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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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6121824 · Jun 202019922001200920172026
48 results for polylogarithmic runtimes

Quantum machine learning can't achieve polylogarithmic runtimes, even with quantum data access.

problem Bounding the minimum number of samples required for supervised quantum learning.
method Statistical learning theory and quantum machine learning algorithms.
result Quantum machine learning algorithms for supervised learning have at most polynomial speedups over classical algorithms.

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 ↗

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.

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It is also the algorithm of choice to fit mixture models: generative models that rep…

2019-08-19abs ↗pdf ↗

We present a novel parallelisation scheme that simplifies the adaptation of learning algorithms to growing amounts of data as well as growing needs for accurate and confident predictions in critical applications. In contrast to other parallelisation techniques, it can be applied to a broad class of learning algorithms …

2018-10-08abs ↗pdf ↗

Neural network learns low-dimensional polynomials with SGD near information-theoretic limit.

problem Learning a single-index target function with gradient descent.
method Two-layer neural network optimized by SGD on squared loss.
result Sample and runtime complexity of nT=Θ(d ⁣ ⁣polylogd)n \simeq T = Θ(d\!\cdot\! \mathrm{polylog} d) for polynomial single-index models, matching information theoretic limit up to polylogarithmic factors.

New algorithm samples from log-concave distributions with high accuracy in polynomial time.

problem Sampling from log-concave distributions with high accuracy in infinity distance.
method Directly converts continuous samples from KK with total-variation bounds to samples with infinity bounds.
result Output a point εε-close to ππ in infinity distance with runtime bounds that depend on polylogarithmic and polynomial factors of 1/ε1/ε.

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.

Two algorithms for linear contextual bandits with rare updates achieve optimal regret and efficiency.

problem Linear contextual bandits with infrequent parameter updates.
method Two practical algorithms with O(loglogT)O(\log\log T) updates, BLCE-G and BLCE.
result Minimax-optimal regret with low computational complexity.

Model predicts counterfactuals under domain shift and inaccessible variables.

problem Runtime domain corruption impairs counterfactual prediction.
method Subsumes counterfactual prediction under domain adaptation, uses adversarial domain adaptation to reduce distribution disparity.
result VEGAN outperforms baselines in individual-level treatment effect estimation.

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.

Vecchia approximations provide the best accuracy-runtime trade-off for Gaussian process approximations.

problem High computational cost of Gaussian processes for large data sets.
method Systematic comparison of different Gaussian process approximations.
result Vecchia approximations consistently provide the best accuracy-runtime trade-off.

Stochastic momentum methods trade compute efficiency for serial runtime.

problem Stochastic momentum methods trade compute efficiency for serial runtime.
method Stochastic HB and ASGD for consistent linear regression with Gaussian covariates.
result HB preserves SGD-level CE over a larger batch-size window, allowing larger batches to reduce serial runtime until HB reaches its deterministic accelerated scale.

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 ↗

Bayesian method predicts runtime metrics for fog manufacturing.

problem Accurate prediction of runtime performance metrics in fog manufacturing.
method Bayesian sparse regression for multivariate mixed responses.
result Enhanced prediction and statistical inferences of runtime metrics.

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 ↗

For well over a quarter century, detection systems have been driven by models learned from input features collected from real or simulated environments. An artifact (e.g., network event, potential malware sample, suspicious email) is deemed malicious or non-malicious based on its similarity to the learned model at runt…

2016-03-31abs ↗pdf ↗

In many recent applications, data is plentiful. By now, we have a rather clear understanding of how more data can be used to improve the accuracy of learning algorithms. Recently, there has been a growing interest in understanding how more data can be leveraged to reduce the required training runtime. In this paper, we…

2011-06-06abs ↗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.

Separating the short jobs from the long is a known technique to improve scheduling performance. In this paper we describe a method we developed for accurately predicting the runtimes classes of the jobs to enable this separation. Our method uses the fact that the runtimes can be represented as a mixture of overlapping …

2016-05-02abs ↗pdf ↗

GNMR controls runtime stability in low-precision language model training.

problem Efficient low-precision training faces numerical risks at specific operators.
method GNMR compares gradient norms to historical means, applying bounded recovery actions.
result GNMR preserves high-fidelity quality with sparse, budgeted recovery.

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.

Perhaps surprisingly, it is possible to predict how long an algorithm will take to run on a previously unseen input, using machine learning techniques to build a model of the algorithm's runtime as a function of problem-specific instance features. Such models have important applications to algorithm analysis, portfolio…

2012-11-05abs ↗pdf ↗

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.

Run2Survive uses survival analysis for algorithm selection, outperforming traditional methods.

problem Handling censored runtime data in algorithm selection.
method Decision-theoretic approach leveraging survival analysis for censored data.
result Run2Survive outperforms state-of-the-art AS approaches in experiments.

A new runtime for AI agents calculates risks in real-time.

problem Managing risks and liabilities in autonomous AI actions.
method A time-consistent counterfactual actuarial layer with explicit underwriting boundaries.
result Establishes a well-defined toll and guarantees executed-action budgets.