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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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86172257343 · Jun 202019922001200920172026
48 results for property FW$_\infty$

The study shows that several properties are not profinite invariants.

problem Determining which properties are profinite invariants.
method Combining Rips constructions and iterated group-theoretic Dehn filling on hyperbolic virtually special groups.
result Several properties (stable commutator length, quasimorphisms, property NL, property FW_\infty, property FA, and non-abelian free subgroups) are not profinite invariants.

Topic models are popular for modeling discrete data (e.g., texts, images, videos, links), and provide an efficient way to discover hidden structures/semantics in massive data. One of the core problems in this field is the posterior inference for individual data instances. This problem is particularly important in strea…

2015-12-10abs ↗pdf ↗

Frank-Wolfe methods (FW) have gained significant interest in the machine learning community due to its ability to efficiently solve large problems that admit a sparse structure (e.g. sparse vectors and low-rank matrices). However the performance of the existing FW method hinges on the quality of the linear approximatio…

2017-10-16abs ↗pdf ↗

We prove the local-in-time well-posedness for the solution of the compressible Euler equations in 33-D, for the Cauchy data of the velocity, density and vorticity $(v,\varrho, \fw) \in H^s\times H^s\times H^{s'}$, 2<s<s2<s'<s. The classical local well-posedness result for the compressible Euler equations in 33-D holds f…

2019-11-12abs ↗pdf ↗

Frank-Wolfe algorithm (FW) and its variants have gained a surge of interests in machine learning community due to its projection-free property. Recently people have reduced the gradient evaluation complexity of FW algorithm to log(1ε)\log(\frac{1}ε) for the smooth and strongly convex objective. This complexity result is esp…

2018-05-20abs ↗pdf ↗

Discrete return (DR) Laser Detection and Ranging (Ladar) systems provide a series of echoes that reflect from objects in a scene. These can be first, last or multi-echo returns. In contrast, Full-Waveform (FW)-Ladar systems measure the intensity of light reflected from objects continuously over a period of time. In a c…

2016-02-17abs ↗pdf ↗

We extend the Frank-Wolfe (FW) optimization algorithm to solve constrained smooth convex-concave saddle point (SP) problems. Remarkably, the method only requires access to linear minimization oracles. Leveraging recent advances in FW optimization, we provide the first proof of convergence of a FW-type saddle point solv…

2016-10-25abs ↗pdf ↗

We analyze two novel randomized variants of the Frank-Wolfe (FW) or conditional gradient algorithm. While classical FW algorithms require solving a linear minimization problem over the domain at each iteration, the proposed method only requires to solve a linear minimization problem over a small \emph{subset} of the or…

2018-03-20abs ↗pdf ↗

We consider the applications of the Frank-Wolfe (FW) algorithm for Apprenticeship Learning (AL). In this setting, we are given a Markov Decision Process (MDP) without an explicit reward function. Instead, we observe an expert that acts according to some policy, and the goal is to find a policy whose feature expectation…

2019-11-05abs ↗pdf ↗

Symmetric nonnegative matrix factorization has found abundant applications in various domains by providing a symmetric low-rank decomposition of nonnegative matrices. In this paper we propose a Frank-Wolfe (FW) solver to optimize the symmetric nonnegative matrix factorization problem under a simplicial constraint, whic…

2017-06-20abs ↗pdf ↗

Two new Frank-Wolfe algorithms improve convergence for constrained optimization.

problem Solving optimization problems with structured constraints in machine learning.
method Two new variants of the Frank-Wolfe (FW) method for stochastic finite-sum minimization.
result Best convergence guarantees for convex and non-convex objective functions.

The Frank-Wolfe (FW) optimization algorithm has lately re-gained popularity thanks in particular to its ability to nicely handle the structured constraints appearing in machine learning applications. However, its convergence rate is known to be slow (sublinear) when the solution lies at the boundary. A simple less-know…

2015-11-18abs ↗pdf ↗

Decentralized optimization algorithms have received much attention due to the recent advances in network information processing. However, conventional decentralized algorithms based on projected gradient descent are incapable of handling high dimensional constrained problems, as the projection step becomes computationa…

2016-12-05abs ↗pdf ↗

In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily draw samples. Recently discrete approximation by particles has attracted attention …

2018-05-21abs ↗pdf ↗

Local LMO optimizes constrained problems using local linear minimization.

problem Constrained optimization problems with complex feasible sets.
method Designs a new projection-free gradient method using local linear minimization.
result Transfers convergence rates of Projected Gradient Descent to the projection-free world.

Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than minimizing it over each individual constraint set. While traditional methods such as Frank-Wolfe (FW) or proximal gradient descent assume access to a linear or quadratic oracle on the …

2018-04-09abs ↗pdf ↗

Proposes a new derivative concept for nonlinear DRO problems.

problem Optimizing nonlinear functions in probability space with distributionally robust optimization.
method Introduces Gateaux derivative for smoothness and proposes a Frank-Wolfe algorithm.
result Validates theoretical results on portfolio selection problems with numerical validation.

