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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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117234351468 · Jun 202019922001200920172026
48 results for local error

We design a new algorithm for the Euclidean kk-means problem that operates in the local model of differential privacy. Unlike in the non-private literature, differentially private algorithms for the kk-means objective incur both additive and multiplicative errors. Our algorithm significantly reduces the additive erro…

2019-07-04abs ↗pdf ↗

We relate two notions of local error for integration schemes on Riemannian homogeneous spaces, and show how to derive global error estimates from such local bounds. In doing so, we prove for the first time that the Lie-Butcher theory of Lie group integrators leads to global error estimates.

2018-07-31abs ↗pdf ↗

New analysis shows Local SGD can achieve error scaling with only fixed number of communications.

problem Speeding up SGD by parallelizing across multiple workers with reduced communication overhead.
method Proposed and analyzed Local SGD method with a fixed number of communications independent of the number of steps.
result Achieves an error scaling as 1/(nT) with only a fixed number of communications (Ω(n)).

Hamiltonian Monte Carlo on ReLU networks is inefficient due to large local error.

problem Inefficiency of Hamiltonian Monte Carlo on ReLU neural networks.
method Analysis of Hamiltonian Monte Carlo with leapfrog integrator for Bayesian neural network inference.
result Leapfrog HMC for ReLU networks has a large local error rate of Ω(ε)Ω(ε), leading to inefficiency.

Supervised training of neural networks for classification is typically performed with a global loss function. The loss function provides a gradient for the output layer, and this gradient is back-propagated to hidden layers to dictate an update direction for the weights. An alternative approach is to train the network …

2019-01-20abs ↗pdf ↗

Error backpropagation is a highly effective mechanism for learning high-quality hierarchical features in deep networks. Updating the features or weights in one layer, however, requires waiting for the propagation of error signals from higher layers. Learning using delayed and non-local errors makes it hard to reconcile…

2017-11-17abs ↗pdf ↗

New proof shows how to identify DAGs with weakly increasing errors.

problem Identifying the true DAG in models with weakly increasing error variances.
method Minimum-trace DAG method and hill climbing algorithm with R2R neighborhood.
result Hill climbing algorithm without strict local optima under weakly increasing error variances.

In this paper, we take a new approach for time of arrival geo-localization. We show that the main sources of error in metropolitan areas are due to environmental imperfections that bias our solutions, and that we can rely on a probabilistic model to learn and compensate for them. The resulting localization error is val…

2019-10-15abs ↗pdf ↗

A framework assesses the trustworthiness of probabilistic classifiers using local calibration error.

problem Assessing the trustworthiness of probabilistic classifiers beyond traditional metrics.
method I-trustworthy framework linking local calibration to trustworthiness; Kernel Local Calibration Error (KLCE) method for hypothesis testing.
result The effectiveness of the proposed test statistic demonstrated through simulated and real-world datasets.

New method improves Euler approximation for local stochastic volatility models.

problem Well-posedness of Euler approximation for local stochastic volatility models.
method Start with a well-defined Euler approximation to the formal McKean-Vlasov equation, followed by a half-step scheme.
result Showed weak order one for the Euler discretization, plus error terms.

CSER improves SGD efficiency by resetting errors and partial synchronization.

problem Limited scalability of Distributed Stochastic Gradient Descent (SGD) due to communication bottlenecks.
method Introduces 'error reset' technique and partial synchronization for gradients and models.
result Proves convergence for smooth non-convex problems and accelerates distributed training significantly.

Adaptive method improves prediction intervals with global coverage guarantees and local error distribution.

problem Global coverage guarantees of conformal regression are often violated by local error distributions.
method Adaptive Conformal Regression with Jackknife+ Rescaled Scores
result Improves local coverage without sacrificing global coverage, especially in low-data regimes.

We introduce the speculate-correct method to derive error bounds for local classifiers. Using it, we show that k nearest neighbor classifiers, in spite of their famously fractured decision boundaries, have exponential error bounds with O(sqrt((k + ln n) / n)) error bound range for n in-sample examples.

