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.
Adaptive gradient methods converge faster with over-parameterization and line-search.
problem Training over-parameterized models using adaptive gradient methods.
method Simplified setting of smooth, convex losses with over-parameterized models, proving convergence rates and demonstrating improvements with line-search techniques.
result Adaptive gradient methods, particularly AMSGrad, converge faster with line-search techniques.
Recent works have shown that stochastic gradient descent (SGD) achieves the fast convergence rates of full-batch gradient descent for over-parameterized models satisfying certain interpolation conditions. However, the step-size used in these works depends on unknown quantities and SGD's practical performance heavily re…
Modern supervised learning techniques, particularly those using deep nets, involve fitting high dimensional labelled data sets with functions containing very large numbers of parameters. Much of this work is empirical. Interesting phenomena have been observed that require theoretical explanations; however the non-conve…
We present a theoretical and empirical study of the gradient dynamics of overparameterized shallow ReLU networks with one-dimensional input, solving least-squares interpolation. We show that the gradient dynamics of such networks are determined by the gradient flow in a non-redundant parameterization of the network fun…
Estimates individual treatment effects using gradient interpolation and kernel smoothing.
problem Estimating individualized continuous treatment effects in observational data.
method Augment training data with independently sampled treatments and inferred counterfactual outcomes using gradient interpolation and kernel smoothing.
result Our method outperforms state-of-the-art methods on counterfactual estimation error.
New optimization method helps models generalize better after achieving near-perfect training performance.
problem Models can achieve near-perfect training performance but fail to generalize well to unseen examples.
method GROKtimizer combines rapid convergence to interpolation with post-interpolation norm minimization using Critically Damped Momentum.
result GROKtimizer provides a quadratic speedup over classical gradient descent, offering a natural solution for selecting low-norm interpolating solutions.
We show that the linear trace Harnack quadratic on a steady gradient Ricci soliton satisfies the heat equation. Similar result holds for shrinkers. We also present an interpolation between Perelman's and Cao--Hamilton's Harnacks on a steady soliton.
In modern supervised learning, many deep neural networks are able to interpolate the data: the empirical loss can be driven to near zero on all samples simultaneously. In this work, we explicitly exploit this interpolation property for the design of a new optimization algorithm for deep learning, which we term Adaptive…
Deep reinforcement learning (DRL) on Markov decision processes (MDPs) with continuous action spaces is often approached by directly training parametric policies along the direction of estimated policy gradients (PGs). Previous research revealed that the performance of these PG algorithms depends heavily on the bias-var…
We study the risk of minimum-norm interpolants of data in Reproducing Kernel Hilbert Spaces. Our upper bounds on the risk are of a multiple-descent shape for the various scalings of d=nα, α∈(0,1), for the input dimension d and sample size n. Empirical evidence supports our finding that minimum-norm interpo…
Study assesses neural nets for optimization problems, highlighting SiLU's effectiveness.
problem Using neural nets for optimization problems, especially for accurate approximations.
method Determined best activation function (SiLU) for nonlinear optimization problems. Analyzed function approximations using neural networks and interpolation/regression models.
result Neural nets can deliver competitive zero- and first-order approximations but underperform on second-order approximations.
In this paper, we consider derivative free optimization problems, where the objective function is smooth but is computed with some amount of noise, the function evaluations are expensive and no derivative information is available. We are motivated by policy optimization problems in reinforcement learning that have rece…