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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.

168,742 papers · 148 categories

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3876114152 · Jun 202019922001200920172026
48 results for minimum-$\ell_1$-norm

The paper studies the minimum ℓ₁-norm interpolator's risk behavior in over-parameterized settings.

problem Understanding the risk behavior of minimum ℓ₁-norm interpolators in high-dimensional settings.
method Exact characterization of the risk behavior through a system of two non-linear equations.
result Observation of a multi-descent phenomenon in the generalization risk of the minimum ℓ₁-norm interpolator.

The study analyzes robustness of estimators in linear models with adversarial errors.

problem Analyzing robustness of estimators in linear models with adversarial errors.
method Develops a general theory for minimum norm interpolating estimators and RERM in linear models without conditions on errors.
result Quantitative bound for the prediction error relating it to Rademacher complexity, norm of minimum norm interpolator of errors, and subdifferential size.

Deep linear networks can closely approximate interpolants without improving risk.

problem Understanding the risk bounds of deep linear networks compared to minimum 2\ell_2-norm solutions.
method Bounding excess risk of interpolating deep linear networks trained using gradient flow.
result Deep linear networks can closely approximate or match minimum 2\ell_2-norm solutions in terms of risk.

The paper analyzes boosting and minimum-1\ell_1-norm classifiers in high dimensions.

problem Understanding the generalization error and optimal Bayes error in boosting.
method High-dimensional asymptotic theory, Gaussian comparison techniques, uniform deviation argument.
result Precise characterizations of boosting test error and optimal Bayes error.

Develops exact convex optimization formulations for neural networks.

problem Training two-layer neural networks with rectified linear units.
method Uses semi-infinite duality and minimum norm regularization to develop exact convex optimization formulations.
result Shows equivalence of ReLU networks trained with weight decay to block 1\ell_1 penalized convex models.

The paper tackles multi-armed bandits with vector losses, focusing on minimizing the \ell^\infty-norm of relative losses.

problem Minimizing the \ell^\infty-norm of relative losses in multi-armed bandits with multiple losses.
method Defines relative loss vector, derives lower bounds, and provides matching algorithms for both fixed-confidence best-arm identification and regret minimization.
result Derives problem-dependent sample complexity lower bound and matching algorithms for fixed-confidence best-arm identification.

We give improved algorithms for the p\ell_{p}-regression problem, minxxp\min_{x} \|x\|_{p} such that Ax=b,A x=b, for all p(1,2)(2,).p \in (1,2) \cup (2,\infty). Our algorithms obtain a high accuracy solution in O~p(mp22p+p2)O~p(m13)\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}}) \le \tilde{O}_{p}(m^{\frac{1}{3}}) iterations, where each iteration requires s…

2019-01-21abs ↗pdf ↗

Unified analysis of parameter norms in overparameterized linear models, revealing scaling laws and thresholds.

problem Understanding the scaling of parameter norms in overparameterized linear models.
method Simple dual-ray analysis revealing competition between signal spike and bulk of null coordinates.
result Unified closed-form predictions for parameter norm scaling, including elbow and threshold laws.

Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC (Difference of Convex functions) programming framework. Considering a common DC appro…

2014-07-01abs ↗pdf ↗

New model leads to optimal test loss in sparse linear regression.

problem Sparse linear regression with low test loss despite interpolating training data.
method Developed a new parametrization of the model that combines benefits of ℓ1 and ℓ2 norms.
result Training via gradient descent leads to an interpolator with near-optimal test loss.

Inflating the minimum norm interpolator improves linear regression generalization error.

problem Highly anisotropic covariances and diverging d/nd/n in linear regression.
method Inflating the minimum 2\ell_2 norm interpolator by a constant greater than one.
result Inflating the minimum norm interpolator improves generalization error.

