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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.

168,657 papers · 148 categories

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58117175233 · Jun 202019922001200920172026
48 results for normative behavior

SAM improves generalization in overparameterized models, but its behavior in tensorized models is less understood.

problem Understanding the implicit regularization of SAM in tensorized models.
method Scale-invariance analysis and gradient flow analysis to derive Norm Deviation as a measure of core norm imbalance, and propose Deviation-Aware Scaling (DAS).
result DAS achieves competitive or improved performance over SAM, while offering reduced computational overhead.

Recently, path norm was proposed as a new capacity measure for neural networks with Rectified Linear Unit (ReLU) activation function, which takes the rescaling-invariant property of ReLU into account. It has been shown that the generalization error bound in terms of the path norm explains the empirical generalization b…

2018-09-19abs ↗pdf ↗

Joint sparsity offers powerful structural cues for feature selection, especially for variables that are expected to demonstrate a "grouped" behavior. Such behavior is commonly modeled via group-lasso, multitask lasso, and related methods where feature selection is effected via mixed-norms. Several mixed-norm based spar…

2012-04-06abs ↗pdf ↗

New method stabilizes FQE by reweighting Bellman targets.

problem Stability guarantees for FQE often rely on Bellman completeness, which can fail with function approximation.
method Proposes stationary-weighted FQE, reweighting Bellman targets by stationary target-to-behavior density ratio.
result Proves finite-sample linear convergence to stationary projected Bellman fixed point without Bellman completeness.

The paper studies the minimum ℓ₁-norm interpolator's risk behavior in over-parameterized settings.

problem Understanding the risk behavior of minimum ℓ₁-norm interpolators in high-dimensional settings.
method Exact characterization of the risk behavior through a system of two non-linear equations.
result Observation of a multi-descent phenomenon in the generalization risk of the minimum ℓ₁-norm interpolator.

Using the 1\ell_1-norm to regularize the estimation of the parameter vector of a linear model leads to an unstable estimator when covariates are highly correlated. In this paper, we introduce a new penalty function which takes into account the correlation of the design matrix to stabilize the estimation. This norm, ca…

2011-09-09abs ↗pdf ↗

The paper examines torsions in Minkowskian product of Finsler metrics.

problem Investigating Cartan torsion and mean Cartan torsion in Minkowskian product of Finsler metrics.
method Deriving explicit formulas for Cartan torsion and mean Cartan torsion, analyzing their geometric behavior, and providing conditions for bounded norm.
result Both Cartan torsion and mean Cartan torsion decompose additively if and only if the Minkowskian product is Euclidean, and a necessary and sufficient condition for the norm of the mean Cartan torsion to remain bounded in the Euclidean case is provided.

Adversarial attacks aim to confound machine learning systems, while remaining virtually imperceptible to humans. Attacks on image classification systems are typically gauged in terms of pp-norm distortions in the pixel feature space. We perform a behavioral study, demonstrating that the pixel pp-norm for any $0\le p …

2019-06-06abs ↗pdf ↗

In a recent paper, it is shown that the LASSO algorithm exhibits "near-ideal behavior," in the following sense: Suppose y=Az+ηy = Az + η where AA satisfies the restricted isometry property (RIP) with a sufficiently small constant, and η2ε\Vert η\Vert_2 \leq ε. Then minimizing z1\Vert z \Vert_1 subject to $\Vert y - Az \Ver…

2014-01-26abs ↗pdf ↗

New study shows how model complexity affects test risk, challenging classical theory.

problem Understanding how test risk scales with model complexity for large over-parametrized deep networks.
method Developed norm-based capacity measures for random features based estimators, providing precise characterization of estimator's norm concentration and test error.
result Predicted learning curve shows a phase transition from under- to over-parameterization, confirming classical U-shaped behavior with appropriate capacity measures.

