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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.

168,742 papers · 148 categories

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104208311415 · Jun 202019922001200920172026
48 results for piecewise linear paths

We consider the generic regularized optimization problem β^(λ)=argminβL(y,Xβ)+λJ(β)\hat{\mathsfβ}(λ)=\arg \min_βL({\sf{y}},X{\sfβ})+λJ({\sfβ}). Efron, Hastie, Johnstone and Tibshirani [Ann. Statist. 32 (2004) 407--499] have shown that for the LASSO--that is, if LL is squared error loss and J(β)=β1J(β)=\|β\|_1 is the 1\ell_1 norm of ββ--the opti…

2007-08-16abs ↗pdf ↗

The regularization path of the Lasso can be shown to be piecewise linear, making it possible to "follow" and explicitly compute the entire path. We analyze in this paper this popular strategy, and prove that its worst case complexity is exponential in the number of variables. We then oppose this pessimistic result to a…

2012-05-01abs ↗pdf ↗

Piecewise linear activations create many spurious local minima in neural networks.

problem Understanding the loss surface of neural networks with piecewise linear activations.
method Proved the existence of infinite spurious local minima and partitioned the loss surface into smooth cells.
result Piecewise linear activations create many spurious local minima that are invariant under a continuous path.

We present a new, unifying approach following some recent developments on the complexity of neural networks with piecewise linear activations. We treat neural network layers with piecewise linear activations as tropical polynomials, which generalize polynomials in the so-called (max,+)(\max, +) or tropical algebra, with pos…

2018-05-22abs ↗pdf ↗

New algorithms minimize dynamic regret in non-stationary online learning.

problem Universal dynamic regret minimization under exp-concave and smooth losses.
method Strongly Adaptive algorithms with a path variational based on second order differences of the comparator sequence.
result Achieve a dynamic regret of ildeO(d2n1/5Cn2/5d2) ilde O(d^2 n^{1/5} C_n^{2/5} \vee d^2), optimal modulo dependencies.

For a variety of regularized optimization problems in machine learning, algorithms computing the entire solution path have been developed recently. Most of these methods are quadratic programs that are parameterized by a single parameter, as for example the Support Vector Machine (SVM). Solution path algorithms do not …

2009-03-27abs ↗pdf ↗

Simplicial, piecewise-flat discretizations of manifolds provide a clear path towards curvature analysis on discrete geometries and for solutions of PDE's on manifolds of complex topologies. In this manuscript we review and expand on discrete exterior calculus methods using hybrid domains. We then analyze the geometric …

2012-12-05abs ↗pdf ↗

This work generalizes bounds on the number of linear regions in CPWL NNs.

problem Determining the number of linear regions in CPWL neural networks is challenging.
method Generalized bounds on the maximal number of linear regions for arbitrary CPWL activation functions.
result Depth significantly increases the number of linear regions, but not exponentially.

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a third observed multinomial distribution. We study the entire relaxation path for thi…

2013-11-07abs ↗pdf ↗

The paper establishes a formula for enumeration of curves of arbitrary genus in toric surfaces. It turns out that such curves can be counted by means of certain lattice paths in the Newton polygon. The formula was announced earlier in http://arxiv.org/abs/math.AG/0209253. The result is established with the help of the …

2003-12-31abs ↗pdf ↗

A bounded curvature path is a continuously differentiable piecewise C2C^2 path with a bounded absolute curvature that connects two points in the tangent bundle of a surface. In this work, we analyze the homotopy classes of bounded curvature paths for points in the tangent bundle of the Euclidean plane. We show the exis…

2014-03-19abs ↗pdf ↗

The solution path of the 1D fused lasso for an nn-dimensional input is piecewise linear with O(n)\mathcal{O}(n) segments (Hoefling et al. 2010 and Tibshirani et al 2011). However, existing proofs of this bound do not hold for the weighted fused lasso. At the same time, results for the generalized lasso, of which the wei…

2018-01-15abs ↗pdf ↗

This article provides an attempt to extend concepts from the theory of Riemannian manifolds to piecewise linear spaces. In particular we propose an analogue of the Ricci tensor, which we give the name of an Einstein vector field. On a given set of piecewise linear spaces we define and discuss (normalized) Ricci flows. …

2015-08-22abs ↗pdf ↗

The horoboundary of Teichmüller space is path connected and has non-dense Busemann points.

problem Characterizing the horoboundary of Teichmüller space.
method Using the relationship between the horofunction and visual compactifications of Teichmüller spaces.
result The horoboundary of Teichmüller space is path connected and has non-dense Busemann points.

New algorithm optimizes AUC in binary classification and changepoint detection.

problem Difficult to optimize AUC in binary classification and changepoint detection.
method Proposes efficient path-following algorithms for choosing optimal learning rate.
result Proposed line search algorithm computes complete AUM/AUC representation.

