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.
Stochastic momentum methods trade compute efficiency for serial runtime.
problem Stochastic momentum methods trade compute efficiency for serial runtime.
method Stochastic HB and ASGD for consistent linear regression with Gaussian covariates.
result HB preserves SGD-level CE over a larger batch-size window, allowing larger batches to reduce serial runtime until HB reaches its deterministic accelerated scale.
It is common practice to decay the learning rate. Here we show one can usually obtain the same learning curve on both training and test sets by instead increasing the batch size during training. This procedure is successful for stochastic gradient descent (SGD), SGD with momentum, Nesterov momentum, and Adam. It reache…
Although deep learning has produced dazzling successes for applications of image, speech, and video processing in the past few years, most trainings are with suboptimal hyper-parameters, requiring unnecessarily long training times. Setting the hyper-parameters remains a black art that requires years of experience to ac…
Study on massless Vlasov equation on Reissner-Nordström spacetimes, showing decay rates and non-decay phenomena.
problem Analyzing decay and non-decay rates of solutions to the massless Vlasov equation on Reissner-Nordström spacetimes.
method Quantitative analysis of geodesic flow and comparison to wave equation instability results.
result Exponential decay rates in subextremal cases and polynomial rates in extremal cases, with non-decay of transversal derivatives in extremal cases.
In 1996, Huisken-Yau proved that every three-dimensional Riemannian manifold can be uniquely foliated near infinity by stable closed surfaces of constant mean curvature (CMC) if it is asymptotically equal to the (spatial) Schwarzschild solution. Later, their decay assumptions were weakened by Metzger, Huang, Eichmair-M…
The momentum ray transform Ik integrates a rank m symmetric tensor field f over lines of Rn with the weight tk: $ (I^k\!f)(x,ξ)=\int_{-\infty}^\infty t^kłf(x+tξ),ξ^m\r\,dt. $ We give the range characterization for the operator f↦(I0f,I1f,…,Imf) on the Schwartz space of rank m smo…
Study reveals dynamics of neural networks with normalization, weight decay, and SGD.
problem Understanding the equilibrium condition in Spherical Motion Dynamics (SMD).
method Investigates SMD by exploring the cause of equilibrium condition, introducing assumptions, proposing angular update, and verifying theoretical results.
result Proves weight norm and angular update can converge at linear rate under given assumptions.
We propose NovoGrad, an adaptive stochastic gradient descent method with layer-wise gradient normalization and decoupled weight decay. In our experiments on neural networks for image classification, speech recognition, machine translation, and language modeling, it performs on par or better than well tuned SGD with mom…
We study coordinate-invariance of some asymptotic invariants such as the ADM mass or the Chruściel-Herzlich momentum, given by an integral over a "boundary at infinity". When changing the coordinates at infinity, some terms in the change of integrand do not decay fast enough to have a vanishing integral at infinity; bu…
We show that the Yang-Mills quantum field theory with momentum and spacetime cutoffs in four Euclidean dimensions is equivalent, term by term in an appropriately resummed perturbation theory, to a Fermionic theory with nonlocal interaction terms. When a further momentum cutoff is imposed, this Fermionic theory has a co…
In several recently proposed stochastic optimization methods (e.g. RMSProp, Adam, Adadelta), parameter updates are scaled by the inverse square roots of exponential moving averages of squared past gradients. Maintaining these per-parameter second-moment estimators requires memory equal to the number of parameters. For …
Closed and broken electromagnetic orbits in Kerr-Newman spacetime
problem Constructing closed and broken electromagnetic orbits in the Kerr-Newman spacetime
method Constructing smooth closed electromagnetic orbits tangent to the axial Killing field and proving the existence of spherical electromagnetic orbits
result Proving the existence of spherical electromagnetic orbits and constructing closed broken electromagnetic orbits
Deep Neural Network (DNN) is powerful but computationally expensive and memory intensive, thus impeding its practical usage on resource-constrained front-end devices. DNN pruning is an approach for deep model compression, which aims at eliminating some parameters with tolerable performance degradation. In this paper, w…
Recent literature on deep neural networks for tagging of highly energetic jets resulting from top quark decays has focused on image based techniques or multivariate approaches using high-level jet substructure variables. Here, a sequential approach to this task is taken by using an ordered sequence of jet constituents …
We test the price momentum effect in the Korean stock markets under the momentum universe shrinkage to subuniverses of the KOSPI 200. Performance of the momentum strategy is not homogeneous with respect to change of the momentum universe. It is found that some submarkets generate the higher momentum returns than other …