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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.

168,657 papers · 148 categories

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210419629838 · Jun 202019922001200920172026
48 results for random functions

Random permutations can offer faster convergence than with-replacement sampling for some functions.

problem Understanding when and how random permutations outperform with-replacement sampling in SGD convergence.
method Analyzing convergence rates for different function classes (1D strongly convex, general strongly convex, quadratic strongly convex).
result The optimal convergence gap between random and permutation-based SGD varies from exponential to nonexistent, depending on the function class.

We study random Morse functions on a Riemann manifold (Mm,g)(M^m,g) defined as a random Gaussian weighted superpositions of eigenfunctions of the Laplacian of the metric gg. The randomness is determined by a fixed Schwartz function ww and a small parameter ε>0\varepsilon>0. We first prove that as ε0\varepsilon\to 0 the ex…

2012-09-04abs ↗pdf ↗

RST improves environmental time series classification accuracy using randomized B-spline trees.

problem Improving accuracy in classifying complex environmental time series.
method Randomized Spline Trees (RST) integrates randomized functional representations into ensemble learning.
result RST variants outperform standard Random Forests and Gradient Boosting on most environmental time series datasets.

We study the approximation properties of random ReLU features through their reproducing kernel Hilbert space (RKHS). We first prove a universality theorem for the RKHS induced by random features whose feature maps are of the form of nodes in neural networks. The universality result implies that the random ReLU features…

2018-10-10abs ↗pdf ↗

Learn low-degree functions with few random queries.

problem Learning low-degree functions from limited random queries.
method Learn bounded functions f:{1,1}no[1,1]f:\{-1,1\}^n o[-1,1] of degree at most dd with L2L_2-accuracy ε\varepsilon and confidence 1δ1-δ from log(fracnδ)εd1Cd3/2logd\log( frac{n}δ)\,\varepsilon^{-d-1} C^{d^{3/2}\sqrt{\log d}} random queries.
result Learn low-degree functions efficiently with logarithmic number of random queries.

New findings on how certain functionals behave in random variable spaces.

problem Understanding when law-invariant convex functionals simplify to the mean.
method Analyzing a broad class of random variable spaces and mild semicontinuity assumptions.
result The expectation functional is the only law-invariant convex functional that collapses to the mean under certain conditions.

Gradient span algorithms show consistent progress in high dimensions.

problem Understanding consistent training progress in large machine learning models.
method Proving deterministic behavior of gradient span algorithms on Gaussian random functions.
result Gradient span algorithms have asymptotically deterministic behavior in high dimensions.

Bayesian approach approximates probability functions of Gaussian mixtures.

problem Approximating probability functions of non-spherical Gaussian mixtures.
method Bayesian decomposition, spherical radial decomposition, random sampling.
result Established differentiability and integral representation of gradient for probability functions.

Orthogonal random features approximate a Bessel kernel, offering sharper bounds than random Fourier features.

problem Approximating Gaussian kernel efficiently for large datasets.
method Use of Haar orthogonal matrices to construct orthogonal random features and analyze their bias and variance.
result Orthogonal random features approximate a Bessel kernel, not the Gaussian kernel, with sharper bounds.

We study the use of randomized value functions to guide deep exploration in reinforcement learning. This offers an elegant means for synthesizing statistically and computationally efficient exploration with common practical approaches to value function learning. We present several reinforcement learning algorithms that…

2017-03-22abs ↗pdf ↗

We study random knots, which we define as a triple of random periodic functions (where a random function is a random trigonometric series, \[f(θ) = \sum_{k=1}^\infty a_k \cos (k θ) +b_k (\sin k θ),\] with ak,bka_k, b_k are independent gaussian random variables with mean 00 and variance σ(k)2σ(k)^2 - our results will depend …

2016-07-18abs ↗pdf ↗

Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments such as analysis of conditional convex risk measures and the related variational problems and optimization problems. Random convex analysis is …

2016-03-23abs ↗pdf ↗

HARFE approximates sparse additive functions using random features and ridge regression.

problem Approximating high-dimensional sparse additive functions.
method Hard-ridge random feature expansion with sparse ridge regression and hard-thresholding pursuit.
result HARFE method converges with a given error bound and achieves lower error than other algorithms.

We propose semi-random features for nonlinear function approximation. The flexibility of semi-random feature lies between the fully adjustable units in deep learning and the random features used in kernel methods. For one hidden layer models with semi-random features, we prove with no unrealistic assumptions that the m…

2017-02-28abs ↗pdf ↗

Study predictive performance of linear regression with random functional covariates.

problem Theoretical predictive performance of linear regression with random functional covariates.
method Theoretical analysis of ridge and ridge-less least-squares regression with random functional covariates.
result Probabilistic bounds on predictive excess risk for random functional covariates.

New method optimizes hyperparameters for randomized algorithms like random feature regression.

problem Optimizing hyperparameters in randomized algorithms is challenging due to their stochastic nature.
method Introduced a random objective function and used ensemble Kalman inversion (EKI) for gradient-free optimization.
result Demonstrated successful optimization of hyperparameters in various randomized algorithms.

