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.
Study improves understanding of non-differentiable penalties in high-dimensional settings.
Deep weight factorization improves neural network training through smooth optimization of sparse penalties.
We propose a penalized likelihood method that simultaneously fits the multinomial logistic regression model and combines subsets of the response categories. The penalty is non differentiable when pairs of columns in the optimization variable are equal. This encourages pairwise equality of these columns in the estimator…
Paper proves autodiff systems are correct for non-differentiable functions.
New algorithms improve inference in non-differentiable models.
Study particle dynamics in non-differentiable fractal spaces.
We generalize stochastic smoothing for gradient estimation of non-differentiable functions.
The study connects Hilbert entropy to non-differentiability points of limit sets in flag spaces.
We present a new algorithm for stochastic variational inference that targets at models with non-differentiable densities. One of the key challenges in stochastic variational inference is to come up with a low-variance estimator of the gradient of a variational objective. We tackle the challenge by generalizing the repa…
ANN learner finds sparse needles in nonlinear haystacks with high probability.
Study shows AD for neural nets with machine-representable numbers can be incorrect.
Unified approach for sampling non-differentiable and heavy-tailed targets.
Study identifies conditions for proxy adjustment in confounded binary treatment outcomes.
Differentiable pipeline replaces non-differentiable CAE components for shape optimization.
This paper is an attempt at understanding the quantum-like dynamics of financial markets in terms of non-differentiable price-time continuum having fractal properties. The main steps of this development are the statistical scaling, the non-differentiability hypothesis, and the equations of motion entailed by this hypot…
We show that an analogue of the Ball-Box Theorem for step 2, completely non-integrable bundles from smooth sub-Riemannian geometry hold true for a class of non-differentiable tangent subbundles that satisfy a geometric condition. In the final section of the paper we give examples of such bundles and an application to d…
We propose a new optimization method for training feed-forward neural networks. By rewriting the activation function as an equivalent proximal operator, we approximate a feed-forward neural network by adding the proximal operators to the objective function as penalties, hence we call the lifted proximal operator machin…
New method relaxes PCA orthogonality constraints using explained variance of correlated components.
Paper generalizes Hardy-Rogers maps for market equilibrium analysis in duopoly markets.
A new method for high-dimensional classification using Bernstein polynomials.
Proposes a method for inference in high-dimensional classification with non-differentiable surrogate losses.
In this work we show that Evolution Strategies (ES) are a viable method for learning non-differentiable parameters of large supervised models. ES are black-box optimization algorithms that estimate distributions of model parameters; however they have only been used for relatively small problems so far. We show that it …
We show that many machine learning goals, such as improved fairness metrics, can be expressed as constraints on the model's predictions, which we call rate constraints. We study the problem of training non-convex models subject to these rate constraints (or any non-convex and non-differentiable constraints). In the non…
Complex computer simulators are increasingly used across fields of science as generative models tying parameters of an underlying theory to experimental observations. Inference in this setup is often difficult, as simulators rarely admit a tractable density or likelihood function. We introduce Adversarial Variational O…
We study a nonparametric contextual bandit problem where the expected reward functions belong to a Hölder class with smoothness parameter . We show how this interpolates between two extremes that were previously studied in isolation: non-differentiable bandits (), where rate-optimal regret is achieved by run…
Several tasks in machine learning are evaluated using non-differentiable metrics such as mean average precision or Spearman correlation. However, their non-differentiability prevents from using them as objective functions in a learning framework. Surrogate and relaxation methods exist but tend to be specific to a given…
A new method for differentiable structured sparsity improves neural network performance and sparsity.
This paper extends geometric study of neural networks to non-differentiable layers and random walks.
We consider the problem of learning a high-dimensional multi-task regression model, under sparsity constraints induced by presence of grouping structures on the input covariates and on the output predictors. This problem is primarily motivated by expression quantitative trait locus (eQTL) mapping, of which the goal is …
Study calculates slope gaps on polygon surfaces, finding non-unimodal distributions.
Bayesian optimization uses triangulation candidates for better performance.
This paper addresses the scalability challenge of architecture search by formulating the task in a differentiable manner. Unlike conventional approaches of applying evolution or reinforcement learning over a discrete and non-differentiable search space, our method is based on the continuous relaxation of the architectu…
Extends batch active learning to non-differentiable models.
Modern neural network training relies on piece-wise (sub-)differentiable functions in order to use backpropagation to update model parameters. In this work, we introduce a novel method to allow simple non-differentiable functions at intermediary layers of deep neural networks. We do so by training with a differentiable…
The paper improves ALO for -regularized models.
New method fine-tunes discrete diffusion models for RLHF tasks.
We propose an algorithm to calculate the exact solution for utility optimization problems on finite state spaces under a class of non-differentiable preferences. We prove that optimal strategies must lie on a discrete grid in the plane, and this allows us to reduce the dimension of the problem and define a very efficie…
Regularization methods are often employed in deep learning neural networks (DNNs) to prevent overfitting. For penalty based DNN regularization methods, convex penalties are typically considered because of their optimization guarantees. Recent theoretical work have shown that nonconvex penalties that satisfy certain reg…
Difference of convex (DC) functions cover a broad family of non-convex and possibly non-smooth and non-differentiable functions, and have wide applications in machine learning and statistics. Although deterministic algorithms for DC functions have been extensively studied, stochastic optimization that is more suitable …
VaR-CPO optimizes VaR-constrained RL problems with conservative policy updates.
Configuring deep Spiking Neural Networks (SNNs) is an exciting research avenue for low power spike event based computation. However, the spike generation function is non-differentiable and therefore not directly compatible with the standard error backpropagation algorithm. In this paper, we introduce a new general back…
One-bit measurements widely exist in the real world, and they can be used to recover sparse signals. This task is known as the problem of learning halfspaces in learning theory and one-bit compressive sensing (1bit-CS) in signal processing. In this paper, we propose novel algorithms based on both convex and nonconvex s…
The paper studies robust risk measures with linear penalties under uncertain distributions.
The use of machine-learning in neuroimaging offers new perspectives in early diagnosis and prognosis of brain diseases. Although such multivariate methods can capture complex relationships in the data, traditional approaches provide irregular (l2 penalty) or scattered (l1 penalty) predictive pattern with a very limited…
We develop a new Low-level, First-order Probabilistic Programming Language (LF-PPL) suited for models containing a mix of continuous, discrete, and/or piecewise-continuous variables. The key success of this language and its compilation scheme is in its ability to automatically distinguish parameters the density functio…
Parametric quantile regressions are a useful tool for creating probabilistic energy forecasts. Nonetheless, since classical quantile regressions are trained using a non-differentiable cost function, their creation using complex data mining techniques (e.g., artificial neural networks) may be complicated. This article p…
New sparse penalty improves biclustering for gene expression data.
New approach avoids excess empirical risk in domain generalization.