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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.

168,657 papers · 148 categories

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230461691921 · Jun 202019922001200920172026
48 results for finite time convergence

We investigate finite-time decoupled convergence in nonlinear two-time-scale stochastic approximation.

problem Achieving decoupled convergence in nonlinear two-time-scale stochastic approximation.
method Nested local linearity assumption, suitable step size selection, convergence analysis of matrix cross term, fourth-order moment convergence rates.
result Finite-time decoupled convergence rates can be achieved in nonlinear two-time-scale stochastic approximation with proper step size selection.

The paper analyzes deep neural networks using control theory to set a time limit for their convergence.

problem Understanding the finite-time convergence of deep neural networks.
method Lyapunov based analysis of the loss function, control theory framework, finite-time control of non-linear systems.
result A priori guarantees of finite-time convergence for deep neural networks are provided.

In this paper, we consider multi-agent learning via online gradient descent in a class of games called λλ-cocoercive games, a fairly broad class of games that admits many Nash equilibria and that properly includes unconstrained strongly monotone games. We characterize the finite-time last-iterate convergence rate for …

2020-02-23abs ↗pdf ↗

Improved convergence rates for Stein Variational Gradient Descent in finite-particle settings.

problem Improving convergence rates for Stein Variational Gradient Descent in finite-particle settings.
method Analyzing the time derivative of relative entropy and splitting it into dominant and smaller parts.
result Finite-particle convergence rates of order 1/\sqrt{N} for Kernelized Stein Discrepancy and Wasserstein-2 metrics.

Paper analyzes convergence of dynamic policy gradient for MDPs, improving performance in finite-time problems.

problem Optimal policies in finite-time MDPs are not stationary and require epoch-specific training.
method Introduces dynamic policy gradient combining dynamic programming and policy gradient, analyzes convergence for softmax parametrisation.
result Dynamic policy gradient training exploits finite-time structure, leading to better convergence bounds.

First-order method solves stochastic bilevel optimization with linear constraints.

problem Stochastic bilevel optimization with linear constraints and noise.
method Developed a novel framework using gradient-based techniques and smoothed penalty functions.
result Achieved finite-time convergence guarantees for (δ,ε)(δ, ε)-Goldstein stationary points.

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.

This work analyzes actor-critic methods for faster convergence.

problem Finite-time analysis and sample complexity of two-time-scale actor-critic methods.
method Non-asymptotic analysis under non-i.i.d. setting, proving convergence to first-order stationary point.
result Actor-critic method finds a first-order stationary point with ildeO(ε2.5)\mathcal{ ilde{O}}(ε^{-2.5}) sample complexity.

This work analyzes QQ-learning with adaptive stepsizes for finite-time convergence.

problem Finite-time convergence analysis for average-reward QQ-learning with adaptive stepsizes.
method Adaptive stepsizes as local clocks, time-inhomogeneous Markovian reformulation, almost-sure time-varying bounds, conditioning arguments, and Markov chain concentration inequalities.
result Convergence rates of ildeO(1/k) ilde{\mathcal{O}}(1/k) for mean-square and pointwise mean-square convergence.

Theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.

problem Lack of precise theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.
method Adapting a finite-time convergence analysis to the asymmetric actor-critic setting with linear function approximators.
result A finite-time bound reveals that the asymmetric critic eliminates aliasing errors in the agent state.

Paper analyzes convergence rates of two time-scale AC and NAC algorithms.

problem Finite-sample convergence rate analysis of two time-scale AC and NAC algorithms.
method Developed novel techniques for bias error and convergence rate analysis.
result Established non-asymptotic convergence rates for two time-scale AC and NAC.

We show some results for the L2L^2 curvature flow linked by the theme of addressing collapsing phenomena. First we show long time existence and convergence of the flow for SO(3)SO(3)-invariant initial data on S3S^3, as well as a long time existence and convergence statement for three-manifolds with initial L2L^2 norm of c…

2012-01-05abs ↗pdf ↗

The article explores Helfrich flow with spontaneous curvature, finding singularities and convergence behaviors.

problem Understanding the long-time behavior of Helfrich flow with spontaneous curvature.
method Analyzing the gradient flow of a locally area- and volume-constrained Willmore flow, and applying it to the Helfrich flow.
result For negative spontaneous curvature, the Helfrich flow exhibits finite-time singularities; for positive spontaneous curvature, it converges globally.

Given any embedded Lagrangian on a four dimensional compact Calabi-Yau, we find another Lagrangian in the same Hamiltonian isotopy class which develops a finite time singularity under mean curvature flow. This contradicts a weaker version of the Thomas-Yau conjecture regarding long time existence and convergence of Lag…

2010-09-06abs ↗pdf ↗

Paper analyzes SVGD algorithm for non-asymptotic convergence.

problem Optimizing a set of particles to approximate a target probability distribution.
method Finite time analysis of SVGD algorithm, providing descent lemma and convergence rates.
result SVGD algorithm decreases the objective at each iteration and converges to the target distribution.

