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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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25.0%50.0%75.0%100.0% · Sep 199219922001200920172026
48 results for differentiable objective

Develops scalable differentiable physics for complex object interactions.

problem Limited scalability of existing differentiable physics solvers.
method Adopting meshes for arbitrary geometry, localized collision handling, and accelerated implicit differentiation.
result Significantly reduces memory and computation requirements compared to particle-based methods.

New algebraic formalism for differential calculus in Diolic algebras.

problem Studying differential calculus in vector bundles.
method Introducing functors of differential calculus over arbitrary graded commutative algebras (DCGCA) and applying this to Diolic algebras.
result Recovery of well-known objects and notions from ordinary differential, symplectic, and Poisson geometry, with unique aspects.

We examine the relationships between the differential invariants of objects and of their images under a surjective map. We analyze both the case when the underlying transformation group is projectable and hence induces an action on the image, and the case when only a proper subgroup of the entire group acts projectably…

2015-09-22abs ↗pdf ↗

Study improves sampling efficiency of diffusion models using RL and PDEs.

problem Training neural stochastic differential equations without access to target samples.
method Proves equivalences between RL methods and PDEs, uses coarse time discretization.
result Improves sample efficiency and reduces computational cost.

Algorithm improves vanilla option pricing accuracy during and before COVID-19.

problem Improving vanilla option pricing accuracy during and before the pandemic.
method Combinational Mutation Strategy of Differential Evolution (CmDE) algorithm for bi-objective optimization.
result Algorithm approximates real market vanilla option prices more accurately than Black-Scholes.

BoTier optimizes experiments by balancing multiple objectives hierarchically.

problem Balancing multiple competing objectives in scientific experiments.
method Composite objective that flexibly represents a hierarchy of preferences over outcomes and parameters.
result Demonstrates robust applicability across various use cases and seamless integration.

A new parallel BO method with exact gradients for multi-objective optimization.

problem Efficiently optimizing multiple objectives in a sample-efficient manner.
method Derive q-Expected Hypervolume Improvement (qEHVI) for parallel, constrained evaluation.
result qEHVI is computationally tractable and outperforms state-of-the-art methods.

An interesting theme in complex differential geometry is to find a correspondence between algebraic objects and differential geometric objects. One of the most attractive is the non-abelian Hodge theory of Simpson. In this paper, pursuing an analogue of the non-abelian Hodge theory in the context of qq-difference modu…

2019-02-10abs ↗pdf ↗

We provide a draft of a theory of geometric integration of rough differential forms which are generalizations of classical (smooth) differential forms to similar objects with very low regularity, for instance, involving Hölder continuous functions that may be nowhere differentiable. Borrowing ideas from the theory of r…

2020-01-17abs ↗pdf ↗

We refurbish our axiomatics of differential geometry introduced in [Mathematics for Applications,, 1 (2012), 171-182]. Then the notion of Euclideaness can naturally be formulated. The principal objective in this paper is to present an adaptation of our theory of differential forms developed in [International Journal of…

2012-07-21abs ↗pdf ↗

New method tackles rugged optimization landscapes in contact-rich scenarios.

problem Optimization challenges in dynamic environments with deformable objects.
method Combines Bayesian optimization with semi-local 'leaps' for global search.
result Outperforms gradient-based and gradient-free baselines in simulation and real robot experiments.

In our previous paper entitled "Axiomatic differential geometry -towards model categories of differential geometry-, we have given a category-theoretic framework of differential geometry. As the first part of our series of papers concerned with differential-geometric developments within the above axiomatic scheme, this…

2012-04-23abs ↗pdf ↗

We study the cross-entropy method (CEM) for the non-convex optimization of a continuous and parameterized objective function and introduce a differentiable variant that enables us to differentiate the output of CEM with respect to the objective function's parameters. In the machine learning setting this brings CEM insi…

2019-09-27abs ↗pdf ↗

The Lagrangian formalism on a arbitrary non-fibrating manifold is considered. The kinematical description of this generic situation is based on the concept of (higher-order) Grassmann manifolds which is the factorization of the regular velocity manifold to the action of the differential group. Here we introduce in this…

1997-09-01abs ↗pdf ↗

We present a new algorithm for stochastic variational inference that targets at models with non-differentiable densities. One of the key challenges in stochastic variational inference is to come up with a low-variance estimator of the gradient of a variational objective. We tackle the challenge by generalizing the repa…

2018-06-01abs ↗pdf ↗

The central object of synthetic differential geometry is microlinear spaces. In our previous paper [Microlinearity in Frolicher spaces -beyond the regnant philosophy of manifolds-, International Journal of Pure and Applied Mathematics, 60 (2010), 15-24] we have emancipated microlinearity from within well-adapted models…

2010-02-22abs ↗pdf ↗

A new category of Lie algebras, called generalized Lie algebras, is presented such that classical Lie algebras and Lie-Rinehart algebras are objects of this new category. A new philosophy over generalized Lie algebroids theory is presented using the notion of generalized Lie algebra and examples of objects of the categ…

2014-12-11abs ↗pdf ↗

3D object detection improved using energy-based models.

problem Accurate 3D object detection in cluttered environments from sparse LiDAR data.
method Designing a differentiable pooling operator for 3D bounding boxes integrated into a state-of-the-art 3D object detector.
result Our approach consistently outperforms the SA-SSD baseline across all 3DOD metrics on the KITTI dataset.

