Research
On-device research index

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

Trend · papers per month

2457 · Oct 202519922001200920172026
48 results for polylogarithmic

Study higher genus polylogarithms under Riemann surface degenerations.

problem Understanding higher genus polylogarithms under degenerations.
method Investigate the Enriquez connection for polylogarithms and show it becomes a known connection for families of Riemann surfaces.
result Higher genus polylogarithms can be described explicitly as power series in deformation parameters and logarithms of families.

Paper solves no-swap regret minimization for combinatorial bandits with polylogarithmic dependence on N.

problem Design efficient no-swap regret algorithms for combinatorial bandits with exponentially large action space.
method Introduces a no-swap-regret learning algorithm with polylogarithmic dependence on N and demonstrates efficient implementation.
result Achieves no-swap regret with polylogarithmic dependence on N, resolving an open problem.

We prove optimal subspace embedding conjecture up to sub-polylogarithmic factors.

problem Optimal dimension and sparsity of subspace embeddings.
method Iterative decoupling technique to analyze higher-order trace moment bounds.
result Sub-polylogarithmic factors in dimension and sparsity of subspace embeddings.

New algorithm reduces regret in online portfolio and quantum state learning.

problem Efficiently learning portfolios and quantum states online with minimal regret.
method BISONS algorithm for online portfolio selection, SCHRODINGER'S BISONS for quantum states, with polylogarithmic regret.
result First efficient algorithm with polylogarithmic regret for online portfolio selection and quantum states.

New study reveals a polynomial penalty for adapting to unknown margin parameters in batched nonparametric bandits.

problem Adapting to an unknown margin parameter in batched nonparametric bandits.
method Introduces the regret inflation criterion and develops RoBIN algorithm to achieve optimal regret inflation.
result The optimal regret inflation grows polynomially with the horizon T, characterized by a convex optimization problem.

QATS efficiently decodes HMMs with polylogarithmic complexity.

problem Efficiently decoding hidden Markov models from noisy observations.
method Divide-and-conquer procedure with polylogarithmic sequence complexity and cubic state space complexity.
result QATS outperforms Viterbi and PMAP in speed and accuracy.

New method proves fast regret bounds for online RLHF with generalized preferences.

problem Minimizing max-regret in online RLHF with general preferences and bandit feedback.
method Adopted Generalized Bilinear Preference Model (GBPM) to investigate polylogarithmic regret guarantees.
result Proved polylogarithmic regret bounds for Greedy Sampling and Explore-Then-Commit policies under GBPM.

In this paper, we study local solutions F=(F1,..,Fn) of a general functional equation of the form F1(U1(x,y))+....+Fn(Un(x,y))=0. A such equation will be called an ``abelian functional equation'' (Afe). We will restrict ourselves to the case when the inner functions Ui's are real rational functions. First we prove that…

2002-12-10abs ↗pdf ↗

Study shows sample complexity for multicalibration is Θ(ε^-3) with polylogarithmic factors.

problem Minimizing Expected Calibration Error (ECE) for predictors with respect to a family of groups.
method Proved necessary and sufficient sample complexity of Θ(ε^-3) for multicalibration, using online-to-batch reduction and lower bounds.
result Sample complexity of multicalibration is Θ(ε^-3) with polylogarithmic factors, distinguishing it from marginal calibration.

A recent line of research on deep learning focuses on the extremely over-parameterized setting, and shows that when the network width is larger than a high degree polynomial of the training sample size nn and the inverse of the target error ε1ε^{-1}, deep neural networks learned by (stochastic) gradient descent enjoy …

2019-11-27abs ↗pdf ↗

Improved GNN simulation of WL test with exponentially lower complexity.

problem Improving the complexity of simulating the Weisfeiler-Lehman test with GNNs.
method Exponentially lower complexity simulation of WL test using GNNs with polylogarithmic parameters and O(log n) bits feature vectors.
result Near-optimal construction with logarithmic lower bounds for feature vector length and neural network size.

Kähler information manifolds for signal filters in weighted Hardy spaces are explored.

problem Developing a geometric framework for signal processing filters in weighted Hardy spaces.
method Introducing weighted Hardy spaces and smooth transformations of transfer functions, demonstrating the Kähler manifold structure.
result The Riemannian geometry of weighted Hardy norms for transfer functions forms a Kähler manifold.

The paper explores the geometry of the Spence-Kummer trilogarithm equation and its Galois analogue.

problem Investigating the geometry and functional equation of the Spence-Kummer trilogarithm.
method Using algebraic relations between polylogarithm generating series and path systems, along with tensor and homotopy criteria for functional equations.
result Derives a precise form of the Spence-Kummer equation and its Galois analogue.

New method uses higher-order Langevin dynamics for efficient parallel sampling.

problem Efficient parallel sampling from high-dimensional log-concave distributions.
method Combines higher-order Langevin dynamics with blockwise Lagrange polynomial interpolation.
result Reduces the number of parallel points required for a target accuracy.

This work proves that large models can be compressed significantly without losing performance.

problem Achieving comparable performance with smaller models and less data.
method Developed a universal compression theory for neural networks and datasets.
result Proved that a generic permutation-invariant function can be compressed into a function of polylogarithmic size with vanishing error.