2014-10-09abs ↗pdf ↗

The study analyzes and mitigates errors in PC-based causal discovery methods.

problem Errors in PC-based causal discovery methods can lead to incorrect graphs.
method The study introduces coherency scores to detect assumption violations and small sample errors in PC-based methods.
result The coherency scores can detect errors that other methods cannot, bridging between global and local error detection.

Study problem-dependent rates in statistical learning theory, achieving optimal generalization error bounds.

problem Generalization error in statistical learning theory.
method Uniform localized convergence framework.
result Optimal generalization error bounds for various learning problems.

Localized diffusion models reduce training complexity by exploiting low-dimensional structure.

problem Training diffusion models is computationally expensive due to the curse of dimensionality.
method Localized neural networks and localized score matching loss to estimate low-dimensional score functions.
result Localized diffusion models can circumvent the curse of dimensionality with reduced sample complexity.

New algorithm optimizes robust estimation under mixed local and global corruptions.

problem Combining local and global corruptions in robust statistics.
method Information-theoretic approach using sliced-Wasserstein metric.
result Optimal error achieved in polynomial time for stronger local perturbations.

New framework reduces private mean estimation error with optimal efficiency.

problem Locally private mean estimation of high-dimensional vectors.
method ProjUnit framework: random projections, normalization, and optimal algorithm execution in lower dimensions.
result Optimal error up to a 1+o(1)-factor with computational efficiency and low communication complexity.

This paper presents a locally decoupled network parameter learning with local propagation. Three elements are taken into account: (i) sets of nonlinear transforms that describe the representations at all nodes, (ii) a local objective at each node related to the corresponding local representation goal, and (iii) a local…

2018-05-20abs ↗pdf ↗

New findings show privacy affects generalization error in a non-monotonic way.

problem Privacy and robustness in distributed learning.
method Theoretical analysis and matching lower/upper bounds on algorithmic stability.
result Generalization error is non-monotonically affected by privacy, depending on noise level.

SCORE resolves the robustness vs accuracy trade-off by redefining robust error.

problem The inherent trade-off between robustness and accuracy in adversarial training.
method SCORE defines local equivariance as the ideal robust behavior, leading to a new robust error metric.
result SCORE reconciles robustness and accuracy, improving model performance on RobustBench.

TransNet improves community detection on target networks using privacy-preserved source networks.

problem Community detection on sensitive network data with privacy constraints.
method Spectral clustering framework leveraging locally distributed privacy-preserved auxiliary networks via randomized response and adaptive weighting.
result TransNet delivers strong gains in community detection across various privacy levels and heterogeneity patterns.

FedSARSA converges with heterogeneous agents, achieving linear speed-up.

problem Convergence analysis of Federated SARSA with heterogeneous agents.
method Linear function approximation, local training, multi-step error expansion.
result FedSARSA achieves linear speed-up with respect to the number of agents.

Corrects local error estimates for UBU integrator in SDEs, improving complexity guarantees.

problem Improper local error estimates in UBU integrator for SDEs.
method Reconciles theory with practice by correcting local error estimates.
result Stronger assumptions needed for O(d1/4ε1/2)\mathcal{O}(d^{1/4}ε^{-1/2}) steps in Wasserstein-2 distance.

New schemes improve error estimates for sampling from non-log-concave distributions.

problem Improving sampling from non-log-concave distributions with super-linear drift growth.
method Developed tamed Euler and randomized Euler schemes with error estimates.
result Near-optimal error bounds for sampling and optimization problems.

Improved locally private sparse estimation with multiple samples per user.

problem Challenges in high-dimensional locally private sparse estimation.
method Proposes a framework for user-level locally private sparse linear regression with multiple samples per user.
result Eliminates the dependency of dimensionality on error bounds, achieving tighter error bounds.

Improved API to achieve optimal error bound and query complexity in local planning.

problem Efficient local planning in discounted MDPs with linear approximation.
method Confident Approximate Policy Iteration (CAPI) for stationary policies, applying to local access simulators.
result Achieves optimal accuracy and query complexity bounds, improving over API.