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.
We establish dimension-independent estimates related to heat operators e^{tL} on manifolds. We first develop a very general contractivity result for Markov kernels which can be applied to diffusion semigroups. Second, we develop estimates on the norm behavior of harmonic and non-negative subharmonic functions. We apply…
We prove that for any isometric action of a group on a unit sphere of dimension larger than one, the quotient space has diameter zero or larger than a universal dimension-independent positive constant.
This article is an overview of supervised machine learning problems for regression and classification. Topics include: kernel methods, training by stochastic gradient descent, deep learning architecture, losses for classification, statistical learning theory, and dimension independent generalization bounds. Implicit re…
We investigate 1) the rate at which refined properties of the empirical risk---in particular, gradients---converge to their population counterparts in standard non-convex learning tasks, and 2) the consequences of this convergence for optimization. Our analysis follows the tradition of norm-based capacity control. We p…
We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an "integrated" Harnack inequality for these heat kernels. It is shown that this integrated Harnack inequality is equivalent to a version of Wang's Harnack …
Private learning can perform well in high dimensions, contrary to known results.
problem When does differentially private learning not suffer in high dimensions?
method Introduced a condition called restricted Lipschitz continuity to derive improved bounds for excess empirical and population risks.
result Gradients in private fine-tuning of large models are mostly controlled by a few principal components, similar to conditions for convex settings.
This paper proves an abstract theorem addressing in a unified manner two important problems in function approximation: avoiding curse of dimensionality and estimating the degree of approximation for out-of-sample extension in manifold learning. We consider an abstract (shallow) network that includes, for example, neura…
This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space, and enables the direct use of generic supervised and unsupervised learning algorit…
In this paper we prove quantitative regularity results for stationary and minimizing extrinsic biharmonic maps. As an application, we determine sharp, dimension independent Lp bounds for ∇kf that do not require a small energy hypothesis. In particular, every minimizing biharmonic map is in W4,p for all…
We show that a closed, connected and orientable Riemannian manifold of dimension d that admits a quasiregular mapping from Rd must have bounded cohomological dimension independent of the distortion of the map. The dimension of the degree l de Rham cohomology of M is bounded above by (ld). Thi…
We show that the error probability of reconstructing kernel matrices from Random Fourier Features for the Gaussian kernel function is at most O(R2/3exp(−D)), where D is the number of random features and R is the diameter of the data domain. We also provide an information-theoretic method-independen…
We analyze the K-armed bandit problem where the reward for each arm is a noisy realization based on an observed context under mild nonparametric assumptions. We attain tight results for top-arm identification and a sublinear regret of O(T2+D1+D), where D is the context dimension, f…
Information concentration of probability measures have important implications in learning theory. Recently, it is discovered that the information content of a log-concave distribution concentrates around their differential entropy, albeit with an unpleasant dependence on the ambient dimension. In this work, we prove th…
Study shows how to approximate and estimate high-dimensional classification functions without the curse of dimensionality.
problem Approximating and estimating classification functions in high-dimensional spaces.
method Modified existing results to show that RBV2 functions can be approximated by neural networks with bounded weights. Proved the existence of a neural network with bounded weights approximating a classification function. Leveraged these bounds to quantify estimation rates.
result Neural networks can approximate RBV2 functions without the curse of dimensionality, leading to efficient estimation rates.
It is well known that isoperimetric inequalities imply in a very general measure-metric-space setting appropriate concentration inequalities. The former bound the boundary measure of sets as a function of their measure, whereas the latter bound the measure of sets separated from sets having half the total measure, as a…
We study high-dimensional distribution learning in an agnostic setting where an adversary is allowed to arbitrarily corrupt an ε-fraction of the samples. Such questions have a rich history spanning statistics, machine learning and theoretical computer science. Even in the most basic settings, the only known…
We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under the restricted isometry assumption. For a given parametrization yielding a non-co…