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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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69137206274 · Jun 202019922001200920172026
48 results for convex tensor relaxation

Algorithm for exact partitioning of high-order models using convex tensor relaxation.

problem Exact partitioning of high-order models.
method Defining a general class of mm-degree Homogeneous Polynomial Models, relaxing the high-order combinatorial problem to a convex conic form problem, defining the Carathéodory symmetric tensor cone, and constructing a primal-dual certificate.
result The solution of the convex relaxation is correct and provides a statistical upper bound for exact partitioning.

We show that the spectral norm of a random n1×n2××nKn_1\times n_2\times \cdots \times n_K tensor (or higher-order array) scales as O((k=1Knk)log(K))O\left(\sqrt{(\sum_{k=1}^{K}n_k)\log(K)}\right) under some sub-Gaussian assumption on the entries. The proof is based on a covering number argument. Since the spectral norm is dual to the tensor…

2014-07-07abs ↗pdf ↗

We study the problem of learning a tensor from a set of linear measurements. A prominent methodology for this problem is based on a generalization of trace norm regularization, which has been used extensively for learning low rank matrices, to the tensor setting. In this paper, we highlight some limitations of this app…

2013-07-17abs ↗pdf ↗

A new tensor completion method handles missing data with missing not at random entries.

problem Handling missing data in tensors where the probability of observation depends on other entries.
method Estimate propensities using convex relaxation, then use higher-order SVD with inverse propensities weights.
result Finite-sample error bounds on the completed tensor are provided.

Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the tensor. We show that this approach can be substantially suboptimal: reliably recov…

2013-07-22abs ↗pdf ↗

New tensor recovery method improves efficiency under strict complementarity.

problem Efficiently recovering low-rank tensors using tensor nuclear norm.
method Developed strict complementarity condition for tensor nuclear norm ball and applied to gradient methods.
result Standard gradient methods achieve linear convergence and nearly linear runtime under strict complementarity.

We develop a convex relaxation method for analyzing neural network generalization.

problem Analyzing the generalization of parallel positively homogeneous networks.
method Linking non-convex ERM to a convex optimization problem over prediction functions.
result Achieved generalization bounds with almost linear sample complexity in network width.

We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-33 tensor TT of the form T=τv03+AT = τ\cdot v_0^{\otimes 3} + A, where τ0τ\geq 0 is a signal-to-noise ratio, v0v_0 is a unit vector, and AA is a random noise tensor, the goal is to recover th…

2015-07-12abs ↗pdf ↗

In recent years, a class of dictionaries have been proposed for multidimensional (tensor) data representation that exploit the structure of tensor data by imposing a Kronecker structure on the dictionary underlying the data. In this work, a novel algorithm called "STARK" is provided to learn Kronecker structured dictio…

2017-11-13abs ↗pdf ↗

In this paper we focus on the problem of completion of multidimensional arrays (also referred to as tensors) from limited sampling. Our approach is based on a recently proposed tensor-Singular Value Decomposition (t-SVD) [1]. Using this factorization one can derive notion of tensor rank, referred to as the tensor tubal…

2015-02-16abs ↗pdf ↗

A vast majority of machine learning algorithms train their models and perform inference by solving optimization problems. In order to capture the learning and prediction problems accurately, structural constraints such as sparsity or low rank are frequently imposed or else the objective itself is designed to be a non-c…

2017-12-21abs ↗pdf ↗

Techniques involving factorization are found in a wide range of applications and have enjoyed significant empirical success in many fields. However, common to a vast majority of these problems is the significant disadvantage that the associated optimization problems are typically non-convex due to a multilinear form or…

2015-06-24abs ↗pdf ↗

We propose convex relaxations for convolutional neural nets with one hidden layer where the output weights are fixed. For convex activation functions such as rectified linear units, the relaxations are convex second order cone programs which can be solved very efficiently. We prove that the relaxation recovers the glob…

2018-12-31abs ↗pdf ↗

Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this paper, we study the statistical limits of convex relaxations. Particularly, we con…

2015-03-04abs ↗pdf ↗

New method improves neural network verification by considering multivariate input space of ReLU neurons.

problem Improving the effectiveness of neural network verification algorithms.
method A new tightened convex relaxation for ReLU neurons considering multivariate input space.
result Our convex relaxation is significantly stronger than the commonly used univariate-input relaxation.

In this paper, we study the nonnegative tensor data and propose an orthogonal nonnegative Tucker decomposition (ONTD). We discuss some properties of ONTD and develop a convex relaxation algorithm of the augmented Lagrangian function to solve the optimization problem. The convergence of the algorithm is given. We employ…

2019-10-21abs ↗pdf ↗

Improved neural network robustness certification through tighter convex relaxations.

problem Certifying neural network robustness to perturbed and adversarial inputs.
method Exploiting ReLU network structure, novel partition-based certification procedure.
result Tightens existing linear programming relaxations to achieve zero relaxation error asymptotically.

