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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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2675348011,068 · Jun 202019922001200920172026
48 results for gradient span algorithms

Gradient span algorithms show consistent progress in high dimensions.

problem Understanding consistent training progress in large machine learning models.
method Proving deterministic behavior of gradient span algorithms on Gaussian random functions.
result Gradient span algorithms have asymptotically deterministic behavior in high dimensions.

We introduce the "NoBackTrack" algorithm to train the parameters of dynamical systems such as recurrent neural networks. This algorithm works in an online, memoryless setting, thus requiring no backpropagation through time, and is scalable, avoiding the large computational and memory cost of maintaining the full gradie…

2015-07-28abs ↗pdf ↗

Abstract reviews algorithms for multi-index models, focusing on polynomial-time methods and their limitations.

problem Estimating the index space in multi-index models efficiently and accurately.
method Polynomial-time algorithms in Gaussian space, nonparametric gradient estimation, and neural network fitting.
result A gap exists between computationally efficient methods and information-theoretical minimum.

A new algorithm reduces bias and variance in distributionally robust optimization.

problem Distributionally robust optimization with bias and variance issues.
method Prospect, a stochastic gradient-based algorithm that reduces hyperparameter tuning.
result Prospect achieves linear convergence and 2-3x faster convergence on various benchmarks.

We introduce a globally-convergent algorithm for optimizing the tree-reweighted (TRW) variational objective over the marginal polytope. The algorithm is based on the conditional gradient method (Frank-Wolfe) and moves pseudomarginals within the marginal polytope through repeated maximum a posteriori (MAP) calls. This m…

2015-11-06abs ↗pdf ↗

A new algorithm estimates sparse gradients on graphs with improved risk bounds.

problem Estimating sparse gradients on graph-structured data.
method Tree-Projected Gradient Descent algorithm for gradient-sparse parameters.
result Achieves risk bound of snlog(1+ps)\frac{s^*}{n} \log (1+\frac{p}{s^*}).

This paper explores adaptive methods in over-parameterized linear regression.

problem Understanding why neural networks generalize well in over-parameterized settings.
method Characterizes two sub-classes of adaptive methods and their generalization performance.
result Adaptive methods in over-parameterized linear regression converge to the minimum norm solution.

Paper proposes recycling model updates in federated learning by exploiting low-rank gradient subspaces.

problem Large parameter transmissions in federated learning.
method Look-back Gradient Multiplier (LBGM) algorithm exploiting low-rank property of gradient subspaces.
result LBGM reduces communication overhead with minimal performance loss.

We use matrix iteration theory to characterize acceleration in smooth games. We define the spectral shape of a family of games as the set containing all eigenvalues of the Jacobians of standard gradient dynamics in the family. Shapes restricted to the real line represent well-understood classes of problems, like minimi…

2020-01-02abs ↗pdf ↗

Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for minimizing a smooth convex function over a linear space spanned by a set of atoms…

2019-04-28abs ↗pdf ↗

New method for scalable barycenter computation using Wasserstein gradient flows.

problem Scalability and integration of label information in barycenter computation.
method Gradient flows in Wasserstein space, time discretization, mini-batch optimal transport, modular regularization, task-aware functions, supervised information integration.
result Empirically validated new state-of-the-art barycenter solver with labeled barycenters outperforming unlabeled ones.

Studying a softmax-attention model, we show that the learned query converges to the latent signal subspace spanned by the informative direction.

problem Understanding the theoretical principles of attention mechanisms in large-scale token collections.
method Deriving a population objective and analyzing the limiting ordinary differential equation of the learning dynamics.
result The learned query asymptotically recovers the latent signal up to the intrinsic sign ambiguity.

Paper proposes an algorithm to reconstruct optimal model structure from graph adjacency matrix.

problem Optimal model structure reconstruction from weighted colored graph adjacency matrix.
method Uses prize-collecting Steiner tree algorithm to reconstruct minimum spanning tree.
result Demonstrates the effectiveness of the prize-collecting Steiner tree algorithm for model structure reconstruction.

A classification of spanning surfaces for alternating links is provided up to genus, orientability, and a new invariant that we call aggregate slope. That is, given an alternating link, we determine all possible combinations of genus, orientability, and aggregate slope that a surface spanning that link can have. To thi…

2012-05-24abs ↗pdf ↗

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.

