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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.

168,695 papers · 148 categories

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316192122 · Jun 202019922001200920172026
48 results for multiplicative-weight update

Paper proves multiplicative weight updates can train neural networks without learning rate tuning.

problem Vanishing and exploding gradients in gradient descent for compositional functions.
method Proves descent lemma for compositional functions using multiplicative weight updates and derives Madam optimizer.
result Madam optimizer trains state-of-the-art neural networks without learning rate tuning.

New algorithm provably converges to second-order stationary points in NMF.

problem Understanding convergence to local minima in NMF.
method Multiplicative weight update dynamics, concurrent updates, and simplex reduction.
result Provable convergence to second-order stationary points.

Algorithm learns Sherrington-Kirkpatrick model parameters at low temperatures.

problem Learning parameters of random graphical models at low temperatures.
method Multiplicative-weight update algorithm for polynomial time learning.
result Algorithm learns SK model parameters at βlognβ\leq \sqrt{\log n}.

A model for deciding which facts to remember in a lifelong learning scenario.

problem Deciding which facts to retain in limited memory from an endless stream of information.
method Mathematical model based on online learning framework, using multiplicative weights update algorithm with modifications.
result Design of an alternative scheme with close to optimal regret guarantees for memory-constrained lifelong learning.

We show that a simple randomized sketch of the matrix multiplicative weight (MMW) update enjoys (in expectation) the same regret bounds as MMW, up to a small constant factor. Unlike MMW, where every step requires full matrix exponentiation, our steps require only a single product of the form eAbe^A b, which the Lanczos …

2019-03-07abs ↗pdf ↗

Study shows memory needs grow with task sequence length in continual learning.

problem Challenges in retaining aptitude for multiple learning tasks sequentially.
method Complexity-theoretic study using communication complexity and multiplicative weights update.
result Memory needs grow linearly with task sequence length, suggesting intractability.

Improved MMWU algorithm achieves instance-optimal regret bound for matrix LEA.

problem Matrix Learning from Expert Advice problem.
method Developed a general potential-based framework for matrix LEA, using a new Jensen's trace inequality.
result Achieved instance-optimal regret bound of O(TS(Xd1Id))O(\sqrt{T\cdot S(X||d^{-1}I_d)}).

Develops theory of weightings for Lie groupoids and algebroids.

problem Understanding differential geometry of weightings for Lie groupoids and algebroids.
method Extending work on weighted manifolds, defining weighted submanifolds, and developing theories of linear weightings and multiplicative weightings.
result Characterizes infinitesimally multiplicative weightings for Lie algebroids and classifies multiplicative weightings of Lie groupoids.

This paper analyzes implicit bias in Deep Linear Discriminant Analysis.

problem The implicit bias of Deep Linear Discriminant Analysis.
method Analyzing gradient flow on a L-layer diagonal linear network.
result Under balanced initialization, the network transforms additive updates into multiplicative updates, conserving the (2/L) quasi-norm.

In distributed learning, the goal is to perform a learning task over data distributed across multiple nodes with minimal (expensive) communication. Prior work (Daume III et al., 2012) proposes a general model that bounds the communication required for learning classifiers while allowing for $\eps$ training error on lin…

2012-04-16abs ↗pdf ↗

We introduce a framework for performing regression between two Hilbert spaces. This is done based on Kirszbraun's extension theorem, to the best of our knowledge, the first application of this technique to supervised learning. We analyze the statistical and computational aspects of this method. We decompose this task i…

2019-05-28abs ↗pdf ↗

We address the challenge of designing optimal adversarial noise algorithms for settings where a learner has access to multiple classifiers. We demonstrate how this problem can be framed as finding strategies at equilibrium in a two-player, zero-sum game between a learner and an adversary. In doing so, we illustrate the…

2019-06-06abs ↗pdf ↗

A new method estimates parameters in heavy-tailed corrupted regression with unknown covariance and heterogeneous noise.

problem Estimating parameters in regression with heavy-tailed errors and unknown covariance.
method Near-optimal computationally tractable estimator based on power method and Multiplicative Weight Update algorithm.
result The estimator achieves the optimal statistical rate and breakdown-point under near-optimal sample size.

Study online learning of quantum processes, showing feasibility for certain types.

problem Learning quantum processes adaptively, especially for bounded gate complexity and Pauli channels.
method Online learning, mistake-bounded model, multiplicative weights update algorithm, Bell sampling.
result Online learning feasible for quantum channels of bounded gate complexity and Pauli channels.

This work analyzes how users and services adapt to reduce risk, leading to specialization.

problem Adaptation of users and services to reduce risk affects learning and performance.
method Analyzed a class of dynamics where users allocate participation and services update parameters.
result Repeated myopic updates with multiple learners lead to better outcomes than repeated risk minimization.

In this paper, we study the problem of robust influence maximization in the independent cascade model under a hyperparametric assumption. In social networks users influence and are influenced by individuals with similar characteristics and as such, they are associated with some features. A recent surging research direc…

2019-03-09abs ↗pdf ↗

We study the interplay between sequential decision making and avoiding discrimination against protected groups, when examples arrive online and do not follow distributional assumptions. We consider the most basic extension of classical online learning: "Given a class of predictors that are individually non-discriminato…

2018-10-28abs ↗pdf ↗

Many generative models have to combat missing modes\textit{missing modes}. The conventional wisdom to this end is by reducing through training a statistical distance (such as ff-divergence) between the generated distribution and provided data distribution. But this is more of a heuristic than a guarantee. The statistical distanc…

2019-02-13abs ↗pdf ↗

OMWU shows last iterate convergence in convex-concave games.

problem Optimizing in constrained min-max optimization landscapes.
method OMWU (Optimistic Multiplicative-Weights Update) in the no-regret online learning framework.
result OMWU exhibits last iterate convergence for convex-concave games, generalizing previous results.

