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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.

168,695 papers · 148 categories

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162325487649 · Jun 202019922001200920172026
48 results for lazy stochastic processes

Study on network-valued processes with asynchronous updates, proving consistency in community and changepoint estimation.

problem Understanding the behavior of network-valued stochastic processes with asynchronous updates.
method Analysis of concentration properties of aggregated adjacency and Laplacian matrices for lazy network-valued stochastic processes.
result Demonstrates consistency of estimators in community and changepoint estimation problems.

In this work we introduce a conditional accelerated lazy stochastic gradient descent algorithm with optimal number of calls to a stochastic first-order oracle and convergence rate O(1ε2)O\left(\frac{1}{\varepsilon^2}\right) improving over the projection-free, Online Frank-Wolfe based stochastic gradient descent of Hazan an…

2017-03-16abs ↗pdf ↗

Stochastic principal component analysis (SPCA) has become a popular dimensionality reduction strategy for large, high-dimensional datasets. We derive a simplified algorithm, called Lazy SPCA, which has reduced computational complexity and is better suited for large-scale distributed computation. We prove that SPCA and …

2017-09-21abs ↗pdf ↗

New method converts and optimizes sampling schedules for generative models.

problem Optimizing sampling schedules for generative models like flows and diffusions.
method Unified framework for stochastic interpolants, including point mass schedules.
result Demonstrated efficient generation of images with fewer steps.

Lazy, perfectly informed investors trade infrequently due to costs.

problem The paradox of an omniscient yet lazy investor trading infrequently.
method Formalized the paradox using geometric and fractional Brownian motion models, derived closed-form profit functions, and proved existence and uniqueness of the optimal trading frequency.
result The optimal trading frequency can be interpreted through the fractal dimension of the price path.
Lazier ABCstat.CO

ABC algorithms involve a large number of simulations from the model of interest, which can be very computationally costly. This paper summarises the lazy ABC algorithm of Prangle (2015), which reduces the computational demand by abandoning many unpromising simulations before completion. By using a random stopping decis…

2015-01-21abs ↗pdf ↗

Unified formula for training dynamics of linear networks combining lazy and balanced regimes.

problem Training dynamics of linear networks in two distinct setups: lazy and balanced/active.
method Unified formula for the evolution of the learned matrix, combining lazy and balanced regimes.
result Unified formula allows for rapid convergence and low rank bias, proving a complete phase diagram.

Study introduces a new investment strategy model using lazy factor and probability weights.

problem Optimizing investment strategies in volatile markets with transaction costs.
method Combines Price Portfolio Forecasting and Mean-Variance Models with Transaction Costs, using probability weights as laziness factor coefficients.
result Model demonstrates adaptability and generalizability in transforming investment strategies.

Gradient descent can find better tensor decompositions than lazy training in over-parameterized settings.

problem Finding better tensor decompositions in over-parameterized settings.
method Gradient descent on over-parameterized tensor decomposition problems.
result Gradient descent can find an approximate tensor decomposition with rank m=O(r2.5llogd)m = O^*(r^{2.5l}\log d), while lazy training requires m=Ω(dl1)m = Ω(d^{l-1}).

Quantum machine learning faces 'laziness' and 'barren plateaus', but noise can mitigate the latter.

problem Quantum machine learning's loss function landscape issues.
method Theoretical analysis of quantum variational circuits, neural tangent kernels, and noise effects.
result Noise can mitigate barren plateaus in quantum machine learning.

Deep networks prioritize easier examples over harder ones, leading to faster training.

problem Understanding how deep networks prioritize examples of varying difficulty.
method Investigated the effect of linear vs non-linear learning modes on example difficulty.
result Non-linear dynamics tend to sequentialize the learning of examples of increasing difficulty.

Grokking occurs when neural networks transition from lazy to rich training dynamics, fitting initial features before generalizing.

problem Understanding why neural networks exhibit early train loss decrease without corresponding test loss improvement.
method Analyzing vanilla gradient descent on polynomial regression with a two-layer neural network, identifying sufficient statistics for test loss.
result Grokking arises when a network first attempts to fit a kernel regression solution with initial features, followed by late-time feature learning.

Study shows optimal model performance at critical level of feature learning.

problem Catastrophic forgetting in neural networks, especially in non-stationary environments.
method Systematic study on model scale and feature learning, using dynamical mean field theory.
result Optimal performance achieved at a critical level of feature learning, dependent on task non-stationarity and model scale.

LASG improves communication efficiency in distributed learning.

problem Efficiently communicating gradients in distributed machine learning.
method Develops a new stochastic gradient descent approach, LASG, that predicts and selects significant communication rounds.
result Achieves communication savings by an order of magnitude in federated learning.

Propositionalization is the process of summarizing relational data into a tabular (attribute-value) format. The resulting table can next be used by any propositional learner. This approach makes it possible to apply a wide variety of learning methods to relational data. However, the transformation from relational to pr…

2019-09-11abs ↗pdf ↗

Clapping reduces memory usage in distributed optimization by reusing data samples.

problem Significant communication overhead and impractical memory overhead in pipeline-parallel distributed optimization.
method Lazy sampling strategy to reuse data samples across steps, supporting convergence without unbiased gradient assumptions.
result Clapping achieves convergence in few-epoch or online training regimes without sample-size memory overhead.

