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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.

168,742 papers · 148 categories

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48 results for inverse-weighted gradient

Innovative game theory approach optimizes survival analysis metrics.

problem Survival analysis models trained with maximum likelihood do not directly optimize criteria like Brier score or Bernoulli log likelihood.
method Inverse-Weighted Survival Games: Construct objectives from re-weighted estimates featuring the other model, holding the latter fixed during training.
result Games optimize Brier score on simulations and real-world data.

New algorithms handle online prediction with bandit and delayed feedback, improving regret bounds.

problem Achieving finite bounds on surrogate regret with limited feedback.
method Proposed algorithms for bandit and delayed feedback, including inverse-weighted gradient and pseudo-inverse matrix estimators.
result Achieved improved surrogate regret bounds of O(KT)O(\sqrt{KT}) and O(T2/3)O(T^{2/3}).

Efficient algorithm for learning MDPs with unknown transitions and bandit feedback.

problem Learning in episodic finite-horizon MDPs with unknown transitions and bandit feedback.
method Proposes an efficient algorithm with ildeO(LXAT)\mathcal{ ilde{O}}(L|X|\sqrt{|A|T}) regret.
result Achieves ildeO(T)\mathcal{ ilde{O}}(\sqrt{T}) regret, matching previous work with full-information feedback.

New method tightens federated probe-logit distillation rates under varying bandwidths.

problem Estimating conditional distributions in federated learning with heterogeneous bandwidth constraints.
method Developed a new federated probe-logit distillation (FPLD) method with optimal allocation for varying bandwidths.
result Achieved matching lower and upper bounds for the minimax rate under heterogeneous bandwidths.

This paper proposes a method for solving optimization problems in which the decision-maker cannot evaluate the objective function, but rather can only express a preference such as "this is better than that" between two candidate decision vectors. The algorithm described in this paper aims at reaching the global optimiz…

2019-09-28abs ↗pdf ↗

Kernelized bandit algorithm tackles adaptive contextual bandits with single-index models.

problem Adaptive contextual bandits with single-index models and unknown link functions.
method Kernelized ε-greedy algorithm combining Stein-based index estimation and kernel ridge regression for reward functions.
result Unified framework for simultaneous learning and inference in single-index contextual bandits.

New algorithm reduces unfairness in bandit problems by balancing exploration and exploitation.

problem Fairness in bandit problems where early participants can be unfairly disadvantaged.
method Introduces extsf{UCB-HARE} algorithm that balances exploration and exploitation using inverse-weighted harmonic rank schedule.
result Algorithm extsf{UCB-HARE} achieves regret matching the lower bound Ω(σkmax(1,q)/T)Ω(σ\sqrt{k^{\max(1,q)}/T}) for q>1q>1.

Study shows gradient variance increases during deep learning training, contrary to common belief.

problem Understanding and minimizing gradient variance in deep learning models.
method Gradient Clustering method using stratified sampling to minimize gradient variance.
result Gradient variance increases during training, and smaller learning rates coincide with higher variance.

Researchers compare different gradient methods for ridge regression, finding conjugate gradients have similar performance.

problem Comparing statistical properties of different gradient methods in ridge regression.
method Explicit non-standard error decomposition to bound prediction error of conjugate gradient iterates.
result Conjugate gradient iterates share optimality properties with gradient flow and ridge regression up to a constant factor.

Gradient descent implicitly regularizes neural networks by penalizing large loss gradients.

problem How to optimize deep neural networks without explicit regularization.
method Backward error analysis to calculate implicit gradient regularization and demonstrate its effectiveness empirically.
result Implicit gradient regularization biases gradient descent toward flat minima, improving model robustness and test errors.

Policy gradient aims to maximize expected return using gradient ascent.

problem Finding a policy that maximizes expected return in a given class of policies.
method Gradient ascent applied to a differentiable model of the policy, estimating the gradient of expected return.
result Policy gradient methods require on-policy data for gradient estimation, limiting sample efficiency.

Improved sampling method using regularized Stein Variational Gradient Flow.

problem Improving the accuracy of sampling methods in machine learning.
method Proposed Regularized Stein Variational Gradient Flow to interpolate between SVGD and Wasserstein Gradient Flow.
result Established theoretical properties and provided preliminary numerical evidence of improved performance.

In this work we revisit gradient regularization for adversarial robustness with some new ingredients. First, we derive new per-image theoretical robustness bounds based on local gradient information. These bounds strongly motivate input gradient regularization. Second, we implement a scaleable version of input gradient…

2019-05-27abs ↗pdf ↗

Paper examines the structure of stochastic gradients in deep learning.

problem Exploring the structure and heavy tails of stochastic gradients in deep learning.
method Conducted formal statistical tests on stochastic gradients and gradient noise.
result Stochastic gradients and gradient noise do not exhibit power-law heavy tails, but their covariance spectra do.

