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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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11233445 · Jun 202019922001200920172026
48 results for ell_p-norm

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 ↗

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.

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.

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 ↗

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.

ScoreAG generates unrestricted adversarial images maintaining semantic integrity.

problem Limited robustness evaluations due to p\ell_p-norm constraints.
method Score-Based Adversarial Generation (ScoreAG) using score-based generative models.
result ScoreAG improves robustness assessments across multiple benchmarks.

Improved estimation of concentration using half-spaces for adversarial vulnerability.

problem Understanding the concentration of measure phenomenon and its impact on adversarial vulnerability.
method Extending Gaussian Isoperimetric Inequality to non-spherical Gaussian measures and arbitrary ℓ_p-norms, using half-spaces to estimate concentration.
result Proposed method finds tighter intrinsic robustness bounds, providing evidence against concentration as a cause of adversarial vulnerability.

This work provides efficient algorithms for approximating ℓ_p sensitivities and related statistics.

problem Estimating the importance of datapoints in high-dimensional datasets.
method Efficient algorithms for computing α-approximation of ℓ_1 sensitivities and total sensitivity using importance sampling and sensitivity computations.
result Real-world datasets have significantly lower intrinsic effective dimensionality than theoretical predictions.

Analyzes the complexity of linear hypothesis sets using Rademacher complexity.

problem Understanding the complexity of linear hypothesis sets for various norms.
method Tight analysis of empirical Rademacher complexity for linear hypothesis classes with bounded weights.
result Improved bounds on Rademacher complexity for linear hypothesis sets, matching or improving existing results.

New algorithm samples matrix rows proportional to their ℓ_p norm in a turnstile data stream.

problem Sampling rows of a dynamic matrix efficiently in a turnstile data stream.
method Develops a novel algorithm for sampling rows proportional to their ℓ_p norm in a turnstile data stream, returning sampled row indexes and approximated sampling probabilities.
result Achieves (1+ε)(1+\varepsilon) approximation for logistic regression in a turnstile data stream with polynomial sketch size.

In this paper, we discuss how a suitable family of tensor kernels can be used to efficiently solve nonparametric extensions of p\ell^p regularized learning methods. Our main contribution is proposing a fast dual algorithm, and showing that it allows to solve the problem efficiently. Our results contrast recent finding…

2017-07-18abs ↗pdf ↗

Active sampling algorithm for linear regression with various norms and improved query complexity.

problem Efficiently querying a few entries of a target vector for near optimal minimizers of linear regression.
method Lewis weight sampling and active sampling algorithms for different pp norms.
result Optimal query complexity for p(0,1)p \in (0,1), 1<p<21<p<2, and 2<p<2<p<\infty.

Paper improves regret bounds for distributed experts problem.

problem Minimizing loss in a distributed experts problem.
method Protocol achieving improved regret bound with minimized communication.
result Regret bound improved to R1Textpolylog(nsT)R \gtrsim \frac{1}{\sqrt{T} \cdot ext{poly}\log(nsT)}.

This paper investigates the problem of sparse signal recovery in the presence of additive impulsive noise. The heavytailed impulsive noise is well modelled with stable distributions. Since there is no explicit formulation for the probability density function of SαSSαS distribution, alternative approximations like Genera…

2018-04-12abs ↗pdf ↗

New method optimizes offline linear bandits using different confidence sets.

problem Optimizing offline learning for linear contextual bandits.
method Introduces a family of pessimistic learning rules based on p\ell_p confidence sets.
result The π^\hatπ_\infty rule achieves minimax performance and strictly dominates other predictors.

A novel one-class classifier fusion method for robust anomaly detection.

problem Fundamental challenges in ensemble-based anomaly detection.
method Locally adaptive learning with dynamic ℓp-norm constraints and interior-point optimization.
result Significantly improved computational efficiency and superior performance across diverse anomaly types.

New method approximates complex kernel norms with random features, making learning tractable.

problem Complexity of learning with kernel methods in high dimensions.
method Random features approximations to Fp\mathcal{F}_p norms, focusing on p>1p>1.
result For p>1p>1, the number of random features required is polynomial in the sample size, making learning tractable.

