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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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3567121,0671,423 · Jun 202019922001200920172026
48 results for parameterized models

In the overview, a generic mathematical object (mapping) is introduced, and its relation to model physics parameterization is explained. Machine learning (ML) tools that can be used to emulate and/or approximate mappings are introduced. Applications of ML to emulate existing parameterizations, to develop new parameteri…

2020-02-02abs ↗pdf ↗

Least squares regression shows unexpected double descent in under-parameterized models.

problem Understanding the generalization of under-parameterized models in regression.
method Analyzing the spectrum and eigenvectors of the sample covariance matrix.
result Least squares regression can exhibit a peak in generalization in the under-parameterized regime, contrary to previous explanations.

Local PCA detects intrinsic parameterization of complex thermo-chemical state-spaces.

problem Detecting intrinsic parameterization of complex thermo-chemical state-spaces.
method Local PCA applied to local clusters of data.
result Local PCA finds meaningful parameterization linked to local stoichiometry, reaction progress, and soot formation processes.

We introduce a new parameterization method for deep learning layers using spectral tensor train decomposition.

problem Efficiency and stability in deep learning models with weight matrix compression.
method Spectral Tensor Train Parameterization (STTP) of weight matrices.
result Improved compression and training stability in neural networks.

New method to recover over-parameterized models corrupted during estimation.

problem Recovering statistical models corrupted after initial estimation.
method Robust estimation using over-parameterized models and redundancy.
result Stochastic gradient descent is well-suited for model repair, but sparsity is generally not repairable.

New insights into bias and variance in over-parameterized models.

problem Understanding bias and variance in over-parameterized models.
method Analytic expressions derived from statistical physics for two minimal models.
result Over-parameterized models can overfit even in noiseless conditions.

DEQs converge to optimal solutions with mild over-parameterization.

problem Training over-parameterized deep equilibrium models.
method Solves equilibrium point directly, uses gradient descent, and analyzes convergence via linear rate.
result Gradient descent converges to a globally optimal solution at a linear rate for quadratic loss.

The paper proposes methods for volumetric parameterization of 3D solid manifolds.

problem Complex structure of solid manifolds makes conventional approaches ineffective.
method Incorporates models to preserve geometric structure, achieve density equalization, and balance distortions.
result Various 3D manifold parameterizations with different properties can be achieved.

New geometric interpretation explains over-parameterized models and adversarial perturbations.

problem Geometric understanding of over-parameterized regression and adversarial perturbations.
method Alternative geometric interpretation of regression in feature space.
result Adversarial perturbations are a natural feature of biased models due to underlying geometry.

Study reveals benign overfitting in time series models with over-parameterization.

problem Analyzing over-parameterized linear models with dependent time-series data.
method Developed an estimator using interpolation and derived non-asymptotic risk bounds.
result Risk bound is influenced by the coherence of temporal covariance matrices at different time steps.

Over-parameterized models reduce Out-of-Distribution (OOD) generalization loss.

problem Understanding how over-parameterized models handle non-trivial distributional shifts.
method Investigating random feature models and examining non-trivial natural distributional shifts.
result Increasing model parameterization reduces OOD loss.

The paper explores how over-parameterized linear regression models generalize without violating learning theory principles.

problem Understanding how over-parameterized linear regression models generalize without violating learning theory principles.
method The paper uses the predictive normalized maximum likelihood (pNML) learner to investigate the minimum norm solution of over-parameterized linear regression models.
result The model generalizes well when the test sample lies in a subspace spanned by eigenvectors associated with large eigenvalues of the training data.

The paper shows how the generalization curve can have multiple peaks, influenced by data and learning algorithm biases.

problem Understanding the generalization behavior of linear regression models under varying parameterizations.
method Analyzes generalization loss in linear regression models with varying parameterizations, both under- and over-parameterized.
result The generalization curve can have an arbitrary number of peaks, and their locations can be controlled.

Gradient descent recovers low-rank matrices from corrupted measurements with double over-parameterization.

problem Robust recovery of low-rank matrices from grossly corrupted measurements.
method Gradient descent with discrepant learning rates for double over-parameterized models.
result Gradient descent with discrepant learning rates provably recovers the underlying matrix without prior knowledge on rank or sparsity.

This paper introduces a new bound to explain generalization in over-parameterized models.

problem Understanding why some over-parameterized models generalize well while others do not.
method PAC-Chernoff bounds and smoothness measures based on large deviation theory.
result Interpolators with smoother structures generalize better, according to the new theoretical framework.

Novel approach analyzes ReLU networks' training dynamics and proposes GmP for improved optimization.

problem Stochastic optimization instability in ReLU networks impedes convergence and generalization.
method Characteristic activation boundaries analysis and Geometric Parameterization (GmP) technique.
result GmP resolves instability, leading to better optimization, convergence, and generalization.

