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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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166331497662 · Jun 202019922001200920172026
48 results for gradient system

Gradient model for memristive systems in neurophysiology and neuromorphic circuits.

problem Understanding and modeling memristive systems.
method Introducing a gradient modeling framework based on Chua's definition of memristive elements.
result Gradient properties of memristive systems have implications for neuromorphic circuit analysis and design.

The article reviews how gradient flow systems on hypergraphs connect to information geometry and nonequilibrium physics.

problem Understanding the geometry of perturbed gradient flow systems on hypergraphs.
method Formulating modern nonequilibrium principles within the framework of perturbed gradient flow systems on hypergraphs.
result New concepts like moduli spaces and thermodynamical area are introduced to understand speed limits.

We investigate necessary and sufficient conditions under which a general nonlinear affine control system with outputs can be written as a gradient control system corresponding to some pseudo-Riemannian metric defined on the state space. The results rely on a suitable notion of compatibility of the system with respect t…

2003-03-29abs ↗pdf ↗

This paper proposes a novel PGO framework to optimize systemic risk bailouts using neural networks.

problem Optimal bailout strategies for mitigating systemic risk in financial systems.
method Prediction-Gradient-Optimization (PGO) framework, using neural networks to approximate and forecast the objective function.
result The PGO framework effectively manages systemic risk through online optimization.

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.

This work develops a particle system to approximate Fisher-Rao gradient flows in mean-field optimization.

problem Optimizing probability measures in neural network contexts.
method Constructing an interacting particle system approximating Fisher-Rao gradient flows.
result Propagation of chaos for the Fisher-Rao gradient flow in entropic mean-field optimization.

Estimates log-likelihood of interacting particle systems using virtual particles.

problem Inconsistent estimation of finite-particle log-likelihood in large particle systems.
method Stochastic gradient estimate using continuous trajectory and virtual particle systems.
result Convergence to stationary points of limiting mean-field system's log-likelihood.

We consider gradient Ricci solitons conformal to a nn-dimensional pseudo-Euclidean space and we completely describe the most general ansatz that reduces the resulting system of partial differential equations to a system of ordinary differential equations. As a consequence, the gradient Ricci solitons that arise from t…

2018-05-10abs ↗pdf ↗

New method for identifying autoregressive systems on manifolds.

problem Identifying autoregressive systems on Stiefel and Grassmann manifolds.
method Defining parameters as orthogonal group elements, averaging over observations, conjugate gradient descent on manifolds.
result System parameters can be estimated efficiently using the proposed algorithm.

The paper speeds up hyperparameter optimisation in Gaussian processes.

problem Scaling hyperparameter optimisation to large datasets.
method Improvements to linear system solvers (pathwise gradient, warm starting, early stopping).
result Speed-ups of up to 72x and residual norm decreases of up to 7x.

Natural gradient simplification for deep learning networks.

problem Efficiency in training deep Bayesian networks.
method Analysis of two geometries of Fisher information matrix and development of a method to simplify natural gradient for the second geometry.
result A method to simplify natural gradient for deep networks using an auxiliary recognition model.

A distributed system identification method for LTI systems using reverse experience replay.

problem Online system identification of LTI systems over multi-agent networks.
method DSGD-RER, a distributed variant of SGD-RER with backward updates.
result The estimation error decreases as the network size grows.

A new Adamize method improves multi-objective recommender systems.

problem Improving recommendation systems with multiple conflicting objectives.
method Developed a multi-objective model-agnostic Adamize method that corrects and stabilizes gradients.
result Significant improvements in recommendation systems, measured by hypervolume, coverage, and spacing.

Policy gradient converges to globally optimal policy in nearly linear-quadratic systems.

problem Finding optimal policies in nonlinear control systems with partial information.
method Policy gradient algorithm designed for nearly linear-quadratic regulators with small Lipschitz nonlinear components.
result Policy gradient algorithm converges to globally optimal policy with linear rate.

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 ↗

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 ↗

The paper examines partial regularity of Lipschitz solutions to minimal surface system.

problem Understanding the regularity of solutions to the minimal surface system.
method Investigation of stationary, integral weak, and viscosity solutions; interior gradient estimate using maximum principle.
result Partial regularity results for Lipschitz solutions, including interior gradient estimate.

Paper introduces a new adaptive gradient method with gradient compression for distributed training.

problem Communication overhead in distributed machine learning systems.
method Adaptive gradient method with gradient compression, scalable system BytePS-Compress.
result Convergence rate of O(1/T)\mathcal{O}(1/\sqrt{T}) for non-convex problems.

This paper studies how gradient descent in control systems can perform well on unseen data.

problem The extent of a learned controller's ability to extrapolate to unseen initial states.
method Theoretical study of policy gradient in Linear Quadratic Regulator (LQR) problems, focusing on the role of exploration.
result The performance of a learned controller on unseen initial states depends on the degree of exploration induced by the system.

New method learns nonlinear systems from single finite trajectory samples.

problem Learning stabilizable nonlinear systems from single finite trajectory samples.
method Gradient-based algorithms with noise-sensitive uniform convergence guarantees.
result Efficient learning of general nonlinear systems with high accuracy and small sample complexity.

Recommender systems need to mirror the complexity of the environment they are applied in. The more we know about what might benefit the user, the more objectives the recommender system has. In addition there may be multiple stakeholders - sellers, buyers, shareholders - in addition to legal and ethical constraints. Sim…

2019-12-09abs ↗pdf ↗

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.

A new stochastic algorithm approximates optimal distributions without requiring propagation of chaos.

problem Optimizing functionals over probability distributions using finite particle systems.
method Virtual particle stochastic approximation, viewed as a form of stochastic gradient descent in the Wasserstein space.
result The algorithm's output converges to the optimal distribution and produces i.i.d. samples.

Stochastic gradient descent approximates Gaussian process posteriors efficiently.

problem Efficiently sampling from Gaussian process posteriors with limited computational resources.
method Developed stochastic gradient optimization objectives for sampling from Gaussian process posteriors.
result Stochastic gradient descent produces accurate predictive distributions, even in non-convergent cases.

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.

New method preserves convergence rates in gradient-based optimization.

problem How to discretize gradient-based optimization systems while preserving stability and convergence rates.
method Geometric framework for dissipative symplectic integration.
result Dissipative symplectic integrators preserve rates of convergence up to a controlled error.

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.

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.

Researchers propose a non-monotone quantum natural gradient for quantum systems.

problem Applying natural gradient methods to quantum systems without monotonicity.
method Introducing a non-monotone quantum natural gradient (QNG) and demonstrating its superiority over conventional QNG.
result Non-monotone QNG outperforms conventional QNG in terms of convergence speed.

Article provides Bernstein gradient estimates for heat equations with potential terms.

problem Gradient estimates for heat equations with potential terms on weighted Riemannian manifolds.
method Derived Bernstein type gradient estimates for two systems of heat equations with linear, exponential, and combined potentials.
result Resolves part of the problem raised by Bhattacharyya et al. in \cite{SB-1}.