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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.

168,657 papers · 148 categories

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1234 · Dec 201919922001200920172026
48 results for minimum-norm

Batching stabilizes risk in high-dimensional linear regression models.

problem Stability and risk behavior in high-dimensional overparameterized linear regression.
method Minimum-norm overparameterized linear regression model with batch-partitioning.
result Optimal batch size is inversely proportional to noise level and overparametrization ratio, leading to stable risk behavior.

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.

Task shift from classification to regression is possible in overparameterized linear models with limited additional data.

problem Transferability of latent knowledge from classification to regression in overparameterized linear models.
method Investigation of task shift in overparameterized linear regression, zero-shot and few-shot cases, with a focus on minimum-norm interpolation.
result Minimum-norm interpolators can transfer latent knowledge from classification to regression with limited additional data.

We introduce a norm on the space of test configurations, which we call the minimum norm. We conjecture that uniform K-stability with respect to this norm is equivalent to the existence of a constant scalar curvature Kähler metric. This notion of uniform K-stability is analogous to coercivity of the Mabuchi functional. …

2014-12-01abs ↗pdf ↗

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.

The paper explores how over-parameterized linear regression models generalize without violating learning theory principles.

problem Understanding how over-parameterized linear regression models generalize without violating learning theory principles.
method The paper uses the predictive normalized maximum likelihood (pNML) learner to investigate the minimum norm solution of over-parameterized linear regression models.
result The model generalizes well when the test sample lies in a subspace spanned by eigenvectors associated with large eigenvalues of the training data.

This work studies finite-sample properties of the risk of the minimum-norm interpolating predictor in high-dimensional regression models. If the effective rank of the covariance matrix ΣΣ of the pp regression features is much larger than the sample size nn, we show that the min-norm interpolating predictor is not de…

2020-02-06abs ↗pdf ↗

The paper explores why a specific type of predictor works well in noisy data.

problem Understanding why a specific type of predictor (minimum-norm interpolator) works well in noisy data.
method The paper uses uniform convergence and zero-error predictors in a norm ball to explain the success of the minimum-norm interpolator.
result The minimum-norm interpolator is consistent, and this can be explained by uniform convergence of zero-error predictors in a norm ball.

New algorithm tackles high-dimensional contextual bandits without sparsity.

problem High-dimensional linear contextual bandit problem with large feature space.
method Proposes explore-then-commit (EtC) and adaptive explore-then-commit (AEtC) algorithms.
result Derives optimal rate for ETC algorithm and shows adaptive AEtC achieves it.

Normalization methods such as batch [Ioffe and Szegedy, 2015], weight [Salimansand Kingma, 2016], instance [Ulyanov et al., 2016], and layer normalization [Baet al., 2016] have been widely used in modern machine learning. Here, we study the weight normalization (WN) method [Salimans and Kingma, 2016] and a variant call…

2019-11-18abs ↗pdf ↗

Paper explains neural collapse in neural networks using a new model.

problem Understanding neural collapse in neural networks during training.
method Introducing the unconstrained layer-peeled model (ULPM) to prove gradient flow convergence to critical points of a minimum-norm separation problem.
result Proves that all critical points are strict saddle points except the global minimizers exhibiting neural collapse.

The phenomenon of benign overfitting is one of the key mysteries uncovered by deep learning methodology: deep neural networks seem to predict well, even with a perfect fit to noisy training data. Motivated by this phenomenon, we consider when a perfect fit to training data in linear regression is compatible with accura…

2019-06-26abs ↗pdf ↗

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.

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 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.

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.

This paper explores adaptive methods in over-parameterized linear regression.

problem Understanding why neural networks generalize well in over-parameterized settings.
method Characterizes two sub-classes of adaptive methods and their generalization performance.
result Adaptive methods in over-parameterized linear regression converge to the minimum norm solution.

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.

NTK neural networks are robust to adversarial attacks in nonparametric regression.

problem Adversarial robustness of neural networks in nonparametric regression.
method Gradient flow with early stopping for NTK neural networks, proving robustness in Sobolev spaces.
result NTK neural networks achieve optimal adversarial robustness rates in Sobolev spaces.

Estimates long-term effects using past experiments as instruments with many weak instruments.

problem Estimating long-term causal effects with limited short-term outcomes and many weak instruments.
method Nonparametric instrumental variable inference with many weak instruments, using past experiments as instruments.
result Automatic debiased machine learning estimators for linear functionals of the structural function and its minimum-norm projection are efficient in the many-weak-instruments regime.

In the absence of explicit regularization, Kernel "Ridgeless" Regression with nonlinear kernels has the potential to fit the training data perfectly. It has been observed empirically, however, that such interpolated solutions can still generalize well on test data. We isolate a phenomenon of implicit regularization for…

2018-08-01abs ↗pdf ↗

Study shows double descent curve in high-dimensional linear regression with random projections.

problem Understanding the generalization performance in high-dimensional settings with random projections.
method Fixed prediction problem, ridge regression estimator, minimum norm least-squares fit, random matrix theory, asymptotic equivalents.
result Exhibit a double descent curve for high-dimensional linear regression with random projections.

Gradient descent with large steps leads to chaotic parameter space and unpredictable outcomes.

problem Understanding the behavior of gradient descent with large step sizes in matrix factorization.
method Analyzing the fractal structure of the parameter space and deriving critical step sizes for convergence.
result Gradient descent with large steps exhibits chaotic behavior and sensitivity to initialization, creating a fractal boundary between converging and diverging minimizers.

Study shows that ridgeless Gaussian kernel regression overfits even with varying bandwidth or dimensionality.

problem Analyzing overfitting in Gaussian kernel ridgeless regression with varying bandwidth or dimensionality.
method Examined the behavior of minimum norm interpolating solutions for fixed and increasing dimensions under varying bandwidth and sample size.
result Ridgeless solutions are never consistent and can be worse than null predictor with large enough noise, even with varying bandwidth or dimensionality.

Classification and regression tasks in overparameterized models show different generalization properties.

problem Comparing classification and regression in overparameterized models.
method Comparison of least-squares minimum-norm interpolation and hard-margin SVM using different loss functions.
result Interpolating solutions generalize well with 0-1 loss but not with square loss.

The paper examines how spike strengths and alignments affect overfitting in linear regression models.

problem The impact of spike strengths and alignments on overfitting in linear regression models.
method Characterization of generalization error through exact expressions and analysis of spike strengths, aspect ratio, and target alignment.
result Increasing spike strength can lead to catastrophic overfitting before benign overfitting, especially in well-specified aligned problems.

Large learning rates improve neural network generalization, study shows.

problem Understanding why large learning rates lead to better neural network generalization.
method Visual analysis of training and testing loss landscapes, introduction of a nonlinear model.
result Extended phase with large learning rates leads to near-optimal generalization.

The paper defines a hypothesis space for deep learning using DNNs.

problem Developing a mathematical framework for deep learning.
method Introducing a Banach space of functions of input variables based on DNNs, proving it's a RKBS, and establishing representer theorems for learning models.
result Solutions to learning problems can be expressed as finite sums of kernel expansions based on training data.

The paper analyzes reg-SGD for convex problems, proving convergence and quantifying the rate of convergence.

problem Minimizing convex, L-smooth functions in a Hilbert space.
method Regularized stochastic gradient descent with decaying regularization.
result Strong convergence to the minimum-norm solution without boundedness assumptions.