Most of machine learning approaches have stemmed from the application of minimizing the mean squared distance principle, based on the computationally efficient quadratic optimization methods. However, when faced with high-dimensional and noisy data, the quadratic error functionals demonstrated many weaknesses including…
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48 results for “quadratic error”
Bayes-optimal learning of a neural network with quadratic activations is achieved with GAMP-RIE.
problem Learning a neural network with quadratic activations from quadratic samples.
method Combining approximate message passing with rotationally invariant matrix denoising.
result Derives a closed-form expression for Bayes-optimal test error.
Exactly Tight Information-Theoretic Generalization Error Bound for the Quadratic Gaussian Problemcs.IT
New bound matches exact generalization error for quadratic Gaussian problem.
problem Understanding generalization error in quadratic Gaussian problems.
method Information-theoretic approach with new ingredients.
result Exact tight bound for generalization error.
The paper studies quadratic neural networks, proving existence of spurious minima and saddle points.
problem Understanding the loss landscape of neural networks with quadratic activations.
method Theoretical analysis of mean squared error loss for neural networks with quadratic activations.
result Proves existence of spurious local minima and saddle points in the training landscape of deep overparameterized quadratic neural networks.
New findings on kernel regression in the quadratic regime, improving understanding of machine learning models.
problem Understanding kernel ridge regression in the quadratic asymptotic regime.
method Extended study of kernel regression to the quadratic regime, establishing approximation bounds and spectral distributions.
result Broad class of inner-product kernels exhibit behavior similar to a quadratic kernel, with precise asymptotic training and test errors characterized.
We consider the tensor completion problem of predicting the missing entries of a tensor. The commonly used CP model has a triple product form, but an alternate family of quadratic models, which are the sum of pairwise products instead of a triple product, have emerged from applications such as recommendation systems. N…
The minimum error entropy (MEE) criterion has been verified as a powerful approach for non-Gaussian signal processing and robust machine learning. However, the implementation of MEE on robust classification is rather a vacancy in the literature. The original MEE only focuses on minimizing the Renyi's quadratic entropy …
We consider the problem of solving a large-scale Quadratically Constrained Quadratic Program. Such problems occur naturally in many scientific and web applications. Although there are efficient methods which tackle this problem, they are mostly not scalable. In this paper, we develop a method that transforms the quadra…
Study how generalization scales with model size and data in quadratic neural networks.
problem Understanding how generalization scales with model size and data in quadratic neural networks.
method Analyzed -regularized empirical test error minimization in a quadratic two-layer network with finite-sample setting and structured data.
result Revealed a phase diagram with distinct scaling regimes as the number of parameters varies, showing data-dependent power laws controlled by spectral structure of the target.
WildCat efficiently compresses neural network attention mechanisms.
problem Expensive quadratic runtime of attention mechanisms in neural networks.
method Uses a weighted coreset with a fast subsampling algorithm to approximate attention with near-linear time complexity.
result Approximates exact attention with super-polynomial error decay and near-linear runtime.
Estimates surface count with prescribed foliations.
problem Counting square-tiled surfaces with specific foliations.
method Effective estimate with power saving error term.
result Strengthens asymptotic counting formulas.
We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the cost incurred by playing the certainty equivalent controller on the true system …
We examine optimal quadratic hedging of barrier options in a discretely sampled exponential Lévy model that has been realistically calibrated to reflect the leptokurtic nature of equity returns. Our main finding is that the impact of hedging errors on prices is several times higher than the impact of other pricing bias…
New method reduces training time for deep hedging networks.
problem Challenges in training deep hedging networks with large batch sizes.
method Integrates topological features to reduce batch sizes.
result Practical training of deep hedging models without sacrificing performance.
Optimizes prediction error method for time-varying models.
problem Achieving optimal prediction error rates for time-varying models.
method Nonlinear least squares method for time-varying parametric models.
result First rate-optimal non-asymptotic analysis for time-varying models.
Recently, deep learning has achieved huge successes in many important applications. In our previous studies, we proposed quadratic/second-order neurons and deep quadratic neural networks. In a quadratic neuron, the inner product of a vector of data and the corresponding weights in a conventional neuron is replaced with…
Compress++ speeds up distribution compression to near-linear time.
problem Accurately summarize a probability distribution using a small number of points efficiently.
method Introduces Compress++, a meta-procedure to speed up any thinning algorithm.
result Achieves points with integration error in time and space.
