Study proposes local effective dimension to measure model capacity and generalization error.
arXiv research
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Paper analyzes ensemble Kalman updates for effective dimension and localization.
NGD models have higher effective dimension than SGD models.
New method improves counterfactual distribution learning for high-dimensional outcomes.
Study compares MC and QMC methods for pricing and risk analysis in a hyperbolic local volatility model.
A 2-torus manifold is a closed smooth manifold of dimension with an effective action of a 2-torus group of rank , and it is said to be locally standard if it is locally isomorphic to a faithful representation of on . This paper studies the equivariant classification of locally standar…
eDCF estimates intrinsic dimension using local connectivity.
We obtain an Einstein metric of constant negative curvature given an arbitrary boundary metric in three dimensions, and a conformally flat one given an arbitrary conformally flat boundary metric in other dimensions. In order to compute the on-shell value of the gravitational action for these solutions, we propose to in…
FedSel uses local differential privacy to protect data privacy in federated SGD.
We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor graph associated with the emission distribution. This allows the exponential-in-d…
A faster method for estimating effects in large data using fixed-point trees.
Generalization in nonlinear least squares can be studied via algorithmic stability and effective dimension.
AdaScale-TuRBO improves high-dimensional Bayesian optimization by dynamically scaling the GP lengthscale.
SGD generalizes well in high dimensions without regularization.
Study of Dirac equation with non-local nonlinearity on spheres.
We show that the maximal orbit dimension of a simultaneous Lie group action on n copies of a manifold does not pseudo-stabilize when n increases. We also show that if a Lie group action is (locally) effective on subsets of a manifold, then the induced Cartesian action is locally free on an open subset of a sufficiently…
Our goal in this paper is to develop an effective estimator of fractal dimension. We survey existing ideas in dimension estimation, with a focus on the currently popular method of Grassberger and Procaccia for the estimation of correlation dimension. There are two major difficulties in estimation based on this method. …
Gibbs-ERM learning is a natural idealized model of learning with stochastic optimization algorithms (such as Stochastic Gradient Langevin Dynamics and ---to some extent--- Stochastic Gradient Descent), while it also arises in other contexts, including PAC-Bayesian theory, and sampling mechanisms. In this work we study …
Estimates manifold dimension using local graph structure.
ParK efficiently solves kernel ridge regression for large datasets.
We show that every Sasakian manifold in dimension is locally generated by a free real function of variables. This function is a Sasakian analogue of the Kähler potential for Kähler geometry. It is also shown that every locally Sasakian-Einstein manifold in dimensions is generated by a locally Kähler-…
PSMM method optimizes matrix sufficient dimension reduction.
New method controls error in low-dimensional marginals of spatial models.
Forecasting high-dimensional time series plays a crucial role in many applications such as demand forecasting and financial predictions. Modern datasets can have millions of correlated time-series that evolve together, i.e they are extremely high dimensional (one dimension for each individual time-series). There is a n…
We show that, if the local dimension of the branch set of a discrete and open mapping between -manifolds is less than at a point of the image of the branch set , then the local monodromy of at is perfect. In particular, for generalized branched covers between -manifolds …
In this article we consider a generalization of manifolds and orbifolds which we call quasifolds; quasifolds of dimension k are locally isomorphic to the quotient of R^k by the action of a discrete group - tipically they are not Hausdorff topological spaces. The analogue of a torus in this geometry is a quasitorus. We …
The paper shows measures equidistribute on affine submanifolds with a rate.
Improved manifold-adaptive dimension estimator for better data complexity assessment.
This paper is devoted to the analysis of metric measure spaces satisfying locally the curvature-dimension condition CD(K,N) introduced by the second author and also studied by Lott & Villani. We prove that the local version of CD(K,N) is equivalent to a global condition CD*(K,N), slightly weaker than the (usual, global…
The paper proves global invertibility for certain local diffeomorphisms and biholomorphisms in higher dimensions.
In this paper we show that the computational complexity of the Iterative Thresholding and K-residual-Means (ITKrM) algorithm for dictionary learning can be significantly reduced by using dimensionality-reduction techniques based on the Johnson-Lindenstrauss lemma. The dimensionality reduction is efficiently carried out…
We consider non-parametric estimation and inference of conditional moment models in high dimensions. We show that even when the dimension of the conditioning variable is larger than the sample size , estimation and inference is feasible as long as the distribution of the conditioning variable has small intrinsic…
This paper improves sample efficiency in noisy inductive matrix completion with side-information.
In general relativity, the local gravitational energy is best characterised by the quasilocal mass. The small sphere limit of quasilocal mass provides us the most local notion of gravitational energy. In four dimensions, the limits were shown be the stress tensor in non-vacuum and the Bel-Robinson tensor in vacuum. We …
A consistent theory of quantum gravity (QG) at Planck scale almost sure contains manifestations of Lorentz local symmetry violations (LV) which may be detected at observable scales. This can be effectively described and classified by models with nonlinear dispersions and related Finsler metrics and fundamental geometri…
A new method uses diffusion models to efficiently estimate local intrinsic dimensionality of data.
Study local geometry of mixture models via spectral theory, revealing transitions in training dynamics.
Local supertwistors help study 6D conformal supergravity.
New method proves dimension-free convergence for ULD in KL divergence.
We give global restrictions on the possible boundaries of compact, orientable, locally conformally flat manifolds of dimension in terms of integrality of eta invariants.
The requirement that a (non-Einstein) Kähler metric in any given complex dimension be almost-everywhere conformally Einstein turns out to be much more restrictive, even locally, than in the case of complex surfaces. The local biholomorphic-isometry types of such metrics depend, for each , on three real param…
Model complexity is an important factor to consider when selecting among graphical models. When all variables are observed, the complexity of a model can be measured by its standard dimension, i.e. the number of independent parameters. When hidden variables are present, however, standard dimension might no longer be ap…
LIDL estimates local intrinsic dimension in high dimensions.
Investigates maps and properties in spaces with negative dimensions and curvature.
The study examines non-Kähler threefolds with specific metrics and finds they are quasi-bundles over surfaces.
Study local control in a 7D quaternionic Heisenberg group.
Solve Beltrami problem in dimension two
We study the Assouad dimension and the Nagata dimension of metric spaces. As a general result, we prove that the Nagata dimension of a metric space is always bounded from above by the Assouad dimension. Most of the paper is devoted to the study of when these metric dimensions of a metric space are locally given by the …