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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.

169,051 papers · 148 categories

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48 results for nonnegative L1-norm

Paper compares optimization methods for sparse NCP decomposition of tensors.

problem Efficiently extract meaningful nonnegative and sparse components from tensors.
method Sparse NCP decomposition with l1-norm regularization and block coordinate descent.
result Comparison of optimization methods for tensor decomposition effectiveness and speed.

We propose a data aggregation-based algorithm with monotonic convergence to a global optimum for a generalized version of the L1-norm error fitting model with an assumption of the fitting function. The proposed algorithm generalizes the recent algorithm in the literature, aggregate and iterative disaggregate (AID), whi…

2017-03-15abs ↗pdf ↗

Novel L1-norm and L2-norm LDA methods improve discriminant analysis.

problem Improving linear discriminant analysis for robustness and adaptability.
method Proposes L1BLDA and L2BLDA using Bhattacharyya error bound, maximizing between-class scatters and minimizing within-class scatters.
result Proposed methods avoid SSS and have no rank limit, demonstrating robust performance and effectiveness.

A l1-norm penalized orthogonal forward regression (l1-POFR) algorithm is proposed based on the concept of leaveone- out mean square error (LOOMSE). Firstly, a new l1-norm penalized cost function is defined in the constructed orthogonal space, and each orthogonal basis is associated with an individually tunable regulari…

2015-09-04abs ↗pdf ↗

We present an algorithm for L1-norm kernel PCA and provide a convergence analysis for it. While an optimal solution of L2-norm kernel PCA can be obtained through matrix decomposition, finding that of L1-norm kernel PCA is not trivial due to its non-convexity and non-smoothness. We provide a novel reformulation through …

2017-09-28abs ↗pdf ↗

Targeting at sparse learning, we construct Banach spaces B of functions on an input space X with the properties that (1) B possesses an l1 norm in the sense that it is isometrically isomorphic to the Banach space of integrable functions on X with respect to the counting measure; (2) point evaluations are continuous lin…

2011-01-23abs ↗pdf ↗

To recover a sparse signal from an underdetermined system, we often solve a constrained L1-norm minimization problem. In many cases, the signal sparsity and the recovery performance can be further improved by replacing the L1 norm with a "weighted" L1 norm. Without any prior information about nonzero elements of the si…

2012-08-03abs ↗pdf ↗

Two sparsity-aware NSAF algorithms improve sparse system identification with lower complexity.

problem Sparse system identification with improved performance and lower complexity.
method Gradient descent method to minimize combined cost function and l1-norm penalty on filter coefficients.
result Proposed algorithms achieve comparable performance with lower computational complexity.

Network anomaly detection is still a vibrant research area. As the fast growth of network bandwidth and the tremendous traffic on the network, there arises an extremely challengeable question: How to efficiently and accurately detect the anomaly on multiple traffic? In multi-task learning, the traffic consisting of flo…

2014-03-17abs ↗pdf ↗

Proposes a new SVM model for binary classification with theoretical and practical advantages.

problem Binary classification in supervised learning.
method Quadratic surface support vector machine with L1 norm regularization.
result The model can detect true sparsity patterns and is efficient for both synthetic and real data.

Noise injection before gradient steps helps in regularization for neural networks.

problem Improving generalization in overparametrized neural networks.
method Injecting small noise perturbations before computing gradient steps, especially in layer-wise fashion.
result Small noise perturbations can explicitly regularize neural networks without variance explosion.

We study rank-1 {L1-norm-based TUCKER2} (L1-TUCKER2) decomposition of 3-way tensors, treated as a collection of NN D×MD \times M matrices that are to be jointly decomposed. Our contributions are as follows. i) We prove that the problem is equivalent to combinatorial optimization over NN antipodal-binary variables. ii)…

2017-10-31abs ↗pdf ↗

This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding non-convex optimization. For this purpose, this paper describes the design and use of…

2013-02-22abs ↗pdf ↗

Most of the existing methods for sparse signal recovery assume a static system: the unknown signal is a finite-length vector for which a fixed set of linear measurements and a sparse representation basis are available and an L1-norm minimization program is solved for the reconstruction. However, the same representation…

2013-06-14abs ↗pdf ↗

Smoothed analysis shows that many classes become learnable from positive-only samples.

problem Learning from positive-only samples is challenging due to negative results in worst-case settings.
method Smoothed analysis of positive-only learning, assuming samples from a reference distribution smooth with respect to the true distribution.
result All VC classes become learnable in the smoothed model with O(VC/ε2)O(VC/ε^2) positive samples for εε classification error.

