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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.

168,878 papers · 148 categories

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25.0%50.0%75.0%100.0% · Sep 199219922001200920172026
48 results for finite sum structure

We prove for any positive integer nn there exist boundary-sum irreducible Zn{\mathbb Z}_n-corks with Stein structure. Here `boundary-sum irreducible' means the manifold is indecomposable with respect to boundary-sum. We also verify that some of the finite order corks admit hyperbolic boundary by HIKMOT.

2017-10-19abs ↗pdf ↗

Summing over 3-manifolds using TQFT partition functions.

problem Summing over all 3-manifolds with fixed boundary.
method Rewriting the sum over 3-manifolds as a sum over homology groups, using TQFT partition functions and topological boundary conditions.
result Existence of a distribution of 2d TQFTs whose ensemble average equals the sum over 3-manifolds.

A thesis submitted for the degree of Doctor of Philosophy of The Australian National University. In this work we introduce several new optimisation methods for problems in machine learning. Our algorithms broadly fall into two categories: optimisation of finite sums and of graph structured objectives. The finite sum pr…

2015-10-09abs ↗pdf ↗

New method reduces complexity of minimizing convex finite sums without needing individual function indices.

problem Minimizing convex finite sums efficiently without knowing which function is being addressed.
method Exploits finite noise structure to derive upper bounds and proposes a novel SVRG adaptation.
result Achieves optimal complexity bounds of O(n^2) and matches existing lower bounds.

Lower bounds for higher-order methods in non-convex optimization.

problem Proving lower bounds for higher-order methods in smooth non-convex finite-sum optimization.
method Analyzing deterministic and randomized algorithms, proposing a new smoothness assumption.
result Proves optimal lower bounds for simulating pth-order regularized methods on the whole function.

We study Farrell Nil-groups associated to a finite order automorphism of a ring RR. We show that any such Farrell Nil-group is either trivial, or infinitely generated (as an abelian group). Building on this first result, we then show that any finite group that occurs in such a Farrell Nil-group occurs with infinite mu…

2014-03-27abs ↗pdf ↗

Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely on both gradients and Hessians. In principle, second-order methods can require …

2016-11-15abs ↗pdf ↗

For most positive integer pairs (a,b)(a,b), the topological space $#a{\mathbb C \mathbb P}^2#b{\bar{\mathbb C \mathbb P^2}}$ is shown to admit infinitely many inequivalent smooth structures which dissolve upon performing a single connected sum with S2×S2S^2\times S^2. This is then used to construct infinitely many non-equiva…

2016-07-10abs ↗pdf ↗

New methods optimize sums of bivariate functions on finite domains.

problem Optimizing functions with multiple arguments that are sums of bivariate functions.
method Measure-valued extensions, 2\ell^2-approximation, entropy-regularization, linear programming, coordinate ascent.
result Tractable problem formulations solvable with various methods.

Two new Frank-Wolfe algorithms improve convergence for constrained optimization.

problem Solving optimization problems with structured constraints in machine learning.
method Two new variants of the Frank-Wolfe (FW) method for stochastic finite-sum minimization.
result Best convergence guarantees for convex and non-convex objective functions.

Smooth finite-sum optimization has been widely studied in both convex and nonconvex settings. However, existing lower bounds for finite-sum optimization are mostly limited to the setting where each component function is (strongly) convex, while the lower bounds for nonconvex finite-sum optimization remain largely unsol…

2019-01-31abs ↗pdf ↗

New lower bounds for gradient methods in strongly convex finite-sum optimization.

problem Developing tight lower bounds for randomized gradient methods in finite-sum optimization.
method Deriving tight lower complexity bounds for SAG, SAGA, SVRG, SARAH, and related methods.
result Tight matches between lower bounds and upper bounds for various methods under specific conditions.

