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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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4098181,2261,635 · Jun 202019922001200920172026
48 results for outer learning rate

New insights into optimizing Local SGD's outer optimizer for faster convergence.

problem Understanding the impact of outer optimizer and its hyperparameters in Local SGD.
method Analyzing convergence guarantees with new outer learning rates and momentum.
result Tuning the outer learning rate can improve convergence and handle inner learning rate ill-tuning.

We study the asymmetry of the Lipschitz metric d on Outer space. We introduce an (asymmetric) Finsler norm that induces d. There is an Out(F_n)-invariant potential Ψon Outer space such that when the Lipschitz norm is corrected by the derivative of Ψ, the resulting norm is quasisymmetric. As an application, we give new …

2009-10-28abs ↗pdf ↗

The study examines how automorphism growth rates of a group can be deduced from its simpler decompositions.

problem Determine automorphism growth rates of a group from its simpler decompositions.
method Analyze group decompositions into simpler pieces (direct products, free products, graph of groups) and deduce growth rates.
result Information about automorphism growth rates of a group can be deduced from its simpler decompositions.

We show that the horoboundary of outer space for the Lipschitz metric is a quotient of Culler and Morgan's classical boundary, two trees being identified whenever their translation length functions are homothetic in restriction to the set of primitive elements of FNF_N. We identify the set of Busemann points with the s…

2014-07-14abs ↗pdf ↗

This paper investigates to what extent one can improve reinforcement learning algorithms. Our study is split in three parts. First, our analysis shows that the classical asymptotic convergence rate O(1/N)O(1/\sqrt{N}) is pessimistic and can be replaced by O((log(N)/N)β)O((\log(N)/N)^β) with 12β1\frac{1}{2}\leq β\leq 1 and NN the number…

2019-11-06abs ↗pdf ↗

Study growth rates of automorphisms of special groups.

problem Understanding the growth rates of automorphisms of special groups.
method Analyzing outer automorphisms of virtually special groups, showing polynomial or exponential growth, and constructing Nielsen-Thurston decompositions.
result Outer automorphism groups of virtually special groups are boundary amenable, have finite virtual cohomological dimension, and satisfy the Tits alternative.

Paper improves SDR estimation speed and conditions.

problem Improving sufficient dimension reduction for multi-index models.
method Estimating expected smoothed gradient outer product.
result Achieves fast parametric convergence rate of Cdn1/2C_d \cdot n^{-1/2}.

PDA method optimizes neural networks with global convergence rate analysis.

problem Quantitative convergence rate for neural network optimization in mean field regime.
method Particle dual averaging (PDA) method, combining Langevin algorithm and outer loop optimization.
result Established quantitative global convergence for two-layer mean field neural networks.

The paper proposes an efficient nested simulation design using likelihood ratio method.

problem Designing nested simulations with fixed outer scenarios and minimizing simulation effort.
method Proposes a bi-level optimization problem to decide inner replications and pooling strategies.
result Optimized design achieves $\cO(Γ^{-1})$ mean squared error of estimators.

We consider the composition optimization with two expected-value functions in the form of 1ni=1nFi(1mj=1mGj(x))+R(x)\frac{1}{n}\sum\nolimits_{i = 1}^n F_i(\frac{1}{m}\sum\nolimits_{j = 1}^m G_j(x))+R(x), { which formulates many important problems in statistical learning and machine learning such as solving Bellman equations in reinforcement l…

2017-10-26abs ↗pdf ↗

Study efficient derivative computation for nondifferentiable maps in machine learning.

problem Efficiently compute derivatives of fixed-point of nondifferentiable contractions.
method Iterative Differentiation (ITD), Approximate Implicit Differentiation (AID), and New Stochastic Implicit Differentiation (NSID).
result Established convergence rates for ITD, AID, and NSID, matching or improving smooth setting rates.

In this work, we contribute a new multi-layer neural network architecture named ONCF to perform collaborative filtering. The idea is to use an outer product to explicitly model the pairwise correlations between the dimensions of the embedding space. In contrast to existing neural recommender models that combine user em…

2018-08-12abs ↗pdf ↗

Study on symmetric automorphisms of RAAGs, proving finiteness properties and contractibility.

problem Finiteness properties and contractibility of symmetric automorphisms of RAAGs.
method Definition of symmetric automorphism group, construction of symmetric Outer space, proof of contractibility.
result Finiteness properties and contractibility results for symmetric automorphisms of RAAGs.

Improved nested simulation for financial risk measurement.

problem Efficiently estimating nested risk measures in financial engineering.
method Reusing inner simulation outputs to improve efficiency and accuracy.
result The proposed approach outperforms standard nested simulation and regression methods.

