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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.

168,695 papers · 148 categories

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203406608811 · Jun 202019922001200920172026
48 results for gradient dynamical system

GFM models neural network training as a dynamical system to forecast final weights.

problem Computational intensity and inefficiency in training deep neural networks.
method Gradient Flow Matching (GFM) treats training as a dynamical system with learned vector fields.
result GFM achieves forecasting accuracy competitive with Transformer-based models and significantly outperforms classical baselines.

Estimate relaxation times in nonextensive systems using gradient flow for Tsallis entropy maximization.

problem Estimating relaxation times in financial market dynamics.
method Developing a method using EGF for maximizing Tsallis entropy.
result Longer relaxation times for nonextensive systems compared to Shannon entropy.

Weak correlations explain linear dynamics in deep learning models.

problem Understanding the linear structure in gradient-based learning algorithms.
method Characterization of weak correlations between derivatives and parameters.
result Weak correlations are the underlying principle for linearization in deep learning models.

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system. Even though the objective function is non-convex, we provide polynomial running …

2016-09-16abs ↗pdf ↗

KSOS improves kernel learning for dynamical systems via global optimization.

problem Challenges in selecting optimal kernels and tuning parameters in traditional kernel-based methods.
method Global optimization framework with kernel-based surrogate functions.
result KSOS consistently outperforms gradient descent in predicting dynamical systems.

Gradient Starvation causes neural networks to focus on a subset of features, leading to imbalance.

problem Neural networks focusing on only a subset of features despite having access to more.
method Using Dynamical Systems theory, identified properties of learning dynamics leading to feature imbalance.
result Gradient descent can lead to feature imbalance in over-parameterized networks.

Study on dynamic curves with elastic energy and spontaneous curvature.

problem Modeling and analyzing dynamic planar curves with elastic energy.
method Gradient flow of inclination angle, nonlocal quasilinear system, local well-posedness, global existence, convergence.
result Local well-posedness, global existence, convergence of the flow for weak regularity initial data.

This paper learns state, dynamics, and filtering algorithms together for data assimilation.

problem Costly parameter tuning and inaccurate dynamics models hinder data assimilation algorithms.
method Auto-differentiable data assimilation framework that learns state, dynamics, and parameters via gradient-based optimization.
result Several data assimilation methods can be learned or tuned within this framework.

We consider the problem of learning stabilizable systems governed by nonlinear state equation ht+1=φ(ht,ut;θ)+wth_{t+1}=φ(h_t,u_t;θ)+w_t. Here θθ is the unknown system dynamics, hth_t is the state, utu_t is the input and wtw_t is the additive noise vector. We study gradient based algorithms to learn the system dynamics θθ from samp…

2020-02-20abs ↗pdf ↗

AdaptOn achieves logarithmic regret in adaptive control of unknown partially observable linear systems.

problem Adaptive control in partially observable linear dynamical systems.
method AdaptOn algorithm that estimates system dynamics through online learning and gradient descent.
result AdaptOn achieves a logarithmic regret bound of polylog(T) after T steps.

A new DDR framework learns low-dimensional data representations using dynamical systems.

problem Learning efficient low-dimensional data representations.
method DDR framework based on nonlinear dynamical systems, using linear combinations of functions and regularization.
result DDR method outperforms other methods on synthetic and real datasets.

New algorithm converges to optimal filter for predicting linear dynamical systems.

problem Direct policy search for optimal dynamic filters in partially observable systems.
method Regularizer enforcing informativity over filter states.
result Gradient descent converges to globally optimal solution at rate O(1/T).

BLADE uses Bayesian methods to discover complex systems from scarce data.

problem Efficiently discovering governing equations of complex dynamical systems from limited data.
method Combines replica-exchange stochastic gradient Langevin Monte Carlo with active learning.
result Reduces measurement requirements by 60% for Lotka-Volterra and 40% for Burgers' equation.

Recent research on accelerated gradient methods of use in optimization has demonstrated that these methods can be derived as discretizations of dynamical systems. This, in turn, has provided a basis for more systematic investigations, especially into the geometric structure of those dynamical systems and their structur…

2019-12-06abs ↗pdf ↗

A method uses non-autonomous equations to classify time signals efficiently.

problem Time signal classification with minimal parameters and high accuracy.
method Develops a framework using non-autonomous dynamical equations to classify time signals.
result The method achieves comparable accuracy with fewer parameters than existing methods.

Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical integration. However, for many real-world applications, only sparse observations are avail…

2017-05-19abs ↗pdf ↗

RNNs struggle with chaotic dynamics due to exploding gradients, but we found a way to optimize training.

problem Challenging training of RNNs with chaotic dynamics due to exploding gradients.
method Relating loss gradients to Lyapunov spectrum to optimize training on chaotic data.
result RNNs with chaotic dynamics always have diverging gradients, while stable ones have bounded gradients.

Gradient-free framework for Bayesian experimental design in complex systems.

problem Optimal experimental design in systems where gradient information is unavailable.
method Combines EKI and ALDI for optimization and sampling, with approximations for scalable utility estimation.
result Demonstrates robust, accurate, and efficient experimental design in various complex systems.

This work learns models for population dynamics using variational methods and higher-order quadrature.

problem Modeling population dynamics of physical systems with stochastic and mean-field effects.
method Variational problem to infer gradient fields, combining Monte Carlo sampling with higher-order quadrature rules.
result Accurate prediction of population dynamics over a wide range of parameters.

Policy gradient methods converge for LQR problems with noisy state dynamics.

problem Finding optimal policies in noisy LQR problems over finite time horizons.
method Policy gradient methods with convergence guarantees for finite time and stochastic state dynamics.
result Global linear convergence for policy gradient methods in LQR problems with weak assumptions.

NOHD optimizes multi-agent systems by decomposing dynamics into irrotational and solenoidal components.

problem Non-stationarity and conflicting interests in multi-agent learning problems.
method NOHD (Newton Optimization on Helmholtz Decomposition) decomposes system dynamics into irrotational and solenoidal components.
result NOHD ensures quadratic convergence in purely irrotational and solenoidal systems and attracts to stable fixed points in general multi-agent systems.

The paper studies a gradient system on a beta statistical manifold, proving integrability and deriving explicit expressions.

problem Investigating the geometry and integrability of a gradient system on a bivariate beta statistical manifold.
method Proving the system is Hamiltonian and admitting a Lax pair representation, deriving explicit expressions using Stirling's approximation, and identifying the Hamiltonian function.
result The gradient flow is linearizable in dual affine coordinates, and the system is completely integrable.

We use differential equations based approaches to provide some {\it \textbf{physics}} insights into analyzing the dynamics of popular optimization algorithms in machine learning. In particular, we study gradient descent, proximal gradient descent, coordinate gradient descent, proximal coordinate gradient, and Newton's …

2016-12-08abs ↗pdf ↗

Study local convergence of GDA for training GANs with kernel-based discriminators.

problem Analyzing the local dynamics of GDA for GANs with kernel-based discriminators.
method Linearization of a non-linear dynamical system, under an isolated points model assumption.
result Showed phase transitions indicating convergence, oscillation, or divergence of GDA.

Many recent Markov chain Monte Carlo (MCMC) samplers leverage continuous dynamics to define a transition kernel that efficiently explores a target distribution. In tandem, a focus has been on devising scalable variants that subsample the data and use stochastic gradients in place of full-data gradients in the dynamic s…

2015-06-15abs ↗pdf ↗

We introduce two numerical conjugacy invariants for dynamical systems -- the complexity and weak complexity indices -- which are well-suited for the study of "completely integrable" Hamiltonian systems. These invariants can be seen as "slow entropies", they describe the polynomial growth rate of the number of balls (fo…

2009-07-30abs ↗pdf ↗

A dynamical neural network consists of a set of interconnected neurons that interact over time continuously. It can exhibit computational properties in the sense that the dynamical system's evolution and/or limit points in the associated state space can correspond to numerical solutions to certain mathematical optimiza…

2018-05-23abs ↗pdf ↗

New method reconstructs non-equilibrium stochastic systems from data.

problem Reconstructing non-equilibrium stochastic systems from ensemble measurements.
method Schrödinger bridge problem with multivariate Ornstein-Uhlenbeck process.
result Simulation-free algorithm achieves higher accuracy than competing methods.