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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.

168,657 papers · 148 categories

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112223335446 · May 202619922001200920172026
48 results for directional derivatives

The paper studies kernel smoothing and mean shift for directional data, deriving convergence rates and mode estimation.

problem Statistical and computational problems of kernel smoothing for directional data.
method Generalization of mean shift to directional data, derivation of convergence rates, and investigation of mode estimation.
result Statistical convergence rates of directional KDE and its derivatives, ascending property of directional mean shift, and mode estimation.

New stochastic gradient descent with random search directions improves efficiency and convergence.

problem Efficiency and convergence of stochastic gradient descent methods.
method Developed a new class of stochastic gradient descent algorithms with random search directions.
result Established almost sure convergence and provided Lp\mathbb{L}^p rates of convergence.

New IBP formulae for rough stochastic Volterra processes.

problem Deriving IBP formulae for path-dependent stochastic Volterra processes.
method Developed a new fractional IBP formula that interpolates between standard and Bismut-Elworthy-Li formulae.
result For rough noise, the expectation is differentiable along constant directions under certain Hölder continuity conditions.

Forward gradients improve neural network training without backpropagation issues.

problem Training neural networks without backpropagation's locking and memorization problems.
method Using directional derivatives in forward differentiation mode, with biased guesses based on feedback from small auxiliary networks.
result Using gradients from a local loss as a candidate direction improves Forward Gradient methods.

In this paper we develop a Morse theory for the uniform energy. We use the one-sided directional derivative of the distance function to study the minimizing properties of variations through closed geodesics. This derivative is then used to define a one-sided directional derivative for the uniform energy which allows us…

2016-09-29abs ↗pdf ↗

New method computes affine normal directions efficiently for sparse polynomials.

problem Computing affine normal directions is computationally expensive in high dimensions.
method Reduces third-order tensor contraction to matrix-free formulation using log-determinant gradient.
result Scalable implementations with near-linear scaling in dimension and sparsity.

New PG losses improve decision optimization in misspecified models.

problem Improving decision optimization in models that are not perfectly specified.
method Introducing Perturbation Gradient (PG) losses to connect decision loss with directional derivatives and optimizing using gradient techniques.
result PG losses yield best-in-class policies asymptotically, even in misspecified settings.

Efficiently approximates higher-order derivatives for generative models.

problem Expensive computation of higher-order derivatives in generative models.
method Rewrite SM objective in terms of directional derivatives and use finite difference for efficient approximation.
result Comparable results to gradient-based methods but significantly more computationally efficient.

Paper proves linear convergence of SCMS algorithm for directional data.

problem Identifying density ridges in directional data.
method Generalized SCMS algorithm to directional data, derived from SCGA with adaptive step size.
result Linear convergence of the proposed directional SCMS algorithm.

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are approximated by Gaussian sampling. These approaches are of particular interest …

2018-09-13abs ↗pdf ↗

GANs excel at learning high dimensional distributions, but they can update generator parameters in directions that do not correspond to the steepest descent direction of the objective. Prominent examples of problematic update directions include those used in both Goodfellow's original GAN and the WGAN-GP. To formally d…

2018-02-13abs ↗pdf ↗

We present a unified derivation of covariant time derivatives, which transform as tensors under a time-dependent coordinate change. Such derivatives are essential for formulating physical laws in a frame-independent manner. Three specific derivatives are described: convective, corotational, and directional. The covaria…

2001-02-28abs ↗pdf ↗

Uniform bounds are developed for derivatives of solutions of the 22-dimensional constant negative curvature equation and the Weil-Petersson metric for the Teichmüller and moduli spaces. The dependence of the bounds on the geometry of the underlying Riemann surface is studied. The comparisons between the C0C^0, $C^{2,α…

2015-03-02abs ↗pdf ↗

DAGSurv uses deep neural networks to analyze survival data based on causal graphs.

problem Analyzing survival data with causal relationships between variables.
method Variational inference-based conditional variational autoencoder for causal structured survival prediction.
result DAGSurv outperforms other survival analysis methods in predicting time-to-event.

Constructs Lie algebras from labeled directed graphs and identifies properties of these algebras.

problem Constructing and analyzing Lie algebras from labeled directed graphs.
method Using labeled directed simple graphs to construct 2-step nilpotent Lie algebras, identifying ideals and subalgebras through special subgraphs, and proving isomorphisms based on label occurrences.
result Lie algebras depend only on the underlying undirected graph if all edges are labeled uniquely.

A new metric based on hitting probabilities for directed graphs and Markov chains.

problem Lack of metrics specifically adapted to asymmetric structure of directed graphs and Markov chains.
method Metric based on hitting probabilities, insensitive to shortest and average walk distances.
result New structural theory of directed graphs and utility for various applications.

New method clusters directed graphs using Koopman operators.

problem Challenges in clustering directed graphs, especially complex eigenvalues and lack of cluster definition.
method Relate graph Laplacians to transfer operators and metastable sets in stochastic systems, derive clustering algorithms for directed and time-evolving graphs.
result Clusters can be interpreted as coherent sets, useful for analyzing transport and mixing processes.

The location-based social network, Foursquare, reflects the human activities of a city. The mobility dynamics inferred from Foursquare helps us understanding urban social events like crime In this paper, we propose a directed graph from the aggregated movement between regions using Foursquare data. We derive region ris…

2019-07-25abs ↗pdf ↗

We relate Ambrosio-Kirchheim metric currents to Alberti representations and Weaver derivations. In particular, given a metric current TT, we show that if the module X(T)\mathscr{X}(\|T\|) of Weaver derivations is finitely generated, then TT can be represented in terms of derivations; this extends previous results of Wi…

2014-03-30abs ↗pdf ↗

We explore the geometrical interpretation of the PCA based clustering algorithm Principal Direction Divisive Partitioning (PDDP). We give several examples where this algorithm breaks down, and suggest a new method, gap partitioning, which takes into account natural gaps in the data between clusters. Geometric features …

2012-11-17abs ↗pdf ↗

In a fibre bundle, natural derivatives of a section are defined as tangent vector fields on the image of a section of the fibre bundle. A local extension to vector fields in the tangent bundle leads to a direct proof of the formula expressing the curvature of a connection in terms of covariant derivatives. The result i…

2011-07-08abs ↗pdf ↗

TERA method speeds up derivative Gaussian processes in high dimensions.

problem High-dimensional function evaluations and gradient computations are computationally expensive.
method TERA uses exact gradient reduction to decouple nn and dd from the computational cost.
result TERA achieves state-of-the-art predictive accuracy with orders of magnitude faster computation.

ConMeZO speeds up zeroth-order optimization for large language models.

problem Slow convergence in high-dimensional parameter spaces of large language models.
method Adaptive directional sampling in a cone centered around a momentum estimate.
result Achieves the same convergence rate as MeZO but up to 2X faster.