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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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132264396528 · Jun 202019922001200920172026
48 results for non-convex spaces

Paper solves curvature equations in Minkowski space for non-convex domains.

problem Solving curvature equations in non-convex domains of Minkowski space.
method Existence theorem proved via \emph{a priori} estimates and Serrin-type condition.
result Existence of solutions for curvature equations in non-convex domains.

Online SGD from random init solves non-smooth, non-convex phase retrieval.

problem Solving phase retrieval with non-smooth, non-convex loss functions.
method Online stochastic gradient descent (SGD) with constant step size, starting from arbitrary initialization.
result SGD converges from arbitrary initializations for the amplitude squared loss objective.

New rates for GLD and SGLD in infinite-dimensional spaces without dimensionality issues.

problem Gradient Langevin dynamics and SGLD convergence rates in high-dimensional spaces.
method Analysis of GLD and SGLD in infinite-dimensional Hilbert spaces, using stochastic differential equations and Markov chains.
result Derivation of dimension-free convergence rates for GLD and SGLD.

Paper extends RPD for better handling multiple modalities and non-convexity.

problem Handling multiple modalities and non-convexity in data clouds.
method Computes RPD in a reproducing kernel Hilbert space using kernel principal component analysis.
result The method outperforms RPD and is comparable to other models on benchmark datasets.

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.

New method recovers clusters in non-convex finite metric spaces with oracle queries.

problem Exact recovery of clusters in non-convex finite metric spaces.
method Introducing (β,γ)(β,γ)-convexity and a deterministic algorithm using oracle queries.
result Clusters can be recovered using O(k2logn+k2(6/βγ)dens(X))O(k^2 \log n + k^2 (6/βγ)^{dens(X)}) same-cluster queries.

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…

2017-12-21abs ↗pdf ↗

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.

WSFN overcomes saddle points for non-convex functionals in Wasserstein space.

problem Minimizing non-convex functionals over the Wasserstein space with saddle point avoidance.
method WSFN is a second-order method that preconditions the Wasserstein gradient to avoid saddle points.
result WSFN escapes saddle regions and reaches a global minimizer in polynomial time.

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.

New algorithm improves convergence for non-convex problems with boundaries.

problem Optimizing non-convex problems with constraints.
method Reflected Gradient Langevin Dynamics with probabilistic representation.
result Promising convergence rates, faster than existing methods.

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 prove that the Teichmüller space of surfaces of genus g\mathbf{g} with p\mathbf{p} punctures contains balls which are not convex in the Teichmüller metric whenever 3g3+p>13\mathbf{g}-3+\mathbf{p} > 1.

2016-06-16abs ↗pdf ↗

We introduce a new local regret framework for non-convex models in dynamic environments.

problem Challenges in online forecasting for non-convex models with frequent updates and concept drift.
method We propose a novel local regret framework and a time-smoothed gradient update rule.
result Our approach yields more stable, robust, and computationally efficient forecasting compared to state-of-the-art methods.

This work shows neural networks can solve non-convex constraints problems.

problem Training neural networks under non-convex constraints.
method Project stochastic gradient descent with no-regret analysis of online learning.
result Overparameterized neural networks achieve near-optimal and near-feasible solutions.

New insights into using momentum for non-convex optimization.

problem Improving training of non-convex models like deep neural networks.
method Developed a Lyapunov analysis of SGD with momentum using stochastic primal averaging.
result Precise conditions under which SGD+M outperforms SGD and optimal hyper-parameter schedules.

This work explores the non-convex optimization in compressive learning and the performance of heuristics.

problem The challenge of learning from compressed representations in compressive learning.
method Numerical simulations of the non-convex optimization landscape and heuristic performance.
result Properties of the non-convex optimization landscape and heuristic performance are explored.

This paper improves convergence guarantees for SGD algorithms in non-convex smooth functions.

problem Theoretical convergence properties of SGD algorithms for non-convex smooth functions.
method Analysis of SGD algorithms with arbitrary data ordering for non-convex smooth functions.
result Enhanced convergence guarantees for incremental gradient and single shuffle SGD, improving the optimization term of convergence guarantee.

In this paper we consider convex improper affine maps of the 3-dimensional affine space and classify their singularities. The main tool developed is a generating family with properties that closely resembles the area function for non-convex improper affine maps.

2012-04-17abs ↗pdf ↗

A new algorithm, Regular Tree Search, tackles non-convex simulation optimization problems.

problem Non-convex objective functions in simulation optimization.
method Integrates adaptive sampling with recursive partitioning of the search space.
result Proves global convergence and reliably identifies the global optimum.

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.

Identifies Anosov representations of hyperbolic triangle groups in SL(3,R).

problem Classifying Anosov representations of hyperbolic triangle groups into SL(3,R).
method Proving representations are Anosov if they lie in the Hitchin component or the Barbot component, with specific conditions for eigenvalues.
result Anosov representations in SL(3,R) have non-convex boundary maps.

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.

Improved convergence analysis for decentralized non-convex optimization.

problem Minimizing a sum of smooth non-convex functions over a network.
method Gradient tracking in decentralized stochastic gradient descent (GT-DSGD).
result GT-DSGD achieves network-independent performances matching centralized SGD under certain conditions.