Enhances Random Forest for imbalanced functional data classification.

problem Challenges in classifying imbalanced functional data.
method Functional Random Forest with Adaptive Cost-Sensitive Splitting (FRF-ACS).
result Significantly improves minority class recall and predictive performance.

Paper argues for using functional theory of randomness for better understanding of data exchangeability and conformal prediction.

problem Understanding relationships between IID data assumptions and data exchangeability.
method Translation of conformal prediction results into the language of functional theory of randomness.
result Every confidence predictor valid for IID data can be transformed to a conformal predictor without losing much predictive efficiency.

Software estimates inequality in random systems with changing communities.

problem Measuring inequality in systems with dynamic interactions and random attributes.
method Piecewise homogeneous Markov chain for changing points, copula function for multivariate distribution, Monte Carlo algorithm for entropy estimation.
result Estimates Random Theil's Entropy to measure inequality in random systems.

We prove a sharp estimate on the expected value of the integral of the index of a simple random walk on the square or triangular lattice. This gives new lower bounds on the averaged Dehn function, which measures the expected area needed to fill a random curve with a disc.

2008-07-14abs ↗pdf ↗

We propose fast approximations for the generalized sliced-Wasserstein distance.

problem Efficient approximation of the generalized sliced-Wasserstein distance in high dimensions.
method Deterministic approximations using random projections and concentration of measure results.
result One-dimensional projections of high-dimensional random vectors are approximately Gaussian.

We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We sometimes obtain sharper versions, even for the well-studied case of bounded random var…

2018-08-02abs ↗pdf ↗

Two ANOVA-based algorithms boost random Fourier feature models for function approximation.

problem Approximating high-dimensional functions with low-order interactions.
method Utilizes ANOVA decomposition to learn low-order functions and index sets of important variables.
result Significantly reduces approximation error compared to existing methods.

Generalizes randomized SVD for better matrix approximations using Gaussian vectors.

problem Computing accurate rank-k approximations of matrices with limited data.
method Extends randomized SVD to multivariate Gaussian vectors, incorporating prior knowledge and using Gaussian processes.
result Demonstrates improved accuracy in approximating matrices and Hilbert-Schmidt operators.

This study examines a single attention layer's capabilities using random features.

problem Understanding the learning and generalization of a single multi-head attention layer.
method Random feature setting with large number of heads, frozen query and key matrices, and trainable value matrices.
result Random-feature attention layer can express a broad class of permutation-invariant target functions.

We introduce a new functional measure of tail dependence for weakly dependent (asymptotically independent) random vectors, termed weak tail dependence function. The new measure is defined at the level of copulas and we compute it for several copula families such as the Gaussian copula, copulas of a class of Gaussian mi…

2014-02-19abs ↗pdf ↗

This paper introduces and develops a novel variable importance score function in the context of ensemble learning and demonstrates its appeal both theoretically and empirically. Our proposed score function is simple and more straightforward than its counterpart proposed in the context of random forest, and by avoiding …

2015-01-25abs ↗pdf ↗

This paper improves privacy bounds for DP algorithms using ff-DP.

problem Difficulty in analyzing randomness in DP algorithms due to mixture distributions.
method Derives a closed-form expression for trade-off functions and analyzes ff-DP.
result Enhances privacy of DP-GD with random initialization and shuffling models.

Counterexamples show failure of uniform laws of large numbers for subdifferentials.

problem Failure of uniform laws of large numbers for subdifferentials under natural assumptions.
method Univariate and bivariate random Lipschitz and convex functions with smooth pieces.
result Counterexamples demonstrate failure of uniform laws of large numbers for subdifferentials.

We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the data/distribution-dependent Efron-Stein (ES) estimate of its variance and they do not requ…

2019-09-04abs ↗pdf ↗

Random feature models approximate functions in Banach spaces efficiently.

problem Approximating functions in Banach spaces efficiently.
method Randomly initialized feature maps and linear readout training.
result Universal approximation in Bochner spaces for Banach space-valued models.

This paper analyzes how randomizing rewards in MBRL can improve performance without being overly optimistic.

problem The gap between theoretical worst-case regret analysis and empirical performance in MBRL.
method Reward randomization in model-based reinforcement learning (MBRL) with kernelized linear regulator (KNR) model.
result Reward randomization guarantees partial optimism and near-optimal worst-case regret.

We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of O~(n7T1/2)\tilde{\mathcal{O}}(n^{7}T^{-1/2}) after TT queries for a convex bounded function f:RnRf:{\mathbb R}^n\to{\mathbb R}. The method is based on a random walk (the \emph{Ball Walk}) on the epigraph of the function. Th…

2014-02-11abs ↗pdf ↗

New algorithms estimate Hessians using random directions for faster stochastic optimization.

problem Efficiently estimating Hessians for stochastic optimization.
method Generalized Hessian estimators using random directions and noisy function measurements.
result Asymptotically unbiased estimators with lower bias for more measurements.