The caloron correspondence is a tool that gives an equivalence between principal GG-bundles based over the manifold M×S1M \times S^1 and principal LGLG-bundles on MM, where LGLG is the Fréchet Lie group of smooth loops in the Lie group GG. This thesis uses the caloron correspondence to construct certain differential f…

2013-09-10abs ↗pdf ↗

New method improves training stochastic neural networks with tighter guarantees.

problem Training stochastic neural networks with provable guarantees.
method Developed partially-aggregated estimators and reformulated PAC-Bayesian bounds.
result Derives a differentiable objective leading to tighter generalisation guarantees.

This work analyzes the convergence rate of unrolling for optimizing quadratic objectives.

problem The challenge of accurately computing Jacobians through optimization.
method Non-asymptotic convergence-rate analysis of unrolled differentiation for gradient descent and Chebyshev method.
result There is a trade-off between fast asymptotic convergence and immediate but slower convergence due to the learning rate.

Node-perturbation learning is a type of statistical gradient descent algorithm that can be applied to problems where the objective function is not explicitly formulated, including reinforcement learning. It estimates the gradient of an objective function by using the change in the object function in response to the per…

2017-06-20abs ↗pdf ↗

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 set prediction model using multiset-equivariant operations and approximate implicit differentiation.

problem Existing set prediction models struggle with multisets and cannot represent certain functions.
method Introduced multiset-equivariance, improved DSPN with approximate implicit differentiation, and applied to CLEVR object property prediction.
result Significantly improved object property prediction on CLEVR dataset.

Integrates differential privacy and demographic parity in multi-class classification.

problem Ensuring fairness and privacy in sensitive applications.
method Designs DP2DP algorithm that enforces both demographic parity and differential privacy.
result DP2DP converges towards demographic parity at nearly the same rate as non-private methods, achieving state-of-the-art trade-offs.

We develop a theory of Lie algebroids over differentiable stacks that extends the standard theory of Lie algebroids over manifolds. In particular we show that Lie algebroids satisfy descent for submersions, define the category of Lie algebroids over a differentiable stack, construct a cohomology theory for these object…

2015-11-23abs ↗pdf ↗

The purpose of this thesis is to study classical combinatorial objects, such as polytopes, polytopal complexes, and subspace arrangements, using tools that have been developed in combinatorial topology, especially those tools developed in connection with (discrete) differential geometry, geometric group theory and low-…

2014-03-11abs ↗pdf ↗

New method stabilizes private LASSO for high-dimensional data with diverse covariate scales.

problem Privacy constraints and heterogeneity in covariate scales degrade LASSO stability and accuracy.
method Gram-based anisotropic objective perturbation to counteract covariate structure.
result Significantly improves convergence and statistical efficiency of private LASSO estimators.

Modeling interacting objects with latent Gaussian process ODEs.

problem Time uncertainty-aware modeling of continuous-time dynamics of interacting objects.
method A new model using latent Gaussian process ordinary differential equations to infer independent dynamics and interactions.
result Our model improves long-term predictions and successfully encapsulates independent dynamics and interactions.

Groupoids provide a more appropriate framework for differential geometry than principal bundles. Synthetic differential geometry is the avant-garde branch of differential geometry, in which nilpotent infinitesimals are available in abundance. The principal objective in this paper is to show within our favorite framewor…

2006-12-02abs ↗pdf ↗

New method optimizes multiple objectives in A/B testing for AI and clinical trials.

problem Minimizing cumulative regret, maximizing CATE, and ensuring differential privacy in large-scale experiments.
method ConSE and DP-ConSE algorithms for sequential segmentation and elimination, achieving Pareto-optimal frontier.
result Privacy comes 'for free' in our framework, with only asymptotically negligible costs to regret and accuracy.

AutoSimulate efficiently optimizes synthetic data generation.

problem Optimizing synthetic data generation for machine learning.
method Differentiable approximation of the objective function for efficient optimization.
result Significantly faster (up to 50x) and more efficient (up to 30x) synthetic data generation.

We introduce multiplicative differential forms on Lie groupoids with values in VB-groupoids. Our main result gives a complete description of these objects in terms of infinitesimal data. By considering split VB-groupoids, we are able to present a Lie theory for differential forms on Lie groupoids with values in 2-term …

2018-04-14abs ↗pdf ↗

Tangent categories are categories equipped with a tangent functor: an endofunctor with certain natural transformations which make it behave like the tangent bundle functor on the category of smooth manifolds. They provide an abstract setting for differential geometry by axiomatizing key aspects of the subject which all…

2016-06-27abs ↗pdf ↗