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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.

168,695 papers · 148 categories

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28 results for over-regularization

NAPP-ERM improves ERM with differential privacy guarantees by iteratively achieving target regularization and delivering strong convexity.

problem Over-regularization in privacy-preserving ERM approaches.
method Noise-Augmented Privacy-Preserving Empirical Risk Minimization (NAPP-ERM) with a dual-purpose l2 regularizer and privacy budget retrieval strategy.
result Mitigates over-regularization and achieves strong convexity through a single regularizer.

HEBAE improves VAEs by adaptively balancing reconstruction and regularization.

problem Posterior collapse in VAEs leading to over-regularization and poor latent encoding.
method Hierarchical Empirical Bayes approach to probabilistic generative models.
result HEBAE generates higher quality samples with better FID scores.

Over-parameterized models, such as DeepNets and ConvNets, form a class of models that are routinely adopted in a wide variety of applications, and for which Bayesian inference is desirable but extremely challenging. Variational inference offers the tools to tackle this challenge in a scalable way and with some degree o…

2019-05-27abs ↗pdf ↗

We present here a result of Monomialization of real analytic two-symmetric tensor fields over regular real analytic surfaces. We apply it to the (extension of the pull-back of the) inner metric of a resolved surface of a real analytic surface singularity. Doing so we recover Hsiang & Pati property at each point of the …

2015-05-19abs ↗pdf ↗

This article studies hypoellipticity on general filtered manifolds. We extend the Rockland criterion to a pseudodifferential calculus on filtered manifolds, construct a parametrix and describe its precise analytic structure. We use this result to study Rockland sequences, a notion generalizing elliptic sequences to fil…

2017-05-03abs ↗pdf ↗

Training certifiable neural networks enables one to obtain models with robustness guarantees against adversarial attacks. In this work, we introduce a framework to bound the adversary-free region in the neighborhood of the input data by a polyhedral envelope, which yields finer-grained certified robustness. We further …

2019-12-10abs ↗pdf ↗

The study defines a canonical nilpotent structure for certain collapsed manifolds.

problem Understanding the structure of collapsed Riemannian manifolds.
method Analyzes the nilpotent structure of manifolds with bounded Ricci curvature and Reifenberg local covering geometry.
result A canonical nilpotent structure can be defined and uniquely determined over regular limit spaces.

Random feature approximation speeds up spectral methods and improves learning rates.

problem Improving the efficiency and generalization of spectral methods in large-scale algorithms.
method Combining random feature approximation with spectral regularization methods.
result Optimal learning rates for estimators over various regularity classes, including those not in the RKHS.

Extends random feature analysis to spectral methods and improves learning rates.

problem Improving generalization properties of spectral methods in large-scale learning.
method Extends random feature analysis to a broad class of spectral regularization techniques, including gradient descent and Nesterov method.
result Obtains optimal learning rates for regularity classes, including those not in the RKHS.

Improved VAE for heavy-tailed data using Student's t-distributions.

problem Over-regularization in VAEs with Gaussian priors.
method Proposed t3t^3VAE framework with Student's t-distributions for prior, encoder, and decoder.
result Significantly outperforms other models on heavy-tailed datasets.

The variational autoencoder (VAE) is a powerful generative model that can estimate the probability of a data point by using latent variables. In the VAE, the posterior of the latent variable given the data point is regularized by the prior of the latent variable using Kullback Leibler (KL) divergence. Although the stan…

2018-09-14abs ↗pdf ↗

Credit scoring models support loan approval decisions in the financial services industry. Lenders train these models on data from previously granted credit applications, where the borrowers' repayment behavior has been observed. This approach creates sample bias. The scoring model (i.e., classifier) is trained on accep…

2019-09-13abs ↗pdf ↗

Optimal self-distillation improves generative models' velocity risk and mode recovery.

problem Improving generative models' velocity risk and mode recovery.
method Proved optimal self-distillation for rectified flow via linear probing, derived mixing coefficient, and provided validation tuning.
result Optimal self-distillation improves velocity risk and mode recovery.

This research improves binary classification by balancing overfitting and generalization with a novel Bayesian approach.

problem Improving binary classification models to avoid overfitting and generalize well.
method Introduces a PAC-Bayes type learning rule with a balancing parameter λ to balance training error and KL divergence to a prior.
result A choice of λ ensures uniformly vanishing excess loss, even in the agnostic case, by under-regularizing or over-regularizing appropriately.

Study reveals learning curves and benign overfitting in spectral algorithms for large dimensions.

problem Understanding learning curves and benign overfitting in spectral algorithms for large-dimensional data.
method Analysis of learning curves and benign overfitting in spectral algorithms for inner-product kernels on the sphere and general domains.
result Characterization of three distinct regimes: over-regularized, under-regularized, and interpolation regimes, revealing benign overfitting across both under-regularized and interpolation regimes.

Efficient local Lipschitz bounds improve neural network robustness.

problem Certifying robustness of neural networks is challenging and often leads to over-regularization.
method Proposes an efficient trainable local Lipschitz upper bound by considering activation functions and weight matrices.
result Consistently outperforms state-of-the-art methods in clean and certified accuracy on various datasets.

Unsupervised learning with generative adversarial networks (GANs) has proven to be hugely successful. Regular GANs hypothesize the discriminator as a classifier with the sigmoid cross entropy loss function. However, we found that this loss function may lead to the vanishing gradients problem during the learning process…

2017-12-18abs ↗pdf ↗

This study compares machine learning algorithms for predictive performance and interpretability.

problem Comparing supervised machine learning algorithms for predictive ability and model interpretation.
method Simulation studies of extreme gradient boosting machines, random forests, and feedforward neural networks on structured data.
result Feedforward neural networks generally outperform tree-based boosting algorithms in smooth models, while tree-based models perform better in non-smooth models.

Proposes QGC to distinguish between lower and upper tail connectivity in financial networks.

problem Identifying systemically important firms using financial data.
method Quantile Granger Causality (QGC) using Lasso penalized quantile regressions.
result QGC networks detect systemic risk more accurately than mean-based networks.

Optimal SD improves ridge regression performance strictly and precisely.

problem Improving ridge regression performance through self-distillation.
method Analyzes unconstrained SD for ridge regression, deriving optimal mixing weight and asymptotic risk.
result Optimal SD strictly improves ridge regression performance, with exact risk equivalents derived.