New method achieves optimal performance without needing problem parameters.
problem Parameter-free stochastic optimization in non-convex and convex settings.
method Simple hyperparameter search technique for non-convex setting, and method with stochastic gradients for convex setting.
result Fully parameter-free methods can outperform state-of-the-art algorithms in both non-convex and convex settings.
Develops a parameter-free SGD algorithm with optimal convergence rate.
problem Optimizing parameters in stochastic convex optimization.
method A novel parameter-free algorithm for SGD with high-probability guarantees and adaptive properties.
result Achieves optimal convergence rate with only a double-logarithmic factor increase compared to known-parameter settings.
Develops parameter-free online mirror descent for optimal dynamic regret.
problem Optimal online linear optimization in unbounded domains.
method Modified online mirror descent framework for parameter-free algorithms.
result First unconstrained online linear optimization achieving optimal dynamic regret.
New algorithm closes empirical gap in PFSGD performance.
problem Empirical performance gap between tuned SGD and PFSGD.
method Parameter-free algorithm based on Coin-Betting ODE updates.
result New algorithm outperforms tuned baselines and matches optimal performance.
Simpler, parameter-free AdaGrad and Adam variants with convergence guarantees.
problem Inefficiencies in ad-hoc learning rate tuning for optimization algorithms.
method Developed AdaGrad++ and Adam++ without predefined learning rates and proved their convergence.
result AdaGrad++ and Adam++ achieve comparable convergence rates to AdaGrad and Adam respectively.
New algorithm provides robust uncertainty quantification without parameter tuning.
problem Real-world machine learning predictors need reliable uncertainty quantification.
method Parameter-free, group-conditional online prediction algorithm.
result Achieves best group-conditional coverage guarantees.
We introduce several new black-box reductions that significantly improve the design of adaptive and parameter-free online learning algorithms by simplifying analysis, improving regret guarantees, and sometimes even improving runtime. We reduce parameter-free online learning to online exp-concave optimization, we reduce…
Unified contrastive learning for likelihood-free inference.
problem Parameter inference in models with intractable likelihood.
method Unified contrastive learning scheme for both density ratio and direct posterior estimation.
result Unified approach clarifies method selection and comparison.
A parameter-free PGD algorithm for convex optimization.
problem Minimizing convex functions over convex sets.
method A fully adaptive AdaGrad variant of PGD without parameters or restarts.
result Optimal convergence rates for cumulative regret.
Generates consistent IV surfaces using VAEs and SDE models.
problem Creating arbitrage-free IV surfaces from historical data.
method Combining VAEs with SDE models for parameter distribution, sampling, and decoding.
result Superior out-of-sample performance of the refined VAE model.
We define risk-free portfolios using three gauge invariant differential operators that require such portfolios to be insensitive to price changes, to be self-financing, and to produce a zero real return so there are no risk-free profits. This definition identifies the risk-free rate as the return of an infinitely diver…
Improved likelihood-free inference for high-dimensional models.
problem Challenges in likelihood-free inference for high-dimensional parameter spaces.
method Bayesian optimization-based approach with misspecification-robust characterisation.
result Efficient inference in 100-dimensional space with real data application.
ALFI improves likelihood-free inference for black-box generators.
problem Limitations of likelihood-free inference on black-box generators.
method Adversarial Likelihood-Free Inference (ALFI) to estimate posterior distributions.
result ALFI achieves best parameter estimation accuracy with limited simulation.
The paper studies estimation of parameters of diffusion market models from historical data. The standard definition of implied volatility for these models presents its value as an implicit function of several parameters, including the risk-free interest rate. In reality, the risk free interest rate is unknown and need …
Responds to critiques on tests for causal parameter confidence intervals.
problem Testing nominal confidence interval coverage for causal parameters estimated by machine learning.
method Rejoinder to critiques on nearly assumption-free tests.
result Clarifies and supports the original research's approach.
Controller seeks informative system observations to predict nonlinear dynamics.
problem Predicting nonlinear dynamics with uncertain parameters.
method Expected free energy minimization for balancing goal state and informative observations.
result Controller improves performance in uncertain parameter scenarios.
