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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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265277103 · Jun 202019922001200920172026
48 results for ell_p norm

We provide recovery guarantees for compressible signals that have been corrupted with noise and extend the framework introduced in \cite{bafna2018thwarting} to defend neural networks against 0\ell_0-norm, 2\ell_2-norm, and \ell_{\infty}-norm attacks. Our results are general as they can be applied to most unitary tr…

2019-07-15abs ↗pdf ↗

In this paper, we propose p\ell_p-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the sparsity of the second-order KKT points of the p\ell_p-norm regularized models…

2013-12-22abs ↗pdf ↗

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with 0\ell_0-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to tackle their convex surrogates based on 1\ell_1-norm relaxations. In this paper…

2018-11-06abs ↗pdf ↗

AdamW optimizes a constrained loss with \ell_\infty norm constraint.

problem Understanding the optimization behavior of AdamW with \ell_\infty norm constraint.
method Analyzing AdamW as a smoothed version of SignGD and connecting it to Frank-Wolfe optimization.
result AdamW implicitly performs constrained optimization with \ell_\infty norm constraint.

The paper studies the minimum ℓ₁-norm interpolator's risk behavior in over-parameterized settings.

problem Understanding the risk behavior of minimum ℓ₁-norm interpolators in high-dimensional settings.
method Exact characterization of the risk behavior through a system of two non-linear equations.
result Observation of a multi-descent phenomenon in the generalization risk of the minimum ℓ₁-norm interpolator.

This paper tackles robustness of ensemble stumps and trees under general ℓ_p norm perturbations.

problem The vulnerability of ensemble stumps and trees to small input perturbations under the ℓ_∞ norm.
method Developed dynamic programming algorithms for robustness verification and certified defense under general ℓ_p norm perturbations.
result First certified defense method for ensemble stumps and trees under ℓ_p norm perturbations.

Advances robust principal component analysis with transformed ℓ1 regularization.

problem Recovering low-rank structures from noisy, partially observed data corrupted by sparse outliers.
method Proposes transformed ℓ1 (TL1) regularization to improve approximations of rank and ℓ0 functional.
result Achieves higher accuracy in estimating low-rank and sparse components compared to classical convex models, especially under non-uniform sampling schemes.

CNN layers with large norms are still robust to adversarial attacks.

problem Understanding the relationship between layer norms and adversarial robustness in CNNs.
method Theoretical analysis of 1\ell_1 and \ell_\infty norms, norm decay method, adversarial training frameworks.
result Adversarially robust CNNs can have comparable or larger layer norms than non-adversarially robust ones.

Paper tackles low-rank matrix recovery with column 2,0\ell_{2,0}-norm regularization.

problem Low-rank matrix recovery problems with column sparsity constraints.
method Developed alternating majorization-minimization (AMM) methods with extrapolation and hybrid AMM.
result Global convergence analysis and superior performance in matrix completion problems.

In many applications, high-dimensional data points can be well represented by low-dimensional subspaces. To identify the subspaces, it is important to capture a global and local structure of the data which is achieved by imposing low-rank and sparseness constraints on the data representation matrix. In low-rank sparse …

2018-12-17abs ↗pdf ↗

This paper assesses Gaussian and Exponential mechanisms for certifying adversarial robustness.

problem Certifying adversarial robustness using randomized smoothing mechanisms.
method Proposes a generic framework to assess the appropriateness of randomized smoothing mechanisms.
result Gaussian mechanism is an appropriate option for certifying both 2\ell_2-norm and \ell_\infty-norm robustness.

New algorithm solves 0\ell_0-norm constrained multilinear logistic regression for tensor data.

problem Non-convex and nonsmooth 0\ell_0-norm constraints in multilinear logistic regression.
method APALM+^+ method for globally convergent optimization.
result APALM+^+ ensures convergence to a first-order critical point.

The paper proposes a new method for dictionary learning using p\ell_p-norm maximization.

problem Complete dictionary learning problem in signal processing and data analytics.
method The paper investigates p\ell_p-norm maximization approaches for complete dictionary learning, proving global maximizers are close to the true dictionary and developing an efficient algorithm based on the generalized power method.
result The p\ell_p-based approaches are more efficient and robust than conventional methods, with p=3p=3 performing best.

Feature hashing and other random projection schemes are commonly used to reduce the dimensionality of feature vectors. The goal is to efficiently project a high-dimensional feature vector living in Rn\mathbb{R}^n into a much lower-dimensional space Rm\mathbb{R}^m, while approximately preserving Euclidean norm. These sc…

2019-03-08abs ↗pdf ↗

New method for factor analysis using nuclear and 0\ell_0 norms.

problem Finding a low-rank plus sparse decomposition from noisy covariance matrix.
method Formulated an optimization problem with nuclear norm, 0\ell_0 norm, and KL divergence. Used alternating minimization algorithm.
result Algorithm effectively decomposes covariance matrices in synthetic and real datasets.

