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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.

168,695 papers · 148 categories

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232463695926 · Jun 202019922001200920172026
48 results for differentiable loss functions

Study proposes a differentiable surrogate loss function for optimizing FβF_β score in binary classification with imbalanced data.

problem Non-differentiability of FβF_β score makes it unsuitable for optimization by gradient-based learning.
method Investigated relationship between FβF_β score and loss functions, proposed a differentiable surrogate loss function.
result Gradient paths of the proposed surrogate FβF_β loss function approximate the gradient paths of the FβF_β score.

Self-test loss functions improve data-driven modeling of weak-form operators and gradient flows.

problem Challenges in selecting test functions for data-driven modeling involving weak-form operators and gradient flows.
method Introducing self-test loss functions that depend on unknown parameters and are quadratic.
result Self-test loss functions conserve energy for gradient flows and coincide with log-likelihood ratios for stochastic differential equations.

New method simplifies checking consistency of differentiable loss functions.

problem Verifying consistency of differentiable loss functions is difficult.
method Developed a new approach called strong indirect elicitation (strong IE) to simplify checking consistency.
result Strong IE is equivalent to calibration for strongly convex, differentiable surrogates.

Paper estimates differences in multi-attribute Gaussian graphical models using non-convex penalties.

problem Estimating differences in multi-attribute Gaussian graphical models with similar structure.
method Penalized D-trace loss function with non-convex (log-sum and SCAD) penalties, proximal gradient descent methods.
result Theoretical analysis and numerical examples support consistency in support recovery and estimation.

Second-order methods improve differential privacy in convex optimization.

problem Improving differential privacy in convex optimization.
method Developed a private variant of the regularized cubic Newton method for strongly convex loss functions.
result Achieves quadratic convergence and optimal excess loss for strongly convex loss functions.

DPlis improves privacy in deep learning models by smoothing loss functions.

problem Privacy leakage in deep learning models trained on private data and low model performance.
method DPlis constructs a smooth loss function to favor noise-resilient models.
result DPlis effectively boosts model quality and training stability under privacy constraints.

The paper analyzes and proposes methods for privately sharing individual privacy losses using per-instance differential privacy.

problem The standard differential privacy framework provides a worst-case bound that may not accurately reflect individual privacy losses.
method The paper analyzes per-instance differential privacy and proposes methods to privately and accurately publish per-instance privacy losses.
result The methods privately and accurately publish per-instance differential privacy losses with minimal additional privacy cost.

Improved privacy-preserving methods for convex optimization with heavy-tailed data.

problem Privacy-preserving optimization of convex functions with heavy-tailed data.
method Developed algorithms for private mean estimation and convex optimization under concentrated differential privacy constraints.
result Achieved improved upper bounds on excess population risk for convex and strongly convex loss functions.

Paper explores challenges in training PINNs and loss landscape effects.

problem Challenges in training Physics-Informed Neural Networks (PINNs) due to loss landscape issues.
method Examined gradient-based optimizers Adam, L-BFGS, and their combination Adam+L-BFGS, and introduced NysNewton-CG (NNCG).
result Adam+L-BFGS outperforms other optimizers, and NysNewton-CG significantly improves PINN performance.

Flexible tree ensemble learning framework supports arbitrary loss functions and multi-task learning.

problem Limited modeling capabilities of existing tree ensemble learning toolkits.
method Differentiable tree ensembles with tensor-based formulation for efficient training.
result Our framework leads to 100x more compact and 23% more expressive tree ensembles.

Study on privacy leakage in noisy gradient descent algorithms.

problem Information leakage of iterative randomized learning algorithms about training data.
method Analyzes the dynamics of Rényi differential privacy loss in noisy gradient descent algorithms.
result Privacy loss converges exponentially fast for smooth and strongly convex loss functions.