We prove that every piecewise linear manifold of dimension up to four on which a finite group acts by piecewise linear homeomorphisms admits a compatible smooth structure with respect to which the group acts smoothly. This solves a challenge posed by Thurston in dimension three and confirms a conjecture by Kwasik and L…

2015-07-09abs ↗pdf ↗

A new algorithm for faster model selection in twin multi-class SVM.

problem Challenges in effective solution of multi-classification and fast model selection in twin multi-class SVM.
method Sample data set partition strategy, Lagrangian multipliers, piecewise linear update, initialization algorithm, and event-based iteration.
result Comparable classification performance achieved without solving quadratic programming problems.

We give time-slicing path integral formulas for solutions to the heat equation corresponding to a self-adjoint Laplace type operator acting on sections of a vector bundle over a compact Riemannian manifold with boundary. More specifically, we show that such a solution can be approximated by integrals over finite-dimens…

2016-07-18abs ↗pdf ↗

Convex dual network improves neural network reconstruction for medical imaging.

problem Non-convex nature of neural networks hinders their use in sensitive applications.
method Introduces a convex duality framework for a two-layer fully-convolutional ReLU denoising network.
result Training neural networks with weight decay regularization induces path sparsity and piecewise linear filtering.

The snake charmer algorithm permits us to deform a piecewise smooth curve starting from the origin in R^d, so that its end follows a given path. When this path is a loop, a holonomy phenomenon occurs. We prove that the holonomy orbits are closed manifolds diffeomorphic to real Stiefel manifolds. A survey of the snake c…

2006-03-27abs ↗pdf ↗

The paper extends a variance gamma model to quadratic functions, reducing arbitrage and computational costs.

problem Creating an arbitrage-free interpolation for option pricing models.
method Generalizing the local variance gamma model to a piecewise quadratic local variance function.
result The quadratic model results in an arbitrage-free interpolation of class C3, reducing knots and computational cost.

In this paper, we introduce a bordism category CdPL\mathcal{C}_d^{PL} whose objects are bundles of closed (d1)(d-1)-dimensional piecewise linear manifolds and whose morphisms are bundles of dd-dimensional piecewise linear cobordisms. In the main theorem of this article, we show that the classifying space $B\mathcal{C}_d^{…

2016-08-22abs ↗pdf ↗

New GP model estimates piecewise continuous functions.

problem Piecewise continuous regression functions in scientific and engineering applications.
method Local Gaussian process model with partitioned local data and joint estimation of boundaries.
result Superior performance over conventional GP models in estimating piecewise regression functions.

New method uses DC functions for piecewise linear regression.

problem Regression with piecewise linear constraints.
method Estimates piecewise linear convex functions using a difference of convex functions.
result Method achieves close to minimax statistical risk and comparable performance to existing methods.

Equivariant neural networks use symmetry to interpret complex data.

problem Interpreting and understanding the behavior of equivariant neural networks.
method Decompose layers into simple representations and analyze nonlinear activation functions.
result Equivariant neural networks can be interpreted using a filtration generalizing Fourier series.

A new complexity measure for neural networks improves upon classical methods.

problem Lack of a refined complexity measure for comparing different neural network architectures, especially permutation-invariant ones.
method Introduced an equivalence relation among linear functions and counted them relative to this relation.
result The new complexity measure clearly distinguishes between different models and increases exponentially with depth.

We present a detailed analysis of the class of regression decision tree algorithms which employ a regulized piecewise-linear node-splitting criterion and have regularized linear models at the leaves. From a theoretic standpoint, based on Rademacher complexity framework, we present new high-probability upper bounds for …

2019-06-29abs ↗pdf ↗

Paper presents ABGD for efficient piecewise linear regression in high dimensions.

problem Efficiently solving piecewise linear regression in high-dimensional spaces.
method Parametrizes piecewise linear functions as difference of max-affine functions, using ABGD algorithm.
result ABGD converges linearly to an ε-accurate estimate with optimal sample complexity.

We consider smooth isotropic immersions from the 2-dimensional torus into R2nR^{2n}, for n2n \geq 2. When n=2n = 2 the image of such map is an immersed Lagrangian torus of R4R^4. We prove that such isotropic immersions can be approximated by arbitrarily C0C^0-close piecewise linear isotropic maps. If n3n \geq 3 the piece…

2018-02-23abs ↗pdf ↗

We study algebraic varieties of ReLU networks to understand their representable functions.

problem Understanding the functions that ReLU neural networks can represent.
method We introduce algebraic varieties associated with ReLU networks and derive polynomial equations to characterize representable functions.
result Conditions under which ReLU networks attain their expected dimension, providing insight into their structural properties.

In exchange for large quantities of data and processing power, deep neural networks have yielded models that provide state of the art predication capabilities in many fields. However, a lack of strong guarantees on their behaviour have raised concerns over their use in safety-critical applications. A first step to unde…

2019-10-09abs ↗pdf ↗

Proposes adaptive ridge regression for functional linear models with piecewise shapes.

problem Functional linear regression with unknown coefficient function.
method Adaptive piecewise function template with L2L_2 penalization.
result Improves predictive power and interpretability compared to standard methods.

New proof shows efficient ReLU networks for piecewise linear functions.

problem Existence of efficient ReLU neural networks for piecewise linear functions.
method Degree 1 triangulations of the relative homology class bounded by polyhedra.
result Existence of efficient ReLU neural networks for functions with compact support.