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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.

169,341 papers · 148 categories

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60120180240 · May 202619922001200920182026
48 results for local optimum

Novel method for high-dimensional BO using CMA to define local regions.

problem Challenges in applying BO to high-dimensional optimization problems.
method CMA strategy to learn search distribution and define local regions.
result Our method outperforms existing techniques on various benchmarks.

Develops an SSBO algorithm for global optimization of expensive models.

problem Global optimization of expensive black-box models.
method Asynchronous hybrid-criterion with interval reduction.
result Improves global search ability and local search efficiency.

Optimum-statistical collaboration improves black-box optimization efficiency.

problem Improving black-box optimization efficiency through better statistical collaboration.
method Introducing optimum-statistical collaboration framework for hierarchical bandits-based optimization.
result Demonstrated improved regret bounds and better performance in experiments.

Global optimization algorithm finds sparse mixed membership matrix factorization's global optimum.

problem Sparse mixed membership matrix factorization problems with local optima.
method Derives a global optimization algorithm for sparse mixed membership matrix factorization.
result Guaranteed εε-global optimum across random initializations and multiple modes.

Shortcut connections in ResNet help avoid local optima, leading to efficient training.

problem Understanding why shortcut connections in ResNet lead to efficient training.
method Two-layer non-overlapping convolutional ResNet, gradient descent with proper normalization.
result Gradient descent avoids spurious local optima, converging to a global optimum.

Local search algorithms applied to optimization problems often suffer from getting trapped in a local optimum. The common solution for this deficiency is to restart the algorithm when no progress is observed. Alternatively, one can start multiple instances of a local search algorithm, and allocate computational resourc…

2014-01-16abs ↗pdf ↗

Combines global and local search for efficient global optimization with Gaussian processes.

problem Difficulties in building accurate GP models and getting stuck in suboptimal regions.
method Adopting AGLGP model combining global and local GP models, dividing space into regions, and switching between global and local searches.
result Efficiently locates the global optimum with benefits of both global and local search.

New algorithms improve likelihood of finding global optima in Bayesian inference.

problem Finding global optima in Bayesian inference is difficult due to nonconvexity.
method Developed two algorithms: consistent Laplace approximation (CLA) and consistent stochastic variational inference (CSVI).
result Both CSVI and CLA improve likelihood of obtaining global optima compared to standard methods.

This paper proves that local maxima in a non-convex optimization problem are close to the SDP optimum.

problem Optimization problems with a large number of local maxima.
method Proving that all local maxima are within a small gap from the SDP optimum for the elliptope problem.
result Local maxima are within a small gap from the SDP optimum, and arbitrarily small relative error can be achieved with a rank constraint of order one.

Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum. The reason for the absence of probabilistic global optimizers is that the corres…

2011-12-06abs ↗pdf ↗

Locally convex sparse learning reduces communication and processing time over networks.

problem Efficiently estimate sparse signals over networked nodes with minimal communication.
method Convex optimization with 1\ell_1-norm minimization, incorporating neighbors' estimates.
result Local estimates converge to exact sparse signal under certain conditions.

Continuous-time distributed mirror descent with integral feedback converges to global optimum.

problem Distributed optimization of a global strongly convex function with local convex components.
method Continuous-time distributed mirror descent with integral feedback.
result Asymptotic convergence to global optimum with constant step-size.

A test confirms if a local maximum is globally optimal in imaging problems.

problem Confirming if a local maximum is globally optimal in imaging problems.
method Reparameterizing the likelihood function to embed its domain into a higher dimensional parameter space.
result Improved accuracy and reduced computation for camera-blur estimation.

SpectralLeader learns latent variables from streaming data efficiently and globally.

problem Learning latent variable models from a stream of data efficiently and globally.
method SpectralLeader, an online learning algorithm for latent variable models that converges to the global optimum.
result SpectralLeader achieves a sublinear upper bound on nn-step regret in the bag-of-words model.

Global optimization for low-rank matrix recovery from noisy measurements.

problem Low-rank matrix recovery from noisy measurements.
method Factorized parametrization, curvature bound, stochastic gradient descent.
result Global convergence guarantee for stochastic gradient descent from random initialization.