Paper establishes lower bounds for finite-sum optimization problems using novel construction methods.

problem Lower complexity bounds for finite-sum optimization problems with various component functions.
method Developed novel approach to construct hard instances and analyzed PIFO algorithms.
result Established lower complexity bounds for convex-concave and nonconvex-strongly-concave objectives.

We describe a novel optimization method for finite sums (such as empirical risk minimization problems) building on the recently introduced SAGA method. Our method achieves an accelerated convergence rate on strongly convex smooth problems. Our method has only one parameter (a step size), and is radically simpler than o…

2016-02-08abs ↗pdf ↗

The popular cubic smoothing spline estimate of a regression function arises as the minimizer of the penalized sum of squares j(Yjμ(tj))2+λab[μ"(t)]2dt\sum_j(Y_j - μ(t_j))^2 + λ\int_a^b [μ"(t)]^2 dt, where the data are tj,Yjt_j,Y_j, j=1,...,nj=1,..., n. The minimization is taken over an infinite-dimensional function space, the space of all functions wi…

2011-11-08abs ↗pdf ↗

We study Frank-Wolfe methods for nonconvex stochastic and finite-sum optimization problems. Frank-Wolfe methods (in the convex case) have gained tremendous recent interest in machine learning and optimization communities due to their projection-free property and their ability to exploit structured constraints. However,…

2016-07-27abs ↗pdf ↗

Study on convergence of Langevin dynamics for zero-sum games in probability distributions.

problem Analyzing convergence of Langevin dynamics for zero-sum games in probability distributions.
method Proved exponential and biased convergence guarantees for mean-field and finite-particle min-max Langevin dynamics.
result Explicit iteration complexity for finite-particle algorithms to approximate equilibrium distributions.

On a smooth closed oriented 44-manifold MM with a smooth action of a finite group GG on a Spinc^c structure, GG-monopole invariant is defined by "counting" GG-invariant solutions of Seiberg-Witten equations for any GG-invariant Riemannian metric on MM. We compute GG-monopole invariants on some GG-manifolds. F…

2014-06-17abs ↗pdf ↗

SVRG reduces gradient evaluations for policy evaluation in reinforcement learning.

problem Policy evaluation in reinforcement learning with high computational costs.
method Two variants of SVRG for policy evaluation that reduce gradient calculations.
result Significant reduction in the number of gradient evaluations while preserving linear convergence speed.

Unified framework for stability and generalization of Push-Sum in decentralized learning over directed graphs.

problem Understanding stability and generalization of Push-Sum in decentralized learning over directed networks.
method Developed a unified uniform-stability framework for SGP algorithm, incorporating imbalance-aware consistency bounds.
result Established finite-iteration stability and optimization guarantees for convex and non-convex objectives.

On a smooth closed oriented 44-manifold MM with a smooth action by a compact Lie group GG, we define a GG-monopole class as an element of H2(M;Z)H^2(M;\Bbb Z) which is the first Chern class of a GG-equivariant Spinc^c structure which has a solution of the Seiberg-Witten equations for any GG-invariant Riemannian metri…

2011-08-19abs ↗pdf ↗

We propose a fast proximal Newton-type algorithm for minimizing regularized finite sums that returns an εε-suboptimal point in O~(d(n+κd)log(1ε))\tilde{\mathcal{O}}(d(n + \sqrt{κd})\log(\frac{1}ε)) FLOPS, where nn is number of samples, dd is feature dimension, and κκ is the condition number. As long as n>dn > d, the proposed method…

2017-08-28abs ↗pdf ↗

Study on Nesterov's method in stochastic settings, revealing divergence under certain conditions.

problem Understanding Nesterov's method in stochastic settings, especially finite-sum.
method Analysis of Nesterov's accelerated gradient method in stochastic and finite-sum settings.
result Nesterov's method may diverge in finite-sum settings without additional conditions.