Optimization with noisy gradients has become ubiquitous in statistics and machine learning. Reparameterization gradients, or gradient estimates computed via the "reparameterization trick," represent a class of noisy gradients often used in Monte Carlo variational inference (MCVI). However, when these gradient estimator…

2017-05-22abs ↗pdf ↗

Gradient flossing stabilizes RNN training by controlling Lyapunov exponents.

problem Gradient instability in RNNs leading to exploding and vanishing gradients.
method Regularizing Lyapunov exponents through backpropagation using differentiable linear algebra.
result Gradient flossing improves RNN training success rate and convergence speed.

Off-policy stochastic actor-critic methods rely on approximating the stochastic policy gradient in order to derive an optimal policy. One may also derive the optimal policy by approximating the action-value gradient. The use of action-value gradients is desirable as policy improvement occurs along the direction of stee…

2017-03-06abs ↗pdf ↗

Stein variational gradient decent (SVGD) has been shown to be a powerful approximate inference algorithm for complex distributions. However, the standard SVGD requires calculating the gradient of the target density and cannot be applied when the gradient is unavailable. In this work, we develop a gradient-free variant …

2018-06-07abs ↗pdf ↗

In this note, we observe the behavior of gradient flow and discrete and noisy gradient descent in some simple settings. It is commonly noted that addition of noise to gradient descent can affect the trajectory of gradient descent. Here, we run some computer experiments for gradient descent on some simple functions, and…

2018-08-14abs ↗pdf ↗

SGLRW improves robustness of stochastic gradient MCMC methods.

problem Sensitivity to minibatch size and gradient noise in stochastic-gradient MCMC methods.
method Proposes Stochastic Gradient Lattice Random Walk (SGLRW) with lattice-based discretization.
result SGLRW remains stable in regimes where SGLD fails, including heavy-tailed gradient noise.

The reparameterization gradient has become a widely used method to obtain Monte Carlo gradients to optimize the variational objective. However, this technique does not easily apply to commonly used distributions such as beta or gamma without further approximations, and most practical applications of the reparameterizat…

2016-10-07abs ↗pdf ↗

This paper bridges variational inference and Wasserstein gradient flows.

problem Combining variational inference and Wasserstein gradient flows for more efficient approximations.
method Recasting Bures-Wasserstein gradient flow as a Euclidean gradient flow and using path-derivative gradient estimator.
result A new gradient estimator for ff-divergences that can be implemented using machine learning libraries.

A new gradient tree boosting framework reduces variance and accelerates performance.

problem High variance in stochastic gradient boosting.
method Combining gradient tree boosting with importance sampling and a regularizer.
result Achieves a linear convergence rate on logistic loss and 2.5x--18x acceleration on LogitBoost and LambdaMART.

Adaptive batch sizes improve local gradient methods in distributed training.

problem Communication bottlenecks in distributed deep learning.
method Adaptive batch size strategies for local gradient methods.
result Adaptive batch sizes reduce minibatch gradient variance and improve training efficiency.

Proposes log density gradient to improve reinforcement learning sample complexity.

problem Residual error in gradient estimation in policy gradient methods.
method Log density gradient method to correct residual error, using state-action discounted distributional formulation.
result Min-max optimization method to approximate log density gradient with on-policy samples, achieving sample complexity of m1/2m^{-1/2}.

We propose gradient adversarial training, an auxiliary deep learning framework applicable to different machine learning problems. In gradient adversarial training, we leverage a prior belief that in many contexts, simultaneous gradient updates should be statistically indistinguishable from each other. We enforce this c…

2018-06-21abs ↗pdf ↗

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in machine learning for massive data sets (big data). In particular, stochastic gradien…

2017-06-29abs ↗pdf ↗

COMP-AMS optimizes distributed training with compressed gradients, achieving similar accuracy with less communication.

problem Efficiently training large-scale models in distributed environments with reduced communication costs.
method Distributed optimization framework using gradient averaging and adaptive AMSGrad, with gradient compression and error feedback.
result COMP-AMS achieves the same convergence rate and linear speedup as standard AMSGrad with less communication.

Paper introduces a new multi-kernel algorithm for better gradient approximation.

problem Improving gradient approximation in high-dimensional problems.
method Develops a multi-kernel passive stochastic gradient algorithm with variance reduction.
result The multi-kernel algorithm performs better in high-dimensional problems.

Gradient sparsification enhances privacy-preserving machine learning models.

problem Improving performance of differentially-private machine learning models under privacy constraints.
method Gradient sparsification combined with compressed sensing and additive Laplace noise.
result Gradient sparsification can improve performance of differentially-private machine learning models for small privacy budgets.