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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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48 results for rate regularization

Regularized mixtures improve inflation and interest rate forecasts, especially correcting overconfidence.

problem Improving density forecasts of Eurozone inflation and real interest rates.
method Construct regularized mixtures of density forecasts with various objectives and penalties.
result Regularized mixtures outperform individual forecasters, especially correcting overconfidence.

Improved fast rates for decision making with forward-KL regularization in contextual bandits.

problem Improving fast rates for decision making with forward-KL regularization in contextual bandits.
method Streamlined analysis of forward-KL-regularized offline CBs, exploiting the pessimism principle and convex-analytical pipeline.
result First ildeO(ε1) ilde{O}(ε^{-1}) upper bounds in tabular and general function approximation settings.

New theorem for generalized group sparsity improves consistency and convergence rates.

problem Improving statistical inference in high-dimensional data with element-wise and group-wise sparsity.
method Developed a generalized version of Sparse-Group Lasso and proved a universal theorem for consistency and convergence rates.
result Obtained results on consistency and convergence rates for different forms of double sparsity regularization.

SGD with large learning rates can achieve better test accuracy than expected.

problem SGD with large learning rates often outperforms expected convergence bounds.
method Proved that SGD with small learning rates stays close to gradient flow path on modified loss.
result Explicitly adding an implicit regularizer to the loss improves test accuracy.

Optimizes convergence rate of stochastic proximal algorithms for composite convex problems.

problem Solving composite convex optimization problems with composite regularizers.
method Analyzed proximal stochastic gradient method and randomized incremental proximal method under relaxed variance assumptions.
result Proves O(1/T)O(1/\sqrt{T}) convergence rate for last iterate of both algorithms under componentwise convexity and smoothness.

Dropout regularizes against high-order interactions by canceling interaction rates.

problem Overfitting to high-order interactions in neural networks.
method Analyzes Dropout through the lens of interaction effects, showing how it effectively cancels out the probability of surviving interactions of different orders.
result Dropout regularizes against high-order interactions by effectively canceling out the probability of surviving interactions of different orders.

Paper analyzes Nyström regularization for time series forecasting with sequential sub-sampling.

problem Learning rate analysis of Nyström regularization for ττ-mixing time series.
method Banach-valued Bernstein inequality and integral operator approach for ττ-mixing sequences.
result Almost optimal learning rates for Nyström regularization with sequential sub-sampling.

Deep neural networks without regularization can achieve consistent estimates with good convergence rates.

problem The necessity of regularization in deep neural networks for consistent estimates.
method Gradient descent on an over-parametrized neural network without regularization, with specific initialization, step size, and number of steps.
result An estimate without regularization is universally consistent and achieves good convergence rates.

ERM and RERM minimize error even with malicious label corruptions.

problem Malicious label corruptions in regression problems.
method Empirical Risk Minimizers (ERM) and Regularized Empirical Risk Minimizers (RERM) under a local Bernstein condition.
result The L2L_2-error rate is bounded by $r_N + AL |\cO|/N$ under the local Bernstein condition.

New learning rates derived for Tikhonov-regularized problems without kernel assumptions.

problem Learning rates for Tikhonov-regularized learning problems.
method Minimax adaptive rates derived using Fourier isocapacitary condition and interpolation theory.
result Derivation of minimax adaptive rates without requiring kernel assumptions.

We consider the stochastic contextual bandit problem with additional regularization. The motivation comes from problems where the policy of the agent must be close to some baseline policy which is known to perform well on the task. To tackle this problem we use a nonparametric model and propose an algorithm splitting t…

2018-10-11abs ↗pdf ↗

Study of regularized least squares in RKKS with indefinite kernels.

problem Asymptotic properties of regularized least squares with indefinite kernels in RKKS.
method Introducing a bounded hyper-sphere constraint, theoretical demonstration of globally optimal solution, modified error decomposition techniques, matrix perturbation theory.
result Derivation of learning rates in RKKS, same as RKHS under certain conditions.

