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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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77153230306 · Jun 202019922001200920172026
48 results for iterative normalization

A well-known issue of Batch Normalization is its significantly reduced effectiveness in the case of small mini-batch sizes. When a mini-batch contains few examples, the statistics upon which the normalization is defined cannot be reliably estimated from it during a training iteration. To address this problem, we presen…

2020-02-13abs ↗pdf ↗

This paper resolves BIHT convergence, showing normalization is not necessary in noiseless settings but crucial for robustness.

problem Analyzing convergence and robustness of BIHT for 1-bit compressed sensing.
method Characterizes BIHT convergence and robustness, proving necessity of normalization for robustness under sign corruptions.
result Per-iteration normalization is not necessary for optimal recovery in noiseless settings but is crucial for robustness under sign corruptions.

Study symplectification of rank 2 distributions and their connections.

problem Understanding symplectification and Cartan prolongations of rank 2 distributions.
method Using Tanaka-Morimoto theory and symplectification procedure for rank 2 distributions.
result Demonstrates the existence of normal Cartan connections and iterated prolongations for rank 2 distributions.

Critical volatility triggers log-normal to power-law transitions in interconnected systems.

problem Understanding the transition from log-normal to power-law distributions in interconnected systems.
method Analyzing an infinite option-on-option chain model, deriving a critical volatility threshold.
result A critical volatility threshold of approximately 250.66% for unconditional cases, dropping to 125.3% with selective survival.

Paper analyzes normal approximation for two-timescale stochastic algorithms, revealing interaction between fast and slow timescales.

problem Non-asymptotic bounds for accuracy of normal approximation in linear two-timescale stochastic approximation algorithms.
method Established bounds for normal approximation in terms of convex distance, focusing on last iterate and Polyak-Ruppert averaging.
result Normal approximation rate for the last iterate improves with increased timescale separation, while it decreases in the averaged setting.

Paper proves convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian and robustness to outlier noise.

problem Convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian and robustness to outlier noise.
method Proves convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian with rates, and proposes an approximate and constrained matrix scaling problem to achieve the same consistency rate.
result Graph Laplacian consistency rate matches the rate for clean manifold data plus an additional term proportional to the boundedness of the inner-products of the noise vectors.

SGD converges to critical points of normalized margin in late-stage training for homogeneous neural networks.

problem Analyzing the implicit bias of SGD on homogeneous neural networks.
method Interpreting SGD dynamics as an Euler-like discretization of a conservative field flow associated with the normalized classification margin.
result Normalized SGD iterates converge to the set of critical points of the normalized margin at late-stage training.

Stochastic algo learns from evolving data, achieving optimal performance.

problem Performative prediction and multiplayer extensions.
method Stochastic approximation with decision-dependent distributions.
result Asymptotic normality and optimality of the algorithm's performance.

We propose to improve trust region policy search with normalizing flows policy. We illustrate that when the trust region is constructed by KL divergence constraints, normalizing flows policy generates samples far from the 'center' of the previous policy iterate, which potentially enables better exploration and helps av…

2018-09-27abs ↗pdf ↗

New Convolutional Unit improves Batch Whitening performance.

problem Improving the efficiency and effectiveness of Batch Whitening.
method Proposes a new Convolutional Unit that aligns with Batch Whitening theory and empirically analyzes the original Convolutional Unit.
result Significantly improved performance on multiple image classification datasets.

Study wSAA for contextual decisions, improving uncertainty quantification under computational constraints.

problem Uncertainty quantification limitations in wSAA for contextual stochastic optimization.
method Establish central limit theorems and asymptotic-normality-based confidence intervals for optimal costs.
result Over-optimizing can mitigate misspecification and preserve asymptotic normality, albeit at a slower convergence rate.

The Sinkhorn-Knopp algorithm converges quickly but the number of iterations is poorly understood.

problem Understanding the number of iterations required for the Sinkhorn-Knopp algorithm to converge.
method Analyzing the Sinkhorn-Knopp algorithm for matrices with a specific density threshold.
result The Sinkhorn-Knopp algorithm requires Ω(n1/2/ε)Ω(n^{1/2}/\varepsilon) iterations for matrices with density γ<1/2γ<1/2.

In every point of a Kähler manifold there exist special holomorphic coordinates well adapted to the underlying geometry. Comparing these Kähler normal coordinates with the Riemannian normal coordinates defined via the exponential map we prove that their difference is a universal power series in the curvature tensor and…

2017-07-20abs ↗pdf ↗

Inspired by recent advances in deep learning, we propose a novel iterative BP-CNN architecture for channel decoding under correlated noise. This architecture concatenates a trained convolutional neural network (CNN) with a standard belief-propagation (BP) decoder. The standard BP decoder is used to estimate the coded b…

2017-07-18abs ↗pdf ↗

Article studies symmetry in smooth vector bundles using advanced operations.

problem Symmetry phenomena in smooth vector bundles after two iterations of the normal functor.
method Developed theory of pullback and quotient for double vector bundles and morphisms, focusing on naturality of the normal functor.
result Expected symmetry is obtained through universal behavior and compatibility of operations.