New insights into optimization and generalization for linear models.

problem Understanding the implicit regularization of optimization methods for linear models.
method Investigating the norms minimized by interpolating solutions and using projections to move between solutions.
result Proving that for over-parameterized linear classification, projections onto the data-span enable the use of under-parameterized techniques.

Over-parameterized models can memorize noisy labels and still generalize well, revealing a hidden structure.

problem Understanding how over-parameterized models can simultaneously memorize noisy labels and generalize well.
method Investigated through modular arithmetic tasks with label noise using two-layer neural networks.
result Over-parameterized models can achieve near-perfect test accuracy with 80% label noise by extracting an internal generalization structure.

Credit risk stress tests can misrepresent default probabilities due to inconsistent parameterization.

problem Misleading default probability projections in credit risk stress tests.
method Analysis of credit risk stress testing models and their parameterization.
result Current portfolios tend to align with through-the-cycle portfolios, leading to spurious default rate projections.

Gradient EM converges globally for over-parameterized Gaussian mixtures.

problem Recovering ground truth Gaussian mixtures with over-parameterized models.
method Gradient EM with over-parameterization, using Hermite polynomials and tensor decomposition.
result Gradient EM globally converges to ground truth with n=Ω(mlogm)n = Ω(m\log m) over-parameterization.

We introduce a method for constructing skills capable of solving tasks drawn from a distribution of parameterized reinforcement learning problems. The method draws example tasks from a distribution of interest and uses the corresponding learned policies to estimate the topology of the lower-dimensional piecewise-smooth…

2012-06-27abs ↗pdf ↗

Log-linear models are the popular workhorses of analyzing contingency tables. A log-linear parameterization of an interaction model can be more expressive than a direct parameterization based on probabilities, leading to a powerful way of defining restrictions derived from marginal, conditional and context-specific ind…

2014-09-09abs ↗pdf ↗

Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present theoretical and empirical evidence that over-parameterization can help EM avoid …

2018-10-26abs ↗pdf ↗

The current paper discusses some new results about conformal polynomic surface parameterizations. A new theorem is proved: Given a conformal polynomic surface parameterization of any degree it must be harmonic on each component. As a first geometrical application, every surface that admits a conformal polynomic paramet…

2012-05-25abs ↗pdf ↗

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 ↗

Knoop enhances variable selection with over-parameterization and knockoffs.

problem Challenges of variable selection in high-dimensional datasets.
method Generates knockoff variables, integrates them into an over-parameterized model, and uses anomaly-based significance tests.
result Superior performance in variable selection compared to existing methods.

HOPE improves SSMs for long-memory tasks with robust initialization and training.

problem Improving state-space models for long-memory tasks with robust initialization and training.
method Developed a new parameterization scheme called HOPE using Hankel operators and Markov parameters.
result HOPE improves SSMs' performance on Long-Range Arena tasks and demonstrates non-decaying memory.

Introduces Causal Energy Minimization to understand Transformer layers.

problem Empirical parameterization of Transformer blocks remains largely unexplored.
method Causal Energy Minimization framework that recasts Transformer layers as optimization steps on conditional energy functions.
result Identifies design space for Transformer layers including weight sharing and energy-based interpretations.

The paper analyzes how over-parameterization affects GD convergence in matrix sensing problems.

problem Matrix sensing problem with over-parameterized gradient descent.
method Analyzes symmetric and asymmetric parameterizations, provides lower bounds and convergence rates.
result Over-parameterization slows down GD convergence, but asymmetric parameterization can speed up convergence.

MO-PaDGAN improves multi-objective optimization by generating diverse and high-performing designs.

problem Challenges in parameterizing engineering designs for multi-objective optimization.
method MO-PaDGAN uses a generative adversarial network with a Determinantal Point Processes loss function to address these challenges.
result MO-PaDGAN generates designs with improved performance and coverage, even surpassing training data.

Novel framework for policy optimization with general parameterization and linear convergence.

problem Lack of theoretical guarantees for policy optimization with general parameterization schemes.
method Mirror descent approach for policy optimization with general parameterization.
result First result of linear convergence for policy-gradient-based method with general parameterization.

Proposes a new approach to generate sparse models from deep networks.

problem Training small networks can get stuck in local optima; over-parameterized models are preferred.
method Differential inclusion paths to generate a family of models from simple to complex.
result Algorithm converges to a critical point of empirical risks from any initializations.

Develops a method for conformal parameterization of point clouds without fixed boundaries.

problem Desirable distortion in fixed-boundary parameterizations of point clouds.
method Free-boundary conformal parameterization method involving approximation of point cloud Laplacian and boundary treatment.
result High-quality point cloud meshing achieved through the proposed method.

PrecGD restores linear convergence in over-parameterized nonconvex matrix factorization.

problem Slow convergence of local search algorithms in over-parameterized nonconvex matrix factorization.
method Preconditioned Gradient Descent (PrecGD) with an inexpensive 2\ell_2 regularization.
result PrecGD restores linear convergence rate even in the over-parameterized case.