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.
Stochastic Gradient Langevin Dynamics infuses isotropic gradient noise to SGD to help navigate pathological curvature in the loss landscape for deep networks. Isotropic nature of the noise leads to poor scaling, and adaptive methods based on higher order curvature information such as Fisher Scoring have been proposed t…
We develop a flexible framework for low-rank matrix estimation that allows us to transform noise models into regularization schemes via a simple bootstrap algorithm. Effectively, our procedure seeks an autoencoding basis for the observed matrix that is stable with respect to the specified noise model; we call the resul…
This paper proposes an exploration method for deep reinforcement learning based on parameter space noise. Recent studies have experimentally shown that parameter space noise results in better exploration than the commonly used action space noise. Previous methods devised a way to update the diagonal covariance matrix o…
This work obtains novel finite sample guarantees for Principal Component Analysis (PCA). These hold even when the corrupting noise is non-isotropic, and a part (or all of it) is data-dependent. Because of the latter, in general, the noise and the true data are correlated. The results in this work are a significant impr…
We introduce a new approach for designing computationally efficient learning algorithms that are tolerant to noise, and demonstrate its effectiveness by designing algorithms with improved noise tolerance guarantees for learning linear separators. We consider both the malicious noise model and the adversarial label nois…
Understanding the behavior of stochastic gradient descent (SGD) in the context of deep neural networks has raised lots of concerns recently. Along this line, we study a general form of gradient based optimization dynamics with unbiased noise, which unifies SGD and standard Langevin dynamics. Through investigating this …
Large-batch stochastic gradient descent (SGD) is widely used for training in distributed deep learning because of its training-time efficiency, however, extremely large-batch SGD leads to poor generalization and easily converges to sharp minima, which prevents naive large-scale data-parallel SGD (DP-SGD) from convergin…
We analyze the variance of stochastic gradients along negative curvature directions in certain non-convex machine learning models and show that stochastic gradients exhibit a strong component along these directions. Furthermore, we show that - contrary to the case of isotropic noise - this variance is proportional to t…
Stochastic gradient descent (SGD) forms the core optimization method for deep neural networks. While some theoretical progress has been made, it still remains unclear why SGD leads the learning dynamics in overparameterized networks to solutions that generalize well. Here we show that for overparameterized networks wit…
In this paper, we find a condition on (α,β)-metrics under which the notions of isotropic S-curvature, weakly isotropic S-curvature and isotropic mean Berwald curvature are equivalent.
We interpret the variational inference of the Stochastic Gradient Descent (SGD) as minimizing a new potential function named the \textit{quasi-potential}. We analytically construct the quasi-potential function in the case when the loss function is convex and admits only one global minimum point. We show in this case th…
We study two types of isotropic planes: weakly isotropic and strongly isotropic planes. We prove that a Riemannian manifold of indefinite metric is conformally flat if and only if its curvature tensor vanishes on all the strongly isotropic planes. We specialize the plane axiom for Riemannian manifolds of indefinite met…
In this paper, we construct a new class of Finsler manifolds called generalized isotropic Berwald manifolds which is an extension of the class of isotropic Berwald manifolds. We prove that every generalized isotropic Berwald manifold is a generalized Douglas-Weyl manifold. On a compact generalized isotropic Berwald man…
In this paper we will show that a Lagrangian, Lorentzian surface M12 in a complex pseudo space form M12(4c) is pseudo-isotropic if and only if M is minimal. Next we will obtain a complete classification of all Lagrangian, Lorentzian surfaces which are lightlike pseudo-isotropic but not pseudo-isot…
We show that for m>n≥2, there are at least two exact isotropic n-tori in Cm which are not Hamiltonian isotopic in Cm, even though they are smoothly isotopic as isotropic n-tori. We apply this discovery to obtain more distinct non-exact isotropic tori in Cm.
This paper aims to provide a description of totally isotropic Willmore two-spheres and their adjoint transforms. We first recall the isotropic harmonic maps which are introduced by Hélein, Xia-Shen and Ma for the study of Willmore surfaces. Then we derive a description of the normalized potential (some Lie algebra valu…