Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random forests as an adaptive kernel method, we pair the forest kernel with a local li…
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.
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The paper extends a variance gamma model to quadratic functions, reducing arbitrage and computational costs.
Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving stochastic gradient methods named predictive local smoothness (PLS). First, we …
We prove the following result, conjectured by Alan Weinstein: every smooth proper Lie groupoid near a fixed point is locally linearizable, i.e. it is locally isomorphic to the associated groupoid of a linear action of a compact Lie group. In combination with a slice theorem of Weinstein, our result implies the smooth l…
Local LMO optimizes constrained problems using local linear minimization.
S.Bauer and M.Furuta defined a stable cohomotopy refinement of the Seiberg-Witten invariants. In this paper, we prove a vanishing theorem of Bauer-Furuta invariants for 4-manifolds with smooth Z/2-actions. As an application, we give a constraint on smooth Z/2-actions on homotopy K3#K3, and construct a nonsmoothable loc…
A new method constructs smooth, arbitrage-free option surfaces efficiently.
Piecewise linear activations create many spurious local minima in neural networks.
Classifies local boundary conditions for Dirac-type operators on manifolds.
Extends curve theory to non-smooth data with finite curvature and torsion.
Recently, Petrik et al. demonstrated that L1Regularized Approximate Linear Programming (RALP) could produce value functions and policies which compared favorably to established linear value function approximation techniques like LSPI. RALP's success primarily stems from the ability to solve the feature selection and va…
Study on diffeologies on locally convex spaces and smooth multiplication of distributions.
New GP model estimates piecewise continuous functions.
The network Lasso (nLasso) has been proposed recently as an efficient learning algorithm for massive networked data sets (big data over networks). It extends the well-known least absolute shrinkage and selection operator (Lasso) from learning sparse (generalized) linear models to network models. Efficient implementatio…
We show that on a compact Riemmanian manifold , nodal sets of linear combinations of any smooth functions form an admissible sweepout provided these linear combinations have uniformly bounded vanishing order. This applies in particular to finite linear combinations of Laplace eigenfunctions. As a resul…
In this paper, we give a weak classification of locally linear pseudofree actions of the cyclic group of order 3 on a surface, and prove the existence of such an action which can not be realized as a smooth action on the standard smooth surface.
In this note we prove that an analytic symplectic action of a semisimple Lie algebra can be locally linearized in Darboux coordinates. This result yields simultaneous analytic linearization for Hamiltonian vector fields in a neighbourhood of a common zero. We also provide an example of smooth non-linearizable Hamiltoni…
In 1960, J. Peetre proved the finiteness of the order of linear local operators. Later on, J. Slovák vastly generalized this theorem, proving the finiteness of the order of a broad class of (non-linear) local operators. In this paper, we use the language of sheaves and ringed spaces to prove a simpler version of Slovák…
Quasispheres can be approximated by smooth spheres.
We consider a global, nonlinear version of the Whitney extension problem for manifold-valued smooth functions on closed domains , with non-smooth boundary, in possibly non-compact manifolds. Assuming is a submanifold with corners, or is compact and locally convex with rough boundary, we prove that the restrictio…
PF-LaCG removes the need for knowing smoothness and strong convexity parameters for locally accelerated CG.
Forest-guided smoothing uses random forest outputs for interpretable local smoothers.
Surrogate-based analysis of interactions via local effect smooths
FedProx algorithm improved for non-smooth and heterogeneous data.
A remarkable and elementary fact that a locally compact set F of Euclidean space is a smooth manifold if and only if the lower and upper paratangent cones to F coincide at every point, is proved. The celebrated von Neumann's result (1929) that a locally compact subgroup of the general linear group is a smooth manifold,…
Let be a closed, simply-connected, smooth, spin 4-manifold whose intersection form is isomorphic to , where is the hyperbolic form. In this paper, we prove that for such that , there exists a locally linear pseudofree -action on which is nonsmo…
Given a piecewise linear (PL) function defined on an open subset of , one may construct by elementary means a unique polyhedron with multiplicities $\D(p)$ in the cotangent bundle representing the graph of the differential of . Restricting to dimension 2, we show that any smooth functi…
Method solves nonconvex constrained optimization problems with a new augmented Lagrangian approach.
Simplified proof of foliation closure theorem for linear foliations.
We demonstrate new applications of the trace embedding lemma to the study of piecewise-linear surfaces and the detection of exotic phenomena in dimension four. We provide infinitely many pairs of homeomorphic 4-manifolds and homotopy equivalent to which have smooth structures distinguished by several for…
New SGD covering technique yields dimension-independent generalization bounds.
This paper introduces SRPR for robust phase retrieval with smoothed loss functions.
Paper addresses ERM in LDP, reducing sample complexity for smooth and convex losses.
This paper develops a local analogue of the ADHM construction, which characterises ASD instantons defined over smooth bounded domains inside Euclidean diffeomorphic to the 4-ball, in terms of infinite dimensional Hilbert spaces and bounded Hermitian linear operators satisfying an analogue of the ADHM equ…
Proves surjectivity of certain smooth maps with non-properness sets.
We show that every closed, simply connected, spin topological 4-manifold except and admits a homologically trivial, pseudofree, locally linear action of for any sufficiently large prime number which is nonsmoothable for any possible smooth structure.
We show that there exist non-trivial piecewise-linear (PL) knots with isolated singularities , , whose complements have the homotopy type of a circle. This is in contrast to the case of smooth, PL locally-flat, and topological locally-flat knots, for which it is known that if the complement…
We develop a 2D travel time tomography method which regularizes the inversion by modeling groups of slowness pixels from discrete slowness maps, called patches, as sparse linear combinations of atoms from a dictionary. We propose to use dictionary learning during the inversion to adapt dictionaries to specific slowness…
The paper tackles noisy combinations of continuous and step functions, providing conditions for their identification.
Gradient descent converges linearly for overparameterized linear networks.
Flat connections derived from Poisson brackets on loop spaces.
Geometric framework for dynamic feedback linearization of control systems with symmetry.
The paper develops a minimax optimal method for high-dimensional regression using auxiliary data.
Policy gradient converges to globally optimal policy in nearly linear-quadratic systems.
New bounds for online portfolio selection without smoothness assumptions.
Smooth manifolds from locally homogeneous spaces.
In this paper, we consider regression problems with one-hidden-layer neural networks (1NNs). We distill some properties of activation functions that lead to in the neighborhood of the ground-truth parameters for the 1NN squared-loss objective. Most popular nonlinear activation function…
In this paper we present a new theory of calculus over -dimensional domains in a smooth -manifold, unifying the discrete, exterior, and continuum theories. The calculus begins at a single point and is extended to chains of finitely many points by linearity, or superposition. It converges to the smooth continuum w…