We prove a spanning result for vector-valued Poincaré series on a bounded symmetric domain. We associate a sequence of holomorphic automorphic forms to a submanifold of the domain. When the domain is the unit ball in Cn{\Bbb{C}}^n, we provide estimates for the norms of these automorphic forms and we find asymptotics of…

2018-06-11abs ↗pdf ↗

We discuss structured Schatten norms for tensor decomposition that includes two recently proposed norms ("overlapped" and "latent") for convex-optimization-based tensor decomposition, and connect tensor decomposition with wider literature on structured sparsity. Based on the properties of the structured Schatten norms,…

2013-03-26abs ↗pdf ↗

It is shown that the Hilbert geometry (D,hD)(D,h_D) associated to a bounded convex domain DEnD\subset \mathbb{E}^n is isometric to a normed vector space (V,)(V,||\cdot ||) if and only if DD is an open nn-simplex. One further result on the asymptotic geometry of Hilbert's metric is obtained with corollaries for the behavior …

2004-07-12abs ↗pdf ↗

This paper begins to study the limiting behavior of a family of Hermitian Yang-Mills (HYM for brevity) metrics on a class of rank two slope stable vector bundles over a product of two elliptic curves with Kähler metrics ωεω_ε when ε0ε\to 0. Here ωεω_ε are flat and have areas εε and ε1ε^{-1} on the two elliptic curves …

2012-03-14abs ↗pdf ↗

The existence of adversarial examples has led to considerable uncertainty regarding the trust one can justifiably put in predictions produced by automated systems. This uncertainty has, in turn, lead to considerable research effort in understanding adversarial robustness. In this work, we take first steps towards separ…

2019-07-31abs ↗pdf ↗

Paper develops a framework for learning interpretable representations of sequential decision behavior.

problem Obtaining a transparent description of existing behavior.
method Inverse decision modeling framework, formalizing both forward and inverse problems.
result Learning interpretable representations of behavior, including suboptimal actions, biased beliefs, and imperfect knowledge.

Study investigates overparametrization in survival models, revealing complex loss behavior.

problem Understanding overparametrization in survival models through interpolation.
method Defined interpolation and finite-norm interpolation, rigorously analyzed four survival models.
result Overparametrization can lead to improved performance in survival models, contrary to classical learning theory.

Improved online PCA algorithm learns from evolving norm of parameter vector.

problem Discarding evolving norm in online PCA leads to suboptimal learning.
method Implicitly Normalized Online PCA (INO-PCA) removes unit-norm constraint.
result Parameter norm evolution leads to improved learning behavior.

We show precompactness results for solutions to parabolic fourth order geometric evolution equations. As part of the proof we obtain smoothing estimates for these flows in the presence of a curvature bound, an improvement on prior results which also require a Sobolev constant bound. As consequences of these results we …

2011-03-21abs ↗pdf ↗

New method certifies neural network function space norms from point evaluations.

problem Certifying neural network function space norms from point evaluations alone.
method Combining interval arithmetic enclosures, adaptive marking/refinement, and quadrature-based aggregation.
result Certified computation of LpL^p, W1,pW^{1,p}, and W2,pW^{2,p} norms.

We propose an approach to multivariate nonparametric regression that generalizes reduced rank regression for linear models. An additive model is estimated for each dimension of a qq-dimensional response, with a shared pp-dimensional predictor variable. To control the complexity of the model, we employ a functional fo…

2013-01-09abs ↗pdf ↗

Batching stabilizes risk in high-dimensional linear regression models.

problem Stability and risk behavior in high-dimensional overparameterized linear regression.
method Minimum-norm overparameterized linear regression model with batch-partitioning.
result Optimal batch size is inversely proportional to noise level and overparametrization ratio, leading to stable risk behavior.

We model how Lipschitz continuity changes during neural network training.

problem Understanding how Lipschitz continuity evolves during training.
method We use a system of stochastic differential equations to capture the dynamics of Lipschitz continuity under SGD.
result We identify three factors driving the evolution of Lipschitz continuity: gradient flow projection, gradient noise, and Hessian projection.

We analyze computational limits of modern Hopfield models based on pattern norms.

problem Understanding the efficiency of modern Hopfield models from a fine-grained complexity perspective.
method Fine-grained complexity analysis and upper bound criterion for pattern norms.
result Below a specific norm threshold, efficient variants of modern Hopfield models exist.