We give estimates on the length of paths defined in the sphere model of outer space using a surgery process, and show that they make definite progress in some sense when they remain in some thick part of outer space. To do so, we relate the Lipschitz metric on outer space to a notion of intersection numbers.

2012-01-29abs ↗pdf ↗

Study improves curvature estimate for stable marginally outer trapped hypersurfaces with a free boundary.

problem Curvature estimate for stable marginally outer trapped hypersurfaces with a free boundary.
method Iteration argument based on uniform area bound.
result Improved curvature estimate for stable marginally outer trapped hypersurfaces.

The paper extends Lipschitz metric isometries between Outer Spaces of virtually free groups.

problem Extending isometry properties of Lipschitz metric to virtually free groups.
method Analyzing finite-index subgroups and their covers, identifying folding paths, and using deformation retraction.
result Existence of candidates for Lipschitz distance and deformation retraction of spine.

We show that any vacuum initial data set containing a marginally outer trapped surface S and satisfying a "no KIDs" condition can be perturbed near S so that S becomes strictly outer trapped in the new vacuum initial data set. This, together with the results in [9], gives a precise sense in which generic initial data c…

2013-08-28abs ↗pdf ↗

Many problems in machine learning and statistics involve nested expectations and thus do not permit conventional Monte Carlo (MC) estimation. For such problems, one must nest estimators, such that terms in an outer estimator themselves involve calculation of a separate, nested, estimation. We investigate the statistica…

2017-09-18abs ↗pdf ↗

Subsurface projection has become indispensable in studying the geometry of the mapping class group and the curve complex of a surface. When the subsurface is an annulus, this projection is sometimes called relative twisting. We give two alternate versions of relative twisting for the outer automorphism group of a free …

2011-07-19abs ↗pdf ↗

Lower bounds on Bayes risk for realizable models derived using information theory.

problem Deriving lower bounds on Bayes risk for realizable machine learning models.
method Information-theoretic analysis using rate-distortion theory and mutual information.
result Lower bounds on Bayes risk for realizable models, matching known bounds up to logarithmic factors.

Outer automorphism group of hyperbolic groups is HHG under certain conditions.

problem Characterizing the outer automorphism group of hyperbolic groups.
method Proving finite-index subgroups are central extensions of orbifold mapping class groups with bounded Euler class.
result Outer automorphism group of a one-ended hyperbolic group is virtually a hierarchically hyperbolic group.

Study shows RAAG automorphisms and outer automorphisms are not relatively hyperbolic.

problem Characterizing automorphism and outer automorphism groups of RAAGs.
method Analyzing groups of RAAGs with at least 3 vertices, categorizing based on graph structure.
result Automorphism and outer automorphism groups of RAAGs are not relatively hyperbolic.

Method solves nonconvex constrained optimization problems with a new augmented Lagrangian approach.

problem Nonconvex composite functional constraints with inequality constraints.
method First-order augmented Lagrangian method with smoothed prox-linear reformulation.
result Explicit convergence rates for the proposed method in terms of KKT residual.

We introduce a canonical outer vector field on a Poisson manifold, also due independently to A. Weinstein. We view it as a global section of the sheaf of Poisson vector fields modulo the subsheaf of hamiltonian vector fields. We study this outer derivation mostly in the case of holomorphic Poisson manifolds.

1998-02-03abs ↗pdf ↗

In this paper we prove that a fully irreducible outer automorphism relative to a non-exceptional free factor system acts loxodromically on the relative free factor complex as defined by Handel and Mosher. We also prove a north-south dynamic result for the action of such outer automorphisms on the closure of relative ou…

2016-12-13abs ↗pdf ↗

Study reveals uniform difference in stretch factors between genus two handlebody group and outer automorphism group.

problem Analyzing the relationship between stretch factors in genus two handlebody group and outer automorphism group.
method Examined natural homomorphism from genus g handlebody group to outer automorphism group of free groups, focusing on pseudo-Anosov mapping classes and their stretch factors.
result Minimum stretch factor in genus two handlebody group is less than ten times the stretch factor of fully irreducible outer automorphism.

We define lines of minima in the thick part of Outer space for the free group Fn with n>2 generators. We show that these lines of minima are contracting for the Lipschitz metric. Every fully irreducible outer automorphism of Fn defines such a line a minima. Now let G be a subgroup of the outer automorphism group of Fn …

2009-11-18abs ↗pdf ↗

Outer space for RAAGs is a contractible finite-dimensional space for automorphisms.

problem Constructing a finite-dimensional space for outer automorphisms of RAAGs.
method Constructing a finite-dimensional space OΓ\mathcal{O}_\Gamma blending features of symmetric spaces and Outer space for free groups.
result The space OΓ\mathcal{O}_\Gamma is contractible, making the quotient a rational classifying space for extOut(AΓ) ext{Out}(A_\Gamma).