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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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199399598797 · Jun 202019922001200920172026
48 results for parameter-free optimization

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.

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.

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 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(uT1/plog(1/δ))O(\| \mathbf{u} \| T^{1/\mathfrak{p}} \log (1/δ)) with high probability for subgradients with bounded pthp^{th} moments.

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…

2019-02-05abs ↗pdf ↗

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.

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.

Algorithm optimizes functions without parameters, converging to global minima.

problem Optimizing functions without parameters.
method Follow The Regularized Leader with rescaled gradients and time-varying regularizers.
result Converges to global minimizer for variationally coherent functions.

New algorithm optimally identifies best arm in both stochastic and adversarial settings.

problem Best arm identification in stochastic and adversarial reward scenarios.
method Parameter-free algorithm designed to be robust to adversarial rewards and optimal in stochastic problems.
result Algorithm's error rate matches optimal bounds in stochastic problems and is robust to adversarial rewards.

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.

A new algorithm reduces online exp-concave optimization runtime.

problem Minimizing regret in online learning with exponentially concave losses.
method LightONS, a variant of Online Newton Step (ONS), reduces runtime to O(d2T+dωTlogT)O(d^2 T + d^ω\sqrt{T \log T}).
result Optimal regret with reduced runtime to O(d2T+dωTlogT)O(d^2 T + d^ω\sqrt{T \log T}).

We introduce an efficient algorithmic framework for model selection in online learning, also known as parameter-free online learning. Departing from previous work, which has focused on highly structured function classes such as nested balls in Hilbert space, we propose a generic meta-algorithm framework that achieves o…

2017-12-30abs ↗pdf ↗

We study a specific \textit{combinatorial pure exploration stochastic bandit problem} where the learner aims at finding the set of arms whose means are above a given threshold, up to a given precision, and \textit{for a fixed time horizon}. We propose a parameter-free algorithm based on an original heuristic, and prove…

2016-05-27abs ↗pdf ↗

New algorithm for online learning with noisy side observations.

problem Online learning with noisy side feedback and graph-structured dependencies.
method Proposes an algorithm using a weighted directed graph to model dependencies and guarantees a regret bound of O(√α* T).
result Guarantees a regret of O(√α* T) after T rounds, where α* is the effective independence number.

Due to the growing ubiquity of unlabeled data, learning with unlabeled data is attracting increasing attention in machine learning. In this paper, we propose a novel semi-supervised kernel learning method which can seamlessly combine manifold structure of unlabeled data and Regularized Least-Squares (RLS) to learn a ne…

2012-03-15abs ↗pdf ↗

New methods for convex optimization with locally Lipschitz gradient, achieving faster convergence.

problem Optimization problems with locally Lipschitz continuous gradient.
method Accelerated proximal gradient (APG) methods and proximal augmented Lagrangian method.
result Achieved faster convergence rates for convex optimization problems with locally Lipschitz gradient.

Efficient methods reduce projections in non-stationary online learning.

problem Optimizing dynamic and adaptive regret in non-stationary online learning environments.
method Presented efficient methods reducing the number of projections per round from O(logT)O(\log T) to 11.
result Reduced number of projections per round from O(logT)O(\log T) to 11 for optimizing dynamic and adaptive regret.

Paper proposes an ensemble of attacks to evaluate adversarial robustness more reliably.

problem Insufficient evaluation of adversarial defenses leads to incorrect robustness assessments.
method Developed two extensions of PGD-attack and combined them with two complementary attacks.
result Identified several broken defenses with lower robust test accuracy than reported.

D-Adaptation automatically sets optimal learning rates without manual tuning.

problem Optimizing learning rates for efficient convergence in machine learning.
method D-Adaptation, which asymptotically achieves optimal learning rates without back-tracking or additional evaluations.
result D-Adaptation automatically matches hand-tuned learning rates across diverse problems.

We propose a MAP Bayesian approach to perform and evaluate a co-clustering of mixed-type data tables. The proposed model infers an optimal segmentation of all variables then performs a co-clustering by minimizing a Bayesian model selection cost function. One advantage of this approach is that it is user parameter-free.…

2019-02-06abs ↗pdf ↗

An optimal algorithm for multi-armed bandits with constraints.

problem Optimizing decisions in constrained multi-armed bandit problems.
method An index-based deterministic algorithm using Locatelli's anytime thresholding under known optimal value assumption.
result The algorithm achieves asymptotic optimality with probability approaching 1.

Robust PCA, the problem of PCA in the presence of outliers has been extensively investigated in the last few years. Here we focus on Robust PCA in the column sparse outlier model. The existing methods for column sparse outlier model assumes either the knowledge of the dimension of the lower dimensional subspace or the …

2018-04-13abs ↗pdf ↗

New algorithms reduce online learning regret by tracking gradient variation.

problem Online learning with unconstrained losses and gradient variation.
method Parameter-free algorithms with adaptive updates for LL-smooth convex losses.
result Regret bounds of order O~(uVT(u)+Lu2+G4)\widetilde{O}(\|u\|\sqrt{V_T(u)} + L\|u\|^2+G^4) achieved without prior knowledge of comparator norm or Lipschitz constant.

Adversarial online nonparametric regression achieves optimal rates with locally adaptive learning.

problem Adversarial online nonparametric regression with general convex losses.
method Parameter-free learning algorithm leveraging chaining trees to compete against H{ö}lder functions, dynamically tracking and adapting to local smoothness variations.
result First computationally efficient algorithm with locally adaptive optimal rates for online regression in an adversarial setting.

A new method for faster optimization of noisy functions.

problem Optimizing noisy functions efficiently.
method A universal and adaptive second-order method for convex functions.
result Achieves O(σ/T)O(σ/ \sqrt{T}) convergence for stochastic oracles and O(1/T3)O( 1 / T^3) for deterministic oracles.

Traditional recognition methods typically require large, artificially-balanced training classes, while few-shot learning methods are tested on artificially small ones. In contrast to both extremes, real world recognition problems exhibit heavy-tailed class distributions, with cluttered scenes and a mix of coarse and fi…

2019-04-09abs ↗pdf ↗