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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.

168,786 papers · 148 categories

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11223243 · Jun 202619922001200920172026
48 results for degenerate optimum

Bayesian optimization has demonstrated impressive success in finding the optimum input x* and output f* = f(x*) = max f(x) of a black-box function f. In some applications, however, the optimum output f* is known in advance and the goal is to find the corresponding optimum input x*. In this paper, we consider a new sett…

2019-05-07abs ↗pdf ↗

New analysis improves sample complexity for vanilla policy gradient methods.

problem Improving sample complexity guarantees for vanilla policy gradient methods.
method Adapting tools from SGD analysis to policy gradient methods, with smoothness and gradient approximation assumptions.
result Established improved sample complexity bounds for convergence and global optimum.

Optimum-statistical collaboration improves black-box optimization efficiency.

problem Improving black-box optimization efficiency through better statistical collaboration.
method Introducing optimum-statistical collaboration framework for hierarchical bandits-based optimization.
result Demonstrated improved regret bounds and better performance in experiments.

Bayesian optimisation is improved by incorporating expert prior through space warping.

problem Cold start phase in expensive function optimisation.
method Prior distribution warps the search space around high probability regions of function optimum.
result Improves optimisation performance through acquisition agnostic approach.

Bayesian Optimization with a Prior for the Optimum (BOPrO) improves efficiency and accuracy.

problem Bayesian Optimization's standard priors are not intuitive for domain experts.
method BOPrO injects expert knowledge into the optimization process using priors about the optimum.
result BOPrO is 6.67x faster than state-of-the-art methods and achieves new state-of-the-art performance.

Novel method for high-dimensional BO using CMA to define local regions.

problem Challenges in applying BO to high-dimensional optimization problems.
method CMA strategy to learn search distribution and define local regions.
result Our method outperforms existing techniques on various benchmarks.

This paper compares three portfolio designs for Indian stocks.

problem Designing an optimum portfolio that balances return and risk.
method Three approaches: minimum risk, optimum risk, and Eigen portfolios.
result Optimum risk portfolios and Eigen portfolios identified for each sector.

Gradient descent with noise converges to a unique optimum in nonconvex matrix factorization.

problem Gradient descent with noise converges to a unique optimum in nonconvex matrix factorization.
method A perturbed form of gradient descent with arbitrary initialization.
result Gradient descent with noise converges to a unique optimum.

Community detection using both graphs and social networks is the focus of many algorithms. Recent methods aimed at optimizing the so-called modularity function proceed by maximizing relations within communities while minimizing inter-community relations. However, given the NP-completeness of the problem, these algorith…

2014-06-26abs ↗pdf ↗

Shortcut connections in ResNet help avoid local optima, leading to efficient training.

problem Understanding why shortcut connections in ResNet lead to efficient training.
method Two-layer non-overlapping convolutional ResNet, gradient descent with proper normalization.
result Gradient descent avoids spurious local optima, converging to a global optimum.

Optimizes expensive experiments by incorporating expert knowledge.

problem Expensive experiments require minimizing the number of trials.
method Bayesian optimization with posterior sampling of expert knowledge.
result Demonstrates significant efficiency gains in experiments and hyperparameter tuning.

We prove that the degenerate part of the distributive homology of a multispindle is determined by the normalized homology. In particular, when the multispindle is a quandle QQ, the degenerate homology of QQ is completely determined by the quandle homology of QQ. For this case (and generally for two term homology of …

2014-11-21abs ↗pdf ↗

New algorithms improve likelihood of finding global optima in Bayesian inference.

problem Finding global optima in Bayesian inference is difficult due to nonconvexity.
method Developed two algorithms: consistent Laplace approximation (CLA) and consistent stochastic variational inference (CSVI).
result Both CSVI and CLA improve likelihood of obtaining global optima compared to standard methods.

An n-dimensional submanifold X of a projective space P^N (C) is called tangentially degenerate if the rank of its Gauss mapping γ: X ---> G (n, N) satisfies 0 < rank γ< n. The authors systematically study the geometry of tangentially degenerate submanifolds of a projective space PN(C)P^N (\mathbf{C}). By means of the foca…

2000-02-11abs ↗pdf ↗

Study degenerate Bianchi transformations for pseudo-spherical submanifolds in 5D space.

problem Characterize three-dimensional pseudo-spherical submanifolds with degenerate Bianchi transformations.
method Complete description through holonomically degenerate Bianchi transformations.
result Obtained a complete description of degenerate pseudo-spherical submanifolds.

Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum. The reason for the absence of probabilistic global optimizers is that the corres…

2011-12-06abs ↗pdf ↗

A new framework for performative prediction robust to distributional misspecification.

problem Performative prediction models can be influenced by their own predictions, leading to suboptimal outcomes.
method Introduces distributionally robust performative prediction (DRPO) to approximate the true performative optimum (PO) robustly.
result DRPO provides provable guarantees as a robust approximation to the true PO when the nominal distribution map is misspecified.

Paper solves degenerated circle pattern metric problem in spherical geometry.

problem Existence and rigidity of (degenerated) circle pattern metrics with prescribed total geodesic curvatures.
method Defined prescribed combinatorial Ricci flows and studied their convergence.
result First degenerated result for total geodesic curvatures in spherical background geometry.

Paper studies degenerated circle packings in hyperbolic geometry and finds conditions for their existence.

problem Whether a prescribed total geodesic curvature can be realized by a degenerated circle packing.
method Introduced combinatorial Ricci flow to find the desired degenerated circle packed surface, analogous to Chow-Luo and Takatsu methods.
result Fully characterized sufficient and necessary conditions for the existence of degenerated circle packings and showed their uniqueness.

Identifies filtration in Lagrangian fibrations to monodromy weight filtration in degenerations.

problem Understanding the relationship between Lagrangian fibrations and degenerations of hyper-Kähler manifolds.
method Identifies and compares perverse filtration with monodromy weight filtration.
result Identifies the perverse filtration of a Lagrangian fibration with the monodromy weight filtration of a degeneration.

In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over dd-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the sample is drawn i.i.d. from the input distribution, the least squares solution for…

2019-07-08abs ↗pdf ↗

In this paper we study lightlike surfaces of Minkowski 3- space such that they have degenerate or non-degenerate planar normal sections. We first show that every lightlike surface of Minkowski 33- space has degenerate planar normal sections. Then we study lightlike surfaces with non-degenerate planar normal sections a…

2013-01-24abs ↗pdf ↗

Proposes qPO, a new acquisition strategy for batched Bayesian optimization that maximizes the probability of including the optimum.

problem Efficiently identifying top-performing compounds from a large chemical library.
method qPO (multipoint Probability of Optimality) acquisition strategy that maximizes the probability of including the true optimum.
result Empirical evidence shows that qPO is competitive with and complements other state-of-the-art methods in batched Bayesian optimization.

Exact causal network discovery is polynomial for sparse networks.

problem Finding the optimal causal Bayesian network from data is computationally hard.
method Pruning the search space using network properties, combined with dynamic programming and shortest-path searches.
result Exact discovery is polynomial for sparse causal Bayesian networks.