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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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24487296 · May 202619922001200920172026
48 results for interpolation threshold

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

Two-layer ReLU networks often converge to simpler solutions, improving generalization.

problem Understanding generalization in overparametrized neural networks, especially for complex tasks.
method Theoretical analysis of two-layer ReLU networks, focusing on the early alignment phase.
result Two-layer ReLU networks often converge to simpler solutions rather than interpolating the training data, leading to better generalization.

Randomly sampled interpolators achieve zero generalization error with enough data.

problem Understanding the high generalization ability of machine learning models.
method Algebraic geometry tools to prove zero generalization error for random interpolators.
result Generalization error of randomly sampled interpolators becomes zero once the number of training samples exceeds a geometric threshold.

Lower bound proves ridgeless regression performs poorly near interpolation threshold.

problem Proving performance of ridgeless regression near interpolation threshold.
method Distribution-independent lower bound for mean squared error in noisy ridgeless linear regression.
result Lower bound implies ridgeless regression performs poorly near interpolation threshold.

Study reveals phase transition in neural networks near interpolation.

problem Understanding generalization and learning transitions in neural networks.
method Effective theory for approximating Bayes-optimal generalisation error.
result Unveils a discontinuous phase transition between universal and specialisation phases.

In this study the Voronoi interpolation is used to interpolate a set of points drawn from a topological space with higher homology groups on its filtration. The technique is based on Voronoi tessellation, which induces a natural dual map to the Delaunay triangulation. Advantage is taken from this fact calculating the p…

2019-11-08abs ↗pdf ↗

Study investigates overparametrization in survival models, revealing complex loss behavior.

problem Understanding overparametrization in survival models through interpolation.
method Defined interpolation and finite-norm interpolation, rigorously analyzed four survival models.
result Overparametrization can lead to improved performance in survival models, contrary to classical learning theory.

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.

Unified analysis of parameter norms in overparameterized linear models, revealing scaling laws and thresholds.

problem Understanding the scaling of parameter norms in overparameterized linear models.
method Simple dual-ray analysis revealing competition between signal spike and bulk of null coordinates.
result Unified closed-form predictions for parameter norm scaling, including elbow and threshold laws.

We analyze double descent in finite-width neural networks using influence functions.

problem Understanding double descent in finite-width neural networks.
method Using influence functions to derive population loss bounds and investigate loss function effects.
result Derived bounds exhibit double descent behavior at the interpolation threshold.

The paper analyzes the generalization error of min-norm interpolators in transfer learning with limited test samples.

problem Characterizing the generalization error of min-norm interpolators in transfer learning with limited test samples.
method Characterizes the bias and variance of pooled min-2\ell_2-norm interpolation under covariate shift and model shift.
result Shows that adding data can hurt when SNR is low and is beneficial at higher SNR levels under certain conditions.

Alignment of neural network representations is influenced by SNR and sample size.

problem Understanding how neural network representations align across different conditions.
method Controlled training of neural networks on perturbed datasets, analyzing alignment and generalization.
result Alignment varies monotonically with SNR but non-monotonically with sample size, with minimal alignment near the interpolation threshold.

The study finds that memorization is necessary or harmful depending on the prior distribution and noise level.

problem The impact of memorization on generalization in overparameterized models.
method An overparameterized linear model with general priors in a Bayesian setup.
result Explicit conditions for optimal generalization based on the prior distribution and noise level.

We study the fundamental limits of detecting the presence of an additive rank-one perturbation, or spike, to a Wigner matrix. When the spike comes from a prior that is i.i.d. across coordinates, we prove that the log-likelihood ratio of the spiked model against the non-spiked one is asymptotically normal below a certai…

2018-06-25abs ↗pdf ↗

The paper proves extremal black holes form at a critical point of gravitational collapse.

problem Formation of extremal black holes in gravitational collapse.
method Constructing smooth families of spherically symmetric solutions to the Einstein-Maxwell-Vlasov system.
result Extremal Reissner-Nordström black holes form at the critical collapse threshold.

The study examines the distribution of projections of Gaussian data points and its implications for learning models.

problem Understanding the distribution of projections of Gaussian data points in high dimensions.
method Analyzes the asymptotic behavior of projections of i.i.d. standard Gaussian vectors in Rd\mathbb{R}^d onto mm-dimensional subspaces.
result Establishes bounds on the Wasserstein radius of the set of probability distributions arising from these projections.

Study reveals learning curves and benign overfitting in spectral algorithms for large dimensions.

problem Understanding learning curves and benign overfitting in spectral algorithms for large-dimensional data.
method Analysis of learning curves and benign overfitting in spectral algorithms for inner-product kernels on the sphere and general domains.
result Characterization of three distinct regimes: over-regularized, under-regularized, and interpolation regimes, revealing benign overfitting across both under-regularized and interpolation regimes.

