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.
We show that the gradient descent algorithm provides an implicit regularization effect in the learning of over-parameterized matrix factorization models and one-hidden-layer neural networks with quadratic activations. Concretely, we show that given O~(dr2) random linear measurements of a rank r positive s…
Despite their practical success, a theoretical understanding of the loss landscape of neural networks has proven challenging due to the high-dimensional, non-convex, and highly nonlinear structure of such models. In this paper, we characterize the training landscape of the mean squared error loss for neural networks wi…
We provide new theoretical insights on why over-parametrization is effective in learning neural networks. For a k hidden node shallow network with quadratic activation and n training data points, we show as long as k≥2n, over-parametrization enables local search algorithms to find a \emph{globally} op…
The problem of active diagnosis arises in several applications such as disease diagnosis, and fault diagnosis in computer networks, where the goal is to rapidly identify the binary states of a set of objects (e.g., faulty or working) by sequentially selecting, and observing, (noisy) responses to binary valued queries. …
We describe a framework for designing efficient active learning algorithms that are tolerant to random classification noise and are differentially-private. The framework is based on active learning algorithms that are statistical in the sense that they rely on estimates of expectations of functions of filtered random e…
Finding minimum distortion of adversarial examples and thus certifying robustness in neural network classifiers for given data points is known to be a challenging problem. Nevertheless, recently it has been shown to be possible to give a non-trivial certified lower bound of minimum adversarial distortion, and some rece…
Traditional human activity recognition (HAR) based on time series adopts sliding window analysis method. This method faces the multi-class window problem which mistakenly labels different classes of sampling points within a window as a class. In this paper, a HAR algorithm based on U-Net is proposed to perform activity…
We study the supervised learning problem under either of the following two models: (1) Feature vectors xi are d-dimensional Gaussians and responses are yi=f∗(xi) for f∗ an unknown quadratic function; (2) Feature vectors xi are distributed as a mixture of two $…
In this paper we study the problem of learning a shallow artificial neural network that best fits a training data set. We study this problem in the over-parameterized regime where the number of observations are fewer than the number of parameters in the model. We show that with quadratic activations the optimization la…
Electroencephalogram, an influential equipment for analyzing humans activities and recognition of seizure attacks can play a crucial role in designing accurate systems which can distinguish ictal seizures from regular brain alertness, since it is the first step towards accomplishing a high accuracy computer aided diagn…
We introduce a solution scheme for portfolio optimization problems with cardinality constraints. Typical portfolio optimization problems are extensions of the classical Markowitz mean-variance portfolio optimization model. We solve such type of problems using a method similar to column generation. In this scheme, the o…
One of the mysteries in the success of neural networks is randomly initialized first order methods like gradient descent can achieve zero training loss even though the objective function is non-convex and non-smooth. This paper demystifies this surprising phenomenon for two-layer fully connected ReLU activated neural n…
Study assesses neural nets for optimization problems, highlighting SiLU's effectiveness.
problem Using neural nets for optimization problems, especially for accurate approximations.
method Determined best activation function (SiLU) for nonlinear optimization problems. Analyzed function approximations using neural networks and interpolation/regression models.
result Neural nets can deliver competitive zero- and first-order approximations but underperform on second-order approximations.