Study on PG learning for LQ MFC problems with common noise, proving convergence and sample complexity.
problem Optimal policy learning in LQ MFC problems with common noise and entropy regularization.
method Comprehensive error analysis of PG algorithms in both model-based and model-free settings.
result Global linear convergence and sample complexity of PG algorithms in model-free setting.
Improved HGF networks avoid negative precision errors in volatility updates.
problem Negative posterior precision errors in volatility-coupled nodes of HGF networks.
method Introduced a modified quadratic approximation to variational energy.
result Robust update equations across parameter space that track posterior faithfully.
Sharp asymptotics reveal how network width controls learnability in quadratic neural networks.
problem Understanding learnability in overparameterized quadratic neural networks.
method Mapping ERM to convex matrix sensing with nuclear norm penalization.
result Characterization of global minima and precise generalization thresholds.
We characterize the asymptotic performance of nonparametric one- and two-sample testing. The exponential decay rate or error exponent of the type-II error probability is used as the asymptotic performance metric, and an optimal test achieves the maximum rate subject to a constant level constraint on the type-I error pr…
Local SGD outperforms minibatch SGD for quadratic objectives.
problem Theoretical foundations of local SGD are lacking.
method Proved local SGD strictly dominates minibatch SGD for quadratic objectives and accelerated local SGD is minimax optimal.
result Local SGD does not dominate minibatch SGD in general convex objectives.
Robust GQDA improves classification accuracy in non-Normal data.
problem Non-robustness of GQDA under data contamination.
method Introduced robust estimators for mean vector and dispersion matrix.
result Robust GQDA classifiers perform significantly better in real data applications.
HA-SME models SGD dynamics with Hessian info for better escaping behaviors.
problem Capturing the escaping behaviors of SGD from stationary points.
method HA-SME, a novel SDE with Hessian info in drift and diffusion.
result HA-SME achieves best approximation error and recovers SGD dynamics for quadratics.
The paper debiases mini-batch approximations in deep learning for more accurate optimization and uncertainty quantification.
problem Bias in mini-batch approximations distorts the shape of quadratic approximations used in deep learning.
method Developed and evaluated debiasing strategies for mini-batch approximations.
result Debiasing strategies improve the accuracy of second-order optimization and uncertainty quantification in deep learning.
We consider high-dimensional quadratic classifiers in non-sparse settings. The target of classification rules is not Bayes error rates in the context. The classifier based on the Mahalanobis distance does not always give a preferable performance even if the populations are normal distributions having known covariance m…
The runtime for Kernel Partial Least Squares (KPLS) to compute the fit is quadratic in the number of examples. However, the necessity of obtaining sensitivity measures as degrees of freedom for model selection or confidence intervals for more detailed analysis requires cubic runtime, and thus constitutes a computationa…
Sharp 2-Wasserstein bounds for DDPMs derived from Föllmer process.
problem Sampling error bounds for DDPMs in 2-Wasserstein distance.
method Lipschitz-type conditions on score function, Föllmer process, and log-concave target distributions.
result Sharp upper bounds for DDPMs in 2-Wasserstein distance, optimal in dimension and steps.
Quantification of the stationary points and the associated basins of attraction of neural network loss surfaces is an important step towards a better understanding of neural network loss surfaces at large. This work proposes a novel method to visualise basins of attraction together with the associated stationary points…
We analyze the errors arising from discrete readjustment of the hedging portfolio when hedging options in exponential Levy models, and establish the rate at which the expected squared error goes to zero when the readjustment frequency increases. We compare the quadratic hedging strategy with the common market practice …
Deep neural networks enforce non-crossing quantile regression curves.
problem Estimating quantile regression curves without crossing.
method Penalized deep ReQU neural networks with a non-crossing penalty.
result Established non-asymptotic risk and error bounds for the estimated QRP.