BUDS balances privacy and utility by shuffling data, achieving strong privacy with minimal loss.

problem Balancing privacy and utility in crowd-sourced statistical databases.
method One-hot encoding, iterative shuffling, loss estimation, risk minimization.
result Achieves ε=0.02ε= 0.02 for privacy, maintaining a privacy bound of ε=ln[t/((n11)S)]ε= ln [t/((n_1 - 1)^S)].

Linear-Core Surrogates combine fast optimization and statistical efficiency in classification and structured prediction.

problem The trade-off between smoothness and margin-based losses in classification and structured prediction.
method Linear-Core (LC) Surrogates, a family of convex loss functions that stitch a linear core to a smooth tail.
result LC Surrogates achieve fast linear consistency rates while maintaining differentiability and strict HH-consistency bounds.

New deep learning method solves complex BSDEs efficiently.

problem Solving high-dimensional nonlinear BSDEs.
method Reformulate as global optimization, approximate solution with deep neural network, globally minimize quadratic local loss functions.
result Demonstrated effectiveness on various high-dimensional nonlinear BSDEs, including finance applications.

The minimization of loss functions is the heart and soul of Machine Learning. In this paper, we propose an off-the-shelf optimization approach that can minimize virtually any non-differentiable and non-decomposable loss function (e.g. Miss-classification Rate, AUC, F1, Jaccard Index, Mathew Correlation Coefficient, etc…

2019-05-24abs ↗pdf ↗

In few-shot learning, typically, the loss function which is applied at test time is the one we are ultimately interested in minimising, such as the mean-squared-error loss for a regression problem. However, given that we have few samples at test time, we argue that the loss function that we are interested in minimising…

2019-11-29abs ↗pdf ↗

Paper addresses ERM in LDP, reducing sample complexity for smooth and convex losses.

problem Achieving error α in ERM with non-interactive LDP, especially for high-dimensional data.
method Developed algorithms using Bernstein polynomial and polynomial approximation techniques.
result For smooth and convex losses, sample complexity is linear in dimensionality.

New DP algorithm improves privacy and efficiency for convex optimization.

problem Efficient, DP algorithms for convex optimization with strong excess risk bounds.
method Output perturbation for a broad class of tilted loss functions.
result Near optimal DP excess risk and runtime bounds for convex optimization.

A new method, VIF, calculates influence for non-decomposable losses efficiently.

problem Efficiently calculating influence for complex machine learning models with non-decomposable losses.
method Revisiting influence function from robust statistics, proposing Versatile Influence Function (VIF) for any non-decomposable loss.
result VIF method is up to 10^3 times faster than brute-force methods and closely matches influence results.

A novel gradient-based method optimizes decision trees for complex tasks.

problem Training decision trees with arbitrary differentiable loss functions.
method Gradient-based optimization using first and second derivatives of loss functions.
result Improves accuracy and flexibility in decision tree optimization.

Proposes a method for inference in high-dimensional classification with non-differentiable surrogate losses.

problem Lack of inference procedures for identifying driving factors in high-dimensional classification with non-differentiable surrogate losses.
method Kernel-smoothed decorrelated score and cross-fitted version for hypothesis tests and interval estimators.
result Valid and superior inference methods for high-dimensional classification with non-differentiable surrogate losses.

A new loss function for VAEs improves image quality and efficiency.

problem Training VAEs to generate realistic images requires a loss function that reflects human perception.
method Based on Watson's perceptual model, the loss function computes a weighted distance in frequency space, accounts for luminance and contrast masking, and is extended to color images.
result VAEs trained with the new loss function generated high-quality, less blurry images with fewer artifacts and less computational resources.

DEQGAN uses GANs to solve differential equations without supervision.

problem Solving differential equations with neural networks.
method Generative Adversarial Networks (GANs) to learn the loss function.
result DEQGAN achieves lower mean squared errors and competitive solution accuracy compared to traditional methods.

