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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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87174261348 · May 202619922001200920172026
48 results for local Lipschitz constant

Constructs a map with prescribed local Lipschitz constants on a subset of a manifold.

problem Creating a Lipschitz map with specific local Lipschitz constants on a subset of a manifold.
method Constructs a Lipschitz map that matches a given map on a subset and has a local Lipschitz constant defined by a continuous function.
result A Lipschitz map can be constructed with a local Lipschitz constant prescribed by a continuous function.

Extends Lipschitz functions while preserving local constants.

problem Extending Lipschitz functions on metric spaces while maintaining local constants.
method Extends Lipschitz functions on metric spaces while locally preserving the asymptotic Lipschitz constant.
result Sobolev spaces on metric measure spaces are invariant under isomorphism of mm-structures.

The paper calculates upper bounds on ReLU network Lipschitz constants.

problem Determining the maximum perturbation size for robustness of neural networks.
method Analyzing ReLU, affine-ReLU, and max pooling functions; combining results; tracking zero elements; using a computational approach.
result The method produces the largest known bounds on minimum adversarial perturbations for large networks.

This paper bounds the Lipschitz constants of neural networks and their gradients.

problem Estimating the Lipschitz constant of complex models like neural networks.
method Local upper and lower bounds on Lipschitz constants computed with respect to network parameters.
result It is impossible to derive global upper bounds for the Lipschitz constants of neural networks.

The paper calculates bounds on the local Lipschitz constants of neural network layers.

problem Understanding the Lipschitz constants of neural network layers for robustness analysis.
method Analytical approach to determine upper bounds on local Lipschitz constants of affine-ReLU functions.
result The method produces tighter bounds than the standard conservative bound, especially for small perturbations.

HALO uses local Lipschitz constants to optimize functions efficiently.

problem Efficiently solving global optimization problems with complex objective functions.
method Hybrid Adaptive Lipschizian Optimization (HALO) algorithm that estimates local Lipschitz constants and balances global and local information.
result HALO outperforms other global optimization algorithms on numerous test functions.

Efficient local Lipschitz bounds improve neural network robustness.

problem Certifying robustness of neural networks is challenging and often leads to over-regularization.
method Proposes an efficient trainable local Lipschitz upper bound by considering activation functions and weight matrices.
result Consistently outperforms state-of-the-art methods in clean and certified accuracy on various datasets.

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…

2017-02-28abs ↗pdf ↗

New MIP formulations for neural network Lipschitz constant estimation.

problem Ensuring robustness of neural networks by calculating their Lipschitz constant.
method Reformulating the neural network Lipschitz estimation problem as a Quadratically Constrained MIP (MIQCQP) problem.
result Solutions of the MIQCQP formulations provide bounds on the Lipschitz constant, with conditions for exactness.

Paper presents an efficient algorithm for estimating Lipschitz functions from noisy data.

problem Estimating unknown Lipschitz functions from noisy observations.
method Extends max-affine methods to Lipschitz setting using nonlinear feature expansion and adaptive partitioning.
result Achieves minimax convergence rate with respect to intrinsic dimension, up to logarithmic factors.

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.

The paper sharpens a theorem about surfaces with zero Gaussian curvature.

problem Quantifying the isometric property of surfaces with zero Gaussian curvature.
method Asymptotically sharp quantitative version of a classical theorem using isothermal coordinates.
result An isothermal coordinate map from a Riemannian disc to an Euclidean disc is bi-Lipschitz with a constant of exp(4ε).

This paper analyzes the Lipschitz constants of deep neural networks with random weights.

problem Estimating the Lipschitz constants of deep neural networks with random parameters.
method High probability upper and lower bounds derived for ReLU neural networks with He initialization.
result The behavior of the Lipschitz constant varies significantly between p[1,2)p \in [1,2) and p[2,]p \in [2,\infty].

This paper studies bounds for the Lipschitz constant of random neural networks.

problem Quantifying the worst-case robustness of neural networks against adversarial perturbations.
method Analyzes upper and lower bounds for the Lipschitz constant of random ReLU neural networks under specific initialization conditions.
result For deep networks, the upper bound is larger than the lower bound by a logarithmic factor in width.

