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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.

169,291 papers · 148 categories

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3774110147 · Jun 202019922001200920182026
48 results for epsilon-subgradient descent

Reparameterizes mirror descent as gradient descent for efficient sparse learning.

problem Efficiently training small sparse networks with mirror descent.
method Develops a framework to convert mirror descent updates into gradient descent updates on different parameters.
result Mirror descent can be reparameterized as gradient descent on modified parameters, facilitating standard backpropagation.

New analysis shows GMD can converge linearly under PL-like conditions.

problem Establishing linear convergence for generalized mirror descent.
method PL-based analysis for time-dependent mirrors, Taylor-series approach for stochastic GMD.
result Linear convergence of stochastic GMD under PL-like conditions.

Gradient descent optimizes deep ReLU networks with proper initialization.

problem Training deep neural networks with ReLU activation.
method Gradient descent and stochastic gradient descent with proper random weight initialization.
result Gradient descent finds global minima for over-parameterized deep ReLU networks.

Double descent phenomenon explained in simple terms.

problem Understanding the surprising drop in test error in overparameterized models.
method Informal explanation using linear algebra and probability, visual intuition with polynomial regression, mathematical analysis with ordinary linear regression.
result Three factors create double descent: data undersampling, model size, and parameter count. Ablating any one of these factors prevents double descent.

Online gradient descent can simulate complex computations.

problem Understanding the fine-grained behavior of online gradient descent is hard.
method Proving online gradient descent can encode arbitrary polynomial-space computations.
result It is impossible to reason efficiently about the fine-grained behavior of online gradient descent under weak complexity-theoretic assumptions.

Gradient descent dynamics in nonconvex models explained with universality.

problem Understanding long-time behavior of nonconvex gradient descent.
method Developed a state evolution system for tracking gradient descent iterates.
result Gradient descent iterates are approximately independent of data and strongly incoherent with feature vectors.

Gradient descent variants improve phase retrieval accuracy.

problem Phase retrieval problem in high-dimensional spaces.
method Gradient descent, stochastic gradient descent, Langevin algorithm, dynamical mean-field theory.
result Stochastic variants of gradient descent achieve better generalization in phase retrieval.

The paper introduces various gradient descent algorithms for training deep learning models.

problem Training deep neural networks is challenging due to their complexity.
method Gradient descent and its variants are discussed for optimizing deep learning models.
result Gradient descent and its variants improve the training performance of deep learning models.

The paper connects tempering and entropic mirror descent for sampling.

problem Sampling from a target distribution with known unnormalized density.
method Establishes the connection between tempering SMC and entropic mirror descent, deriving convergence rates and geometric insights.
result Tempering SMC iterates correspond to entropic mirror descent on the reverse KL divergence, providing new optimization perspectives.

Proposes Hebbian-descent for neural network learning, addressing Hebbian and gradient descent issues.

problem Learning issues with correlated data and vanishing error term in gradient descent.
method Integrates Hebbian and gradient descent principles without activation function derivatives, centering neural activities.
result Biologically plausible, convergent, and effective in online learning with correlated data.

Gradient descent on deep linear CNNs converges to a penalty-based solution.

problem Understanding gradient descent convergence in deep linear convolutional networks.
method Gradient descent on full-width linear convolutional networks of varying depth.
result Gradient descent converges to a penalty-based solution, not the hard margin SVM solution.

Information geometry applies concepts in differential geometry to probability and statistics and is especially useful for parameter estimation in exponential families where parameters are known to lie on a Riemannian manifold. Connections between the geometric properties of the induced manifold and statistical properti…

2013-10-29abs ↗pdf ↗

Develops DP-SCD for stochastic coordinate descent, making it differentially private.

problem Privacy leak in auxiliary information during stochastic coordinate descent training.
method Develops DP-SCD, leveraging independent noise addition and decoupling/parallelizing coordinate updates.
result Demonstrates competitive performance against DP-SGD with less tuning.

