Research
On-device research index

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

Trend · papers per month

59118176235 · Jun 202019922001200920172026
48 results for hinge regularization

New framework enhances neural network robustness against adversarial attacks.

problem Vulnerability of deep neural networks to small perturbations.
method Integrates Lipschitz constraint using optimal transport and hinge regularization.
result Proposes a new loss function that certifies adversarial robustness.

A new procedure for learning cost-sensitive SVM(CS-SVM) classifiers is proposed. The SVM hinge loss is extended to the cost sensitive setting, and the CS-SVM is derived as the minimizer of the associated risk. The extension of the hinge loss draws on recent connections between risk minimization and probability elicitat…

2012-12-05abs ↗pdf ↗

The Support Vector Machine (SVM) has been used in a wide variety of classification problems. The original SVM uses the hinge loss function, which is non-differentiable and makes the problem difficult to solve in particular for regularized SVMs, such as with 1\ell_1-regularization. This paper considers the Huberized SV…

2015-11-30abs ↗pdf ↗

We propose random hinge forests, a simple, efficient, and novel variant of decision forests. Importantly, random hinge forests can be readily incorporated as a general component within arbitrary computation graphs that are optimized end-to-end with stochastic gradient descent or variants thereof. We derive random hinge…

2018-02-12abs ↗pdf ↗

Motivated by the hinge structure present in protein chains and other molecular conformations, we study the singularities of certain maps associated to body-and-hinge and panel-and-hinge chains. These are sequentially articulated systems where two consecutive rigid pieces are connected by a hinge, that is, a codimension…

2008-12-07abs ↗pdf ↗

Study shows how classifiers can approach Bayes error in high-dimensional settings.

problem Generalization error in high-dimensional perceptrons.
method Proved a formula for generalization error using convex optimization and observed that logistic and hinge regression can approach Bayes error closely.
result Logistic and hinge regression can approach Bayes-optimal generalization error closely in high-dimensional settings.

Hinge-FM2I fills missing data in time series with high accuracy.

problem Handling missing data in univariate time series.
method Inspired by door hinges, Hinge-FM2I imputes missing data using FM2I and selects the best imputed gap.
result Hinge-FM2I significantly outperforms other methods in sMAPE scores.

Regularization helps improve classification of noisy high-dimensional data.

problem Classifying high-dimensional noisy Gaussian mixture with limited oracle knowledge.
method Analysis of regularized convex classifiers including ridge, hinge, and logistic regression.
result Regularization can reach Bayes-optimal performance under certain conditions.

We study body-and-hinge and panel-and-hinge chains in R^d, with two marked points: one on the first body, the other on the last. For a general chain, the squared distance between the marked points gives a Morse-Bott function on a torus configuration space. Maximal configurations, when the distance between the two marke…

2008-12-07abs ↗pdf ↗

The regularity theory for pluriclosed flow hinges on obtaining CαC^α regularity for the metric assuming uniform equivalence to a background metric. This estimate was established in \cite{StreetsPCFBI} by an adaptation of ideas from Evans-Krylov, the key input being a sharp differential inequality satisfied by the assoc…

2019-09-02abs ↗pdf ↗

JoVA combines two VAEs to learn user and item representations for better recommendation.

problem Collaborative filtering with implicit feedback.
method Joint Variational Autoencoders (JoVA) with a hinge-based pairwise loss function (JoVA-Hinge).
result JoVA-Hinge outperforms state-of-the-art methods in top-k recommendation.

This work simplifies SVM parameter selection using S&S ratio.

problem SVM parameter tuning for optimal performance.
method S&S ratio to model SVM performance; automatic RP, kernel, and parameter selection.
result Optimized SVM parameters with reduced computational complexity.

Modern data analysis depends increasingly on estimating models via flexible high-dimensional or nonparametric machine learning methods, where the identification of structural parameters is often challenging and untestable. In linear settings, this identification hinges on the completeness condition, which requires the …

2017-09-11abs ↗pdf ↗

Gradient descent is a simple and widely used optimization method for machine learning. For homogeneous linear classifiers applied to separable data, gradient descent has been shown to converge to the maximal margin (or equivalently, the minimal norm) solution for various smooth loss functions. The previous theory does …

2019-07-26abs ↗pdf ↗

Paper proposes a boosting method with fast learning rates and early stopping.

problem Missing theoretical guarantees for boosting methods in binary classification.
method Fully-corrective gradient boosting with squared hinge loss and ADMM algorithm.
result Derives fast learning rates of O((m/logm)1/4){\cal O}((m/\log m)^{-1/4}) and O((m/logm)1/2){\cal O}((m/\log m)^{-1/2}).

