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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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48 results for linear bounds

The paper analyzes the generalizability of linear autoencoders and multivariate linear regression.

problem Limited theoretical understanding of linear autoencoders' performance.
method Proposes a PAC-Bayes bound for multivariate linear regression and shows LAEs as constrained models.
result The proposed PAC-Bayes bound is tight and correlates with practical metrics.

Improved regret bound for linear ensemble sampling.

problem Closing the gap between theory and practice in linear ensemble sampling.
method General regret analysis framework for linear bandit algorithms, revealing a relationship with LinPHE.
result Achieves a frequentist regret bound of ildeO(d3/2T) ilde{O}(d^{3/2}\sqrt{T}) for linear ensemble sampling.

Improved confidence bounds for linear logistic model with applications to bandits.

problem Improving confidence bounds for linear logistic model.
method Self-concordant analysis of the logistic loss to avoid dependence on worst-case variance.
result Significant improvement in confidence bounds, avoiding dependence on 1/κ1/κ.

We can compare the expressiveness of neural networks that use rectified linear units (ReLUs) by the number of linear regions, which reflect the number of pieces of the piecewise linear functions modeled by such networks. However, enumerating these regions is prohibitive and the known analytical bounds are identical for…

2018-10-08abs ↗pdf ↗

The study estimates the expressiveness of GCNs with bounds on the number of linear regions.

problem Characterizing the expressiveness of graph convolutional networks (GCNs).
method Estimates the number of linear regions for one-layer and multi-layer GCNs.
result GCNs with multiple layers have exponentially more expressivity per parameter than one-layer GCNs.

A new linear contextual bandit algorithm with improved regret bound.

problem Efficiently solving linear contextual bandit problems with reduced regret.
method Proposes a novel estimator embedded with exploration and a self-normalized bound.
result Regret bound matches lower bound of Ω(dT)Ω(\sqrt{dT}) up to logarithmic factors.

Analyzes the complexity of linear hypothesis sets using Rademacher complexity.

problem Understanding the complexity of linear hypothesis sets for various norms.
method Tight analysis of empirical Rademacher complexity for linear hypothesis classes with bounded weights.
result Improved bounds on Rademacher complexity for linear hypothesis sets, matching or improving existing results.

We establish linear regret bounds for convex smooth losses using Fenchel-Young losses.

problem Establishing linear regret bounds for convex smooth losses.
method Constructing a convex smooth surrogate loss using Fenchel-Young losses generated by the convolutional negentropy.
result We derive a smooth loss with a linear surrogate regret bound.

Estimates the upper bound of linear regions in spheres centered at specific data points in ReLU neural networks.

problem Bounding the number of linear regions in specific areas of neural networks using ReLU activations.
method Developed a method to estimate the upper bound of linear regions in any sphere within the input space of a ReLU neural network.
result The boundaries of linear regions move away from training data points during training, and spheres centered at these points contain more regions than arbitrary points.

Gradient bounds and Liouville theorems for quasi-linear equations on manifolds with nonnegative Ricci curvature.

problem Establishing bounds and theorems for solutions to quasi-linear elliptic equations on compact manifolds with nonnegative Ricci curvature.
method Gradient bounds, Liouville-type theorems, local splitting theorem, Harnack-type inequality, ABP estimate.
result Gradient bounds and Liouville-type theorems for solutions to quasi-linear equations on compact manifolds with nonnegative Ricci curvature.

Bayesian bandit algorithms with approximate inference improve regret bounds in stochastic linear bandits.

problem Theoretical justification for Bayesian bandit algorithms with approximate inference in stochastic linear bandits.
method Proposed a theoretical framework to analyze approximate inference impact and conducted frequentist regret analysis on LinTS and LinBUCB.
result LinTS and LinBUCB preserve their original regret upper bounds with larger constant terms in approximate inference settings.

Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we approach the question of fundamental iteration complexity by providing lower boun…

2019-06-17abs ↗pdf ↗

Improved gap-dependent bounds for reinforcement learning with linear approximations.

problem Achieving nearly minimax-optimal performance with linear function approximation.
method Developed and analyzed the LSVI-UCB++ algorithm and its concurrent variant.
result First gap-dependent regret bound for nearly minimax-optimal algorithm LSVI-UCB++.

Note on subgaussian bounds for sign-quantized linear maps.

problem Understanding subgaussian behavior of sign-quantized linear maps.
method Developed a dimension-independent subgaussian concentration bound for Gaussian vectors under nonlinear mappings.
result Answered a question about sign-quantized linear maps using a new subgaussian bound.

Deep linear networks can closely approximate interpolants without improving risk.

problem Understanding the risk bounds of deep linear networks compared to minimum 2\ell_2-norm solutions.
method Bounding excess risk of interpolating deep linear networks trained using gradient flow.
result Deep linear networks can closely approximate or match minimum 2\ell_2-norm solutions in terms of risk.

We investigate the complexity of deep neural networks (DNN) that represent piecewise linear (PWL) functions. In particular, we study the number of linear regions, i.e. pieces, that a PWL function represented by a DNN can attain, both theoretically and empirically. We present (i) tighter upper and lower bounds for the m…

2017-11-06abs ↗pdf ↗

New algorithm reduces regret in linear mixture SSPs without cost bounds.

problem Learning optimal paths in stochastic environments with cost constraints.
method Extended value iteration with variance-aware confidence set.
result Achieves nearly minimax optimal regret bound of O(dBK)O(dB_*\sqrt{K}).

Transformers can learn noisy linear systems with depth and IID data.

problem Learning noisy linear dynamical systems with transformers.
method Theoretical analysis of multi-layer and single-layer transformers with respect to L2L^2-testing loss.
result Single-layer transformers have a non-diminishing lower bound on approximation error, suggesting depth separation.

Study on online regression with noise, achieving near-optimal regret bounds.

problem Online generalized linear regression with stochastic noise.
method Sharp analysis of FTRL algorithm for stochastic label noise.
result Achieved near-optimal regret bounds for O(σ2dlogT)+o(logT)O(σ^2 d \log T) + o(\log T).

The paper provides a non-asymptotic error bound for linear system identification under nonlinear policies.

problem System identification for linear systems with nonlinear and/or time-varying policies under i.i.d. random excitation noises.
method Least square estimation with non-asymptotic error bound for bounded state and action trajectories.
result The error bound is consistent with linear policies and generalizes existing guarantees.

An algorithm for maximizing rewards under linear cost constraints.

problem Maximizing rewards while adhering to cost constraints in a linear bandit problem.
method Proposes an upper-confidence bound algorithm called optimistic pessimistic linear bandit (OPLB) for constrained contextual linear bandits.
result Proves an O~(dTτc0)\widetilde{\mathcal{O}}(\frac{d\sqrt{T}}{τ-c_0}) bound on regret for the proposed algorithm.

PopArt efficiently solves sparse linear bandits with tighter recovery guarantees.

problem Sparse linear bandits where rewards depend on a few covariates.
method PopArt: a simple, computationally efficient sparse linear estimation method.
result Improved regret bounds compared to state-of-the-art algorithms.

This paper achieves optimal regret bounds for locally private linear contextual bandit.

problem Designing locally private linear contextual bandit algorithms with optimal regret bounds.
method New algorithmic and analytical ideas, including mean absolute deviation analysis and layered principal component regression.
result Achieves an ildeO(T) ilde O(\sqrt{T}) regret upper bound for locally private linear contextual bandit.

New bounds for transfer learning in linear models, improving generalization.

problem Understanding when auxiliary data helps in improving generalization in linear models.
method Derivation of exact error bounds and optimal task weights for linear regression and linear neural networks.
result First non-vacuous sufficient conditions for beneficial auxiliary learning in linear neural networks.

