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.
Gradient-based optimization algorithms can be studied from the perspective of limiting ordinary differential equations (ODEs). Motivated by the fact that existing ODEs do not distinguish between two fundamentally different algorithms---Nesterov's accelerated gradient method for strongly convex functions (NAG-SC) and Po…
Momentum based stochastic gradient methods such as heavy ball (HB) and Nesterov's accelerated gradient descent (NAG) method are widely used in practice for training deep networks and other supervised learning models, as they often provide significant improvements over stochastic gradient descent (SGD). Rigorously speak…
The article considers smooth optimization of functions on Lie groups. By generalizing NAG variational principle in vector space (Wibisono et al., 2016) to Lie groups, continuous Lie-NAG dynamics which are guaranteed to converge to local optimum are obtained. They correspond to momentum versions of gradient flow on Lie …
The overall performance or expected excess risk of an iterative machine learning algorithm can be decomposed into training error and generalization error. While the former is controlled by its convergence analysis, the latter can be tightly handled by algorithmic stability. The machine learning community has a rich his…
Federated learning has been a hot research topic in enabling the collaborative training of machine learning models among different organizations under the privacy restrictions. As researchers try to support more machine learning models with different privacy-preserving approaches, there is a requirement in developing s…
RMSProp and ADAM continue to be extremely popular algorithms for training neural nets but their theoretical convergence properties have remained unclear. Further, recent work has seemed to suggest that these algorithms have worse generalization properties when compared to carefully tuned stochastic gradient descent or …
pFedGame uses game theory for decentralized federated learning in dynamic networks.
problem Performance bottlenecks, data bias, model convergence issues, and model poisoning attacks in federated learning.
method pFedGame employs game theory to decentralize federated learning, avoiding a central aggregation server and addressing dynamic network challenges.
result pFedGame achieves higher accuracy (over 70%) in heterogeneous data compared to existing methods.
A framework to compare federated learning algorithms in high-dimensional settings.
problem Comparing the performance of federated learning algorithms in high-dimensional settings.
method Formulating federated learning as a multi-criterion objective and analyzing a linear regression model.
result Federated Averaging with simple client fine-tuning achieves the same asymptotic risk as more intricate approaches and outperforms without personalization.
In federated learning, a central server coordinates the training of a single model on a massively distributed network of devices. This setting can be naturally extended to a multi-task learning framework, to handle real-world federated datasets that typically show strong statistical heterogeneity among devices. Despite…
Federated learning technique improves convergence speed with communication delays.
problem Communication delays between edge nodes and aggregator in federated learning.
method Developed FedDelAvg, a technique that generalizes federated averaging to incorporate a weighting between current local model and delayed global model.
result FedDelAvg achieves a significant improvement in convergence speed, especially when optimizing the weighting scheme to account for delays.
Federated Learning is introduced to protect privacy by distributing training data into multiple parties. Each party trains its own model and a meta-model is constructed from the sub models. In this way the details of the data are not disclosed in between each party. In this paper we investigate the model interpretation…