The Frank-Wolfe (FW) algorithm has been widely used in solving nuclear norm constrained problems, since it does not require projections. However, FW often yields high rank intermediate iterates, which can be very expensive in time and space costs for large problems. To address this issue, we propose a rank-drop method …

2017-04-13abs ↗pdf ↗

Inference is an integral part of probabilistic topic models, but is often non-trivial to derive an efficient algorithm for a specific model. It is even much more challenging when we want to find a fast inference algorithm which always yields sparse latent representations of documents. In this article, we introduce a si…

2012-10-26abs ↗pdf ↗

Paper develops zeroth and first order stochastic Frank-Wolfe algorithms for constrained optimization.

problem Optimization problems with difficult-to-project deterministic constraints and efficient projection constraints.
method Stochastic Frank-Wolfe algorithms with momentum and trimmed variants.
result Guaranteed fast convergence rates comparable to unconstrained problems.

New algorithm learns human preferences from few comparisons efficiently.

problem Learning human preferences from limited comparison feedback.
method Formulated as D-optimal design for Plackett-Luce model, solved using randomized Frank-Wolfe algorithm.
result Proposed algorithm efficiently solves D-optimal design problem for Plackett-Luce objective.

Approximating a probability density in a tractable manner is a central task in Bayesian statistics. Variational Inference (VI) is a popular technique that achieves tractability by choosing a relatively simple variational family. Borrowing ideas from the classic boosting framework, recent approaches attempt to \emph{boo…

2018-06-06abs ↗pdf ↗

Paper shows LL^\infty-positivity and stochastic completeness are equivalent.

problem Analyzing LL^\infty-positivity preserving property and stochastic completeness.
method Using monotone approximation results for distributional solutions of Δ+10-Δ+ 1 \ge 0.
result The LL^\infty-positivity preserving property is equivalent to stochastic completeness.

Accessible groups with infinitely many ends have infinitely many twisted conjugacy classes.

problem Characterizing groups with infinitely many ends and their conjugacy classes.
method Analyzing accessible groups and relatively hyperbolic groups to deduce properties.
result Groups with infinitely many ends have infinitely many twisted conjugacy classes.

Study Hamiltonian diffeomorphisms on symplectic manifolds and properties of invariant convex functions.

problem Properties of invariant convex functions under Hamiltonian diffeomorphisms.
method Analysis of the adjoint action and properties of invariant convex functions.
result Continuous convex functions invariant under Hamiltonian diffeomorphisms are also invariant under strict rearrangements.

The family of translation surfaces (Xg,ωg)(X_g,ω_g) constructed by Arnoux and Yoccoz from self-similar interval exchange maps encompasses one example from each genus gg greater than or equal to 33. We triangulate these surfaces and deduce general properties they share. The surfaces (Xg,ωg)(X_g,ω_g) converge to a surface $(X_\i…

2010-11-02abs ↗pdf ↗

Infinity-harmonic functions linked to IMCF clusters, revealing new properties in 2D.

problem Understanding properties of \infty-harmonic functions in 2D.
method Relating \infty-harmonic functions to inverse mean curvature flow clusters and their pop o\infty limit.
result New structural and regularity results for \infty-harmonic functions in 2D.

It is proved that the isometry classes of pointed connected complete Riemannian nn-manifolds form a Polish space, M(n)\mathcal{M}_*^\infty(n), with the topology described by the CC^\infty convergence of manifolds. This space has a canonical partition into sets defined by varying the distinguished point into each manifo…

2014-08-20abs ↗pdf ↗

Using the symmetry properties of two-dmensional sigma models, we introduce a notion of the Beltrami-Courant differential, so that there is a natural homotopy Gerstenhaber algebra related to it. We conjecture that the generalized Maurer-Cartan equation for the corresponding LL_{\infty} subalgebra gives solutions to the…

2014-04-11abs ↗pdf ↗

In this short paper we study LfpL_f^p-Liouville property with 0<p<10<p<1 for nonnegative ff-subharmonic functions on a complete noncompact smooth metric measure space (M,g,efdv)(M,g,e^{-f}dv) with Ricfm\mathrm{Ric}_f^m bounded below for 0<m0<m\leq\infty. We prove a sharp LfpL_f^p-Liouville theorem when 0<m<0<m<\infty. We also prove an $…

2014-10-27abs ↗pdf ↗

In this paper we define the pp-adic framed braid group F,n{\mathcal F}_{\infty,n}, arising as the inverse limit of the modular framed braids and we give topological generators for F,n{\mathcal F}_{\infty, n}. We also give geometric interpretations for the pp-adic framed braids. We then construct a pp-adic Yokonuma-Hec…

2006-04-10abs ↗pdf ↗