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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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48 results for noisy gradient descent

Study on privacy leakage in noisy gradient descent algorithms.

problem Information leakage of iterative randomized learning algorithms about training data.
method Analyzes the dynamics of Rényi differential privacy loss in noisy gradient descent algorithms.
result Privacy loss converges exponentially fast for smooth and strongly convex loss functions.

We consider the behavior of gradient flow and of discrete and noisy gradient descent. It is commonly noted that the addition of noise to the process of discrete gradient descent can affect the trajectory of gradient descent. In previous work, we observed such effects. There, we considered the case where the minima had …

2018-09-14abs ↗pdf ↗

AGNES accelerates gradient descent with noisy gradients.

problem Minimizing smooth convex and strongly convex functions with noisy gradients.
method Generalization of Nesterov's accelerated gradient descent algorithm for noisy conditions.
result AGNES achieves acceleration for noisy gradients with a constant of proportionality up to 1.

Preconditioned non-convex gradient descent improves noisy matrix estimation.

problem Estimating low-rank matrices from noisy measurements.
method Preconditioned non-convex gradient descent for noisy measurements.
result Preconditioned method converges to minimax optimal estimate at a linear rate.

Deep learning with noisy gradient descent outperforms linear estimators in high dimensions.

problem Theoretical explanation of deep learning's superiority over linear methods.
method Theoretical analysis of excess risk of a deep learning estimator trained by noisy gradient descent.
result Deep learning achieves a faster learning rate than linear estimators, especially in high dimensions.

In this note, we observe the behavior of gradient flow and discrete and noisy gradient descent in some simple settings. It is commonly noted that addition of noise to gradient descent can affect the trajectory of gradient descent. Here, we run some computer experiments for gradient descent on some simple functions, and…

2018-08-14abs ↗pdf ↗

Neural networks can interpolate noisy data and still generalize well.

problem Generalization of neural networks trained on noisy data.
method Two-layer neural networks trained to interpolation by gradient descent on corrupted labels.
result Neural networks can achieve zero training error and optimal test error.

Gradient descent implicitly regularizes neural networks by penalizing large loss gradients.

problem How to optimize deep neural networks without explicit regularization.
method Backward error analysis to calculate implicit gradient regularization and demonstrate its effectiveness empirically.
result Implicit gradient regularization biases gradient descent toward flat minima, improving model robustness and test errors.

Paper analyzes gradient descent with noisy data copies for linear regression, showing regularization and acceleration effects.

problem Improving generalization in machine learning through data augmentation with noise.
method Gradient descent with on-line noisy copies for linear regression analysis.
result Training with on-line noisy copies is equivalent to ridge regularization with a specific regularization parameter.

APGD algorithm efficiently recovers over-parameterized matrices from noisy measurements.

problem Matrix sensing problem with over-parameterization and noisy measurements.
method Alternating preconditioned gradient descent (APGD) algorithm incorporating preconditioning terms.
result APGD converges to a near-optimal error at a linear rate.

The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and the covariance structure of gradient noise are critical for regularization, it remains unclear whether or not the class of noise distribution…

2019-06-18abs ↗pdf ↗

Paper studies early-stopped mirror descent for noisy sparse phase retrieval.

problem Recovering a sparse signal from noisy quadratic measurements.
method Early-stopped mirror descent with hyperbolic entropy mirror map.
result Achieves nearly minimax-optimal rate of convergence for kk-sparse signals.

Gradient descent with noise converges to a unique optimum in nonconvex matrix factorization.

problem Gradient descent with noise converges to a unique optimum in nonconvex matrix factorization.
method A perturbed form of gradient descent with arbitrary initialization.
result Gradient descent with noise converges to a unique optimum.

The paper analyzes generalization of noisy iterative algorithms using communication theory.

problem Generalization of models trained by noisy iterative algorithms under different distributions.
method Connecting noisy iterative algorithms to additive noise channels in communication theory.
result Distribution-dependent generalization bounds for noisy iterative algorithms.

New research shows existing information-theoretic methods can't establish minimax rates for gradient descent in stochastic convex optimization.

problem Establishing minimax rates for gradient descent in stochastic convex optimization using information-theoretic methods.
method Examined several information-theoretic frameworks including input-output mutual information bounds, conditional mutual information bounds, PAC-Bayes bounds, and their variants.
result Proved that none of the examined information-theoretic frameworks can establish minimax rates for gradient descent in stochastic convex optimization.

The paper examines how gradient descent stabilizes low-rank matrix factorization in noisy conditions.

problem Stability of low-rank implicit regularization in perturbed deep matrix factorization.
method Derives spectral conditions for gradient descent to exhibit a low-rank phase in noiseless settings and analyzes perturbed dynamics.
result Gradient descent converges to a low-rank solution under perturbation, with explicit dependence on perturbation size.

