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.
This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized, method for real-parameter (continuous domain) optimization of non-linear, non-convex functions. We try to motivate and derive the algorithm from intuitive concepts and …
We give a simple proof of the insoperimetric inequality for quermassintegrals of non-convex starshaped domains, using a reslut of Gerhardt \cite{G} and Urbas \cite{U} on an expanding geometric curvature flow.
We study the boundary and lens rigidity problems on domains without assuming the convexity of the boundary. We show that such rigidities hold when the domain is a simply connected compact Riemannian surface without conjugate points. For the more general class of non-trapping compact Riemannian surfaces with no conjugat…
In this work, we study the problem of learning a single model for multiple domains. Unlike the conventional machine learning scenario where each domain can have the corresponding model, multiple domains (i.e., applications/users) may share the same machine learning model due to maintenance loads in cloud computing serv…
A vast majority of machine learning algorithms train their models and perform inference by solving optimization problems. In order to capture the learning and prediction problems accurately, structural constraints such as sparsity or low rank are frequently imposed or else the objective itself is designed to be a non-c…
The paper tackles MAP inference over non-convex constraints in safety-critical settings.
problem Efficiently computing MAP predictions subject to non-convex constraints is challenging.
method The paper investigates conditions for exact and efficient MAP inference over continuous variables and devises scalable algorithms for both tractable and general cases.
result The proposed methods outperform constraint-agnostic baselines and scale to complex densities.
One of the most effective algorithms for differentially private learning and optimization is objective perturbation. This technique augments a given optimization problem (e.g. deriving from an ERM problem) with a random linear term, and then exactly solves it. However, to date, analyses of this approach crucially rely …
Consider a surface S immersed in the Lorentz-Minkowski 3-space R13. A complete light-like line in R13 is called an entire null line on the surface S in R13 if it lies on S and consists of only null points with respect to the induced metric. In this paper, we show th…
Finding minima of a real valued non-convex function over a high dimensional space is a major challenge in science. We provide evidence that some such functions that are defined on high dimensional domains have a narrow band of values whose pre-image contains the bulk of its critical points. This is in contrast with the…
Many applications in signal processing benefit from the sparsity of signals in a certain transform domain or dictionary. Synthesis sparsifying dictionaries that are directly adapted to data have been popular in applications such as image denoising, inpainting, and medical image reconstruction. In this work, we focus in…
We study the minimal surface equation in the Heisenberg space, Nil_3. A geometric proof of non existence of minimal graphs over non convex, bounded and unbounded domains is achieved (our proof holds in the Euclidean space as well). We solve the Dirichlet problem for the minimal surface equation over bounded and unbound…
Machine learning techniques based on neural networks are achieving remarkable results in a wide variety of domains. Often, the training of models requires large, representative datasets, which may be crowdsourced and contain sensitive information. The models should not expose private information in these datasets. Addr…
This paper puts forth a novel bi-linear modeling framework for data recovery via manifold-learning and sparse-approximation arguments and considers its application to dynamic magnetic-resonance imaging (dMRI). Each temporal-domain MR image is viewed as a point that lies onto or close to a smooth manifold, and landmark …
Clustering consists of grouping together samples giving their similar properties. The problem of modeling simultaneously groups of samples and features is known as Co-Clustering. This paper introduces ROCCO - a Robust Continuous Co-Clustering algorithm. ROCCO is a scalable, hyperparameter-free, easy and ready to use al…