In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification. Previous theoretical results on randomized reduction methods hinge on strong assumptio…

2015-04-15abs ↗pdf ↗

We present a max-margin nonparametric latent feature model, which unites the ideas of max-margin learning and Bayesian nonparametrics to discover discriminative latent features for link prediction and automatically infer the unknown latent social dimension. By minimizing a hinge-loss using the linear expectation operat…

2012-06-18abs ↗pdf ↗

We propose a new algorithm to incorporate class conditional information into the critic of GANs via a multi-class generalization of the commonly used Hinge loss that is compatible with both supervised and semi-supervised settings. We study the compromise between training a state of the art generator and an accurate cla…

2019-12-09abs ↗pdf ↗

The top-kk error is often employed to evaluate performance for challenging classification tasks in computer vision as it is designed to compensate for ambiguity in ground truth labels. This practical success motivates our theoretical analysis of consistent top-kk classification. Surprisingly, it is not rigorously und…

2019-01-30abs ↗pdf ↗

Proposes hinge-Wasserstein to improve uncertainty estimation in regression tasks.

problem Estimating multimodal aleatoric uncertainty in regression tasks from images.
method Regression-by-classification paradigm with hinge-Wasserstein loss.
result Hinge-Wasserstein loss improves uncertainty estimation on challenging tasks.

The paper studies consistency of surrogate loss procedures under constrained classifiers.

problem Consistency of surrogate loss approaches under constrained classifiers without correct specification.
method The paper develops theoretical results and hinge loss based procedures for a constrained classification problem.
result Hinge losses are the only surrogate losses that preserve consistency in second-best scenarios.

We present sparse topical coding (STC), a non-probabilistic formulation of topic models for discovering latent representations of large collections of data. Unlike probabilistic topic models, STC relaxes the normalization constraint of admixture proportions and the constraint of defining a normalized likelihood functio…

2012-02-14abs ↗pdf ↗

New bounds on optimal transport regularization show faster convergence rates than previously known.

problem Understanding the localization rate of Quadratically Regularized Optimal Transport (QOT) optimizers.
method Established lower bounds and derived mean-squared deviation controls for QOT optimizers.
result Lower bound of support concentration rate ε1d+2\varepsilon^{\frac{1}{d+2}} in directed Hausdorff distance.

Distance/Similarity learning is a fundamental problem in machine learning. For example, kNN classifier or clustering methods are based on a distance/similarity measure. Metric learning algorithms enhance the efficiency of these methods by learning an optimal distance function from data. Most metric learning methods nee…

2019-04-26abs ↗pdf ↗

For a market impact model, price manipulation and related notions play a role that is similar to the role of arbitrage in a derivatives pricing model. Here, we give a systematic investigation into such regularity issues when orders can be executed both at a traditional exchange and in a dark pool. To this end, we focus…

2012-05-17abs ↗pdf ↗

Optimal sampling bounds for various classification losses under different regularization terms.

problem Achieving optimal sampling complexity for classification losses under different regularization terms.
method Proved optimal sampling bounds for a broad class of Lipschitz continuous classification loss functions under various regularization terms.
result Proved k2/ε2k^2/\varepsilon^2 upper and lower bounds for 2/k\|\cdot\|_2/k regularization, and k/ε2k/\varepsilon^2 upper and lower bounds for 1/k\|\cdot\|_1/k regularization.

Learning with non-modular losses is an important problem when sets of predictions are made simultaneously. The main tools for constructing convex surrogate loss functions for set prediction are margin rescaling and slack rescaling. In this work, we show that these strategies lead to tight convex surrogates iff the unde…

2015-12-24abs ↗pdf ↗

New loss functions improve extreme classification with missing labels.

problem Large number of infrequent labels and missing labels in XMC.
method Derive unbiased loss functions for XMC, incorporating them into existing algorithms.
result Significant improvement in extreme classification performance (up to 20%) over existing methods.

We propose the Margin Adaptation for Generative Adversarial Networks (MAGANs) algorithm, a novel training procedure for GANs to improve stability and performance by using an adaptive hinge loss function. We estimate the appropriate hinge loss margin with the expected energy of the target distribution, and derive princi…

2017-04-12abs ↗pdf ↗

New neural network approach solves Poisson equations efficiently.

problem Approximating solutions to Poisson equations with Dirichlet boundary conditions.
method Using shallow ReLUα-networks to solve Laplace operator equations.
result Neural networks can approximate solutions to the Laplace operator with Dirichlet boundary conditions efficiently.