One-pass algorithm finds small subset for p\ell_p subspace approximation with additive error.

problem Finding a small subset of data points for p\ell_p subspace approximation.
method One-pass subset selection with additive approximation guarantee for p[1,)p \in [1, \infty).
result First one-pass algorithm with additive error for p\ell_p subspace approximation.

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed dictionary. Unfortunately, inference in this model involves solving non-smooth op…

2011-11-17abs ↗pdf ↗

New method accelerates steepest descent for convex optimization.

problem Achieving acceleration for general p\ell_p smooth functions.
method Primal-dual iterate sequences with differing norms, implicitly determined interpolation parameter.
result Improves iteration complexity to O(d12p)O(d^{1-\frac{2}{p}}) for p\ell_p norm smooth problems.

Learning linear combinations of multiple kernels is an appealing strategy when the right choice of features is unknown. Previous approaches to multiple kernel learning (MKL) promote sparse kernel combinations to support interpretability and scalability. Unfortunately, this 1-norm MKL is rarely observed to outperform tr…

2010-02-27abs ↗pdf ↗

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.

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.

We derive an upper bound on the local Rademacher complexity of p\ell_p-norm multiple kernel learning, which yields a tighter excess risk bound than global approaches. Previous local approaches aimed at analyzed the case p=1p=1 only while our analysis covers all cases 1p1\leq p\leq\infty, assuming the different feature …

2011-03-03abs ↗pdf ↗

A new algorithm solves the metric nearness problem efficiently.

problem Finding the nearest distance matrix that satisfies triangle inequalities.
method Delayed constraint generation with semismooth Newton based proximal augmented Lagrangian method (PALM).
result Solves problems with up to 10^8 variables and 10^13 constraints efficiently.

Study improves image classifier robustness to random p-norm corruptions.

problem Improving robustness of image classifiers to real-world imperceptible corruptions.
method Training and testing with random p-norm corruptions, evaluating robustness against different p-norms.
result Training with a combination of p-norm corruptions significantly improves robustness.

Study analyzes adversarial training dynamics without data distribution assumptions.

problem Understanding training dynamics of adversarial training without data distribution assumptions.
method Mean field theory approach to analyze adversarial training in random deep neural networks.
result Upper bounds of adversarial loss derived empirically and theoretically.

Noise affects the effectiveness of interpolating models, especially those with strong inductive biases.

problem The impact of noise on interpolating models with strong inductive biases.
method Analyzing linear and classification models with sparse ground truths, proving fast rates for interpolators.
result Strong inductive biases can lead to faster but noisier interpolators, contrary to intuition.

In this paper, we study global existence and blow up properties to LpL^p norm preserving non-local heat flows. We first study two kinds of LpL^p norm preserving non-local flows and prove that these flows have the global solutions. Finally, we give a example to show that one kind of this heat flow may blow up in $L^{\in…

2009-10-26abs ↗pdf ↗

Generative models improve adversarial robustness by adding synthetic data.

problem Improving robustness in machine learning models trained on limited data.
method Using synthetic data generated from a large dataset to augment the original training set.
result Generative models can significantly reduce the robust-accuracy gap compared to models trained with additional real data.

Random deep neural networks are robust to adversarial examples, scaling with input size and dimension.

problem Adversarial examples challenge the reliability of deep learning algorithms.
method Analysis of random deep neural networks with Gaussian process equivalence and experiments on MNIST and CIFAR10.
result The p\ell^p distance of adversarial examples scales as 1/dimesp1/\sqrt{d} imes \ell^p norm of the input.

Proposes a new regression method using LpL_p-norms for non-Gaussian noise.

problem Non-Gaussian noise in residuals affects the performance of local least squares regression.
method Introduces local polynomial LpL_p-norm regression, replacing weighted least squares with weighted LpL_p-norm estimation.
result Demonstrates superior performance over local least squares in one-dimensional data and higher dimensions.