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.
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.
The paper analyzes the robustness of a minimum ℓ2 interpolator in high-dimensional linear regression.
problem Analyzing the robustness of a minimum ℓ2 interpolator in high-dimensional linear regression.
method The paper analyzes the interpolator with minimal ℓ2-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 (∥β∗∥22rcn(Σ)∨∥ξ∥2)/n with high probability, revealing a transition in rates.
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.
We study the risk of minimum-norm interpolants of data in Reproducing Kernel Hilbert Spaces. Our upper bounds on the risk are of a multiple-descent shape for the various scalings of d=nα, α∈(0,1), for the input dimension d and sample size n. Empirical evidence supports our finding that minimum-norm interpo…
The paper shows how multi-task learning in neural networks is similar to kernel regression and Hilbert spaces.
problem Understanding the solutions to multi-task shallow ReLU neural network learning problems.
method Analyzing the properties of solutions to multi-task shallow ReLU neural network learning problems, proving uniqueness and equivalence to minimum-norm interpolation problems in Hilbert spaces.
result The solutions to multi-task neural network interpolation problems are almost always unique and coincide with the solution to a minimum-norm interpolation problem in a Sobolev (Reproducing Kernel) Hilbert Space.
We show that minimum-norm interpolation in the Reproducing Kernel Hilbert Space corresponding to the Laplace kernel is not consistent if input dimension is constant. The lower bound holds for any choice of kernel bandwidth, even if selected based on data. The result supports the empirical observation that minimum-norm …
A data filtering method for cluster analysis is proposed, based on minimizing a least squares function with a weighted ℓ0-norm penalty. To overcome the discontinuity of the objective function, smooth non-convex functions are employed to approximate the ℓ0-norm. The convergence of the global minimum points o…
Adversarial training improves linear regression solutions, offering robustness against small perturbations.
problem Vulnerability of linear models to adversarial perturbations.
method Formulated as a min-max problem, adversarial training minimizes the best solution under worst-case attacks.
result Adversarial training yields the minimum-norm interpolating solution in overparameterized models, equivalent to parameter shrinking methods in underparameterized models.
Adversarial training improves linear regression solutions, revealing sparsity and abrupt interpolation.
problem Adversarial attacks on linear regression models.
method Formulated as a convex problem, adversarial training is used to find robust solutions that are sparse and interpolate data.
result Adversarial training with small disturbances gives the solution with the minimum-norm that interpolates the training data, revealing abrupt transition into interpolation.
Interpolators -- estimators that achieve zero training error -- have attracted growing attention in machine learning, mainly because state-of-the art neural networks appear to be models of this type. In this paper, we study minimum ℓ2 norm ("ridgeless") interpolation in high-dimensional least squares regression. …
The paper tackles multi-armed bandits with vector losses, focusing on minimizing the ℓ∞-norm of relative losses.
problem Minimizing the ℓ∞-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 study least squares linear regression over N uncorrelated Gaussian features that are selected in order of decreasing variance. When the number of selected features p is at most the sample size n, the estimator under consideration coincides with the principal component regression estimator; when p>n, the esti…
We give improved algorithms for the ℓp-regression problem, minx∥x∥p such that Ax=b, for all p∈(1,2)∪(2,∞). Our algorithms obtain a high accuracy solution in O~p(m2p+∣p−2∣∣p−2∣)≤O~p(m31) iterations, where each iteration requires s…
This paper considers the fundamental problem of learning a complete (orthogonal) dictionary from samples of sparsely generated signals. Most existing methods solve the dictionary (and sparse representations) based on heuristic algorithms, usually without theoretical guarantees for either optimality or complexity. The r…
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…
We study the problem of globally recovering a dictionary from a set of signals via ℓ1-minimization. We assume that the signals are generated as i.i.d. random linear combinations of the K atoms from a complete reference dictionary D∗∈RK×K, where the linear combination coefficients are from…