In this paper, we give a new sharp generalization bound of lp-MKL which is a generalized framework of multiple kernel learning (MKL) and imposes lp-mixed-norm regularization instead of l1-mixed-norm regularization. We utilize localization techniques to obtain the sharp learning rate. The bound is characterized by the d…

2011-03-27abs ↗pdf ↗

New insights into network generalization show learning rate affects both norm and sharpness.

problem Understanding the generalization of overparameterized networks.
method Empirical analysis and theoretical proof of the trade-off between norm and sharpness.
result Learning rate influences both norm and sharpness, neither alone minimizes generalization error.

Study improves estimation of functions from noisy data using convex penalties.

problem Estimating functions from noisy point evaluations of linear operators.
method Tikhonov regularization with convex and pp-homogeneous penalty functionals.
result Derives concentration rates for regularized solutions in symmetric Bregman distance.

The paper analyzes reg-SGD for convex problems, proving convergence and quantifying the rate of convergence.

problem Minimizing convex, L-smooth functions in a Hilbert space.
method Regularized stochastic gradient descent with decaying regularization.
result Strong convergence to the minimum-norm solution without boundedness assumptions.

Batch Normalization is a commonly used trick to improve the training of deep neural networks. These neural networks use L2 regularization, also called weight decay, ostensibly to prevent overfitting. However, we show that L2 regularization has no regularizing effect when combined with normalization. Instead, regulariza…

2017-06-16abs ↗pdf ↗

Deep neural networks achieve optimal learning rates for high-dimensional classification.

problem Learning classification functions from noisy data with smooth boundaries.
method Empirical risk minimization over deep neural networks for locally Barron-regular decision boundaries.
result Optimal estimation rates are independent of dimension and can be achieved by deep neural networks.

The paper analyzes the convergence rates of Q-learning with entropy regularization and linear function approximation.

problem Analyzing the convergence rates of Q-learning with entropy regularization and linear function approximation.
method The paper derives rates of convergence using the high-dimensional central limit theorem, linearization of the soft Bellman recursion, and Gaussian approximation for the leading martingale term.
result The algorithm's last iterate satisfies high-order moment bounds, with a Gaussian approximation bound of order n1/4n^{-1/4}.

Random feature approximation speeds up spectral methods and improves learning rates.

problem Improving the efficiency and generalization of spectral methods in large-scale algorithms.
method Combining random feature approximation with spectral regularization methods.
result Optimal learning rates for estimators over various regularity classes, including those not in the RKHS.

New algorithm improves OT map estimation for semi-discrete settings.

problem Improving estimation of OT maps in semi-discrete settings.
method Stochastic Gradient Descent with adaptive entropic regularization and averaging acceleration.
result Achieves nearly minimax rate of O(t1)\mathcal{O}(t^{-1}) for OT map estimation.

We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related to Kernel Partial Least Squares, a regression method that combines supervised dim…

2010-09-29abs ↗pdf ↗

New theoretical framework improves error rates for sparse learning with convex regularization.

problem Improving error rates for sparse learning with convex regularization.
method Proposed a new theoretical framework using common assumptions to derive high-dimensional estimation bounds.
result Improved error rates for L1, Slope, and Group L1-L2 regularizations, matching or exceeding existing results.

New convergence rates found for PnP methods using MMSE denoisers.

problem Asymptotic convergence of PnP methods with MMSE denoisers.
method Explicitly represented MMSE denoiser as an upper Moreau envelope, derived sublinear convergence rates.
result First sublinear convergence guarantee for PnP proximal gradient descent with MMSE denoiser.

New framework assesses regularization norms in ill-posed problems, revealing L2 instability and proposing adaptive fractional RKHS solutions.

problem Comparative analysis of regularization norms in ill-posed problems.
method Small noise analysis framework for Tikhonov and RKHS regularizations.
result Optimal convergence rates achieved with adaptive fractional RKHS, but hyper-parameters decay too fast.