Adversarial CBO optimizes under interventions by adversaries and non-stationarities.

problem Optimizing in the presence of adversaries and non-stationary factors.
method Formalizes CBO as ACBO, introduces CBO-MW algorithm combining online learning and causal modeling.
result First algorithm with bounded regret for ACBO, achieving superior performance in synthetic and real-world environments.

The study explores weightings on submanifolds and their geometric properties.

problem Understanding weightings on submanifolds and their geometric implications.
method Detailed exploration of weighted normal bundles, weighted deformation spaces, and weighted blow-ups.
result A description of weightings in terms of subbundles of higher tangent bundles, leading to new concepts for Lie algebroids and groupoids.

This paper certifies cluster assignments from sum-of-norms clustering algorithms.

problem Certifying the correct cluster assignments from approximate solutions of sum-of-norms clustering.
method Presented a clustering test that identifies and certifies the correct cluster assignment from an approximate solution.
result The correct cluster assignment is guaranteed to be certified by a primal-dual path following algorithm after sufficient iterations.

Paper tackles ranking items with a semi-random comparison graph and a monotone adversary.

problem Ranking items based on pairwise comparisons from a semi-random comparison graph with a monotone adversary.
method Developed a weighted maximum likelihood estimator (MLE) and an SDP-based approach to reweight the semi-random graph.
result Achieves near-optimal sample complexity, up to a log^2(n) factor, for identifying the top-K preferred items.

Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. In this paper we present Multiple-weighted Independent Component Analysis (MWeICA) algorithm, a new ICA method which is based on approximate diagonalizat…

2019-05-31abs ↗pdf ↗

This work improves robustness guarantees for neural networks using low rank representations.

problem Certified robustness to adversarial perturbations in neural networks.
method Low rank representations to provide improved robustness guarantees.
result Improved robustness guarantees for \ell_\infty perturbations using natural low rank representations.

We study the problem of online clustering where a clustering algorithm has to assign a new point that arrives to one of kk clusters. The specific formulation we use is the kk-means objective: At each time step the algorithm has to maintain a set of k candidate centers and the loss incurred is the squared distance bet…

2019-09-15abs ↗pdf ↗

Improved convergence rates for saddle-point optimization algorithms.

problem Understanding last-iterate convergence rates for saddle-point optimization algorithms in constrained settings.
method Expanding the understanding of last-iterate convergence for Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative Weights Update (OMWU) in the constrained setting.
result Linear last-iterate convergence achieved with a universal constant learning rate for OMWU in bilinear games over the simplex.

Unified approach for robust and heavy-tailed mean estimation in high dimensions.

problem Estimating mean in high dimensions with adversarial corruption or heavy-tailed distributions.
method Unified meta-problem and duality theorem leading to Filter algorithm and QUE scheme.
result Unified and efficient algorithms for both robust and heavy-tailed mean estimation.

We consider the problem of multi-objective maximization of monotone submodular functions subject to cardinality constraint, often formulated as maxA=kmini{1,,m}fi(A)\max_{|A|=k}\min_{i\in\{1,\dots,m\}}f_i(A). While it is widely known that greedy methods work well for a single objective, the problem becomes much harder with multiple objec…

2017-11-17abs ↗pdf ↗

New OLO algorithms use Stein's method for better performance tradeoffs.

problem Achieving optimal tradeoffs in adversarial online linear optimization.
method Operationalizing Stein's method for computationally efficient OLO algorithms.
result Additively sharp upper bounds on regret and total loss.

The article is devoted to investigating the application of hedging strategies to online expert weight allocation under delayed feedback. As the main result, we develop the General Hedging algorithm G\mathcal{G} based on the exponential reweighing of experts' losses. We build the artificial probabilistic framework and …

2019-02-27abs ↗pdf ↗

New loss function improves classification for imbalanced and sensitive groups.

problem Optimizing metrics like balanced error and equal opportunity in imbalanced and sensitive classification.
method Developed a principled vector-scaling (VS) loss function that addresses multiplicative adjustments necessary at terminal training phase.
result The VS loss function improves minority class performance and generalizes to different types of imbalances.

New bounds show agnostic multiclass learning depends on two dimensions: Natarajan and Daniely-Shalev-Shwartz.

problem Understanding sample complexity in multiclass classification with agnostic learning.
method Developed a novel online procedure based on a self-adaptive multiplicative-weights algorithm.
result Agnostic sample complexity bounds are in the form of DS^(1.5)/ε + Nat/ε^2, nearly tight up to a √DS factor.

New algorithm for robust mean estimation in high dimensions with nearly-PCA time complexity.

problem Robust mean estimation in high-dimensional data with a minority of contaminated data.
method List-decodable mean estimation algorithm using a novel soft downweighting method, SIFT, and a Ky Fan matrix multiplicative weights procedure.
result Optimal sample complexity and error rate for list-decodable mean estimation with runtime nearly matching PCA.

LGV boosts adversarial attacks by improving surrogate models.

problem Improving the transferability of black-box adversarial attacks.
method LGV uses a pretrained surrogate model and multiple weight sets from additional training epochs to generate an effective surrogate ensemble.
result LGV outperforms other test-time transformations by significant margins.

We study the collaborative PAC learning problem recently proposed in Blum et al.~\cite{BHPQ17}, in which we have kk players and they want to learn a target function collaboratively, such that the learned function approximates the target function well on all players' distributions simultaneously. The quality of the col…

2018-05-23abs ↗pdf ↗