This work focuses on important step in quantitative topology: given homotopic mappings from SmS^m to SnS^n of Lipschitz constant LL, 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…

2018-11-06abs ↗pdf ↗

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 k2k \geq 2 that the locally Lipschitz viscosity solution to the σkσ_k-Loewner-Nirenberg problem on a given annulus {a<x<b}\{a < |x| < b\} is Cloc1,1kC^{1,\frac{1}{k}}_{\rm loc} in each of {a<xab}\{a < |x| \leq \sqrt{ab}\} and {abx<b}\{\sqrt{ab} \leq |x| < b\} and has a jump in radial derivative across x=ab|x| = \sqrt{ab}. Further…

2020-01-13abs ↗pdf ↗

LiPopt uses polynomial optimization to estimate neural network Lipschitz constants efficiently.

problem Estimating the Lipschitz constant of neural networks efficiently.
method Sparse polynomial optimization, leveraging network connectivity to reduce complexity.
result Superior estimates of the \ell_\infty-Lipschitz constant compared to existing methods.

New method for differentially private optimization with general Lipschitz conditions.

problem Differentially private optimization under general Lipschitz conditions.
method Generalized Lipschitz condition for per-sample gradients, tuning clip norm based on minimum per-sample Lipschitz constant.
result Efficacy of the recommended clip norm tuning method verified on 8 datasets.

CLIP controls neural network stability by bounding Lipschitz constants.

problem Neural networks lack mathematical guarantees of stability, especially to adversarial examples.
method Develops a variational regularization method (CLIP) to control the Lipschitz constant of neural networks.
result CLIP provides a tighter bound on the actual Lipschitz constant compared to layer-wise methods.

The paper studies Lipschitz bounds for integral kernels under differentiability assumptions.

problem Understanding the Lipschitz continuity of feature maps associated with integral kernels.
method Analyzes differentiability assumptions to derive explicit formulas for Lipschitz constants and conditions for non-Lipschitz continuity.
result Explicit formulas and conditions for Lipschitz continuity of feature maps associated with various kernels.

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:HRmα:{\mathcal H}\rightarrow\mathbb{R}^m is injective, with (α(x))k=<x,fk>2(α(x))_k=|<x,f_k>|^2, where $…

2014-03-10abs ↗pdf ↗

Let ρ:GO(V)ρ: G \rightarrow \operatorname{O}(V) be a real finite dimensional orthogonal representation of a compact Lie group, let σ=(σ1,,σn):VRnσ= (σ_1,\ldots,σ_n) : V \to \mathbb R^n, where σ1,,σnσ_1,\ldots,σ_n form a minimal system of homogeneous generators of the GG-invariant polynomials on VV, and set $d = \max_i \operatorname{deg} …

2014-06-10abs ↗pdf ↗

Efficiently learns Single-Index Models with constant factor approximation.

problem Learning Single-Index Models under L22L_2^2 loss with unknown link functions.
method An efficient algorithm using alignment sharpness for optimization.
result Achieves constant factor approximation to optimal loss for various distributions and link functions.

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.

Improved robustness of machine learning models with controlled Lipschitz constants.

problem Vulnerability of state-of-the-art models to adversarial attacks.
method Proposes a CLL loss that calibrates the margin and Lipschitz constant penalties, improving robustness certificates.
result Consistently outperforms other losses on CIFAR-10, CIFAR-100, and Tiny-ImageNet datasets.

Optimistic method adapted for faster convex-concave min-max problems.

problem Solving convex-concave min-max optimization problems efficiently.
method Adaptive, line search-free second-order methods combining optimistic updates and second-order information.
result Achieves optimal convergence rate without line search or backtracking.

Neural operators learn to solve LQ MFGs efficiently in infinite dimensions.

problem Solving many related LQ MFG problems in infinite-dimensional settings.
method Training neural operators to map problem data to equilibrium strategies.
result NOs reliably solve unseen LQ MFG variants with controlled parameters.

ECP optimizes expensive functions without knowing Lipschitz constant.

problem Optimizing expensive, non-convex functions with unknown Lipschitz constants.
method ECP minimizes evaluations by focusing on potentially optimal regions, eliminating Lipschitz constant estimation.
result Guaranteed no-regret performance and minimax-optimal regret bounds.

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 …

2014-07-17abs ↗pdf ↗