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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.

168,694 papers · 148 categories

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163326488651 · Jun 202019922001200920172026
48 results for piecewise-linear functions

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.

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.

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.

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.

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.

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.

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.

Given a piecewise linear (PL) function pp defined on an open subset of Rn\R^n, one may construct by elementary means a unique polyhedron with multiplicities $\D(p)$ in the cotangent bundle Rn×Rn\R^n\times \R^{n*} representing the graph of the differential of pp. Restricting to dimension 2, we show that any smooth functi…

2013-05-09abs ↗pdf ↗

The knot invariant Upsilon, defined by Ozsvath, Stipsicz, and Szabo, induces a homomorphism from the smooth knot concordance group to the group of piecewise linear functions on the interval [0,2]. Here we define a set of related secondary invariants, each of which assigns to a knot a piecewise linear function on [0,2].…

2016-10-17abs ↗pdf ↗

Two new criteria help understand the advantage of deep neural networks.

problem Understanding the advantage of deepening neural networks.
method Proposed two new criteria to evaluate the expressivity of functions computable by deep neural networks.
result Increasing layers is more effective than increasing units in improving the expressivity of deep neural networks.

Paper proposes LANN to measure model complexity of neural networks with curve activation functions.

problem Measuring model complexity of neural networks with curve activation functions.
method Proposes LANN, a piecewise linear framework to approximate curve activation functions, and derives complexity measure based on the number of linear regions.
result Demonstrates positive correlation between overfitting and model complexity during training.

Extends Tanimoto kernel to real-valued functions.

problem Measuring similarity between real-valued functions.
method Unified representation of real-valued functions via sets, derived general form of the kernel, explicit feature representation, and smooth approximation.
result General Tanimoto kernel for real-valued functions.

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.

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 paper proposes new cross-correlators using Price's Theorem and piecewise-linear decomposition.

problem Optimal method for estimating cross-correlations using finite samples.
method General mathematical framework using Price's Theorem and piecewise-linear decomposition.
result Some cross-correlators based on Huber's loss functions, MP functions, and LSE functions have higher SNR.

Simplifies PLNNs to interpretable models for better explainability.

problem Challenges in interpretability of PLNNs for high-stakes applications.
method Trained deep network simplification and algorithm for reducing flat networks.
result Improved interpretability of PLNNs without sacrificing performance.

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 ↗

To help understand the underlying mechanisms of neural networks (NNs), several groups have, in recent years, studied the number of linear regions \ell of piecewise linear functions generated by deep neural networks (DNN). In particular, they showed that \ell can grow exponentially with the number of network paramet…

2019-05-27abs ↗pdf ↗

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 ↗

Efficiently finds sparse solutions to max-plus equations for convex regression.

problem Finding sparse solutions to max-plus equations for convex multivariate regression.
method Polynomial-time algorithm for sparse approximate solutions.
result Optimal piecewise-linear fitting with minimum number of regions.

We study the complexity of functions computable by deep feedforward neural networks with piecewise linear activations in terms of the symmetries and the number of linear regions that they have. Deep networks are able to sequentially map portions of each layer's input-space to the same output. In this way, deep models c…

2014-02-08abs ↗pdf ↗

The paper calibrates a model to market quotes efficiently and arbitrage-free.

problem Calibrating a model to market option quotes efficiently and without arbitrage.
method Piecewise-linear local variance function for efficient calibration.
result Arbitrage-free interpolation of class C2C^2 achieved under one millisecond.

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 ↗

This paper shows that every sublevel set of the loss function of a class of deep over-parameterized neural nets with piecewise linear activation functions is connected and unbounded. This implies that the loss has no bad local valleys and all of its global minima are connected within a unique and potentially very large…

2019-01-22abs ↗pdf ↗

The paper tackles prescribing discrete Gaussian curvature on polyhedral surfaces.

problem Prescribing discrete Gaussian curvature on polyhedral surfaces.
method Discrete conformal theory and variational principles with constraints.
result Proves Kazdan-Warner type theorems for polyhedral surfaces.

We study the Ollivier-Ricci curvature of graphs as a function of the chosen idleness. We show that this idleness function is concave and piecewise linear with at most 33 linear parts, with at most 22 linear parts in the case of a regular graph. We then apply our result to show that the idleness function of the Cartes…

2017-04-14abs ↗pdf ↗

Hilbert initiated the standpoint in foundations of mathematics. From this standpoint, we allow only a finite number of repetitions of elementary operations when we construct objects and morphisms. When we start from a subset of a Euclidean space. Then we assume that any element of the line has only a finite number of c…

2013-10-21abs ↗pdf ↗

A triangulated piecewise-linear minimal surface in Euclidean 3-space defined using a variational characterization is critical for area amongst all continuous piecewise-linear variations with compact support that preserve the simplicial structure. We explicitly construct examples of such surfaces that are embedded and a…

2004-10-13abs ↗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 approximation power of general feedforward neural networks with piecewise linear activation functions is investigated. First, lower bounds on the size of a network are established in terms of the approximation error and network depth and width. These bounds improve upon state-of-the-art bounds for certain classes o…

2018-06-29abs ↗pdf ↗