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.
We study distributed optimization algorithms for minimizing the average of \emph{heterogeneous} functions distributed across several machines with a focus on communication efficiency. In such settings, naively using the classical stochastic gradient descent (SGD) or its variants (e.g., SVRG) with a uniform sampling of …
The Jacobian matrix (or the gradient for single-output networks) is directly related to many important properties of neural networks, such as the function landscape, stationary points, (local) Lipschitz constants and robustness to adversarial attacks. In this paper, we propose a recursive algorithm, RecurJac, to comput…
Techniques known as Nonlinear Set Membership prediction, Kinky Inference or Lipschitz Interpolation are fast and numerically robust approaches to nonparametric machine learning that have been proposed to be utilised in the context of system identification and learning-based control. They utilise presupposed Lipschitz p…
Paper investigates Lipschitz constants of self-attention modules in neural networks.
problem Lipschitz constants of self-attention modules in neural networks.
method Proved standard dot-product self-attention is not Lipschitz for unbounded input domain. Proposed L2 self-attention that is Lipschitz. Derived upper bound on L2 self-attention's Lipschitz constant.
result Proved standard self-attention is not Lipschitz for unbounded input domain and proposed an alternative L2 self-attention that is Lipschitz.
Several recent papers have discussed utilizing Lipschitz constants to limit the susceptibility of neural networks to adversarial examples. We analyze recently proposed methods for computing the Lipschitz constant. We show that the Lipschitz constant may indeed enable adversarially robust neural networks. However, the m…
This work focuses on important step in quantitative topology: given homotopic mappings from Sm to Sn of Lipschitz constant L, build the (asymptotically) simplest homotopy between them (meaning having the least Lipschitz constant). The present paper resolves this problem for the first case where Hopf invariant p…
The paper proposes a method to train NNs with a small Lipschitz constant to improve robustness.
problem Neural networks' susceptibility to adversarial perturbations in safety-critical applications.
method The paper introduces a framework to train multi-layer NNs by minimizing their Lipschitz constant, using an optimization scheme based on the Alternating Direction Method of Multipliers.
result The proposed training procedure successfully increases the robustness of neural networks.
We show for k≥2 that the locally Lipschitz viscosity solution to the σk-Loewner-Nirenberg problem on a given annulus {a<∣x∣<b} is Cloc1,k1 in each of {a<∣x∣≤ab} and {ab≤∣x∣<b} and has a jump in radial derivative across ∣x∣=ab. Further…
In this note we prove that reconstruction from magnitudes of frame coefficients (the so called "phase retrieval problem") can be performed using Lipschitz continuous maps. Specifically we show that when the nonlinear analysis map α:H→Rm is injective, with (α(x))k=∣<x,fk>∣2, where $…
Let ρ:G→O(V) be a real finite dimensional orthogonal representation of a compact Lie group, let σ=(σ1,…,σn):V→Rn, where σ1,…,σn form a minimal system of homogeneous generators of the G-invariant polynomials on V, and set $d = \max_i \operatorname{deg} …
Paper proves convergence for private FL on non-Lipschitz convex objectives using normalization instead of clipping.
problem Lack of convergence results for differentially private federated learning with non-Lipschitz objectives.
method Developed a convergence result for private FL on smooth convex objectives without assuming Lipschitzness, using normalization instead of clipping.
result Normalization-based private FL algorithm converges better than clipping-based counterpart on smooth convex functions.
The asymptotic Plateau problem asks for the existence of smooth complete hypersurfaces of constant mean curvature with prescribed asymptotic boundary at infinity in the hyperbolic space Hn+1. The modified mean curvature flow (MMCF) was firstly introduced by Xiao and the second author a few years back, and…
Tight estimation of the Lipschitz constant for deep neural networks (DNNs) is useful in many applications ranging from robustness certification of classifiers to stability analysis of closed-loop systems with reinforcement learning controllers. Existing methods in the literature for estimating the Lipschitz constant su…
In this paper we consider Llarull's theorem in the foliation case and get a lower bound of the Lipschitz constant of the map M→Sn in the foliation case under the spin condition.
We prove the existence of the flow by curvature of regular planar networks starting from an initial network which is non-regular. The proof relies on a monotonicity formula for expanding solutions and a local regularity result for the network flow in the spirit of B. White's local regularity theorem for mean curvature …