Likelihood-free inference is concerned with the estimation of the parameters of a non-differentiable stochastic simulator that best reproduce real observations. In the absence of a likelihood function, most of the existing inference methods optimize the simulator parameters through a handcrafted iterative procedure tha…
Proposes LFGP for likelihood-free Gaussian process regression.
problem Inability to set likelihood functions in unknown probability models.
method Clusters and approximates likelihood using asymptotic normality.
result Reduces assumptions and computational costs for scalable problems.
A new method reduces dimensionality for better likelihood-free parameter estimation.
problem Estimating parameters from data with no closed-form likelihood.
method Combines reconstruction map estimation with dimension-reduction techniques.
result The proposed method outperforms existing techniques in accuracy and efficiency.
Parameter-free clustering method using cluster catch digraphs (CCDs).
problem Finding the correct number of clusters in data without specifying a parameter.
method Hybrid of density-based and graph-based clustering methods using Ripley's K function.
result Minimum dominating sets of RK-CCDs estimate and distinguish clusters from noise.
New study tackles free-rider attacks in federated learning models.
problem Free-rider attacks compromise federated learning models by non-contributing to data updates.
method Theoretical and experimental analysis of iterative federated learning schemes, including FedAvg and FedProx.
result Formal guarantees for free-rider attacks to converge to aggregated models of fair participants.
New algorithms achieve high-probability parameter-free regret in online convex optimization with heavy-tailed data.
problem Achieving high-probability parameter-free regret in online convex optimization with heavy-tailed data.
method Developed new regularization techniques to handle exponentially large iterates and heavy-tailed subgradients.
result Achieved regret bound of O(∥u∥T1/plog(1/δ)) with high probability for subgradients with bounded pth moments. We describe a robust calibration algorithm of a set of SSVI slices (i.e. a set of 3 SSVI parameters θ,ρ,φ attached to each option maturity available on the market), which grants that these slices are free of Butterfly and Calendar-Spread arbitrage. Given such a set of consistent SSVI parameters, we show that …
PF-LaCG removes the need for knowing smoothness and strong convexity parameters for locally accelerated CG.
problem Locally accelerated CG requires knowledge of smoothness and strong convexity parameters.
method Parameter-Free Locally Accelerated CG (PF-LaCG) algorithm.
result PF-LaCG achieves local acceleration without requiring knowledge of smoothness and strong convexity parameters.
New algorithms solve nonconvex-concave minimax problems without parameter knowledge.
problem Solving nonconvex-concave minimax problems efficiently.
method Three completely parameter-free single-loop algorithms.
result Achieve optimal iteration complexity for nonconvex-concave minimax problems.
Training-free model learns SDE dynamics without training, accelerating parameter studies.
problem High computational cost of simulating parameter-dependent SDEs.
method Training-free conditional diffusion model with joint kernel-weighted Monte Carlo estimator.
result Accurate approximation of conditional distributions across varying parameter values.
Bayesian neural networks improve likelihood-free inference efficiency.
problem Efficient parameter inference from simulation models with uncertainty.
method Bayesian neural networks for summary statistics, adaptive sampling.
result More robust and efficient posterior estimation.
New method improves likelihood-free parameter estimation in complex models.
problem Estimating parameters in simulation-based models with unknown likelihood.
method Nested multi-time-scale stochastic approximation (NMTS) method.
result Eliminates bias and accelerates convergence in likelihood-free inference.
Subspace clustering, the task of clustering high dimensional data when the data points come from a union of subspaces is one of the fundamental tasks in unsupervised machine learning. Most of the existing algorithms for this task require prior knowledge of the number of clusters along with few additional parameters whi…
Constructs minimal annuli with free boundary in hyperbolic 3-space.
problem Finding minimal surfaces with boundary in hyperbolic geometry.
method Constructs families of non-rotational minimal annuli with shared symmetry.
result Bifurcates from hyperbolic catenoids, forming a countable collection.
DoWG optimizer automatically adapts to convex and nonsmooth problems without tuning.
problem Optimizing machine learning models efficiently and adaptively.
method DoWG uses a distance-based weighted version of gradient averaging for optimization.
result DoWG achieves convergence rates similar to optimally tuned gradient descent.
Improved ridge estimators avoid tuning parameters for high-dimensional data.
problem Difficulty in calibrating tuning parameters for ridge estimators.
method Developed modified ridge estimators that eliminate tuning parameters.
result Modified ridge estimators outperform standard methods in prediction accuracy.