This study evaluates Lx-norm penalties for resolving complex LC-MS data.

problem Resolving complex LC-MS data with rotational ambiguity.
method Simulated LC-MS data and grid search strategy to compare L0-, L1-, and L2-norm penalties.
result L1-norm penalty (Lasso) provides more sparse solutions and reduces rotational ambiguity.

Study models arrival rates and cancellation rates of limit orders in Borsa Istanbul.

problem Understanding order dynamics in Borsa Istanbul's stock market.
method Used limit order book data from Garanti Bank. Tested three discrete probability distributions and two theoretical models for arrival rates. Examined cancellation rates using L1 norms.
result Modelled daily, weekly, and monthly arrival rates of limit orders in the first fifteen bid and ask price levels.

It was shown recently that the KK L1-norm principal components (L1-PCs) of a real-valued data matrix XRD×N\mathbf X \in \mathbb R^{D \times N} (NN data samples of DD dimensions) can be exactly calculated with cost O(2NK)\mathcal{O}(2^{NK}) or, when advantageous, O(NdKK+1)\mathcal{O}(N^{dK - K + 1}) where $d=\mathrm{rank}(\mathbf …

2016-10-06abs ↗pdf ↗

State spaces of multifactor approximations of nonnegative Volterra processes are linear transformations of the nonnegative orthant.

problem Characterizing state spaces of multifactor approximations of nonnegative Volterra processes.
method Explicit linear transformation of the nonnegative orthant.
result State spaces of multifactor approximations of nonnegative Volterra processes are given by explicit linear transformation of the nonnegative orthant.

Support Vector Machine (SVM) is an efficient classification approach, which finds a hyperplane to separate data from different classes. This hyperplane is determined by support vectors. In existing SVM formulations, the objective function uses L2 norm or L1 norm on slack variables. The number of support vectors is a me…

2018-04-06abs ↗pdf ↗

Fixed points of nonnegative neural networks are analyzed using fixed point theory.

problem Analyzing fixed points in nonnegative neural networks.
method Fixed point theory, nonlinear Perron-Frobenius theory, monotonic and scalable mappings.
result Conditions for the existence of fixed points in nonnegative neural networks are provided.

Study Euler characteristic of manifolds with almost nonnegative curvature operator, showing nonnegativity under certain conditions.

problem Addressing the sign of Euler characteristic for manifolds with almost nonnegative curvature operator.
method Analyzing closed manifolds with uniform upper bounds on curvature operator and applying ANCO-type conditions.
result Nonnegative Euler characteristic for closed 2n2n-dimensional manifolds with almost nonnegative curvature operator and uniform upper bounds on curvature.

Study on Kähler manifolds with nonnegative Ricci curvature, focusing on rigidity.

problem Rigidity of Kähler manifolds with nonnegative Ricci curvature.
method Analysis of Kähler manifolds with specific properties.
result Complete noncompact Kähler surface with nonnegative Ricci curvature, Euclidean volume growth, and quadratic curvature decay is biholomorphic to the resolution of an affine algebraic variety.

The paper extends topological results to noncompact spaces with nonnegative N-Bakry Émery Ricci curvature.

problem Generalizing topological results to noncompact spaces with nonnegative N-Bakry Émery Ricci curvature.
method Study of the Splitting Theorem and geodesic loops to infinity property in relation to spaces with nonnegative N-Bakry Émery Ricci curvature.
result If MnM^n is a complete, noncompact Riemannian manifold with nonnegative N-Bakry Émery Ricci curvature where N>nN>n, then Hn1(M,Z)H_{n-1}(M,\mathbb{Z}) is 0.

Characterizes functions representable by infinite-width ReLU networks with bounded weights.

problem Understanding function representation in overparameterized neural networks.
method Analyzes functions in Ws,1(R)W^{s,1}(\mathbb{R}) spaces and their Radon transform.
result All functions in Ws,1(R)W^{s,1}(\mathbb{R}) can be represented with bounded norm.