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.
In this paper, we propose ℓp-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 ℓp-norm regularized models…
The paper proposes a new method for dictionary learning using ℓp-norm maximization.
problem Complete dictionary learning problem in signal processing and data analytics.
method The paper investigates ℓp-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 ℓp-based approaches are more efficient and robust than conventional methods, with p=3 performing best.
We give improved algorithms for the ℓp-regression problem, minx∥x∥p such that Ax=b, for all p∈(1,2)∪(2,∞). Our algorithms obtain a high accuracy solution in O~p(m2p+∣p−2∣∣p−2∣)≤O~p(m31) iterations, where each iteration requires s…
Verifying robustness of neural networks given a specified threat model is a fundamental yet challenging task. While current verification methods mainly focus on the ℓp-norm threat model of the input instances, robustness verification against semantic adversarial attacks inducing large ℓp-norm perturbations,…
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.
Adversarial examples are malicious inputs crafted to cause a model to misclassify them. Their most common instantiation, "perturbation-based" adversarial examples introduce changes to the input that leave its true label unchanged, yet result in a different model prediction. Conversely, "invariance-based" adversarial ex…
We propose practical algorithms for entrywise ℓp-norm low-rank approximation, for p=1 or p=∞. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better approximations, faster, than state of the art. From a theoretical standpoint, we show that th…
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.
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) 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 ℓp 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…
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 SαS distribution, alternative approximations like Genera…
This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths the objective function and minimizes it by alternately updating the variables an…
Deep neural networks perform well on real world data but are prone to adversarial perturbations: small changes in the input easily lead to misclassification. In this work, we propose an attack methodology not only for cases where the perturbations are measured by ℓp norms, but in fact any adversarial dissimilarit…
We establish a theoretical link between adversarial training and operator norm regularization for deep neural networks. Specifically, we prove that ℓp-norm constrained projected gradient ascent based adversarial training with an ℓq-norm loss on the logits of clean and perturbed inputs is equivalent to data-…
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…
We present a general regularization-based framework for Multi-task learning (MTL), in which the similarity between tasks can be learned or refined using ℓp-norm Multiple Kernel learning (MKL). Based on this very general formulation (including a general loss function), we derive the corresponding dual formulation …
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…
We derive an upper bound on the local Rademacher complexity of ℓp-norm multiple kernel learning, which yields a tighter excess risk bound than global approaches. Previous local approaches aimed at analyzed the case p=1 only while our analysis covers all cases 1≤p≤∞, assuming the different feature …
We propose a novel method for computing exact pointwise robustness of deep neural networks for all convex ℓp norms. Our algorithm, GeoCert, finds the largest ℓp ball centered at an input point x0, within which the output class of a given neural network with ReLU nonlinearities remains unchanged. We relat…
In this paper, we study global existence and blow up properties to Lp norm preserving non-local heat flows. We first study two kinds of Lp 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…
We study \emph{TV regularization}, a widely used technique for eliciting structured sparsity. In particular, we propose efficient algorithms for computing prox-operators for ℓp-norm TV. The most important among these is ℓ1-norm TV, for whose prox-operator we present a new geometric analysis which unveils a …