We provide recovery guarantees for compressible signals that have been corrupted with noise and extend the framework introduced in \cite{bafna2018thwarting} to defend neural networks against 0\ell_0-norm, 2\ell_2-norm, and \ell_{\infty}-norm attacks. Our results are general as they can be applied to most unitary tr…

2019-07-15abs ↗pdf ↗

Statistical analysis of regularization in continual learning tasks.

problem Understanding how regularization affects model performance in sequential learning.
method Derivation of convergence rates, iterative update formula, and optimal hyperparameters for generalized ℓ2-regularization.
result Optimal hyperparameters balance forward and backward knowledge transfer, improving model performance.

Characterizes inductive bias in multi-channel linear CNNs with bounded weight norm.

problem Understanding the inductive bias in multi-channel linear convolutional networks.
method Function space characterization and empirical testing of gradient descent.
result The inductive bias depends on the number of output channels for multi-channel inputs but not for single-channel inputs.

New method estimates robust mean in high dimensions with minimized outliers.

problem Estimating the mean in high dimensions when a fraction of data is corrupted.
method Formulating the problem as 0\ell_0-norm minimization under second moment constraints, and using 1\ell_1 and p\ell_p minimization techniques.
result The proposed method achieves order optimal robust mean estimation and significantly outperforms existing methods.

Transfer learning improves MNI's performance in high-dimensional linear regression.

problem Improving model performance in high-dimensional linear regression with diverse data.
method Proposes a Transfer MNI approach, analyzing its excess risk and conditions for outperformance.
result Identifies free-lunch covariate shift regimes where knowledge transfer benefits.

Our paper characterizes how ReLU affects GD's implicit bias in high-dimensional neural networks.

problem Understanding the implicit bias of gradient descent on neural networks.
method Novel primal-dual analysis tracking predictions and coefficients.
result The implicit bias approximates the minimum-2\ell_2-norm solution with high probability.

This study shows how optimizer choice affects adversarial robustness in neural networks.

problem Understanding and improving adversarial robustness in neural networks.
method Revisiting known results linking robust classifiers and minimum norm solutions, combining them with recent optimizer bias findings.
result Achieving both perfect standard accuracy and robustness with certain optimizers under specific conditions.

We derive an upper bound on the local Rademacher complexity of p\ell_p-norm multiple kernel learning, which yields a tighter excess risk bound than global approaches. Previous local approaches aimed at analyzed the case p=1p=1 only while our analysis covers all cases 1p1\leq p\leq\infty, assuming the different feature …

2011-03-03abs ↗pdf ↗

New method approximates complex kernel norms with random features, making learning tractable.

problem Complexity of learning with kernel methods in high dimensions.
method Random features approximations to Fp\mathcal{F}_p norms, focusing on p>1p>1.
result For p>1p>1, the number of random features required is polynomial in the sample size, making learning tractable.

We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted 1\ell_1-Norm penalization, henceforth SLOPE. Our approach is able to group constituents with similar correlation properties, and with the same underlyin…

2017-10-06abs ↗pdf ↗

Paper improves regret bounds for distributed experts problem.

problem Minimizing loss in a distributed experts problem.
method Protocol achieving improved regret bound with minimized communication.
result Regret bound improved to R1Textpolylog(nsT)R \gtrsim \frac{1}{\sqrt{T} \cdot ext{poly}\log(nsT)}.

New tensor formulation reveals gradient flow's bias in linear neural networks.

problem Understanding implicit bias in linear neural network training.
method Tensor formulation of neural networks, including fully-connected, diagonal, and convolutional networks.
result Gradient flow on linear tensor networks converges to solutions of specific optimization problems.

In this paper, we propose p\ell_p-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the sparsity of the second-order KKT points of the p\ell_p-norm regularized models…

2013-12-22abs ↗pdf ↗

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with 0\ell_0-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to tackle their convex surrogates based on 1\ell_1-norm relaxations. In this paper…

2018-11-06abs ↗pdf ↗

The paper characterizes functions of shallow ReLU NN denoisers under minimal norm constraints.

problem Understanding the theoretical success of neural network denoisers.
method Characterization of functions realized by shallow ReLU NN denoisers under minimal norm constraints.
result The functions realized by shallow ReLU NN denoisers are contractive toward clean data points and generalize better than the empirical MMSE estimator at low noise levels.