In a recent paper, Darvas-Rubinstein proved a convergence result for the Kahler-Ricci iteration, which is a sequence of recursively defined complex Monge-Ampere equations. We introduce the Monge-Ampere iteration to be an analogous, but more general, sequence of recursively defined real Monge-Ampere second boundary valu…

2017-12-07abs ↗pdf ↗

This paper approximates SA iterates using Gaussian distributions for tail bounds.

problem Characterizing the distribution of stochastic approximation iterates in finite time.
method Approximating pre-limit distributions of SA iterates by Gaussian sequences with recursively defined covariances.
result Explicit bounds on the Wasserstein-1 distance between rescaled iterates and Gaussians.

Paper proposes CoopFlow, a two-flow generator for energy-based models.

problem Training energy-based models with Langevin flow and normalizing flow.
method CoopFlow trains an energy-based model using a normalizing flow initialization and a short-run Langevin flow revision.
result CoopFlow converges to a moment matching estimator and synthesizes realistic images.

EWFM trains continuous flows with only energy evaluations, improving sample quality with fewer computations.

problem Efficiently sampling from complex, high-dimensional Boltzmann distributions using only energy evaluations.
method Energy-Weighted Flow Matching (EWFM) using importance sampling and iterative/annealed training.
result Improved sample quality with up to 3 orders of magnitude fewer energy evaluations compared to existing methods.

This paper introduces a novel theoretically sound approach for the celebrated CMA-ES algorithm. Assuming the parameters of the multi variate normal distribution for the minimum follow a conjugate prior distribution, we derive their optimal update at each iteration step. Not only provides this Bayesian framework a justi…

2019-04-02abs ↗pdf ↗

We describe the first term of the Λk1CΛ_{k-1}\mathcal{C}--spectral sequence (see math.DG/0610917) of the diffiety (E,C), E being the infinite prolongation of an l-normal system of partial differential equations, and C the Cartan distribution on it.

2007-03-26abs ↗pdf ↗

The paper improves matrix completion with auxiliary covariates using LS estimation.

problem Matrix completion with noisy data and auxiliary covariates.
method Iterative least squares estimation with statistical properties derived.
result Asymptotic normal distributions of estimators for low-rank matrix and coefficient matrix.

Iterative Gaussianization is a fixed-point iteration procedure that can transform any continuous random vector into a Gaussian one. Based on iterative Gaussianization, we propose a new type of normalizing flow model that enables both efficient computation of likelihoods and efficient inversion for sample generation. We…

2020-03-04abs ↗pdf ↗

Based on uniform CR Sobolev inequality and Moser iteration, this paper investigates the convergence of closed pseudo-Hermitian manifolds. In terms of the subelliptic inequality, the set of closed normalized pseudo-Einstein manifolds with some uniform geometric conditions is compact. Moreover, the set of closed normaliz…

2018-02-20abs ↗pdf ↗

Fast algorithm for rescaling vectors with clipping, improving training efficiency.

problem Efficiently rescale vectors to a desired length while maintaining them within a domain after clipping.
method Analytical solution for optimal rescaling using fast and differentiable algorithm.
result Optimal rescaling can be found analytically, improving training efficiency for neural networks.

Online learning to rank is a core problem in machine learning. In Lattimore et al. (2018), a novel online learning algorithm was proposed based on topological sorting. In the paper they provided a set of self-normalized inequalities (a) in the algorithm as a criterion in iterations and (b) to provide an upper bound for…

2020-01-21abs ↗pdf ↗

GD iterates for non-homogeneous deep nets increase margin and converge in direction.

problem Understanding implicit bias in non-homogeneous deep networks.
method Characterization of GD iterates' properties starting from small empirical risk.
result GD iterates converge in direction despite diverging norms, satisfying KKT conditions.

Paper develops a robust PP distributed quasi-Newton estimation for Byzantine machines.

problem Byzantine machines in distributed computing under Privacy Protection constraints.
method Robust PP distributed quasi-Newton estimation method that transmits only five vectors.
result Reduces privacy budgeting and transmission cost compared to gradient descent and Newton iteration.

We introduce a new routing algorithm for capsule networks, in which a child capsule is routed to a parent based only on agreement between the parent's state and the child's vote. The new mechanism 1) designs routing via inverted dot-product attention; 2) imposes Layer Normalization as normalization; and 3) replaces seq…

2020-02-12abs ↗pdf ↗

Study shows long-term flow on special manifolds with positive Yamabe constant.

problem Analyzing long-time behavior of Yamabe flow on singular spaces.
method Formulated axioms for long-time existence, used parabolic Moser iteration for bounds.
result Established long-time existence of normalized Yamabe flow on specified manifolds.

We provide an improved analysis of normalized SGD showing that adding momentum provably removes the need for large batch sizes on non-convex objectives. Then, we consider the case of objectives with bounded second derivative and show that in this case a small tweak to the momentum formula allows normalized SGD with mom…

2020-02-09abs ↗pdf ↗