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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.

168,694 papers · 148 categories

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1122 · Oct 201919922001200920172026
21 results for max-norm

We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this…

2012-10-18abs ↗pdf ↗

We consider in this paper the problem of noisy 1-bit matrix completion under a general non-uniform sampling distribution using the max-norm as a convex relaxation for the rank. A max-norm constrained maximum likelihood estimate is introduced and studied. The rate of convergence for the estimate is obtained. Information…

2013-09-24abs ↗pdf ↗

We suggest using the max-norm as a convex surrogate constraint for clustering. We show how this yields a better exact cluster recovery guarantee than previously suggested nuclear-norm relaxation, and study the effectiveness of our method, and other related convex relaxations, compared to other clustering approaches.

2012-02-25abs ↗pdf ↗

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a range of applications and the standard trace-norm relaxation can behave very poorly …

2013-03-02abs ↗pdf ↗

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery using a random subset of entries observed with additive noise under general non-unif…

2016-09-24abs ↗pdf ↗

Improved TD learning with neural nets reduces sample complexity and overparameterization.

problem Temporal difference learning with neural networks in large state spaces.
method Projection-free and max-norm regularized Neural TD learning, with Lyapunov drift analysis.
result Max-norm regularization significantly improves TD learning's sample complexity and overparameterization.

Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low-rank estimation for the underlying data. However, such max-norm regularized problems are typically formulated and solved in a batch manner, which prevents it from processing big data due to possible memory budget. In th…

2014-06-12abs ↗pdf ↗

The paper predicts survival functions using random survival trees and concordance maximization.

problem Predicting conditional survival functions in right-censored data.
method The approach combines regression strategies with random survival trees and maximizes concordance.
result The proposed weighted predictor outperforms the usual survival cobra in terms of concordance.

We revisit the choice of SGD for training deep neural networks by reconsidering the appropriate geometry in which to optimize the weights. We argue for a geometry invariant to rescaling of weights that does not affect the output of the network, and suggest Path-SGD, which is an approximate steepest descent method with …

2015-06-08abs ↗pdf ↗

We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate to the rank. Here we study low-rank matrix reconstruction using both the trace-norm, as well as the less-studied max-no…

2011-02-18abs ↗pdf ↗

Low-rank framework for task-specific LLM ranking from sparse comparisons.

problem Challenges in reliable task-specific ranking of LLMs under sparse, imbalanced comparisons.
method Low-rank modeling of task-by-model ability matrix, max-norm accurate estimator, task-wise top-K recovery guarantees, uncertainty quantification framework.
result Improves sample efficiency and produces tighter, better-calibrated ranking certificates.

We provide a novel analysis of low-rank tensor completion based on hypergraph expanders. As a proxy for rank, we minimize the max-quasinorm of the tensor, which generalizes the max-norm for matrices. Our analysis is deterministic and shows that the number of samples required to approximately recover an order-tt tensor…

2019-10-23abs ↗pdf ↗

We show that Residual Networks (ResNet) is equivalent to boosting feature representation, without any modification to the underlying ResNet training algorithm. A regret bound based on Online Gradient Boosting theory is proved and suggests that ResNet could achieve Online Gradient Boosting regret bounds through neural n…

2019-09-25abs ↗pdf ↗

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a third observed multinomial distribution. We study the entire relaxation path for thi…

2013-11-07abs ↗pdf ↗

We analyze low rank tensor completion (TC) using noisy measurements of a subset of the tensor. Assuming a rank-rr, order-dd, N×N××NN \times N \times \cdots \times N tensor where r=O(1)r=O(1), the best sampling complexity that was achieved is O(Nd2)O(N^{\frac{d}{2}}), which is obtained by solving a tensor nuclear-norm minimizatio…

2017-11-14abs ↗pdf ↗

Paper tackles low-rank matrix recovery with column 2,0\ell_{2,0}-norm regularization.

problem Low-rank matrix recovery problems with column sparsity constraints.
method Developed alternating majorization-minimization (AMM) methods with extrapolation and hybrid AMM.
result Global convergence analysis and superior performance in matrix completion problems.

We study robust properties of zero sets of continuous maps f:XRnf:X\to\mathbb{R}^n. Formally, we analyze the family Zr(f)={g1(0):gf<r}Z_r(f)=\{g^{-1}(0):\,\,\|g-f\|<r\} of all zero sets of all continuous maps gg closer to ff than rr in the max-norm. The fundamental geometric property of Zr(f)Z_r(f) is that all its zero sets lie outside o…

2015-07-11abs ↗pdf ↗