Paper improves TD learning algorithm bounds with linear approx.

problem Sharp bounds for TD method performance in MDPs.
method Polyak-Ruppert averaging, universal step size, refined error bounds, stability of random matrices.
result Near-optimal variance and bias terms achieved.

Linear contextual bandit is an important class of sequential decision making problems with a wide range of applications to recommender systems, online advertising, healthcare, and many other machine learning related tasks. While there is a lot of prior research, tight regret bounds of linear contextual bandit with infi…

2019-05-04abs ↗pdf ↗

An algorithm tackles low-rank linear bandit problems with improved regret bounds.

problem Low-rank linear bandit problems where rewards are inner products with an unknown low-rank matrix.
method Combines online-to-confidence-set conversion and exponentially weighted average forecaster with a covering of low-rank matrices.
result Achieves O~((d1+d2)3/2rT)\widetilde{O}((d_1+d_2)^{3/2}\sqrt{rT}) regret, improving over standard bounds when rmin{d1,d2}r \ll \min\{d_1,d_2\}.

New method for linear bandits with unknown sparsity, improving sparse regret bounds.

problem Sparse regret bounds for unknown sparsity and adversarial action sets.
method Combines online to confidence set conversions with randomized model selection over nested confidence sets.
result First sparse regret bounds for unknown sparsity and adversarial action sets.

Lower bounds on eigenspectrum show rich action spaces force polynomial regret in linear bandits.

problem Understanding the minimum eigenvalue growth in linear bandits with rich action sets.
method Non-asymptotic lower bound on eigenspectrum of design matrix.
result Minimum eigenvalue of expected design matrix grows as Ω(n)Ω(\sqrt{n}) for sub-linear regret.

A new differentiable UCB algorithm for linear bandits learns adaptive confidence bounds.

problem Inability of UCB to strike optimal exploration-exploitation due to confidence bounds.
method Proposes a differentiable linear bandit algorithm and a gradient estimator for learning adaptive confidence bounds.
result Achieves a ildeO(β^dT) ilde{\mathcal{O}}(\hatβ\sqrt{dT}) upper bound of TT-round regret.

New sample complexity bounds for linear predictors and neural networks, focusing on initialization.

problem Understanding sample complexity for vector-valued linear predictors and neural networks, especially under initialization-dependent conditions.
method Size-independent bounds on Frobenius norm distance from a fixed reference matrix, applying to vector-valued predictors and neural networks.
result Established new sample complexity bounds for feed-forward neural networks, resolving open questions and introducing a new learnable problem.

Sharp risk bounds for early-stopping in Gaussian linear regression are derived.

problem Minimizing in-sample mean squared error in high-dimensional Gaussian linear regression.
method Early-stopped mirror descent (ESMD) with local Gaussian width bounds.
result Sharp risk bounds extend to early-stopped mirror descent for least squares estimator (LSE).

This work generalizes bounds on the number of linear regions in CPWL NNs.

problem Determining the number of linear regions in CPWL neural networks is challenging.
method Generalized bounds on the maximal number of linear regions for arbitrary CPWL activation functions.
result Depth significantly increases the number of linear regions, but not exponentially.

New bounds for high-dimensional sparse linear bandits, balancing information and regret.

problem Stochastic linear bandits with high-dimensional sparse features.
method Derivation of minimax regret lower and upper bounds for explore-then-commit algorithm.
result Optimal rate of Θ(n2/3)Θ(n^{2/3}) for data-poor regime, complemented by O(n)O(\sqrt{n}) under signal magnitude assumption.

Knotted ribbons form an important topic in knot theory. They have applications in natural sciences, such as cyclic duplex DNA modeling. A flat knotted ribbon can be obtained by gently pulling a knotted ribbon tight so that it becomes flat and folded. An important problem in knot theory is to study the minimal ratio of …

2018-09-06abs ↗pdf ↗