Adversarial training improves linear regression solutions, offering robustness against small perturbations.

problem Vulnerability of linear models to adversarial perturbations.
method Formulated as a min-max problem, adversarial training minimizes the best solution under worst-case attacks.
result Adversarial training yields the minimum-norm interpolating solution in overparameterized models, equivalent to parameter shrinking methods in underparameterized models.

New findings show GD converges to a linear interpolator even with quadratic loss function under certain conditions.

problem Understanding convergence of Gradient Descent with quadratic loss functions.
method Parameterized linear regression with quadratic loss function, empirical and theoretical analysis.
result Gradient Descent converges to a linear interpolator even with quadratic loss function under the Edge of Stability regime.

New conformal prediction methods for long-tailed classification problems.

problem Rare classes are systematically omitted in existing conformal prediction methods.
method Introduced a new conformal score function and a new interpolation procedure.
result Smoothly trade off set size and class-conditional coverage.

This paper presents numerical algorithm and results for pricing a capital protection option offered by many asset managers for investment portfolios to take advantage of market growth and protect savings. Under optimal withdrawal policyholder behaviour the pricing of such a product is an optimal stochastic control prob…

2015-08-04abs ↗pdf ↗

This paper shows how forward rate interpolations are equivalent to discount factor interpolations in yield curve construction.

problem The challenge of choosing between different interpolation methods for yield curve construction.
method Demonstrates the equivalence between forward rate interpolations and discount factor interpolations.
result Some popular interpolation methods on forward rates are equivalent to classical interpolation methods on discount factors.

Adversarial training leads to large generalization gap, decomposed into bias and variance.

problem Understanding the large generalization gap in adversarially trained models.
method Bias-Variance decomposition of test risk as a function of adversarial perturbation radius.
result Bias increases monotonically with adversarial perturbation radius and is dominant in test risk.

Near-interpolating models grow norms quickly, affecting generalization.

problem Understanding the trade-off between interpolation and generalization in near-interpolating models.
method Random matrix theory and eigendecay analysis of data covariance matrix.
result Near-interpolating models exhibit rapid norm growth and worse generalization trade-offs.

Deep neural networks can interpolate any dataset in the overparametrized regime.

problem Interpolating any dataset with deep neural networks in the overparametrized regime.
method Proving universal approximations and interpolating any dataset with deep neural networks, considering specific conditions on activation functions.
result Interpolation of any dataset is possible in the overparametrized regime with deep neural networks.

The paper characterizes vector fields as interpolating sesqui-harmonic maps on Riemannian manifolds.

problem Characterizing vector fields as interpolating sesqui-harmonic maps on Riemannian manifolds.
method Characterization theorem and critical point condition for interpolating sesqui-harmonic vector fields.
result Conditions for vector fields to be interpolating sesqui-harmonic maps on compact manifolds.

SoftKI combines SKI and variational methods for scalable GP regression.

problem Scalable Gaussian Process regression on high-dimensional datasets.
method SoftKI approximates kernel via softmax interpolation from a smaller number of learned points.
result SoftKI is competitive with other approximated GP methods for modest data dimensions.

Propose an XMSE-aware mixed estimator for EB that interpolates between ML and EB shrinkage.

problem Kernel-based EB estimation may be worse than ML when the kernel is poorly aligned with the true parameter.
method An XMSE-aware mixed estimator that interpolates between ML and EB shrinkage.
result Fixed-weight XMSE is a scalar quadratic, yielding a closed-form oracle mixing weight that is no worse than both ML and the base EB estimator at the XMSE scale.

Interpolating estimators in nonparametric regression become suboptimal under adversarial attacks.

problem Adversarial robustness of interpolating estimators in nonparametric regression.
method Investigation of adversarial robustness of interpolating estimators in a nonparametric regression framework.
result Interpolating estimators must be suboptimal even under a subtle future XX-attack.

Paper investigates optimal interpolation methods in linear regression.

problem Understanding when interpolating methods generalize well in linear regression.
method Investigates optimal response-linear interpolators using functions linear in the response variable.
result Provides a closed-form expression for the optimal interpolator and shows it can be derived as the limit of gradient descent.

Characterizes kernel interpolation in large dimensions, revealing optimal and sub-optimal regions.

problem Understanding the phase diagram of kernel interpolation in large dimensions.
method Characterization of variance and bias under various source conditions.
result Determined the (s,γ)(s,γ)-phase diagram of large-dimensional kernel interpolation.

Study on biharmonic and interpolating sesqui-harmonic vector fields on para-Kähler--Norden manifolds.

problem Investigating higher-order harmonicity in pseudo-Riemannian geometry.
method Deriving first variations of bienergy and interpolating sesqui-energy functionals, characterizing biharmonic and interpolating sesqui-harmonic vector fields.
result Explicit characterizations and examples of vector fields satisfying biharmonic and interpolating sesqui-harmonic conditions.