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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.

169,341 papers · 148 categories

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48 results for covariant Hessian

Efficiently learns RBMs using covariance estimates and adaptive learning rates.

problem Learning RBMs using standard methods is computationally expensive.
method Uses Hessian approximations and MCMC samples for covariance estimation, resulting in adaptive learning rates.
result Improves efficiency of learning RBMs compared to standard methods.

New method improves online covariance estimation for SGD.

problem Improving online covariance estimation for SGD.
method Proposes a de-biased covariance estimator that eliminates second-order derivatives.
result Achieves a convergence rate of n(α1)/2lognn^{(α-1)/2} \sqrt{\log n}, outperforming existing methods.

New structure in neural network Hessians explains outliers, improving subspace approximation.

problem Explaining outliers in the spectrum of deepnet Hessians.
method Identified a two-level structure in the Hessian, showing it's not a covariance but a second moment matrix.
result Shows the means of gradients have an additive two-way structure, leading to outliers in the spectrum.

EiGLasso speeds up sparse Kronecker-sum covariance estimation.

problem Sparse Kronecker-sum inverse covariance estimation challenges in scalability and parameter identification.
method Newton's method combined with eigendecomposition of sample and feature graphs, approximating Hessian for speed.
result Two to three orders-of-magnitude speed-up on simulated and real-world data.

In this brief survey, we will remark the interaction among the Hessian tensor on a semi-Riemannian manifold and some of the several questions in Lorentzian (and also in semi-Riemannian) geometry where this 2-covariant tensor is involved. In particular, we deal with the characterization of Killing vector fields and the …

2006-07-05abs ↗pdf ↗

The paper optimizes regret using covariance between costs and decisions.

problem Optimizing expected regret in decision-making problems.
method Developed derivative theory of covariance regret functional, derived Gâteaux derivative, and extended to constrained optimization.
result Gradient of covariance regret is the cost covariance matrix, with implications for portfolio optimization.

SDProp improves deep neural network training efficiency by noise handling.

problem Inaccurate learning rate approximation in adaptive algorithms like RMSProp.
method SDProp uses covariance matrix preconditioning to handle noise in first order gradients.
result SDProp outperforms RMSProp and variants in various neural networks.

The paper addresses geometric analysis on non-compact Riemannian manifolds, proving Calderón-Zygmund inequalities.

problem Proving Calderón-Zygmund inequalities on non-compact Riemannian manifolds without positive injectivity radius.
method Probabilistic tools, Hessian formulas, and Bismut type representations for heat semigroups.
result The paper proves the Calderón-Zygmund inequality for 1<p<21<p<2 under a lower Ricci curvature bound, and for p>2p>2 under additional curvature conditions.

Following P. M. H. Wilson's paper on sectional curvatures of Kahler moduli, we consider a natural Riemannian metric on a hypersurface f=1 in a real vector space, defined using the Hessian of a homogeneous polynomial f. We give examples to answer a question by Wilson about when this metric has nonpositive curvature. Als…

2004-01-27abs ↗pdf ↗

Paper proposes an efficient online Newton method with Nesterov's acceleration for streaming data.

problem Efficient inference of online Newton methods with robustness to noise and ill-conditioning.
method Online Newton method with Hessian averaging and Nesterov's accelerated sketch-and-project solver.
result Global almost-sure convergence and asymptotic normality of the last iterate with non-asymptotic convergence guarantees.

Shampoo optimizes preconditioners for faster convergence in machine learning.

problem Improving convergence speed in machine learning optimization.
method Explicit connection between Shampoo's Kronecker product approximation and optimal matrix approximations.
result The square of Shampoo's approximation is equivalent to a single power iteration step for optimal Kronecker product approximation.

Derivative-free method solves stochastic optimization problems with noisy objectives and constraints.

problem Solving nonlinear optimization problems with stochastic objectives and deterministic constraints using only zero-order information.
method Derivative-Free Stochastic Sequential Quadratic Programming (DF-SSQP) method using simultaneous perturbation stochastic approximation (SPSA) for gradient and Hessian estimation.
result Global almost-sure convergence of the DF-SSQP method under standard assumptions, with local asymptotic normality and statistical inference.