We propose a framework for solving high-dimensional Bayesian inference problems using \emph{structure-exploiting} low-dimensional transport maps or flows. These maps are confined to a low-dimensional subspace (hence, lazy), and the subspace is identified by minimizing an upper bound on the Kullback--Leibler divergence …

2019-05-31abs ↗pdf ↗

A method learns common bias for multiple low-variance tasks without hyper-parameter tuning.

problem Learning common bias for multiple low-variance tasks without manual tuning.
method Two variants of online learning methods (aggressive and lazy) that update bias after each datapoint or at the end of each task.
result Across-tasks regret bound derived for the method, showing faster rates for aggressive variant and standard rates for lazy variant.

Study on adversarial robustness in neural networks across initialization and training phases.

problem Understanding adversarial robustness in neural networks during different learning stages.
method Analyzes adversarial robustness in various scenarios of over-parameterized networks with quadratic targets and infinite samples.
result Robustness can worsen when test error improves, and vice versa, revealing new tradeoffs.

Analyzes neural networks using linear models to understand their behavior.

problem Understanding multi-layer neural networks through linear models.
method Recalls and reviews four models: linear regression with concentrated features, kernel ridge regression, random feature model, and neural tangent model.
result Highlights limitations of linear theory and discusses approaches to overcome them.

A recent line of work has shown that an overparametrized neural network can perfectly fit the training data, an otherwise often intractable nonconvex optimization problem. For (fully-connected) shallow networks, in the best case scenario, the existing theory requires quadratic over-parametrization as a function of the …

2019-10-09abs ↗pdf ↗

LazyDINO efficiently solves high-dimensional Bayesian inverse problems with fast and scalable solutions.

problem High-dimensional nonlinear Bayesian inverse problems with expensive parameter-to-observable maps.
method LazyDINO combines derivative-informed neural surrogates and lazy map variational inference for efficient posterior approximation.
result Significant cost reduction in amortized Bayesian inversion, achieving one to two orders of magnitude improvement.

Two distinct limits for deep learning have been derived as the network width hh\rightarrow \infty, depending on how the weights of the last layer scale with hh. In the Neural Tangent Kernel (NTK) limit, the dynamics becomes linear in the weights and is described by a frozen kernel ΘΘ. By contrast, in the Mean-Field …

2019-06-19abs ↗pdf ↗

Study on rich regime training in deep learning, finding active parameters in bottom layers.

problem Understanding the practical success of deep learning models.
method Empirical study on rich regime training with benchmark datasets, re-initialization analysis, and probabilistic Layer-Wise Sparse SGD.
result Probabilistic Layer-Wise Sparse SGD matches vanilla SGD's generalization performance with improved efficiency.

Auto-CEI improves LLM reasoning by balancing assertiveness and conservativeness.

problem Hallucinations and laziness in LLM reasoning tasks.
method Expert Iteration explores reasoning trajectories, guiding incorrect paths back on track and promoting appropriate 'I don't know' responses.
result Auto-CEI achieves superior alignment in logical reasoning, mathematics, and planning tasks.

Mirror flow in shallow neural networks shows similar implicit bias to gradient flow, with key differences in curvature penalties.

problem Analyzing implicit bias in shallow neural networks with mirror flow.
method Characterization through variational problems and scaled potentials.
result Mirror flow with scaled potentials induces a rich class of biases not captured by RKHS norms.

Most machine learning methods require careful selection of hyper-parameters in order to train a high performing model with good generalization abilities. Hence, several automatic selection algorithms have been introduced to overcome tedious manual (try and error) tuning of these parameters. Due to its very high sample …

2020-01-16abs ↗pdf ↗

In this paper, we propose an active perception method for recognizing object categories based on the multimodal hierarchical Dirichlet process (MHDP). The MHDP enables a robot to form object categories using multimodal information, e.g., visual, auditory, and haptic information, which can be observed by performing acti…

2015-10-01abs ↗pdf ↗

Quantum RL algorithm achieves logarithmic regret for exploration.

problem Designing efficient quantum RL algorithms for exploration.
method UCRL-style quantum algorithm with lazy updating and quantum estimation.
result Proves O(poly(S,A,H,logT))\mathcal{O}(\mathrm{poly}(S, A, H, \log T)) worst-case regret.

Study highlights how lazy data practices in fair ML research can unfairly impact minority groups.

problem Lazy data practices in fair ML research can unfairly impact minority groups.
method Systematic study of 280 experiments across 142 publications on 142 datasets.
result Unreflective data practices lead to biased findings and unfair treatment of minorities.

New Q-learning method achieves optimal sample complexity for average-reward problems.

problem Challenges in achieving optimal sample complexity for average-reward Q-learning.
method Synchronous and asynchronous Q-learning with a new contraction principle.
result Optimal O~(ε2)\widetilde{O}(\varepsilon^{-2}) sample complexity guarantees.

Use simplified layerwise linear models to understand neural dynamics.

problem Complex neural network dynamics are hard to grasp.
method Apply simplified layerwise linear models to explain neural phenomena.
result Simplified models explain neural collapse, emergence, etc.