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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.

168,742 papers · 148 categories

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105211316421 · Jun 202019922001200920172026
48 results for non-convex bounds

First order methods can take extremely long to find global minima of non-convex functions.

problem Finding global minimizers of non-convex functions.
method Designing a family of non-convex functions and using statistical lower bounds for parameter estimation.
result First order methods can take exponential time to converge to a global minimizer.

Lower bounds for higher-order methods in non-convex optimization.

problem Proving lower bounds for higher-order methods in smooth non-convex finite-sum optimization.
method Analyzing deterministic and randomized algorithms, proposing a new smoothness assumption.
result Proves optimal lower bounds for simulating pth-order regularized methods on the whole function.

Improved generalization bounds for SGD in non-convex learning.

problem Understanding generalization properties of SGD in non-convex settings.
method Introducing Type II perturbed SGD (T2pm-SGD) to analyze generalization error bounds.
result Tighter generalization error bounds for SGD in non-convex learning, especially for sub-Gaussian and bounded loss functions.

Improved DP algorithms for non-convex optimization with tighter generalization bounds.

problem Private stochastic non-convex optimization in high-dimensional spaces.
method Differential privacy techniques, including adaptive algorithms like DP RMSProp and DP Adam, combined with adaptive data analysis.
result Achieved a sharper rate of p4/n\sqrt[4]{p}/\sqrt{n} for population loss, improving upon previous bounds.

New bounds found for optimizing non-convex functions with noisy data.

problem Limits of first-order stochastic optimization in non-convex settings.
method Divergence decomposition to construct challenging subclasses.
result Sharp lower bounds on noisy gradient queries for various non-convex classes.

New algorithm finds approximate stationary points in non-convex optimization.

problem Finding approximate stationary points in non-convex stochastic optimization.
method Design of an algorithm using O(ε3)O(ε^{-3}) stochastic gradient and Hessian-vector products.
result Optimal rate of O(ε3)O(ε^{-3}) for finding εε-approximate stationary points, matching lower bounds.

Paper develops probabilistic bounds for a stochastic gradient algorithm in non-convex problems.

problem Stochastic optimization in non-convex finite sum problems.
method Develops a new dimension-free Azuma-Hoeffding type bound for a martingale difference sequence.
result Empirical results show superior probabilistic performance of Prob-SARAH compared to other algorithms.

An Euler discretization of the Langevin diffusion is known to converge to the global minimizers of certain convex and non-convex optimization problems. We show that this property holds for any suitably smooth diffusion and that different diffusions are suitable for optimizing different classes of convex and non-convex …

2018-10-29abs ↗pdf ↗

Optimal control in changing systems without strong convexity assumptions.

problem Adversarial changes in convex costs for unknown linear systems.
method Non-convex lower confidence bounds and computationally-efficient regret minimization.
result Achieves T\smash{\sqrt{T}}-regret rate, optimal compared to best stabilizing controller.

Novel bounds for SGLD show generalization error decreases with more samples.

problem Understanding the generalization error of SGLD in non-convex optimization.
method Information-theoretic approach focusing on Kullback-Leibler divergence and sub-exponential loss function.
result Time-independent generalization bounds for SGLD, independent of step size and number of iterations.

AdaGrad outperforms SGD in non-convex optimization problems by a factor of d.

problem Finding near-stationary points in stochastic non-convex optimization.
method Refined assumptions on smoothness and gradient noise variance, l1l_1-norm stationarity measure.
result AdaGrad achieves a convergence rate favorable over SGD in certain non-convex settings.

Unified stability bounds for noisy SGD across convex and non-convex losses.

problem Deriving generalization bounds for noisy stochastic gradient descent.
method Unified approach using Lyapunov functions and applied probability.
result Time-uniform stability bounds for SGD on various loss functions.

New approach for distributed online optimization of non-convex losses with sublinear regret.

problem Regret evaluation and consensus in distributed, multi-agent systems with non-convex losses.
method Composite regret metric and consensus-based online normalized gradient (CONGD) approach for pseudo-convex losses; offline optimization oracle for general non-convex losses.
result First sublinear regret bound for general distributed online non-convex learning.

Non-convex optimization is ubiquitous in machine learning. Majorization-Minimization (MM) is a powerful iterative procedure for optimizing non-convex functions that works by optimizing a sequence of bounds on the function. In MM, the bound at each iteration is required to \emph{touch} the objective function at the opti…

2015-06-25abs ↗pdf ↗

CDP reduces point cloud dimensions by preserving detour-induced local non-convexity.

problem Preserving local non-convexity in point cloud dimensionality reduction.
method CDP builds a k-NN graph, identifies admissible pairs, aggregates normalized directions, and uses top-k eigenvectors for projection.
result CDP provides verifiable guarantees on post-projection distortion and direction energy.