The paper analyzes the robustness of a minimum 2\ell_2 interpolator in high-dimensional linear regression.

problem Analyzing the robustness of a minimum 2\ell_2 interpolator in high-dimensional linear regression.
method The paper analyzes the interpolator with minimal 2\ell_2-norm in a general high-dimensional linear regression framework, proving bounds on prediction loss.
result The paper shows that the prediction loss of the interpolator is bounded by (β22rcn(Σ)ξ2)/n(\|β^*\|^2_2r_{cn}(Σ)\vee \|ξ\|^2)/n with high probability, revealing a transition in rates.

AdamW optimizes a constrained loss with \ell_\infty norm constraint.

problem Understanding the optimization behavior of AdamW with \ell_\infty norm constraint.
method Analyzing AdamW as a smoothed version of SignGD and connecting it to Frank-Wolfe optimization.
result AdamW implicitly performs constrained optimization with \ell_\infty norm constraint.

Minimum-norm solutions generalize well in over-parametrized neural networks.

problem Generalization error in over-parametrized neural networks.
method Analyzing three models: random feature model, two-layer neural network, and residual network.
result Generalization error for minimum-norm solutions is comparable to Monte Carlo rate, up to logarithmic terms.

A study on a surprising phase transition in model generalization error as parameters approach sample size.

problem Understanding the generalization error of overparametrized ridge models.
method Finite sample analysis using continuous Newton method and 2\ell_2-norm solution performance.
result The generalization error decreases after the threshold p=np=n for ridge models.

This paper tackles robustness of ensemble stumps and trees under general ℓ_p norm perturbations.

problem The vulnerability of ensemble stumps and trees to small input perturbations under the ℓ_∞ norm.
method Developed dynamic programming algorithms for robustness verification and certified defense under general ℓ_p norm perturbations.
result First certified defense method for ensemble stumps and trees under ℓ_p norm perturbations.

Advances robust principal component analysis with transformed ℓ1 regularization.

problem Recovering low-rank structures from noisy, partially observed data corrupted by sparse outliers.
method Proposes transformed ℓ1 (TL1) regularization to improve approximations of rank and ℓ0 functional.
result Achieves higher accuracy in estimating low-rank and sparse components compared to classical convex models, especially under non-uniform sampling schemes.

CNN layers with large norms are still robust to adversarial attacks.

problem Understanding the relationship between layer norms and adversarial robustness in CNNs.
method Theoretical analysis of 1\ell_1 and \ell_\infty norms, norm decay method, adversarial training frameworks.
result Adversarially robust CNNs can have comparable or larger layer norms than non-adversarially robust ones.

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.

In many applications, high-dimensional data points can be well represented by low-dimensional subspaces. To identify the subspaces, it is important to capture a global and local structure of the data which is achieved by imposing low-rank and sparseness constraints on the data representation matrix. In low-rank sparse …

2018-12-17abs ↗pdf ↗

This paper assesses Gaussian and Exponential mechanisms for certifying adversarial robustness.

problem Certifying adversarial robustness using randomized smoothing mechanisms.
method Proposes a generic framework to assess the appropriateness of randomized smoothing mechanisms.
result Gaussian mechanism is an appropriate option for certifying both 2\ell_2-norm and \ell_\infty-norm robustness.

New algorithm solves 0\ell_0-norm constrained multilinear logistic regression for tensor data.

problem Non-convex and nonsmooth 0\ell_0-norm constraints in multilinear logistic regression.
method APALM+^+ method for globally convergent optimization.
result APALM+^+ ensures convergence to a first-order critical point.

The study examines how shallow neural nets converge to training samples or manifold points during diffusion.

problem Understanding when and how shallow neural nets converge to training samples or manifold points during diffusion.
method Analysis of shallow ReLU neural network denoisers trained with minimal 2\ell^2 norm, comparing score flow and diffusion flow.
result Probability flow converges to training points, sums of training points, or manifold points, depending on the diffusion time scheduler.