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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.

168,742 papers · 148 categories

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117234350467 · Jun 202019922001200920172026
48 results for gradient Lipschitz constant

This paper bounds the Lipschitz constants of neural networks and their gradients.

problem Estimating the Lipschitz constant of complex models like neural networks.
method Local upper and lower bounds on Lipschitz constants computed with respect to network parameters.
result It is impossible to derive global upper bounds for the Lipschitz constants of neural networks.

New method for differentially private optimization with general Lipschitz conditions.

problem Differentially private optimization under general Lipschitz conditions.
method Generalized Lipschitz condition for per-sample gradients, tuning clip norm based on minimum per-sample Lipschitz constant.
result Efficacy of the recommended clip norm tuning method verified on 8 datasets.

Adaptive sampling improves convergence in heterogeneous distributed optimization.

problem Poor performance of classical SGD and SVRG in heterogeneous distributed settings.
method Adaptive sampling of machines with an adaptive estimate of local Lipschitz constants.
result Significantly accelerates convergence rate from maximum to average Lipschitz constant.

New PG methods tackle nonconvex optimization with auto-conditioned stepsizes.

problem Optimizing nonconvex functions over convex sets.
method Auto-conditioned projected gradient (AC-PG) methods and stochastic variants.
result Achieved optimal iteration complexity for finding approximate stationary points.

This paper analyzes challenges and solutions in deep learning optimization.

problem Gradient vanishing and exploding issues in deep learning.
method Improvement of gradient flow and constraints on Lipschitz constant.
result Enhanced understanding of Jacobian matrices and Lipschitz constants in deep learning modules.

Proposes a learning rate method for shallow nets based on gradient Lipschitz constant.

problem Finding optimal learning rates for shallow neural networks.
method Associates learning rate with gradient Lipschitz constant and proposes a search algorithm.
result The proposed method significantly outperforms existing tuning methods.

We investigate the effect of explicitly enforcing the Lipschitz continuity of neural networks with respect to their inputs. To this end, we provide a simple technique for computing an upper bound to the Lipschitz constant---for multiple pp-norms---of a feed forward neural network composed of commonly used layer types.…

2018-04-12abs ↗pdf ↗

Generative adversarial networks (GANs) are one of the most popular approaches when it comes to training generative models, among which variants of Wasserstein GANs are considered superior to the standard GAN formulation in terms of learning stability and sample quality. However, Wasserstein GANs require the critic to b…

2019-07-12abs ↗pdf ↗

New method for efficient proximal mapping of 1-path-norm in shallow networks.

problem Efficiently handling the 1-path-norm of shallow neural networks.
method Closed-form proximal operator for efficient computation and upper bound on Lipschitz constant.
result Proximal mapping allows robust training against adversarial perturbations.

Constructs a map with prescribed local Lipschitz constants on a subset of a manifold.

problem Creating a Lipschitz map with specific local Lipschitz constants on a subset of a manifold.
method Constructs a Lipschitz map that matches a given map on a subset and has a local Lipschitz constant defined by a continuous function.
result A Lipschitz map can be constructed with a local Lipschitz constant prescribed by a continuous function.

New approach achieves optimal rates for differentially private stochastic convex optimization with heavy-tailed gradients.

problem Differentially private stochastic convex optimization with heavy-tailed gradients.
method Reduction-based approach to achieve optimal rates.
result Achieved optimal rates up to logarithmic factors, nearly matching a lower bound.

Optimistic method adapted for faster convex-concave min-max problems.

problem Solving convex-concave min-max optimization problems efficiently.
method Adaptive, line search-free second-order methods combining optimistic updates and second-order information.
result Achieves optimal convergence rate without line search or backtracking.

HALO uses local Lipschitz constants to optimize functions efficiently.

problem Efficiently solving global optimization problems with complex objective functions.
method Hybrid Adaptive Lipschizian Optimization (HALO) algorithm that estimates local Lipschitz constants and balances global and local information.
result HALO outperforms other global optimization algorithms on numerous test functions.

New MIP formulations for neural network Lipschitz constant estimation.

problem Ensuring robustness of neural networks by calculating their Lipschitz constant.
method Reformulating the neural network Lipschitz estimation problem as a Quadratically Constrained MIP (MIQCQP) problem.
result Solutions of the MIQCQP formulations provide bounds on the Lipschitz constant, with conditions for exactness.

Paper investigates Lipschitz constants of self-attention modules in neural networks.

problem Lipschitz constants of self-attention modules in neural networks.
method Proved standard dot-product self-attention is not Lipschitz for unbounded input domain. Proposed L2 self-attention that is Lipschitz. Derived upper bound on L2 self-attention's Lipschitz constant.
result Proved standard self-attention is not Lipschitz for unbounded input domain and proposed an alternative L2 self-attention that is Lipschitz.

New algorithm improves online learning with reduced discretization.

problem Improving adaptive online learning with refined discretization.
method Continuous time approach to online learning, followed by a new discretization argument.
result Optimal regret bound with O(VT)O(\sqrt{V_T}) dependence on gradient variance.

We show that any smooth bi-Lipschitz hh can be represented exactly as a composition hm...h1h_m \circ ... \circ h_1 of functions h1,...,hmh_1,...,h_m that are close to the identity in the sense that each (hiId)\left(h_i-\mathrm{Id}\right) is Lipschitz, and the Lipschitz constant decreases inversely with the number mm of functions com…

2018-04-13abs ↗pdf ↗

Unified high-probability regret bounds for online convex optimisation with randomised gradient estimators.

problem Online convex optimisation with randomised gradient estimators for q\ell_q-Lipschitz losses.
method FTRL with randomised two-point finite-difference gradient estimators based on cone-measure sampling from r\ell_r-spheres.
result Unified high-probability regret bounds for all p,q,r[1,]p,q,r \in [1,\infty].

