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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.

168,657 papers · 148 categories

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77153230306 · Jun 202019922001200920172026
48 results for gradient-based minimization

New method combines QQA and gradient-based sampling for combinatorial optimization.

problem Scalability challenges in learning-based solvers for combinatorial optimization.
method Integrates gradient-based update through continuous relaxation with Quasi-Quantum Annealing (QQA) and parallel communication.
result Achieves superior speed-quality trade-offs for large-scale instances.

Improved privacy and utility in machine learning with adaptive differential privacy.

problem Enhancing privacy in machine learning models while maintaining utility.
method Adaptive differentially private (ADP) learning method that optimally adapts noise to stepsize.
result ADP method significantly improves utility compared to standard differentially private methods.

GIT uses gradient estimators to target interventions for causal discovery.

problem Challenges in inferring causal structure from observational data.
method GIT uses gradient estimators to target interventions for causal discovery.
result GIT performs on par with competitive baselines, surpassing them in low-data regimes.

We consider regret minimization in repeated games with non-convex loss functions. Minimizing the standard notion of regret is computationally intractable. Thus, we define a natural notion of regret which permits efficient optimization and generalizes offline guarantees for convergence to an approximate local optimum. W…

2017-07-31abs ↗pdf ↗

Tricks adversarial attacks to target specific classes, improving classifier accuracy.

problem Recent adversarial defense approaches have failed to protect classifiers from untargeted attacks.
method Target Training defense tricks untargeted attacks into targeted attacks on designated classes, then derives the real class.
result 86.2% accuracy for CW-L2 (confidence=0) in CIFAR10, outperforming unsecured classifiers.

This work connects SAM to variational inference and evaluates its performance.

problem Improving generalization of gradient-based learning by finding flat minima.
method Establishes connections between SAM and Mean-Field Variational Inference (MFVI), and evaluates variational algorithms combining or interpolating between SAM and MFVI.
result SAM-like updates can be used as a drop-in replacement for the reparametrisation trick.

Efficiently computes optimal transport maps and Wasserstein barycenters using conditional normalizing flows.

problem Computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces.
method Uses conditional normalizing flows to approximate distributions and solve the primal problem.
result Shows computational feasibility for hundreds of input distributions and yields accurate results.

Proposes an automatic cyclical scheduling for gradient-based discrete sampling.

problem Gradient-based sampling in high-dimensional models can get stuck in local modes.
method Cyclical step size and balancing schedules with automatic hyperparameter tuning.
result Proves non-asymptotic convergence and inference guarantees for general discrete distributions.

Enhances gradient-based discrete samplers with parallel tempering for multimodal distributions.

problem Local minima in high-dimensional, multimodal discrete distributions.
method Combines parallel tempering with discrete Langevin proposal, using Metropolis criterion for swaps.
result Significantly faster mixing and better sampling from complex distributions.

A technique scales symbolic methods with gradients for neural model explanation.

problem Limited scalability of symbolic methods for large neural networks.
method Combines gradient-based methods with symbolic techniques using Integrated Gradients to focus on a subset of neurons.
result Produces sparser and higher saliency regions compared to gradient-based methods alone.

AM converges super-linearly for solving mixed linear regression problems.

problem Learning linear regressors from unlabeled observations in multiple linear regression models.
method Alternating Minimization (AM) algorithm, which alternates between label estimation and regression solving.
result AM converges super-linearly in certain parameter regimes, requiring only O(log log(1/ε)) iterations to achieve an error of ε.

Throughout the past five years, the susceptibility of neural networks to minimal adversarial perturbations has moved from a peculiar phenomenon to a core issue in Deep Learning. Despite much attention, however, progress towards more robust models is significantly impaired by the difficulty of evaluating the robustness …

2019-07-01abs ↗pdf ↗

The paper analyzes and minimizes transferability of adversarial attacks between models in an ensemble.

problem Adversarial attacks can transfer between models, posing security risks.
method Introduces a gradient-based measure to assess and reduce transferability, and uses it during training to increase robustness.
result Demonstrates that the gradient-based measure can be used to increase an ensemble's robustness to adversarial attacks.

Structured Prediction Energy Networks (SPENs) are a simple, yet expressive family of structured prediction models (Belanger and McCallum, 2016). An energy function over candidate structured outputs is given by a deep network, and predictions are formed by gradient-based optimization. This paper presents end-to-end lear…

2017-03-16abs ↗pdf ↗

New algorithm improves gradient-based ERM for smooth convex losses.

problem Empirical risk minimization of smooth, strongly convex loss functions.
method Iterative gradient-based method with local polynomial regression.
result Oracle complexity of O((pε1)d/(2η))O((p ε^{-1})^{d/(2η)}) for our algorithm.

