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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.

169,051 papers · 148 categories

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4.2%8.3%12.5%16.7% · Apr 199519922001200920182026
48 results for magnitude constraints

FedCONST adapts update magnitudes to enhance feature generalization in FL.

problem Heterogeneous client data in FL leads to overfitting and distorted transferable features.
method FedCONST uses linear convex constraints to stabilize training and preserve generalization.
result FedCONST enhances feature transferability and robustness, achieving state-of-the-art performance.

A new algorithm MBMF improves recommendation accuracy and speed for sparse datasets.

problem Sparse and fluctuating predictions in recommender systems.
method MBMF uses magnitude constraints and Spherical coordinates to optimize faster than existing methods.
result MBMF outperforms existing algorithms in accuracy and speed on synthetic and real datasets.

We propose a novel SPARsity and Clustering (SPARC) regularizer, which is a modified version of the previous octagonal shrinkage and clustering algorithm for regression (OSCAR), where, the proposed regularizer consists of a KK-sparse constraint and a pair-wise \ell_{\infty} norm restricted on the KK largest componen…

2013-10-18abs ↗pdf ↗

Integrates multiple feedback channels into policy learning for reinforcement learning.

problem Combining multiple types of feedback into policy gradient algorithms.
method Lagrangian relaxation to satisfy constraints using gradient descent while maximizing rewards.
result Constraints are respected and can accelerate learning in reinforcement learning tasks.

Safety filter for unknown discrete-time systems with learned models and noise covariance.

problem Ensuring safety for unknown discrete-time linear systems with Gaussian noise.
method Develops a learning-based safety filter using empirical model and noise covariance, optimizing control actions to stay within safety constraints.
result Minimally modifies nominal control actions to ensure safety with high probability, tightening constraints as more data is collected.

We investigate the application of two heuristic methods, genetic algorithms and tabu/scatter search, to the optimisation of realistic portfolios. The model is based on the classical mean-variance approach, but enhanced with floor and ceiling constraints, cardinality constraints and nonlinear transaction costs which inc…

2005-01-04abs ↗pdf ↗

Proposes a method to impose linear inequality constraints on neural networks.

problem Imposing prior knowledge on neural network activations.
method Directly incorporates constraints into the network architecture using stochastic gradient descent.
result Significantly speeds up inference at test time with up to two orders of magnitude improvement.

We propose an iterative gradient-based algorithm to efficiently solve the portfolio selection problem with multiple spectral risk constraints. Since the conditional value at risk (CVaR) is a special case of the spectral risk measure, our algorithm solves portfolio selection problems with multiple CVaR constraints. In e…

2014-10-20abs ↗pdf ↗

New conic quadratic formulations improve outlier detection in regression models.

problem Detecting outliers in regression models with corrupted data.
method Deriving stronger second-order conic relaxations without big-M constraints.
result Proposed formulations are significantly faster than existing methods.

Changepoint detection is a central problem in time series and genomic data. For some applications, it is natural to impose constraints on the directions of changes. One example is ChIP-seq data, for which adding an up-down constraint improves peak detection accuracy, but makes the optimization problem more complicated.…

2017-03-09abs ↗pdf ↗

Efficiently verifies neural networks by handling neuron splits, improving speed and accuracy.

problem Handling neuron split constraints in incomplete neural network verification.
method β-CROWN, which optimizes parameters β to encode neuron splits and uses them in bound propagation.
result β-CROWN significantly speeds up verification while maintaining high accuracy.

Paper proposes a new sparse group k-max regularization for sparsity constraints.

problem Linear inverse problems with sparsity constraints are NP-hard.
method Sparse group k-max regularization, iterative soft thresholding algorithm.
result Approximates l0 norm more closely and enhances group-wise and in-group sparsity.

SAMBA improves safe reinforcement learning with active exploration metrics.

problem Safe reinforcement learning in dynamic systems.
method Combines probabilistic modelling, information theory, and statistics. Uses novel metrics for out-of-sample Gaussian process evaluation.
result Orders of magnitude reduction in samples and violations compared to state-of-the-art methods.

Stochastic Gradient Descent introduces noise in training, affecting model decision boundaries.

problem Understanding the impact of noise in SGD on model decision boundaries.
method Characterized SGD and persistent SGD dynamics in a neural network model, measuring noise magnitude in both under- and over-parametrized regimes.
result Noisier algorithms lead to wider decision boundaries in constraint satisfaction problems.

Develops scalable differentiable physics for complex object interactions.

problem Limited scalability of existing differentiable physics solvers.
method Adopting meshes for arbitrary geometry, localized collision handling, and accelerated implicit differentiation.
result Significantly reduces memory and computation requirements compared to particle-based methods.