This paper considers the problem of solving systems of quadratic equations, namely, recovering an object of interest xRn\mathbf{x}^{\natural}\in\mathbb{R}^{n} from mm quadratic equations/samples yi=(aix)2y_{i}=(\mathbf{a}_{i}^{\top}\mathbf{x}^{\natural})^{2}, 1im1\leq i\leq m. This problem, also dubbed as phase retrieval, span…

2018-03-21abs ↗pdf ↗

We show that in a variety of large-scale deep learning scenarios the gradient dynamically converges to a very small subspace after a short period of training. The subspace is spanned by a few top eigenvectors of the Hessian (equal to the number of classes in the dataset), and is mostly preserved over long periods of tr…

2018-12-12abs ↗pdf ↗

We investigate the problem of nodes clustering under privacy constraints when representing a dataset as a graph. Our contribution is threefold. First we formally define the concept of differential privacy for structured databases such as graphs, and give an alternative definition based on a new neighborhood notion betw…

2018-01-19abs ↗pdf ↗

We iterate Manolescu's unoriented skein exact triangle in knot Floer homology with coefficients in the field of rational functions over Z/2Z\mathbb{Z}/2\mathbb{Z}. The result is a spectral sequence which converges to a stabilized version of delta-graded knot Floer homology. The (E2,d2)(E_2,d_2) page of this spectral sequence …

2011-05-26abs ↗pdf ↗

The family of temporal difference (TD) methods span a spectrum from computationally frugal linear methods like TD(λ) to data efficient least squares methods. Least square methods make the best use of available data directly computing the TD solution and thus do not require tuning a typically highly sensitive learning r…

2016-11-28abs ↗pdf ↗

A new hierarchical clustering method selects representative points from sub-minimum-spanning-trees.

problem Selecting representative points for hierarchical clustering to improve robustness and reliability.
method Identify representative points using reciprocal nearest data points in sub-minimum-spanning-trees.
result The proposed algorithm outperforms other methods in accuracy and efficiency.

A new method for distributed optimization reduces communication rounds without minibatches.

problem Efficient training in distributed machine learning with different data distributions.
method A primal-dual method (GA-MSGD) applied to the Lagrangian of distributed optimization.
result Achieves linear convergence in communication rounds for strongly convex objectives.

We investigate the problem of sequentially predicting the binary labels on the nodes of an arbitrary weighted graph. We show that, under a suitable parametrization of the problem, the optimal number of prediction mistakes can be characterized (up to logarithmic factors) by the cutsize of a random spanning tree of the g…

2012-12-21abs ↗pdf ↗

Neural networks learn complex functions efficiently near information-theoretic limits.

problem Understanding how neural networks learn high-dimensional features.
method Gradient descent learning of a Gaussian Multi-index model with hidden subspace.
result A standard two-layer neural network can learn the target with optimal sample and time complexity.

A new method for optimizing models with categorical variables using diffusion.

problem Optimizing models with categorical variables, especially in discrete distributions.
method Introducing ReDGE, a diffusion-based soft reparameterization method for categorical distributions.
result ReDGE consistently matches or outperforms existing gradient-based methods in experiments.

MSTs provide a fast and meaningful clustering method in low-dimensional data.

problem Quantifying the effectiveness of MSTs in low-dimensional clustering tasks.
method Identifying upper bounds for MST performance, reviewing and extending existing MST-based partitioning schemes.
result MST methods can be very competitive, often outperforming traditional clustering algorithms.

We introduce a new class of lower bounds on the log partition function of a Markov random field which makes use of a reversed Jensen's inequality. In particular, our method approximates the intractable distribution using a linear combination of spanning trees with negative weights. This technique is a lower-bound count…

2012-03-15abs ↗pdf ↗

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural networks, among others. Our approach is to directly estimate the low-rank factor …

2018-02-17abs ↗pdf ↗

This note gives the first example of a hyperbolic knot in the 3-sphere that lacks a nonorientable essential spanning surface; this disproves the Strong Neuwirth Conjecture formulated by Ozawa and Rubinstein. Moreover, this knot has no even strict boundary slopes, disproving the Even Boundary Slope Conjecture of the sam…

2015-09-22abs ↗pdf ↗

We consider the detection of activations over graphs under Gaussian noise, where signals are piece-wise constant over the graph. Despite the wide applicability of such a detection algorithm, there has been little success in the development of computationally feasible methods with proveable theoretical guarantees for ge…

2012-06-05abs ↗pdf ↗

We study the problem of recovering the subspace spanned by the first kk principal components of dd-dimensional data under the streaming setting, with a memory bound of O(kd)O(kd). Two families of algorithms are known for this problem. The first family is based on the framework of stochastic gradient descent. Nevertheles…

2015-06-04abs ↗pdf ↗

FedLoRU improves FL efficiency by using low-rank updates.

problem Communication inefficiency and performance reduction in Federated Learning.
method Proposes FedLoRU, a low-rank update framework for FL, which reduces communication costs while maintaining performance.
result FedLoRU achieves convergence rates similar to FedAvg and is robust to heterogeneous and large numbers of clients.