AuxiLearn combines auxiliary tasks into a single loss function.

problem Improving neural network performance on a main task using auxiliary tasks.
method Implicit differentiation to learn a network that combines auxiliary tasks into a single coherent objective function.
result AuxiLearn consistently outperforms competing methods in various tasks and domains.

Paper relaxes SGD privacy and generalization guarantees for non-smooth convex losses.

problem Privacy and generalization in SGD for non-smooth convex losses.
method Relaxes Lipschitz and strong smoothness assumptions to Hölder smoothness, proving (ε,δ)(ε,δ)-DP and optimal excess risk.
result Noisy SGD with αα-Hölder smooth losses achieves optimal excess risk with linear gradient complexity for α1/2α \geq 1/2.

Introduces CHL, a new loss function for continuous similarity learning.

problem Binary similarity learning limitations.
method CHL is a novel loss function that generalizes histogram loss to continuous similarities.
result CHL solves a wider range of tasks including similarity learning, representation learning, and data visualization.

DPC uses physics and neural nets to solve SDEs.

problem Solving stochastic differential equations with missing physics.
method Physics-data fusion with conditional maximum mean discrepancy (CMMD) loss.
result DPC achieves highly accurate solutions on benchmark examples.

Paper improves privacy and utility of SGD with bounded domain and smooth losses.

problem Lack of tight privacy bounds and practical assumptions in DPSGD.
method Rigorous privacy characterization for DPSGD with general L-smooth and non-convex loss functions, tracking privacy loss over iterations.
result Privacy loss converges without convexity assumption for bounded domain, improving utility.

This paper compares deeper and wider neural networks for optimal generalization error in Sobolev losses.

problem The dilemma of choosing between deeper or wider neural networks for optimal generalization error.
method Analytical investigations into the influence of sample points, parameters, and loss function regularity on neural network architecture.
result A higher number of parameters favors wider neural networks, while more sample points and greater loss function regularity favor deeper neural networks.

New privacy bounds for DP-SGD's last iterate, even with cyclic sampling.

problem Privacy of the last iterate in DP-SGD with cyclic sampling.
method Established new RDP upper bounds for the last iterate under realistic assumptions.
result Privacy bounds for DP-SGD's last iterate with cyclic sampling and clipping, even for nonconvex losses.

New method uses PINNs to efficiently compute Gerber-Shiu functions.

problem Calculating the Gerber-Shiu function efficiently.
method Physics-informed neural networks (PINNs) embedded with differential equations.
result Demonstrates good performance in approximating Gerber-Shiu functions.

NullSpaceNet maps inputs to a joint-nullspace for clearer class separability.

problem Class separability and interpretability in image classification.
method NullSpaceNet maps inputs to a joint-nullspace, collapsing same-class inputs and separating different classes.
result NullSpaceNet achieves superior performance with reduced parameters and time.

We propose in this paper a differentiable learning loss between time series, building upon the celebrated dynamic time warping (DTW) discrepancy. Unlike the Euclidean distance, DTW can compare time series of variable size and is robust to shifts or dilatations across the time dimension. To compute DTW, one typically so…

2017-03-05abs ↗pdf ↗

We study differentially private (DP) algorithms for stochastic convex optimization (SCO). In this problem the goal is to approximately minimize the population loss given i.i.d. samples from a distribution over convex and Lipschitz loss functions. A long line of existing work on private convex optimization focuses on th…

2019-08-27abs ↗pdf ↗

Real-world large-scale datasets usually contain noisy labels and are imbalanced. Therefore, we propose derivative manipulation (DM), a novel and general example weighting approach for training robust deep models under these adverse conditions. DM has two main merits. First, loss function and example weighting are commo…

2019-05-27abs ↗pdf ↗

Paper proves autodiff systems are correct for non-differentiable functions.

problem Correctness of autodiff systems for non-differentiable functions in deep learning.
method Investigation of PAP functions and introduction of intensional derivatives.
result Intensional derivatives always exist and coincide with standard derivatives for almost all inputs.