We give improved algorithms for the p\ell_{p}-regression problem, minxxp\min_{x} \|x\|_{p} such that Ax=b,A x=b, for all p(1,2)(2,).p \in (1,2) \cup (2,\infty). Our algorithms obtain a high accuracy solution in O~p(mp22p+p2)O~p(m13)\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}}) \le \tilde{O}_{p}(m^{\frac{1}{3}}) iterations, where each iteration requires s…

2019-01-21abs ↗pdf ↗

Proximal operators are of particular interest in optimization problems dealing with non-smooth objectives because in many practical cases they lead to optimization algorithms whose updates can be computed in closed form or very efficiently. A well-known example is the proximal operator of the vector 1\ell_1 norm, whic…

2019-10-09abs ↗pdf ↗

The paper tackles multi-armed bandits with vector losses, focusing on minimizing the \ell^\infty-norm of relative losses.

problem Minimizing the \ell^\infty-norm of relative losses in multi-armed bandits with multiple losses.
method Defines relative loss vector, derives lower bounds, and provides matching algorithms for both fixed-confidence best-arm identification and regret minimization.
result Derives problem-dependent sample complexity lower bound and matching algorithms for fixed-confidence best-arm identification.

Paper develops algorithms for sparse linear regression with generalized elastic net penalty.

problem Sparse linear regression with robust penalty for high-dimensional data.
method Iterative Reweighted Framework based on ADMM and PMM with SNN.
result Efficient algorithms provide superior performance in both simulated and real data.

Uniformly finite homology is a coarse homology theory, defined via chains that satisfy a uniform boundedness condition. By construction, uniformly finite homology carries a canonical \ell^\infty-semi-norm. We show that, for uniformly discrete spaces of bounded geometry, this semi-norm on uniformly finite homology in …

2015-02-04abs ↗pdf ↗

This work improves robustness guarantees for neural networks using low rank representations.

problem Certified robustness to adversarial perturbations in neural networks.
method Low rank representations to provide improved robustness guarantees.
result Improved robustness guarantees for \ell_\infty perturbations using natural low rank representations.

Paper refines cross-lingual word embeddings using Manhattan norm.

problem Sensitivity of 2\ell_{2} norm loss function to outliers in CLWEs.
method Post-processing step using 1\ell_{1} norm to improve CLWEs.
result The 1\ell_{1} refinement substantially outperforms state-of-the-art baselines.

The paper proposes a novel MKL approach for OCC using p\ell_p-norm constraints.

problem Addressing the MKL problem for one-class classification.
method A min-max saddle point Lagrangian optimisation problem is formulated and solved efficiently.
result The proposed method outperforms baselines and other algorithms on various data sets.

Proposes an efficient method for sparse index tracking with 0\ell_0-norm constraints.

problem Constructing a sparse portfolio to track a financial index.
method Formulates a new problem using 0\ell_0-norm constraints, develops an efficient algorithm based on primal-dual splitting.
result Demonstrates effectiveness through experiments on S&P500 and Russell3000 datasets.

We discuss the problem of adaptive discrete-time signal denoising in the situation where the signal to be recovered admits a "linear oracle" -- an unknown linear estimate that takes the form of convolution of observations with a time-invariant filter. It was shown by Juditsky and Nemirovski (2009) that when the $\ell_2…

2018-06-11abs ↗pdf ↗

Proposes a new method for joint sample and feature selection in multi-view data.

problem Cannot detect latent subsets of samples and remove outliers.
method Weighted Sparse Partial Least Squares (/0\ell_\infty/\ell_0-wsPLS) method for joint sample and feature selection.
result Developed globally convergent algorithm and iterative algorithms for multi-view data fusion.

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.

We study the column subset selection problem with respect to the entrywise 1\ell_1-norm loss. It is known that in the worst case, to obtain a good rank-kk approximation to a matrix, one needs an arbitrarily large nΩ(1)n^{Ω(1)} number of columns to obtain a (1+ε)(1+ε)-approximation to the best entrywise 1\ell_1-norm low ra…

2020-04-16abs ↗pdf ↗

We show how to turn any classifier that classifies well under Gaussian noise into a new classifier that is certifiably robust to adversarial perturbations under the 2\ell_2 norm. This "randomized smoothing" technique has been proposed recently in the literature, but existing guarantees are loose. We prove a tight robu…

2019-02-08abs ↗pdf ↗

This paper tackles the problem of defending a neural network against adversarial attacks crafted with different norms (in particular \ell_\infty and 2\ell_2 bounded adversarial examples). It has been observed that defense mechanisms designed to protect against one type of attacks often offer poor performance against…

2019-03-25abs ↗pdf ↗

Improved bounds for discrete probability distribution estimation under the ℓ∞ norm.

problem Estimating discrete probability distributions under the ℓ∞ norm with improved bounds.
method Minimax bounds in expectation and high-probability tail bounds.
result Resolved open questions posed in Kontorovich and Painsky (JMLR, 2025), including a fully empirical tightest risk bound and identifying the worst-case extremal distribution.

We consider the empirical risk minimization problem for linear supervised learning, with regularization by structured sparsity-inducing norms. These are defined as sums of Euclidean norms on certain subsets of variables, extending the usual 1\ell_1-norm and the group 1\ell_1-norm by allowing the subsets to overlap. T…

2009-04-22abs ↗pdf ↗

We propose 1\ell_1 norm regularized quadratic surface support vector machine models for binary classification in supervised learning. We establish their desired theoretical properties, including the existence and uniqueness of the optimal solution, reduction to the standard SVMs over (almost) linearly separable data s…

2019-08-22abs ↗pdf ↗

New neural network design resists small \ell_\infty-norm adversarial perturbations.

problem Vulnerability of neural networks to small \ell_\infty-norm adversarial perturbations.
method Designing \ell_\infty-dist neurons and constructing \ell_{\infty}-dist nets, proving their 1-Lipschitz property and expressive power.
result Certified robustness of \ell_{\infty}-dist nets with state-of-the-art performance on various datasets.