Estimates covariance matrices for matrix-variate data via core covariance geometry.

problem Estimating covariance matrices for matrix-variate data with partial isotropy.
method Fixed-rank core covariance geometry, partial-isotropy rank-r core shrinkage estimator.
result The geometry of the space of rank-r cores is a smooth manifold.

Flat minima lead to better generalization in low-rank matrix recovery models.

problem Understanding why flat minima generalize well in overparameterized models.
method Analysis of overparameterized matrix and bilinear sensing, robust PCA, covariance matrix estimation, and neural networks with quadratic activation functions.
result Flat minima, measured by the trace of the Hessian, exactly recover the ground truth in low-rank matrix recovery models under standard statistical assumptions.

The study proves that certain noncompact Hessian manifolds are diffeomorphic to R^n.

problem Characterizing complete noncompact Hessian manifolds with nonnegative Hessian sectional curvature.
method Using a geometric flow on noncompact affine Riemannian manifolds, constructing Hessian metrics, and proving diffeomorphism.
result Complete noncompact Hessian manifolds with nonnegative Hessian sectional curvature are diffeomorphic to R^n if their tangent bundle has maximal volume growth.

Study mini-batch SGD noise and its limits, proving complexity guarantees.

problem Analyzing the noise in mini-batch SGD and its impact on optimization.
method Examined the conditional covariance and diffusion limits of SGD under different sampling designs.
result Proved mean-square upper bounds and Fisher van Trees lower bounds for SGD, linking them to effective dimension and condition number.

New Hessian estimates for heat equations on manifolds.

problem Estimating Hessian matrices for heat-type equations on Riemannian manifolds.
method Using Bismut-Stroock Hessian formula, with explicit coefficients and delay/growth rate functions.
result Novel backward weak Harnack inequality and precise pointwise Hessian estimates for eigenfunctions.

Characterizes and describes selfsimilar Hessian manifolds with homothetic vector fields.

problem Understanding the structure and properties of selfsimilar Hessian manifolds.
method Characterization and description of selfsimilar manifolds with homothetic vector fields.
result Any selfsimilar Hessian manifold with a potential homothetic vector field is locally isomorphic to a product of radiant Hessian manifolds.

Determinantal averaging corrects inversion bias in distributed Newton's method.

problem Inverting a sum of distributed matrices is biased; local averages are incorrect.
method Reweighting local estimates of the Newton's step proportionally to the determinant of the local Hessian estimate, then averaging them.
result Determinantal averaging provides the first known asymptotically consistent distributed Newton step.

Polyak-Ruppert CLT for SA-Adam with momentum and non-convergent adaptive preconditioning

problem Adaptive optimizers combining momentum and non-convergent preconditioning
method Proving positive drift stability and a non-autonomous Polyak-Ruppert CLT for SA-Adam
result The iterate-marginal covariance is exactly the plain stochastic gradient descent (SGD) sandwich

The paper proves criteria for solving complex Hessian equations on projective manifolds.

problem Solving complex Hessian-type equations on projective manifolds.
method Proves Nakai-Moishezon-type criteria for equations with specific polynomial properties.
result Uniform criteria for solving complex Hessian and Hessian quotient equations.

The study provides a criterion for solving complex Hessian-type equations on projective manifolds.

problem Solving complex Hessian-type equations on projective manifolds.
method Proving Nakai-Moishezon-type criteria for these equations.
result Uniform criteria for solving these equations, including complex Hessian and Hessian quotient equations.

We prove that, in dimensions greater than 2, the generic metric is not a Hessian metric and find a curvature condition on Hessian metrics in dimensions greater than 3. In particular we prove that the forms used to define the Pontryagin classes in terms of the curvature vanish on a Hessian manifold. By contrast all anal…

2013-12-04abs ↗pdf ↗

Curved Frobenius manifolds link to Hessian metrics in geometry.

problem Understanding curved Frobenius manifolds and their relation to Hessian metrics.
method Analyzing the relationship between curved Frobenius structures and Hessian metrics on spaces with non-vanishing curvature.
result Consistent curved Frobenius structures on constant curvature spaces are linked to Hessian metrics.

Criterion for solvability of complex 2-Hessian equation on compact Kähler manifolds.

problem Solvability of complex 2-Hessian equation on compact Kähler manifolds.
method Nakai--Moishezon-type criterion associated with the complex 2-Hessian equation.
result Criterion equivalent to existence of a smooth 2-admissible representative in complex dimension three.