Boosted Frank-Wolfe accelerates optimization for nonconvex problems.

problem Optimizing nonconvex and quasar-convex objectives efficiently.
method Developed a novel step size strategy for stochastic Frank-Wolfe, extending it to various gradient estimators.
result Boosted Frank-Wolfe achieves faster convergence rates than non-boosted Frank-Wolfe.

Extends Lipschitz functions while preserving local constants.

problem Extending Lipschitz functions on metric spaces while maintaining local constants.
method Extends Lipschitz functions on metric spaces while locally preserving the asymptotic Lipschitz constant.
result Sobolev spaces on metric measure spaces are invariant under isomorphism of mm-structures.

New method improves neural network robustness to adversarial attacks.

problem Improving adversarial robustness of neural networks.
method Inspired by adaptive control theory, the approach uses persistency of excitation to constrain gradient descent updates.
result Networks trained with the PoE-motivated learning rate schedule are significantly more robust to adversarial attacks.

This paper analyzes the Lipschitz constants of deep neural networks with random weights.

problem Estimating the Lipschitz constants of deep neural networks with random parameters.
method High probability upper and lower bounds derived for ReLU neural networks with He initialization.
result The behavior of the Lipschitz constant varies significantly between p[1,2)p \in [1,2) and p[2,]p \in [2,\infty].

This paper studies bounds for the Lipschitz constant of random neural networks.

problem Quantifying the worst-case robustness of neural networks against adversarial perturbations.
method Analyzes upper and lower bounds for the Lipschitz constant of random ReLU neural networks under specific initialization conditions.
result For deep networks, the upper bound is larger than the lower bound by a logarithmic factor in width.

This work focuses on important step in quantitative topology: given homotopic mappings from SmS^m to SnS^n of Lipschitz constant LL, build the (asymptotically) simplest homotopy between them (meaning having the least Lipschitz constant). The present paper resolves this problem for the first case where Hopf invariant p…

2018-11-06abs ↗pdf ↗

The paper proposes a method to train NNs with a small Lipschitz constant to improve robustness.

problem Neural networks' susceptibility to adversarial perturbations in safety-critical applications.
method The paper introduces a framework to train multi-layer NNs by minimizing their Lipschitz constant, using an optimization scheme based on the Alternating Direction Method of Multipliers.
result The proposed training procedure successfully increases the robustness of neural networks.

Adjusting the learning rate schedule in stochastic gradient methods is an important unresolved problem which requires tuning in practice. If certain parameters of the loss function such as smoothness or strong convexity constants are known, theoretical learning rate schedules can be applied. However, in practice, such …

2018-03-07abs ↗pdf ↗

A new algorithm solves minimax problems without needing parameters.

problem Convex-concave minimax optimization problems in machine learning.
method Proposes a fully parameter-free LF-CR and FF-CR algorithms for solving these problems.
result The FF-CR algorithm achieves the best iteration complexity under gradient norm termination criterion.

New solver SR2 tackles deep neural network training with nonsmooth regularization.

problem Training deep neural networks with nonsmooth regularization to achieve sparsity and efficiency.
method Combines adaptive quadratic regularization with proximal stochastic gradient principles.
result Established worst-case iteration complexity of O(ε^−2) for SR2.

We study online optimization of smoothed piecewise constant functions over the domain [0, 1). This is motivated by the problem of adaptively picking parameters of learning algorithms as in the recently introduced framework by Gupta and Roughgarden (2016). Majority of the machine learning literature has focused on Lipsc…

2016-04-07abs ↗pdf ↗

Paper proves convergence for private FL on non-Lipschitz convex objectives using normalization instead of clipping.

problem Lack of convergence results for differentially private federated learning with non-Lipschitz objectives.
method Developed a convergence result for private FL on smooth convex objectives without assuming Lipschitzness, using normalization instead of clipping.
result Normalization-based private FL algorithm converges better than clipping-based counterpart on smooth convex functions.

LiPopt uses polynomial optimization to estimate neural network Lipschitz constants efficiently.

problem Estimating the Lipschitz constant of neural networks efficiently.
method Sparse polynomial optimization, leveraging network connectivity to reduce complexity.
result Superior estimates of the \ell_\infty-Lipschitz constant compared to existing methods.

CLIP controls neural network stability by bounding Lipschitz constants.

problem Neural networks lack mathematical guarantees of stability, especially to adversarial examples.
method Develops a variational regularization method (CLIP) to control the Lipschitz constant of neural networks.
result CLIP provides a tighter bound on the actual Lipschitz constant compared to layer-wise methods.

The paper studies Lipschitz bounds for integral kernels under differentiability assumptions.

problem Understanding the Lipschitz continuity of feature maps associated with integral kernels.
method Analyzes differentiability assumptions to derive explicit formulas for Lipschitz constants and conditions for non-Lipschitz continuity.
result Explicit formulas and conditions for Lipschitz continuity of feature maps associated with various kernels.

Improved variational inequality algorithms using adaptive step sizes.

problem Solving monotone variational inequalities and convex-concave min-max problems efficiently.
method Adaptive step sizes that eliminate hyperparameters and global Lipschitz continuity requirements.
result Eliminated the need for the golden ratio in the algorithm and improved complexity bounds.