New algorithm selects best distribution privately in nearly-linear time.

problem Estimating the best distribution from samples under differential privacy constraints.
method Differentially private algorithm with nearly-linear time complexity and optimal approximation factor.
result Achieves optimal approximation factor of 3 with modest sample complexity increase.

The paper analyzes GD for KANs, deriving bounds for training, generalization, and privacy.

problem Training dynamics, generalization, and privacy properties of KANs.
method Gradient Descent (GD) analysis for two-layer KANs under logistic loss and NTK-separable assumption.
result Polylogarithmic width suffices for GD to achieve optimization and generalization rates under DP.

Within the framework of statistical learning theory it is possible to bound the minimum number of samples required by a learner to reach a target accuracy. We show that if the bound on the accuracy is taken into account, quantum machine learning algorithms for supervised learning---for which statistical guarantees are …

2020-01-28abs ↗pdf ↗

We present an efficient and practical algorithm for the online prediction of discrete-time linear dynamical systems with a symmetric transition matrix. We circumvent the non-convex optimization problem using improper learning: carefully overparameterize the class of LDSs by a polylogarithmic factor, in exchange for con…

2017-11-02abs ↗pdf ↗

Study growth of systoles in arithmetic manifolds, focusing on kk-dimensional cases.

problem Growth of systoles in arithmetic nn-manifolds along congruence coverings.
method Analyzes growth of kk-dimensional systoles in arithmetic nn-manifolds, proving polylogarithmic and constant power bounds.
result Growth of systoles for k=rk = r oscillates between a power of a logarithm and a power function of the degree of the covering.

New algorithms achieve optimal regret in sliding window model with limited memory.

problem Experts problem in the sliding window model with limited information.
method 2 queries, polylog(nT) memory, exponential improvement on memory.
result Achieve optimal regret of sqrt(nW)polylog(nT) with 2 queries and polylog(nT) memory.

We show how to solve a number of problems in numerical linear algebra, such as least squares regression, p\ell_p-regression for any p1p \geq 1, low rank approximation, and kernel regression, in time $T(A) \poly(\log(nd))$, where for a given input matrix ARn×dA \in \mathbb{R}^{n \times d}, T(A)T(A) is the time needed to com…

2019-12-12abs ↗pdf ↗

Neural networks can achieve optimal sample complexity for learning single-index models.

problem Achieving optimal computational-statistical tradeoff in learning Gaussian single-index models.
method Unified gradient-based algorithm for training a two-layer neural network, adaptable to various loss and activation functions.
result Sample complexity of ds/2dd^{s^\star/2} \lor d matches the SQ lower bound up to a polylogarithmic factor.

New DP optimization methods for sparse gradients, improving on existing algorithms.

problem Differentially private optimization with sparse gradients in high-dimensional settings.
method Improved bounds for mean estimation, pure- and approximate-DP algorithms for stochastic convex optimization.
result First nearly dimension-independent rates for DP optimization with sparse gradients.

We consider minimizing a nonconvex, smooth function ff on a Riemannian manifold M\mathcal{M}. We show that a perturbed version of Riemannian gradient descent algorithm converges to a second-order stationary point (and hence is able to escape saddle points on the manifold). The rate of convergence depends as 1/ε21/ε^2 o…

2019-06-18abs ↗pdf ↗

A wide range of fundamental machine learning tasks that are addressed by the maximum a posteriori estimation can be reduced to a general minimum conical hull problem. The best-known solution to tackle general minimum conical hull problems is the divide-and-conquer anchoring learning scheme (DCA), whose runtime complexi…

2019-07-16abs ↗pdf ↗

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is unknown and has to be learned by interacting repeatedly with the environment in the ba…

2014-05-30abs ↗pdf ↗

The paper solves robust learning of Gaussian mixtures with nearly optimal guarantees.

problem Learning a high-dimensional Gaussian mixture model with corrupted samples.
method Introduces a new framework called strong observability to circumvent the challenge of learning individual components.
result Achieves optimal robustness guarantees of εε in total variation distance for any constant number of components.

A new algorithm estimates mean adaptively to covariance, faster and more flexible than existing methods.

problem Estimating mean of a distribution with unknown covariance efficiently and privately.
method Adaptive differentially private algorithm with optimal convergence rates and near-linear sample complexity.
result Achieves optimal rates of convergence with respect to the Mahalanobis norm Σ||\cdot||_Σ.

The Fock-Bargmann-Hartogs domain Dn,m(μ)D_{n,m}(μ) (μ>0μ>0) in Cn+m\mathbf{C}^{n+m} is defined by the inequality w2<eμz2,\|w\|^2<e^{-μ\|z\|^2}, where (z,w)Cn×Cm(z,w)\in \mathbf{C}^n\times \mathbf{C}^m, which is an unbounded non-hyperbolic domain in Cn+m\mathbf{C}^{n+m}. Recently, Yamamori gave an explicit formula for the Bergman kernel of the…

2014-12-11abs ↗pdf ↗