In this paper we elaborate a general homotopy-theoretic framework in which to study problems of descent and completion and of their duals, codescent and cocompletion. Our approach to homotopic (co)descent and to derived (co)completion can be viewed as \infty-category-theoretic, as our framework is constructed in the …

2010-01-10abs ↗pdf ↗

This paper explains why double descent sometimes occurs weakly or not at all from an optimization perspective.

problem Understanding the role of optimization in the phenomenon of double descent.
method Investigates model-wise double descent from an optimization perspective, proposing a unified explanation for its occurrence.
result Model-wise double descent is observed if and only if the optimizer can find a sufficiently low-loss minimum.

Study shows double and triple descent in unsupervised autoencoders, improving performance in various tasks.

problem Exploring the phenomenon of double descent in unsupervised learning.
method Analytical demonstration and extensive experiments on synthetic and real datasets.
result Over-parameterized unsupervised autoencoders exhibit double and triple descent, enhancing performance in downstream tasks.

Coordinate descent algorithms solve optimization problems by minimizing along coordinates.

problem Solving large-scale optimization problems in data science and engineering.
method Solve optimization problems by successively minimizing along each coordinate or coordinate hyperplane.
result Coordinate descent algorithms are effective for parallelized and distributed computing.

Natural gradient descent avoids the magic of model parametrization, leading to different optimization outcomes.

problem Understanding the impact of model parametrization on optimization and generalization in deep learning.
method Characterization of natural gradient flow in deep linear networks and nonlinear neural networks.
result Natural gradient descent fails to generalize in some cases, while gradient descent with the right architecture performs well.

LES optimizes designs by sampling descent sequences, achieving strong sample efficiency.

problem Optimizing large, complex design spaces is infeasible and unnecessary.
method LES uses Bayesian optimization to target solutions reachable by iterative optimizers.
result LES achieves strong sample efficiency compared to existing methods.

Gradient descent at edge of stability stabilizes implicitly, following projected gradient descent.

problem Gradient descent's stability and sharpness behavior at the edge of instability.
method Cubic Taylor expansion analysis of gradient descent dynamics.
result Gradient descent at edge of stability implicitly follows projected gradient descent.

This paper explains double descent in linear neural networks, identifying new factors.

problem Understanding double descent in linear neural networks.
method Gradient flow derivation and necessary conditions for double descent.
result Singular values of input-output covariance matrix are important for double descent in two-layer models.

Double descent risk in L2-regularized models explained and mitigated.

problem Risk of overparameterized models in machine learning.
method Analysis of L2-regularized models, two-layer neural networks, and CNNs.
result Double descent risk in L2-regularized models can be explained and mitigated by adjusting regularization strengths.

Gradient descent achieves exact linear convergence rate for symmetric matrix completion.

problem Low-rank symmetric matrix completion using gradient descent.
method Local analysis of gradient descent for symmetric matrices without additional assumptions.
result Closed-form expression of exact linear convergence rate matches practice.

Gradient descent efficiently finds global minima in deep neural networks.

problem Training deep neural networks efficiently and reliably.
method Gradient descent, leveraging the stability of the Gram matrix induced by the network architecture.
result Gradient descent achieves zero training loss in polynomial time for deep over-parameterized neural networks with residual connections.

New algorithms improve stochastic optimization and online learning efficiency.

problem Efficient optimization and online learning algorithms for stochastic problems.
method Accelerated randomized coordinate descent algorithms.
result Significantly less per-iteration complexity and better regret performance.

Gradient descent biases towards stable rank networks for nearly-orthogonal data.

problem Understanding implicit bias in non-smooth neural networks trained by gradient descent.
method Analysis of two-layer ReLU and leaky ReLU networks trained by gradient descent on nearly-orthogonal data.
result Gradient descent biases towards networks with stable rank and uniform margin for nearly-orthogonal data.

Gradient descent benefits from tangent kernel advantages under specific conditions.

problem Comparing gradient descent with tangent kernel methods in learning.
method Analysis of gradient descent and tangent kernel methods under different conditions.
result Gradient descent can achieve small error only if tangent kernel methods have a non-trivial advantage, but this advantage can be very small.