We introduce a novel algorithm for the detection of possible sample corruption such as mislabeled samples in a training dataset given a small clean validation set. We use a set of inclusion variables which determine whether or not any element of the noisy training set should be included in the training of a network. We…

2019-05-14abs ↗pdf ↗

Paper shows robustness of gradient descent in matrix sensing despite perturbations.

problem Understanding robustness of gradient descent in matrix sensing.
method Developed perturbed gradient flow to capture noise and improve robustness.
result Gradient descent is robust to perturbations in matrix sensing.

Improved privacy analysis for stochastic gradient descent.

problem Analyzing privacy leakage in noisy stochastic gradient descent.
method Modeling Rényi divergence dynamics with Langevin diffusions, proving exponential privacy loss convergence for smooth and strongly convex objectives.
result Privacy loss converges exponentially fast for smooth and strongly convex objectives under constant step size.

Neural networks learn clean data patterns first, then noisy data, leading to improved performance initially but deteriorating later.

problem Improvement in prediction error on clean data during early training of neural networks with noisy labels.
method Theoretical analysis and experiments to explore the dynamics of gradient descent and the impact of clean and noisy data.
result Neural networks prioritize learning clean data patterns first, leading to improved performance initially but deteriorating later due to diminishing gradient dominance of clean samples over noisy ones.

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system. Even though the objective function is non-convex, we provide polynomial running …

2016-09-16abs ↗pdf ↗

We study the problem of learning one-hidden-layer neural networks with Rectified Linear Unit (ReLU) activation function, where the inputs are sampled from standard Gaussian distribution and the outputs are generated from a noisy teacher network. We analyze the performance of gradient descent for training such kind of n…

2018-06-20abs ↗pdf ↗

Paper proposes a pre-conditioning technique to speed up gradient-descent convergence in distributed linear least-squares problems.

problem Expediting convergence of gradient-descent method for ill-conditioned distributed linear least-squares problems.
method Iterative pre-conditioning technique to improve convergence rate of gradient-descent method.
result Pre-conditioned gradient-descent achieves superlinear convergence for unique solutions and improved linear convergence otherwise.

The study examines how many samples are needed to minimize a noisy convex function with inaccurate gradient estimates.

problem Determining the number of samples needed to minimize a noisy convex function with inaccurate gradient estimates.
method Using Stochastic Convex Optimization as a case study, the study analyzes the relationship between the number of samples and the accuracy of gradient estimates.
result The study provides partial answers to the question, showing that a general analyst requires Ω(1/ε3)Ω(1/ε^3) samples and that under certain assumptions, ildeΩ(1/ε2.5) ilde Ω(1/ε^{2.5}) samples are necessary for gradient descent to interact with the oracle.

Algorithm generates private continuous-time data for sensitive domains.

problem Private generation of continuous-time data for sensitive domains.
method Mean-field Langevin dynamics and noisy particle gradient descent.
result Strong privacy guarantees for one-time data contributions.

New algorithms minimize noisy, irregular functions without gradients.

problem Minimizing noisy, irregular, and algebraically intractable functions.
method Generalized gradient descent recursion with smooth approximations.
result Convergence results under weak assumptions on function regularity.

Label noise may affect the generalization of classifiers, and the effective learning of main patterns from samples with noisy labels is an important challenge. Recent studies have shown that deep neural networks tend to prioritize the learning of simple patterns over the memorization of noise patterns. This suggests a …

2018-11-20abs ↗pdf ↗

Paper introduces a neural network training algorithm for noisy data that achieves optimal parameters and replicates real-world behaviors.

problem Theoretical gap between universal approximation theorems and practical machine learning with noisy data.
method Randomized training algorithm for neural networks trained on noisy data samples.
result Trained neural networks achieve optimal parameters and exhibit real-world behaviors like sub-linear complexity and interpolation.

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often require proper regularization (e.g. trimming, regularized cost, projection) in order…

2017-11-28abs ↗pdf ↗

Stochastic GD converges linearly for CV@R learning under certain conditions.

problem Optimizing CV@R in statistical learning with non-convex loss functions.
method Stochastic Gradient Descent with Polyak-Łojasiewicz condition.
result Stochastic GD achieves linear convergence for CV@R learning.

Given data with noisy labels, over-parameterized deep networks can gradually memorize the data, and fit everything in the end. Although equipped with corrections for noisy labels, many learning methods in this area still suffer overfitting due to undesired memorization. In this paper, to relieve this issue, we propose …

2018-09-28abs ↗pdf ↗

Gradient descent with random weights in linear regression analyzed for various noise types.

problem Analyzing the impact of random noise on gradient descent in linear regression.
method Gradient descent with randomly weighted data points, various weighting distributions, geometric moment contraction.
result Characterization of implicit regularization and non-asymptotic convergence bounds.

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in machine learning for massive data sets (big data). In particular, stochastic gradien…

2017-06-29abs ↗pdf ↗

Stochastic gradient descent in continuous time (SGDCT) provides a computationally efficient method for the statistical learning of continuous-time models, which are widely used in science, engineering, and finance. The SGDCT algorithm follows a (noisy) descent direction along a continuous stream of data. The parameter …

2017-10-11abs ↗pdf ↗