Studies of wealth inequality often assume that an observed wealth distribution reflects a system in equilibrium. This constraint is rarely tested empirically. We introduce a simple model that allows equilibrium but does not assume it. To geometric Brownian motion (GBM) we add reallocation: all individuals contribute in…

2016-05-18abs ↗pdf ↗

ENCOD learns causal graphs efficiently without acyclicity constraints.

problem Learning causal graphical models from observational and interventional data.
method ENCOD uses optimization of edge likelihoods with separate orientation parameters.
result ENCOD efficiently recovers large graphs (hundreds of nodes) without acyclicity constraints.

The paper validates a classifier for identifying intraday regime shifts in MNQ futures.

problem Developing reliable trading signals from intraday regime shifts in MNQ futures.
method Constructed a composite day-classification system using three observable conditions.
result Classifier-positive days exhibit distinct intraday behavior but fail to generate profitable trading signals.

A stealthy framework injects faults into DNNs to misclassify images without affecting overall accuracy.

problem Vulnerability of deep neural networks to misclassification attacks.
method Fault sneaking attack using ADMM optimization with constraints on maintaining model accuracy and minimizing parameter modifications.
result The framework can inject multiple sneaking faults into DNNs without reducing overall accuracy.

Improved sample complexity bounds for neural networks with weight magnitude constraints.

problem Bounding the sample complexity of neural networks with weight magnitude constraints.
method Developed a new technique to analyze sample complexity of function classes, using approximate description length.
result Optimal sample complexity bound of $O\left(\frac{dR^2}{ε^2} ight)$ for neural networks with weight magnitude constraints.

A new metric learning scheme for structured data combining graph and feature-space information.

problem Learning a metric from structured data while respecting metric constraints.
method Training metric-constrained linear combinations of dissimilarity matrices, applying graph-based optimization under constraints.
result Our approach can reduce computational complexity by one order of magnitude for some cases.

This paper compares TFC and LS-SVM for solving DEs, showing TFC is faster and more accurate.

problem Solving differential equations efficiently and accurately.
method Theory of Functional Connections (TFC) integrated with LS-SVM.
result TFC is faster and more accurate than LS-SVM for solving DEs.

A novel k-means method for MNAR data improves clustering accuracy.

problem Improving k-means clustering for data missing not at random.
method A magnitude-decaying MNAR scenario-based k-means method with size constraints.
result The method reduces bias in estimated cluster centers and improves clustering accuracy.

Lookahead pruning extends single-layer optimization to multi-layer, outperforming magnitude-based pruning.

problem Pruning neural networks to reduce computational cost and memory usage.
method Developed a multi-layer optimization approach extending the single-layer optimization of magnitude-based pruning.
result Consistently outperforms magnitude-based pruning on various networks, especially in high sparsity.

Are expansions and recessions more likely to end as their magnitude increases? In this paper we apply parametric hazard models to investigate this issue in a sample of 16 countries from 1881 to 2000. For the total sample we find evidence of positive magnitude dependence for recessions, while for expansions we are not a…

2004-01-26abs ↗pdf ↗

Federated Learning with L0 constraint improves sparsity and performance.

problem Inherent sparsity in data and models leads to dense models with poor generalizability.
method L0 constraint on model density achieved through probabilistic gates and federated stochastic gradient descent.
result Achieves target sparsity (rho) in FL with minimal loss in statistical performance.

Hepworth, Willerton, Leinster and Shulman introduced the magnitude homology groups for enriched categories, in particular, for metric spaces. The purpose of this paper is to describe the magnitude homology group of a metric space in terms of order complexes of posets. In a metric space, an interval (the set of points b…

2018-02-28abs ↗pdf ↗

Magnitude of geometric shapes studied for smooth manifolds, revealing spectral geometry insights.

problem Understanding the geometric significance of Leinster's magnitude for smooth manifolds.
method Investigation of magnitude function for various distance functions, including submanifolds and Riemannian manifolds, with asymptotic analysis in the limit.
result Magnitude function is well-defined and meromorphically continued for large distances, revealing volume, surface area, and curvature integrals.

A new method models financial returns by separating sign and magnitude, improving forecasting accuracy.

problem Capturing nonlinear predictability in financial return dynamics.
method Decomposes returns into sign and magnitude components, using a joint distribution model.
result Significantly outperforms traditional linear models in forecasting U.S. stock market returns.

Investigates ways to train larger models with fewer resources, finding that test loss depends only on the actual number of trainable parameters.

problem Training larger models for cheaper under hardware constraints.
method Emulates an increase in effective parameters using frozen random parameters or fast structured transforms.
result Scaling laws cannot be deceived by spurious parameters; test loss depends only on the actual number of trainable parameters.

Vision problems ranging from image clustering to motion segmentation to semi-supervised learning can naturally be framed as subspace segmentation problems, in which one aims to recover multiple low-dimensional subspaces from noisy and corrupted input data. Low-Rank Representation (LRR), a convex formulation of the subs…

2013-04-20abs ↗pdf ↗