DESTRESS optimizes decentralized nonconvex optimization with optimal IFO complexity and efficient communication.

problem Decentralized nonconvex finite-sum optimization in multi-agent systems.
method DESTRESS uses stochastic recursive gradient updates, gradient tracking, and careful hyper-parameter choices to achieve optimal IFO complexity with efficient communication.
result DESTRESS matches the optimal IFO complexity of centralized algorithms while maintaining communication efficiency.

A new method, Residual-Permuted Sums, improves confidence region construction for linear regression models.

problem Constructing reliable confidence regions for linear regression models with non-symmetric noise.
method Residual-Permuted Sums (RPS) method, which permutes residuals instead of perturbing their signs.
result RPS provides exact finite sample coverage probabilities and is uniformly strongly consistent.

Paper proposes a faster SPIDER-EM variant for large-scale nonconvex optimization.

problem High computational cost of EM algorithm in large-scale learning.
method Extension of SPIDER-EM for nonconvex finite-sum optimization problems.
result Achieves state-of-the-art complexity bounds and linear convergence under certain conditions.

New insights into tail behavior of heavy-tailed random vectors and processes.

problem Understanding tail behavior of aggregates of heavy-tailed random vectors.
method Analyzing multivariate regularly varying random vectors and Lévy processes.
result More than one large jump can determine tail behavior of aggregates.

The height function of various surfaces decomposes into finite sums of scaled and translated versions of itself.

problem Decomposing the height function of different types of surfaces into simpler components.
method Using Euler-Ramanujan identities and Weierstrass-Enneper representation to decompose height functions of minimal, maximal, timelike minimal, and Born-Infeld surfaces.
result The height function of various surfaces can be expressed as a finite sum of scaled and translated versions of itself.

Proves a formula for a special invariant of 4-manifolds.

problem Calculating the Bauer-Furuta invariant for connected sums of 4-manifolds.
method Uses a finite dimensional approximation of the Seiberg-Witten monopole map to derive a formula for the families Bauer-Furuta invariant of a fibrewise connected sum.
result Derives a general connected sum formula for the families Bauer-Furuta invariant.

This paper presents a lower bound for optimizing a finite sum of nn functions, where each function is LL-smooth and the sum is μμ-strongly convex. We show that no algorithm can reach an error εε in minimizing all functions from this class in fewer than Ω(n+n(κ1)log(1/ε))Ω(n + \sqrt{n(κ-1)}\log(1/ε)) iterations, where κ=L/μκ=L/μ is a …

2014-10-02abs ↗pdf ↗

We give a short proof that if a non-trivial band sum of two knots results in a tight fibered knot, then the band sum is a connected sum. In particular, this means that any prime knot obtained by a non-trivial band sum is not tight fibered. Since a positive L-space knot is tight fibered, a non-trivial band sum never yie…

2015-09-01abs ↗pdf ↗

We prove that the expectation value of the index function i(x) over a probability space of injective function f on any finite simple graph G=(V,E) is equal to the curvature K(x) at the vertex x. This result complements and links Gauss-Bonnet sum K(x) = chi(G) and Poincare-Hopf sum i(x) = chi(G) which both hold for arbi…

2012-02-21abs ↗pdf ↗

SVRN accelerates Newton methods by reducing variance and improving performance.

problem Improving the efficiency of Newton methods for large-scale optimization problems.
method Stochastic Variance-Reduced Newton (SVRN) algorithm that accelerates Subsampled Newton and Iterative Hessian Sketch algorithms.
result SVRN accelerates Newton methods by reducing the number of passes over the data, achieving a significant improvement in performance.

The study classifies strongly irreducible Heegaard splittings in hyperbolic 3-manifolds.

problem Understanding the structure of Heegaard splittings in hyperbolic 3-manifolds.
method Effective version of Li's theorem applied to hyperbolic 3-manifolds, focusing on irreducible and strongly irreducible surfaces.
result Haken hyperbolic 3-manifolds have a finite collection of strongly irreducible Heegaard surfaces and incompressible surfaces, which classify all strongly irreducible Heegaard splittings.