Let M be an oriented irreducible 3-manifold with infinite fundamental group and empty or toroidal boundary. Consider any element φin the first cohomology of M with integral coefficients. Then one can define the φ-twisted L^2-torsion function of the universal covering which is a function from the set of positive real nu…

2015-10-01abs ↗pdf ↗

Growth of spinors in 4D and 3D generalized Seiberg-Witten equations.

problem Proving growth of spinors in GSW equations on R4\mathbb R^4 and R3\mathbb R^3.
method Unified framework of GSW equations, averaged L2L^2-norm, curvature decay assumption, Yang-Mills-Higgs energy.
result Growth of spinors in GSW equations on R4\mathbb R^4 and R3\mathbb R^3 faster than a power of the radius under suitable curvature decay.

Deep linear networks can closely approximate interpolants without improving risk.

problem Understanding the risk bounds of deep linear networks compared to minimum 2\ell_2-norm solutions.
method Bounding excess risk of interpolating deep linear networks trained using gradient flow.
result Deep linear networks can closely approximate or match minimum 2\ell_2-norm solutions in terms of risk.

Advances robust principal component analysis with transformed ℓ1 regularization.

problem Recovering low-rank structures from noisy, partially observed data corrupted by sparse outliers.
method Proposes transformed ℓ1 (TL1) regularization to improve approximations of rank and ℓ0 functional.
result Achieves higher accuracy in estimating low-rank and sparse components compared to classical convex models, especially under non-uniform sampling schemes.

This work studies the implicit bias of mini-batch SGD in classification.

problem Understanding the implicit bias of mini-batch SGD in multi-class classification.
method Characterizes how batch size, momentum, and variance reduction affect convergence and max-margin behavior under different norms.
result Momentum enables small-batch convergence to an approximate max-margin solution, while variance reduction recovers the exact full-batch bias.

Paper addresses LSTM stability for thermal systems using infinity-norm.

problem Stability of LSTM networks in thermal systems.
method Derived ISS_{\infty} condition for LSTM, developed training strategy.
result ISS_{\infty}-promoted LSTM outperforms other models in thermal system case study.

Paper addresses concentration of distances for fractional quasi p-norms, identifying conditions for concentration and anti-concentration.

problem Understanding concentration of distances for fractional quasi p-norms in high dimensions.
method Analyzes conditions for concentration and anti-concentration of distances for fractional quasi p-norms.
result Identifies conditions for concentration and anti-concentration of fractional quasi p-norms, ruling out some approaches and specifying conditions for control.

Matrix completion works well for smooth non-linear structures, even without low-rank assumptions.

problem Matrix completion for smooth non-linear structures.
method Nuclear-norm penalization for matrices lying in a low-dimensional non-linear manifold.
result Nuclear-norm penalization is minimax rate optimal for recovering smooth non-linear matrices with missing data.

We establish a relation between the "large r" asymptotics of the Turaev-Viro invariants TVrTV_r and the Gromov norm of 3-manifolds. We show that for any orientable, compact 3-manifold MM, with (possibly empty) toroidal boundary, logTVr(M)\log |TV_r (M)| is bounded above by a function linear in rr and whose slope is a positiv…

2017-05-28abs ↗pdf ↗

The OSCAR (octagonal selection and clustering algorithm for regression) regularizer consists of a L_1 norm plus a pair-wise L_inf norm (responsible for its grouping behavior) and was proposed to encourage group sparsity in scenarios where the groups are a priori unknown. The OSCAR regularizer has a non-trivial proximit…

2013-09-24abs ↗pdf ↗

The Hitchin-Simpson equations are first-order non-linear equations for a pair consisting of a connection and a Higgs field. In this paper, we study the behavior of sequences of solutions to the Hitchin-Simpson equations on closed Kähler manifolds with unbounded L2L^2 norms of the Higgs fields. We prove a compactness re…

2020-02-19abs ↗pdf ↗