We study finite-time collapsing limits of the continuity method. When the continuity method starting from a rational initial Kähler metric on a projective manifold encounters a finite-time volume collapsing, this projective manifold admits a Fano fibration over a lower dimensional base. In this case, we prove the conti…

2016-12-05abs ↗pdf ↗

Improved TD learning with tail averaging and regularization achieves optimal convergence rates.

problem Convergence analysis of TD learning with linear function approximation.
method Tail-averaging and regularization applied to TD learning algorithm.
result Achieves optimal O(1/t)O(1/t) convergence rate in expectation and with high probability.

Paper analyzes convergence of decentralized algorithms with noise and bias.

problem Finite time convergence analysis of decentralized stochastic approximation schemes.
method Separated iterates into consensual parts and consensus error; bounded consensus error in terms of stationarity.
result Decentralized SA scheme converges at O(logT/T){\cal O}(\log T/ \sqrt{T} ) rate.

New scalable MARL framework for dynamic networked systems.

problem Scalability in multi-agent reinforcement learning with dynamic dependencies.
method Scalable Actor Critic framework for non-local and stochastic dependencies.
result Finite-time error bound showing convergence rate dependence on information spread speed.

Constructing eigenfunctions for finite-time singularities in Lagrangian mean curvature flow

problem Constructing eigenfunctions for finite-time singularities in Lagrangian mean curvature flow
method Constructing eigenfunctions for finite-time singularities in Lagrangian mean curvature flow
result Identifying the lowest eigenfunction with the scaling mode of the special Lagrangian desingularization

The Kähler-Ricci flow's singularities are analyzed with bounds and convergence results.

problem Understanding the singularities and behavior of the Kähler-Ricci flow.
method Li-Yau type and Harnack estimates for weighted Ricci potential functions.
result Finite time singularities are shown to sub-converge to ancient solutions on analytic normal varieties.

Study shows neural networks trained with GD converge to Gaussian processes with polynomial decay.

problem Understanding convergence of neural networks to Gaussian processes during training.
method Explicit upper bounds on quadratic Wasserstein distance between trained networks and Gaussian approximations.
result Polynomial decay of approximation error with network width and training time.

Improved convergence rates for MFLD in various gradient estimators.

problem Proving convergence rates for mean-field Langevin dynamics with stochastic gradient updates.
method General framework for propagation of chaos, including finite-particle approximation, time-discretization, and stochastic gradient approximation.
result Improved convergence rates for SGD and SVRG settings.

In this paper, we study the convergence of Yang-Mills-Higgs fields defined on fiber bundles over Riemann surfaces where the fiber is a compact symplectic manifold and the conformal structure of the Riemann surface is allowed to vary. We show that away from the nodes, the YMH fields converges, up to gauge, to a smooth Y…

2014-03-04abs ↗pdf ↗

In this paper we present several curvature estimates and convergence results for solutions of the Ricci flow. The curvature estimates depend on smallness of certain local space-time integrals of the norm of the Riemann curvature tensor, while the convergence results require finiteness of space-time integrals of the nor…

2005-09-07abs ↗pdf ↗

In this work, convergence of evolving Finslerian metrics first in a general flow next under Finslerian Ricci flow is studied. More intuitively it is proved that a family of Finslerian metrics g(t)g(t) which are solutions to the Finslerian Ricci flow converge in CC^{\infty} to a smooth limit Finslerian metric as t t ap…

2015-07-14abs ↗pdf ↗

Several results on existence and convergence of the Yang-Mills flow in dimension four are given. We show that a singularity modeled on an instanton cannot form within finite time. Given low initial self-dual energy, we then study convergence of the flow at infinite time. If an Uhlenbeck limit is anti-self-dual and has …

2014-02-13abs ↗pdf ↗

New analysis shows actor-critic method converges efficiently in practical settings.

problem Understanding finite-time convergence of single-timescale actor-critic methods.
method Investigated online single-timescale actor-critic algorithm with linear function approximation and Markovian sampling.
result Proved convergence to ε-approximate stationary point with sample complexity of O(ε^(-2)).

A new sampler speeds up Bayesian mixture models.

problem Sampling from Bayesian finite mixture models is slow and hard.
method Introduces a non-reversible sampling scheme for Bayesian finite mixture models.
result The new sampler outperforms classical samplers in many scenarios, especially during convergence.

Study shows Ricci flow's convergence and harmonic map heat flow's long-time existence.

problem Analyzing convergence of Ricci flow and harmonic map heat flow.
method Established long-time existence of harmonic map heat flow between Ricci flow and shrinker.
result Ricci flow converges exponentially to compact integrable shrinkers and at singularities modelled on the shrinker.

In this paper we prove that for a given Kähler-Ricci flow with uniformly bounded Ricci curvatures in an arbitrary dimension, for every sequence of times tit_i converging to infinity, there exists a subsequence such that (M,g(ti+t))(Y,gˉ(t))(M,g(t_i + t))\to (Y,\bar{g}(t)) and the convergence is smooth outside a singular set (which is a …

2004-02-14abs ↗pdf ↗