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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.

169,051 papers · 148 categories

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48 results for diagonal scaling

This paper improves linear system solving by optimizing matrix diagonal scaling.

problem Improving the condition number of a matrix for faster iterative methods.
method Left or right diagonal rescaling of the matrix A, with new bounds and algorithms.
result Jacobi preconditioning reduces A's condition number to within a quadratic factor of the best possible scaling.

We define a second-order neural network stochastic gradient training algorithm whose block-diagonal structure effectively amounts to normalizing the unit activations. Investigating why this algorithm lacks in robustness then reveals two interesting insights. The first insight suggests a new way to scale the stepsizes, …

2017-05-25abs ↗pdf ↗

A new method solves diagonally constrained SDPs quickly and accurately.

problem Solving large-scale diagonally constrained SDPs efficiently.
method Combines momentum from convex optimization with coordinate descent and matrix factorization.
result Local linear convergence and first-order critical point convergence proved.

Gradient methods work well on overparameterized diagonal linear networks.

problem Understanding why gradient-based methods work well in overparameterized models.
method Study of Deep Diagonal Linear Networks with gradient flow analysis.
result Gradient flow on layer parameters induces a mirror-flow dynamic in the effective parameter space, leading to explicit convergence guarantees.

Unified framework for scale-invariant representation learning using MAPCA.

problem Learning invariant representations in data.
method Metric-Aware Principal Component Analysis (MAPCA) based on generalized eigenproblem.
result MAPCA provides a unified geometric language for various self-supervised learning objectives.

Subspace clustering is a useful technique for many computer vision applications in which the intrinsic dimension of high-dimensional data is often smaller than the ambient dimension. Spectral clustering, as one of the main approaches to subspace clustering, often takes on a sparse representation or a low-rank represent…

2018-03-15abs ↗pdf ↗

Recurrent Neural Networks (RNNs) are powerful models that achieve exceptional performance on several pattern recognition problems. However, the training of RNNs is a computationally difficult task owing to the well-known "vanishing/exploding" gradient problem. Algorithms proposed for training RNNs either exploit no (or…

2015-11-04abs ↗pdf ↗

Sharp pseudospectral bounds prevent transient amplification in coupled gradient descent.

problem Transient amplification in coupled gradient descent systems.
method Developed a sharp pseudospectral theory for block-triangular Jacobians, proving Kreiss constant bounds and matching minimax lower bounds.
result Obtained a finite-horizon iteration-complexity bound of O(K(J)2log(1/δ))O(K(J)^2 \log(1/δ)) for stochastic coupled descent.

Study reveals how initialization scale affects training accuracy in linear networks.

problem Understanding implicit bias in linear classification models.
method Asymptotic analysis of gradient flow trajectories and training loss minimization.
result Implicit bias is more complex at reasonable initialization scales and training accuracies.

Second-order methods for neural network optimization have several advantages over methods based on first-order gradient descent, including better scaling to large mini-batch sizes and fewer updates needed for convergence. But they are rarely applied to deep learning in practice because of high computational cost and th…

2017-12-20abs ↗pdf ↗

Smooth manifolds have been always understood intuitively as spaces with an affine geometry on the infinitesimal scale. In Synthetic Differential Geometry this can be made precise by showing that a smooth manifold carries a natural structure of an infinitesimally affine space. This structure is comprised of two pieces o…

2018-09-16abs ↗pdf ↗

Unified analysis of parameter norms in overparameterized linear models, revealing scaling laws and thresholds.

problem Understanding the scaling of parameter norms in overparameterized linear models.
method Simple dual-ray analysis revealing competition between signal spike and bulk of null coordinates.
result Unified closed-form predictions for parameter norm scaling, including elbow and threshold laws.

Efficiently approximates Sparse PCA with significant speedups and minor error.

problem Sparse Principal Component Analysis (Sparse PCA) is NP-hard and computationally expensive.
method Approximates the covariance matrix with block-diagonal form, solves sub-problems in each block, and reconstructs the solution.
result Significant computational speedups with minor additive error.

Diagonal linear networks converge to lasso regularization path during training.

problem Understanding the regularization behavior of diagonal linear networks.
method Analyzing the training trajectory of diagonal linear networks and comparing it to the lasso regularization path.
result The training trajectory of diagonal linear networks is closely related to the lasso regularization path.

We show that a basis of a semisimple Lie algebra of compact type, for which any diagonal left-invariant metric has a diagonal Ricci tensor, is characterized by the Lie algebraic condition of being "nice". Namely, the bracket of any two basis elements is a multiple of another basis element. This extends the work of Laur…

2019-12-29abs ↗pdf ↗

Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.

problem Modeling non-Gaussian time-series with stationary increments.
method Complex wavelet transform for scale variations, joint correlation matrix for scale dependencies, second wavelet transform for diagonalization, maximum entropy models conditioned by scattering spectra coefficients.
result Scattering spectra of self-similar processes are scale invariant, allowing statistical testing and generation of new time-series.

Study uncovers scaling laws and spectral properties of shallow neural networks.

problem Understanding scaling laws and spectral properties of shallow neural networks.
method Leveraging connections with matrix compressed sensing and LASSO, derived a phase diagram for excess risk.
result Uncovered crossovers between scaling regimes and plateau behaviors, validated empirical observations.

Study grid homology of diagonal knots, finding key terms related to prime factors and decompositions.

problem Determine grid homology of diagonal knots and compare them to other knot types.
method Use grid diagrams and combinatorial knot Floer homology to analyze diagonal knots.
result Grid homology detects the number of prime factors and decompositions of the knot into non-integer tangles.

Gradient descent optimally trains RNNs without overparameterization.

problem Training recurrent neural networks (RNNs) with gradient descent.
method Nonasymptotic analysis of gradient descent for RNNs with diagonal weight matrices.
result Gradient descent can achieve optimality in RNNs with a network size scaling logarithmically with the number of samples.

Study on stability of non-diagonal Einstein metrics on specific homogeneous spaces.

problem Stability analysis of non-diagonal Einstein metrics on HimesH/ΔKH imes H/ΔK.
method Formula for scalar curvature, study of stability with Hilbert action.
result Non-diagonal Einstein metrics on MM are unstable with different coindexes.

We consider a general Hermitian holomorphic line bundle LL on a compact complex manifold MM and let pq{\Box}^q_p be the Kodaira Laplacian on (0,q)(0,q) forms with values in LpL^p. The main result is a complete asymptotic expansion for the semi-classically scaled heat kernel exp(upq/p)(x,x)\exp(-u{\Box}^q_p/p)(x,x) along the diagonal…

2014-06-01abs ↗pdf ↗

New phase harmonic covariance models capture non-Gaussian properties of stationary processes.

problem Capturing non-Gaussian properties of stationary processes using Fourier phase.
method Introduce phase harmonic covariance moments and maximum entropy models conditioned by these moments.
result Maximum entropy models from phase harmonic covariances improve image synthesis of turbulent flows.

Paper proposes ABDR for convex subspace clustering with adaptive block diagonal representation.

problem Subspace clustering with block diagonal structure for noisy data.
method ABDR explicitly pursues block diagonality without sacrificing convexity, using a specially designed convex regularizer.
result Experimental results show ABDR outperforms state-of-the-arts.