Neural point estimators improve parameter estimation from replicated data.
problem Making inference from replicated data in weakly-identified and highly-parameterised models.
method Permutation-invariant neural networks for likelihood-free parameter estimation.
result Neural point estimators can quickly and optimally estimate parameters.
A new algorithm solves minimax problems without needing parameters.
problem Convex-concave minimax optimization problems in machine learning.
method Proposes a fully parameter-free LF-CR and FF-CR algorithms for solving these problems.
result The FF-CR algorithm achieves the best iteration complexity under gradient norm termination criterion.
In this paper, we address the challenging problem of selecting tuning parameters for high-dimensional sparse regression. We propose a simple and computationally efficient method, called path thresholding (PaTh), that transforms any tuning parameter-dependent sparse regression algorithm into an asymptotically tuning-fre…
We consider the problem of unconstrained online convex optimization (OCO) with sub-exponential noise, a strictly more general problem than the standard OCO. In this setting, the learner receives a subgradient of the loss functions corrupted by sub-exponential noise and strives to achieve optimal regret guarantee, witho…
Relations between parameter rigidity of locally free Lie group actions on closed manifolds and the 1st leafwise cohomology of the orbit foliations are discussed. Some computational results of the leafwise cohomology are included.
Constructs a unique surface in a ball with specific properties.
problem Creating a minimal surface with specific topological and geometric constraints.
method Variational methods, equivariant min-max theory, nontrivial sweepout.
result First genus one critical catenoid in a unit ball.
We address the issue of estimating the topology and dynamics of sparse linear dynamic networks in a hyperparameter-free setting. We propose a method to estimate the network dynamics in a computationally efficient and parameter tuning-free iterative framework known as SPICE (Sparse Iterative Covariance Estimation). The …
AdaSDBO solves decentralized bilevel optimization without problem parameters, achieving competitive performance.
problem Decentralized bilevel optimization problems without known parameters.
method AdaSDBO, a fully problem-parameter-free algorithm with adaptive stepsizes.
result AdaSDBO achieves a convergence rate of $\widetilde{\mathcal{O}}\left(\frac{1}{T}
ight)$, matching state-of-the-art methods up to polylogarithmic factors.
Inversion-free natural gradient method for Riemannian manifolds.
problem Hindered by the need for Euclidean space, Fisher information matrix inversion, and computational cost.
method Intrinsic, inversion-free natural gradient method on Riemannian manifolds, using moving approximation of inverse FIM.
result Almost-sure convergence rates and sub-quadratic storage complexity for large-scale applications.
New method for NMF without tuning parameter.
problem Finding latent structures in noisy data matrices.
method Inspired by square-root lasso, proposes a tuning-free minimum-volume NMF.
result Optimal tuning parameter value is noise level-independent.
Robust biclustering method tackles heavy-tailed data issues.
problem Discovering local correlation in heavy-tailed data.
method Convex biclustering with Huber loss and tuning-free parameter selection.
result Outperforms traditional biclustering methods in heavy-tailed noise.
G-Sim uses LLMs to build reliable simulators for complex systems.
problem Building robust simulators for critical domains like healthcare and logistics is challenging.
method Hybrid framework combining LLM-driven structural design and empirical calibration.
result G-Sim produces reliable, causally-informed simulators that handle non-differentiable and stochastic simulators.
The free energy functional has recently been proposed as a variational principle for bounded rational decision-making, since it instantiates a natural trade-off between utility gains and information processing costs that can be axiomatically derived. Here we apply the free energy principle to general decision trees tha…
PARMESAN learns from memory without parameters for fast, efficient continual learning.
problem Inflexibility in deep learning methods for continual learning.
method Transductive reasoning and memory search for parameter-free learning.
result 3-4 orders of magnitude faster than baselines, comparable performance.
Tuning-free OR-PCA improves scalability for large datasets.
problem Dataset sensitivity of OR-PCA tuning parameters.
method Implicit regularization through modified gradient descents.
result Comparable or better performance on simulated and real-world datasets.
Study of phase separation and geometry on a closed elastic curve, including dynamics and free energy minimization.
problem Free energy and dynamics of a closed elastic filament coupled to a scalar concentration field.
method Analytical and numerical simulations of coupled Willmore flow and Cahn--Hilliard gradient flow on differential geometry.
result Qualitative changes in free energy landscape due to closure constraint, leading to metastable and stable multi-domain morphologies.