Paper relaxes optimal transport using convex functions for data science.

problem Optimal transport problem on finite spaces.
method Relaxation via strictly convex functions (Kullback-Leibler divergence, Bregman divergences). Gradient descent iterative process.
result Mathematical foundations and iterative process for the relaxed optimal transport problem.

TeaNet uses GCNs to model complex atomic interactions inspired by electronic relaxation.

problem Creating a universal interatomic potential for all elements.
method Tensor-embedded atom network (TeaNet) using graph convolutional neural networks (GCNs).
result TeaNet achieves good performance (19 meV/atom) for structures and reactions involving elements from H to Ar.

Machine learning models accurately predict molecular magnetic anisotropy tensors.

problem Accurately modeling molecular magnetic anisotropy tensors.
method Gaussian-moment neural-network approach for machine learning.
result Achieved accuracy of 0.3--0.4 cm1^{-1} for magnetic anisotropy tensor predictions.

Principal component analysis (PCA) is an unsupervised method for learning low-dimensional features with orthogonal projections. Multilinear PCA methods extend PCA to deal with multidimensional data (tensors) directly via tensor-to-tensor projection or tensor-to-vector projection (TVP). However, under the TVP setting, i…

2015-04-30abs ↗pdf ↗

The paper extends gradient flow and relaxation studies to non-flat Riemannian manifolds.

problem Understanding gradient flows and relaxation in non-flat Riemannian manifolds.
method Developed a criterion for comparing relaxation along gradient descent curves using non-metricity tensor.
result Revealed a universal asymmetry: warming up is faster than cooling down.

Two-stage nonconvex algorithm and convex relaxation both achieve optimal accuracy in noisy blind deconvolution.

problem Solving bilinear systems of equations with random noise under different designs.
method Two-stage nonconvex algorithm and convex relaxation.
result Both methods achieve minimax-optimal accuracy in the presence of random noise.

A number of recent work studied the effectiveness of feature selection using Lasso. It is known that under the restricted isometry properties (RIP), Lasso does not generally lead to the exact recovery of the set of nonzero coefficients, due to the looseness of convex relaxation. This paper considers the feature selecti…

2011-06-03abs ↗pdf ↗

Bounds on chemical reaction network relaxation rates using convex analysis.

problem Understanding relaxation dynamics in chemical reaction networks.
method Convex analysis, generalized gradient flows, singular values of stoichiometric matrix.
result Bounds on Kullback-Leibler divergence to equilibrium for CRNs.

Although many convex relaxations of clustering have been proposed in the past decade, current formulations remain restricted to spherical Gaussian or discriminative models and are susceptible to imbalanced clusters. To address these shortcomings, we propose a new class of convex relaxations that can be flexibly applied…

2013-09-26abs ↗pdf ↗

We introduce Bayesian multi-tensor factorization, a model that is the first Bayesian formulation for joint factorization of multiple matrices and tensors. The research problem generalizes the joint matrix-tensor factorization problem to arbitrary sets of tensors of any depth, including matrices, can be interpreted as u…

2014-12-15abs ↗pdf ↗

We suggest using the max-norm as a convex surrogate constraint for clustering. We show how this yields a better exact cluster recovery guarantee than previously suggested nuclear-norm relaxation, and study the effectiveness of our method, and other related convex relaxations, compared to other clustering approaches.

2012-02-25abs ↗pdf ↗

Proposes new convex relaxations for certifying spatial robustness of neural networks.

problem Lack of provable guarantees for robustness against vector field transformations.
method Novel convex relaxations for certifying robustness against vector field transformations.
result First time providing a certificate of robustness against vector field transformations.

Graph alignment problem solved with convex relaxations for correlated matrices.

problem Recovering hidden vertex permutations from correlated Gaussian matrices.
method Convex relaxations of the quadratic assignment problem over doubly stochastic matrices.
result The solution of the convex relaxation concentrates around the ground-truth permutation matrix for certain correlation parameters.

PEREGRiNN verifies safety of ReLU NNs by penalizing relaxation in a greedy manner.

problem Formal verification of safety specifications for ReLU NNs.
method Uses a relaxed convex program to verify polytopic input/output constraints, penalizing relaxation and forcing largest relaxations to early layers.
result Significantly faster and more properties verified compared to other approaches.

The problem of low-rank approximation with convex constraints, which appears in data analysis, system identification, model order reduction, low-order controller design and low-complexity modelling is considered. Given a matrix, the objective is to find a low-rank approximation that meets rank and convex constraints, w…

2016-06-06abs ↗pdf ↗

E2^2M optimizes tensor density estimation by relaxing αα-divergence to KL-divergence.

problem Analytical challenges in traditional αα-divergence optimization for tensor-based density estimation.
method E2^2M algorithm: relaxes optimization to KL-divergence, then applies tensor many-body approximation.
result Flexible modeling of various low-rank structures and their mixtures.