Itô processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such Itô processes. We are interested in the quadratic variation (integrated volatility) of the residual in this regression, over a un…
Gradient descent dynamics in quadratic regression models are analyzed, revealing five phases: monotonic, catapult, periodic, chaotic, and divergent.
problem Analyzing the dynamics of gradient descent in quadratic regression models.
method Fine-grained bifurcation analysis of gradient descent dynamics using a cubic map parameterized by the step-size.
result Gradient descent dynamics in quadratic regression models exhibit five distinct phases: monotonic, catapult, periodic, chaotic, and divergent.
Logarithmic regret achieved in continuous-time linear-quadratic reinforcement learning.
problem Optimizing control actions in unknown continuous-time systems over a finite time horizon.
method Least-squares algorithm based on continuous-time observations and controls, with perturbation analysis and parameter estimation error analysis.
result Logarithmic regret bound of order .
This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental trials, estimates the error in that model with respect to the truth, and then d…
New bounds for adaptive control in high dimensions without fixed state space.
problem Adaptive control of linear systems in high or infinite dimensions.
method Novel perturbation bound for certainty equivalence, scaling with prediction error.
result First regret bounds for LQR in infinite dimensional systems, independent of ambient dimension.
We characterize the asymptotic performance of nonparametric goodness of fit testing. The exponential decay rate of the type-II error probability is used as the asymptotic performance metric, and a test is optimal if it achieves the maximum rate subject to a constant level constraint on the type-I error probability. We …
Neural operators correct PDE residuals to improve BIP solutions.
problem Reducing error in infinite-dimensional Bayesian inverse problems with neural operators.
method Error correction using PDE residuals to improve neural operator approximation.
result Trained neural operators with error correction achieve a quadratic reduction in approximation error.
Stochastic linear optimization never overfits with quadratically-bounded losses on general datacs.LG
New bounds show linear predictors rarely overfit with certain optimization methods.
problem Bounding test error for linear predictors with stochastic optimization methods.
method Coupling argument for fixed point methods like stochastic and batch mirror descent.
result Locally-adapted rates that depend on predictor properties, not global problem structure.
This paper aims at refined error analysis for binary classification using support vector machine (SVM) with Gaussian kernel and convex loss. Our first result shows that for some loss functions such as the truncated quadratic loss and quadratic loss, SVM with Gaussian kernel can reach the almost optimal learning rate, p…
Proposes QDF to improve multi-step time-series forecasting.
problem Ignoring label autocorrelation and unequal task weights in training objectives.
method Quadratic-form weighted training objective and QDF learning algorithm.
result Improves performance of various forecast models, achieving state-of-the-art results.
Quantum algorithm speeds up Lasso regression by quadratically faster per iteration.
problem Efficiently solving high-dimensional linear regression with L1-penalty.
method Pathwise LARS algorithm adapted for quantum computing, using minimum-finding subroutines.
result Quadratic speedup in computation time for both number of features and observations.
New algorithm for robust regression with subgaussian error bound.
problem Linear regression in the presence of outliers and finite moments.
method Adaptation of spectral method to linear regression problem.
result Optimal sub-gaussian error bound for robust regression.
A contraction analysis improves model-based RL's error recovery.
problem Theoretical understanding of model-based reinforcement learning.
method Contraction analysis applied to both stochastic and deterministic state transitions.
result Error reduction in cumulative reward using branched rollouts.
Paper analyzes holdout cross-validation for large non-Gaussian covariance estimation.
problem Estimating large covariance matrices for non-Gaussian data.
method Use of Weingarten calculus and Ledoit-Péché formula for theoretical error derivation.
result Optimal train-test split ratio is proportional to square root of matrix dimension.
Two new algorithms improve Q* approximation in batch RL with linear error propagation.
problem Improving Q* approximation in batch reinforcement learning.
method Two novel algorithms that estimate Bellman error directly, without quadratic dependence.
result Linear-in-horizon error propagation for batch RL algorithms.
Lasso method applied to polynomial models with hierarchy constraints.
problem Estimating parameters in polynomial models with hierarchy constraints.
method Using lasso and standard quadratic programming techniques to estimate parameters.
result The proposed methodology outperforms existing techniques in terms of validation error and model size.
New method solves constrained stochastic optimization problems efficiently.
problem Online statistical inference of constrained stochastic nonlinear optimization problems.
method Stochastic Sequential Quadratic Programming (StoSQP) with iterative sketching solver.
result The rescaled primal-dual sequence converges to a mean-zero Gaussian distribution.