Neural networks perform differently when regression is treated as classification.

problem Understanding why neural networks perform better when regression is treated as classification.
method Analyzing two-layer ReLU networks and their feature spaces, focusing on the cross entropy loss vs. square loss.
result The support of the measure induced by the square loss differs from that of the cross entropy loss, indicating optimization difficulties.

Differentiable structure learning addresses DAGs with multiple global minimizers.

problem Identify the true DAG from global minimizers of acyclicity-constrained optimization problems.
method Carefully regularize the likelihood to identify the sparsest model in the Markov equivalence class.
result Regularization of the likelihood defines a score that identifies the sparsest model in general models and likelihoods.

A scalable gradient-based framework for sparse portfolio selection.

problem Sparse minimum-variance portfolio selection with cardinality constraint.
method Gradient-based optimization with Boolean relaxation and tunable parameter.
result Matches commercial solvers in most instances, differing by a few assets with negligible error in portfolio variance.

NNEinFact fits any nonnegative tensor factorization quickly and accurately.

problem Limited user-friendly tools for fitting tailored nonnegative tensor factorizations.
method NNEinFact is an einsum-based multiplicative update algorithm that fits any nonnegative tensor factorization.
result NNEinFact converges to a stationary point of the loss, supports missing data, and fits tensors with hundreds of millions of entries in seconds.

The paper proposes a gradient-based method for multi-penalty Ridge regression.

problem Optimizing multiple regularization hyperparameters for linear regression.
method Gradient-based optimization through matrix differential calculus.
result The method outperforms traditional regularization techniques like LASSO and Ridge.

Quantum circuit Born machines are generative models which represent the probability distribution of classical dataset as quantum pure states. Computational complexity considerations of the quantum sampling problem suggest that the quantum circuits exhibit stronger expressibility compared to classical neural networks. O…

2018-04-11abs ↗pdf ↗

We introduce a generic scheme to solve nonconvex optimization problems using gradient-based algorithms originally designed for minimizing convex functions. Even though these methods may originally require convexity to operate, the proposed approach allows one to use them on weakly convex objectives, which covers a larg…

2017-03-31abs ↗pdf ↗

Introduces new gradient-based methods for machine learning problems.

problem New challenges in machine learning due to decision-making and multi-agent problems.
method Gradient-based optimization and variational inequalities.
result Shifts focus from pattern recognition to decision-making and multi-agent problems.

State-of-the-art adversarial attacks are aimed at neural network classifiers. By default, neural networks use gradient descent to minimize their loss function. The gradient of a classifier's loss function is used by gradient-based adversarial attacks to generate adversarially perturbed images. We pose the question whet…

2020-02-04abs ↗pdf ↗

ReLU networks implicitly favor low-rank solutions, but not as strongly as linear networks.

problem Understanding implicit regularization in ReLU networks for rank minimization.
method Analysis of gradient flow on ReLU networks, empirical testing.
result Gradient flow on ReLU networks does not necessarily minimize ranks, unlike in linear networks.

Improved DP algorithms for non-convex optimization with tighter generalization bounds.

problem Private stochastic non-convex optimization in high-dimensional spaces.
method Differential privacy techniques, including adaptive algorithms like DP RMSProp and DP Adam, combined with adaptive data analysis.
result Achieved a sharper rate of p4/n\sqrt[4]{p}/\sqrt{n} for population loss, improving upon previous bounds.

Gradient-based methods can be biased by distributional asymmetries in bivariate categorical data.

problem Gradient-based causal discovery methods can be biased by distributional asymmetries in bivariate categorical data.
method Identified and examined two distributional biases: Marginal Distribution Asymmetry and Marginal Distribution Shift Asymmetry. Employed two simple models to demonstrate and control these biases.
result Gradient-based methods can be biased by distributional asymmetries, and these biases can be controlled.

New method creates universal perturbations to fool neural network interpretations.

problem Vulnerability of gradient-based saliency maps to adversarial perturbations.
method Gradient-based optimization and PCA-based approach to create UPI.
result Existence and successful application of Universal Perturbation for Interpretation (UPI).

MFNets constructs efficient multifidelity surrogates from diverse information sources.

problem Creating accurate surrogates from multiple, potentially costly or inaccurate data sources.
method Directed acyclic graph of connections, gradient-based minimization of least squares objective, flexible information source structure.
result Error reduction by orders-of-magnitude, especially in low-data scenarios.

Novel PCA method for high-dimensional inverse problems.

problem Optimizing large-scale random fields with gradient information.
method Gradient-Sensitive Principal Component Analysis (Gradient-SPCA) that modifies PCA using objective function gradients.
result Improvements in encoding quality for objective function minimization and field distribution.

Gradient-based MCMC for discrete spaces improves sampling performance.

problem Sampling in discrete spaces using traditional methods is challenging.
method Introduced new discrete Metropolis-Hastings samplers inspired by MALA, with a novel preconditioning technique.
result Demonstrated strong empirical performance across various challenging sampling problems.