Improved algorithm finds second-order stationary points in non-convex optimization.

problem Minimizing non-convex objectives while preserving training data privacy.
method SpiderBoost framework with two gradient oracles: precise and less precise.
result Improved rates for finding second-order stationary points.

New algorithm finds critical points in non-convex optimization with heavy-tailed gradients.

problem Non-convex stochastic optimization with heavy-tailed gradient estimates.
method Gradient clipping, momentum, and normalized gradient descent.
result High-probability convergence to critical points with best-known rates.

We lower bound the complexity of finding εε-stationary points (with gradient norm at most εε) using stochastic first-order methods. In a well-studied model where algorithms access smooth, potentially non-convex functions through queries to an unbiased stochastic gradient oracle with bounded variance, we prove that (i…

2019-12-05abs ↗pdf ↗

We rigorously prove statistical physics predictions for non-convex GLMs in high dimensions.

problem Analyzing high-dimensional optimization problems in non-convex Generalized Linear Models.
method Developed a systematic framework using the Gaussian Min-Max Theorem and AMP to rigorously prove replica-symmetric formulas.
result Validated statistical physics predictions for non-convex GLMs, aligning with physicist's conjectures.

New bounds explain deterministic non-smooth deep nets without large Lipschitz constants.

problem Challenges in explaining generalization of deterministic non-smooth deep nets.
method De-randomized PAC-Bayes margin bounds for deterministic non-convex and non-smooth predictors.
result New bounds avoid large Lipschitz constants, providing generalization guarantees.

Paper improves stability analysis of SGD for various loss functions and data distributions.

problem Improving stability analysis of SGD for non-convex loss functions and data distributions.
method Analyzes stability of SGD for convex and non-convex loss functions, and improves data-dependent bounds.
result Improved stability bounds for non-convex loss functions and convex regularized loss functions.

This paper analyzes convergence of RMSProp and Adam in non-convex optimization with tight complexity bounds.

problem Analyzing convergence of RMSProp and Adam in non-convex optimization with relaxed assumptions.
method Developed new convergence analyses for RMSProp and Adam, considering adaptive learning rates and affine noise variance.
result RMSProp and Adam converge to ε-stationary points with iteration complexities of O(ε^(-4)) under proper hyperparameters.

Paper proposes GPM for simultaneous community detection and group synchronization.

problem Simultaneous community detection and group synchronization in networks.
method Generalized Power Method (GPM) for non-convex optimization.
result GPM achieves exact recovery in O(nlog2n)O(n\log^2n) time, outperforming SDP.

The paper bounds generalization error for iterative learning with bounded updates.

problem Generalization error of iterative learning algorithms with bounded updates for non-convex loss functions.
method Information-theoretic techniques, reformulating mutual information as update uncertainty, variance decomposition.
result Improved generalization error bounds for iterative learning algorithms with bounded updates.

Improved variance reduction for Riemannian non-convex optimization with adaptive batch size.

problem Optimizing non-convex functions on Riemannian manifolds.
method Batch size adaptation in R-SVRG, R-SRG, and R-SPIDER.
result Achieves lower total complexities for various non-convex functions.

Online algorithms for identifying river pollution sources.

problem Real-time estimation of river pollution sources from downstream data.
method Gradient-based online learning algorithms with adaptive step sizes and escaping from saddle points module.
result High estimation accuracy in three dimensions, superior to existing methods.

Paper proposes a working set algorithm for non-convex sparse regression with provable convergence.

problem Estimating sparse linear models from high-dimensional data using non-convex regularizers.
method FireWorks algorithm based on non-convex reformulation and leveraging residual geometry.
result Convergence to a stationary point of the full problem with provable guarantees.

Study spectral learning for odeco tensors, addressing initialization bottlenecks.

problem Recovering orthogonally decomposable tensors under noise.
method Investigates perturbation bounds, non-convex optimization, and initialization strategies.
result Initialization is the main bottleneck for efficient algorithms.

Unified distributed SGD improves non-convex optimization for large datasets.

problem Bottleneck in scaling SGD for non-convex functions and large datasets.
method Distributed and parallel implementation of SGD (DPSGD) combining asynchronous distribution and lock-free parallelism.
result DPSGD achieves better convergence rate and speed-up with more cores and workers.

New sampling method guarantees approximate first-order stationary points for non-convex functions.

problem Sampling from non-log-concave densities with non-convex potential functions.
method Averaged Langevin Monte Carlo with complexity analysis.
result Langevin Monte Carlo outputs a sample with ε-relative Fisher information after O(L²d²/ε²) iterations.

Proposes r2SGLD for efficient constrained exploration in non-convex learning.

problem Stagnation in high-temperature chains of reSGLD in distribution tails.
method r2SGLD: replica exchange with reflection steps in a bounded domain.
result Reflection steps enhance mixing rates with quadratic improvement in domain diameter.