonic Linear Interpolation property under mean squared error.

Building upon recent advances in entropy-regularized optimal transport, and upon Fenchel duality between measures and continuous functions , we propose a generalization of the logistic loss that incorporates a metric or cost between classes. Unlike previous attempts to use optimal transport distances for learning, our …

2019-05-15abs ↗pdf ↗

We study a bad arm existing checking problem in which a player's task is to judge whether a positive arm exists or not among given K arms by drawing as small number of arms as possible. Here, an arm is positive if its expected loss suffered by drawing the arm is at least a given threshold. This problem is a formalizati…

2019-01-31abs ↗pdf ↗

New method learns high-quality Laplacian representations for reinforcement learning.

problem Lack of accurate Laplacian representations in large or continuous state spaces.
method Reformulated spectral graph drawing objective to have eigenvectors as unique global minimizer.
result Learned Laplacian representations more faithfully approximate the ground truth.

Dropout is a popular regularization technique in deep learning. Yet, the reason for its success is still not fully understood. This paper provides a new interpretation of Dropout from a frame theory perspective. By drawing a connection to recent developments in analog channel coding, we suggest that for a certain famil…

2018-10-14abs ↗pdf ↗

We present an affine-invariant random walk for drawing uniform random samples from a convex body KRn\mathcal{K} \subset \mathbb{R}^n that uses maximum volume inscribed ellipsoids, known as John's ellipsoids, for the proposal distribution. Our algorithm makes steps using uniform sampling from the John's ellipsoid of the …

2018-03-06abs ↗pdf ↗