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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.

169,051 papers · 148 categories

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81162243324 · Jun 202019922001200920172026
48 results for iterative alternating

AGD converges in polynomial iterations to optimal matrix factorization.

problem Matrix factorization optimization with alternating gradient descent.
method Alternating gradient descent with fixed step size, proving convergence in polynomial iterations.
result AGD reaches ε-optimal factorization in T iterations with high probability.

Study efficient power iteration for tensor models, proving convergence under specific conditions.

problem Simultaneous alternating power iteration for fixed-order asymmetric rank-one spiked tensor models.
method Finite-iteration local theory, geometrically decaying transient, fixed-order multilinear noise event, warm-start mechanism.
result Convergence to the unique informative local fixed point under specific conditions.

A meta-learning approach improves the performance of alternating minimization for non-convex optimization problems.

problem Optimizing non-convex problems with multiple variables using alternating minimization.
method Meta-learning based alternating minimization (MLAM) to replace handcrafted updating rules.
result The proposed MLAM method outperforms traditional AM-based methods in various non-convex optimization problems.

Efficient algorithm for orthogonal canonical correlation analysis (OCCA).

problem Solving the OCCA problem with orthogonality constraints.
method Sub-maximization problem with self-consistent-field (SCF) iteration for trace-fractional structure and orthogonal linear projections.
result Proposed algorithm converges globally to a KKT point and is more efficient.

We show that quasi-alternating links arise naturally when considering surgery on a strongly invertible L-space knot (that is, a knot that yields an L-space for some Dehn surgery). In particular, we show that for many known classes of L-space knots, every sufficiently large surgery may be realized as the two-fold branch…

2009-10-02abs ↗pdf ↗

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still poorly understood. This is in part because the heuristic is iterative and non-conve…

2013-12-03abs ↗pdf ↗

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.

ScaledGD improves gradient descent for ill-conditioned low-rank matrix estimation.

problem Efficiently solving ill-conditioned low-rank matrix estimation problems.
method Scaled Gradient Descent (ScaledGD) with adaptive pre-conditioners.
result Linear convergence rate independent of condition number, low per-iteration cost.

Recently, a novel class of Approximate Policy Iteration (API) algorithms have demonstrated impressive practical performance (e.g., ExIt from [2], AlphaGo-Zero from [27]). This new family of algorithms maintains, and alternately optimizes, two policies: a fast, reactive policy (e.g., a deep neural network) deployed at t…

2018-05-28abs ↗pdf ↗

Many real world learning tasks involve complex or hard-to-specify objectives, and using an easier-to-specify proxy can lead to poor performance or misaligned behavior. One solution is to have humans provide a training signal by demonstrating or judging performance, but this approach fails if the task is too complicated…

2018-10-19abs ↗pdf ↗

New method speeds up Gaussian process training and inference for large datasets.

problem Training and inference in Gaussian processes are computationally expensive for large datasets.
method Iterative alternating projection method that accesses subblocks of the kernel matrix, reducing time and space complexity.
result Empirically, the method accelerates GP training and inference by up to 72x compared to conjugate gradients.

Study dynamics of alternating minimization for bilinear regression under large system limits.

problem Understanding the time evolution of alternating minimization for bilinear regression.
method Replica method applied to a multi-temperature glassy system.
result Dynamics of alternating minimization can be described by a two-dimensional discrete stochastic process.

Paper presents a new training method for overparametrized neural networks that reduces time per iteration.

problem Scalability issue in training overparametrized neural networks.
method Uses a new view of neural networks as binary search trees, modifying a small subset of nodes per iteration.
result Reduces amortized time per iteration to m1αnd+n3m^{1-α} n d + n^3 from previous mnd+n3mnd + n^3.

Efficiently compress pretrained models using RSI for improved predictive accuracy.

problem Efficiently compressing large pretrained models for practical deployment.
method Randomized subspace iteration (RSI) for low-rank approximation of pretrained models.
result RSI achieves near-optimal approximation quality and outperforms RSVD in predictive accuracy.

l1 reweighting algorithms are very popular in sparse signal recovery and compressed sensing, since in the practice they have been observed to outperform classical l1 methods. Nevertheless, the theoretical analysis of their convergence is a critical point, and generally is limited to the convergence of the functional to…

2018-12-07abs ↗pdf ↗

The paper analyzes convergence properties of NGA and PAMe for L1L_1-norm PCA.

problem Finite-step convergence of L1L_1-norm PCA algorithms.
method Conditional subgradient and alternating maximization interpretations of NGA, and PAMe with extrapolation.
result Iterative points of modified NGA and PAMe remain constant after finitely many steps under certain conditions.

We present and analyze several strategies for improving the performance of stochastic variance-reduced gradient (SVRG) methods. We first show that the convergence rate of these methods can be preserved under a decreasing sequence of errors in the control variate, and use this to derive variants of SVRG that use growing…

2015-11-05abs ↗pdf ↗

This paper proposes an alternating back-propagation algorithm for learning the generator network model. The model is a non-linear generalization of factor analysis. In this model, the mapping from the continuous latent factors to the observed signal is parametrized by a convolutional neural network. The alternating bac…

2016-06-28abs ↗pdf ↗

We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of low-rank matrices, and the set of sparse matrices; each projection is {\em non-convex…

2014-10-28abs ↗pdf ↗

Improved estimation of multiple principal components using manifold optimization and iterative deflation techniques.

problem Estimating multiple principal components efficiently and orthogonally.
method Extended SFPCA using manifold optimization and iterative deflation techniques.
result Alternative deflation schemes improve signal extraction and component estimation.

Efficient methods for sparse random projections improve classification accuracy in very high-dimensional data.

problem Handling very high-dimensional sparse data efficiently.
method Non-iterative and iterative classification methods using sparse random projections and Jaccard kernel.
result Non-iterative methods yield larger, more accurate models than iterative methods.

New algorithm improves convergence rates for convex optimization problems.

problem Convex optimization problems with noisy stochastic data.
method Stochastic proximal point algorithm with weak linear regularity condition.
result Achieves $\mathcal{O}\left(\frac{1}{k} ight)$ convergence rate for SPP.

We study the behavior of the degree of the colored Jones polynomial and the boundary slopes of knots under the operation of cabling. We show that, under certain hypothesis on this degree, if a knot KK satisfies the Slope Conjecture then a (p,q)(p, q)-cable of KK satisfies the conjecture, provided that p/qp/q is not a Jon…

2015-01-07abs ↗pdf ↗