Langevin algorithm shows metastable behavior near local optima in ERM.

problem Understanding the behavior of discrete Langevin algorithm near local optima in non-convex ERM.
method Analyzing metastability through two-timescale recurrence and escape times.
result The Langevin algorithm can escape from a local optimum within a short recurrence time or stay near it for a long time.

We investigate the role of the initialization for the stability of the k-means clustering algorithm. As opposed to other papers, we consider the actual k-means algorithm and do not ignore its property of getting stuck in local optima. We are interested in the actual clustering, not only in the costs of the solution. We…

2009-07-31abs ↗pdf ↗

Paper studies SGD dynamics in two-layer neural networks using PDE.

problem Understanding why SGD converges to good solutions in neural networks.
method Formulates SGD dynamics as a PDE and proves convergence to networks with ideal generalization.
result SGD dynamics in two-layer neural networks can be described by a PDE, leading to convergence to good solutions.

This paper presents studies on a deterministic annealing algorithm based on quantum annealing for variational Bayes (QAVB) inference, which can be seen as an extension of the simulated annealing for variational Bayes (SAVB) inference. QAVB is as easy as SAVB to implement. Experiments revealed QAVB finds a better local …

2014-08-09abs ↗pdf ↗

Bayesian optimization with directionally constrained search improves efficiency within a budget.

problem Optimizing expensive functions with limited computational resources.
method Directionally constrained search to allocate model capability efficiently.
result Our approach outperforms in finding the optimum within a prescribed evaluation budget.

Improved VAE models avoid posterior collapse in text modeling.

problem Posterior collapse in VAEs leads to poor data manifold parameterization.
method Coupled-VAE couples a VAE with a deterministic autoencoder to improve encoder and decoder parameterizations.
result Coupled-VAE consistently improves results in probability estimation and latent space richness.

New method in Bayesian optimization finds optimal inputs knowing the optimal outputs.

problem Finding optimal inputs when the optimal outputs are known in advance.
method Transform Gaussian process surrogate using known optimum output; propose two acquisition functions.
result Our approaches give quantitatively better performance than standard BO methods.

Paper proposes efficient method to escape saddle points in non-convex optimization.

problem Hardness of escaping saddle points in non-convex optimization.
method Designs an efficient algorithm using higher order derivatives to converge to third order local optima.
result First efficient algorithm guaranteed to converge to a third order local optimum.

Estimates river discharge using few measurements at many locations.

problem Accurate river discharge estimation at scale using scarce in-situ measurements.
method Developed a common mechanism regression (CMR) model with local and shared components.
result Found global optimum for non-convex learning objective using spectral initialization and descent methods.

Study uses Bayesian Optimization to analyze noise effects in materials research.

problem Optimizing materials with many variables and experimental noise.
method Batch Bayesian Optimization with synthetic data analysis.
result Noise sensitivity varies by problem landscape, impacting optimization outcomes.

Inference problems in graphical models are often approximated by casting them as constrained optimization problems. Message passing algorithms, such as belief propagation, have previously been suggested as methods for solving these optimization problems. However, there are few convergence guarantees for such algorithms…

2012-06-20abs ↗pdf ↗

LES optimizes designs by sampling descent sequences, achieving strong sample efficiency.

problem Optimizing large, complex design spaces is infeasible and unnecessary.
method LES uses Bayesian optimization to target solutions reachable by iterative optimizers.
result LES achieves strong sample efficiency compared to existing methods.

Optimization of very expensive black-box functions requires utilization of maximum information gathered by the process of optimization. Model Guided Sampling Optimization (MGSO) forms a more robust alternative to Jones' Gaussian-process-based EGO algorithm. Instead of EGO's maximizing expected improvement, the MGSO use…

2015-08-31abs ↗pdf ↗

No-regret BO algorithm adapts hyperparameters to optimize unknown functions.

problem Misspecification of hyperparameters in BO leads to poor local optima.
method Adapts hyperparameters online to expand function class and converge to optimum.
result First provably no-regret BO algorithm with unknown hyperparameters.

Bayesian optimisation is improved by incorporating expert prior through space warping.

problem Cold start phase in expensive function optimisation.
method Prior distribution warps the search space around high probability regions of function optimum.
result Improves optimisation performance through acquisition agnostic approach.