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.
Recent years have seen a growing interest in understanding deep neural networks from an optimization perspective. It is understood now that converging to low-cost local minima is sufficient for such models to become effective in practice. However, in this work, we propose a new hypothesis based on recent theoretical fi…
Nonconvex optimization problems such as the ones in training deep neural networks suffer from a phenomenon called saddle point proliferation. This means that there are a vast number of high error saddle points present in the loss function. Second order methods have been tremendously successful and widely adopted in the…
We theoretically study the landscape of the training error for neural networks in overparameterized cases. We consider three basic methods for embedding a network into a wider one with more hidden units, and discuss whether a minimum point of the narrower network gives a minimum or saddle point of the wider one. Our re…
A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such minimizations, and it is often thought that a main source of difficulty for these l…
New theory shows predictive coding makes learning landscape easier to navigate.
problem Understanding the impact of predictive coding's inference procedure on learning efficiency.
method Analyzed the geometry of the energy landscape of deep linear networks, proving many non-strict saddles become strict in the equilibrated energy.
result All highly degenerate (non-strict) saddles of the loss become strict in the equilibrated energy, suggesting a more robust learning landscape.
We examine the squared error loss landscape of shallow linear neural networks. We show---with significantly milder assumptions than previous works---that the corresponding optimization problems have benign geometric properties: there are no spurious local minima and the Hessian at every saddle point has at least one ne…
In this paper, we prove a conjecture published in 1989 and also partially address an open problem announced at the Conference on Learning Theory (COLT) 2015. With no unrealistic assumption, we first prove the following statements for the squared loss function of deep linear neural networks with any depth and any widths…
In this paper we study flows φ:M×R⟶M having an isolated non-saddle set. We see that the complexity of the region of influence of an isolated non-saddle set K depends on the way in which K sits on the phase space at the cohomological level. We construct flows in surfaces having i…
The permutation symmetry of neurons in each layer of a deep neural network gives rise not only to multiple equivalent global minima of the loss function, but also to first-order saddle points located on the path between the global minima. In a network of d−1 hidden layers with nk neurons in layers $k = 1, \ldots, …
To every half-translation surface, we associate a saddle connection graph, which is a subgraph of the arc graph. We prove that every isomorphism between two saddle connection graphs is induced by an affine homeomorphism between the underlying half-translation surfaces. We also investigate the automorphism group of the …
For a half-translation surface (S,q), the associated saddle connection complex A(S,q) is the simplicial complex where vertices are the saddle connections on (S,q), with simplices spanned by sets of pairwise disjoint saddle connections. This complex can be naturally regarded as an induced subcomplex of the arc complex. …
Saddle-point optimization problems are an important class of optimization problems with applications to game theory, multi-agent reinforcement learning and machine learning. A majority of the rich literature available for saddle-point optimization has focused on the offline setting. In this paper, we study nonstationar…
Study geometric properties of loss functions to understand neural network performance.
problem Understanding the geometric properties of high-dimensional loss functions to improve neural network performance.
method Combine concepts from high-dimensional probability and differential geometry to study curvature properties in lower-dimensional loss representations.
result Mean curvature in the original loss space determines if saddle points appear as minima, maxima, or flat regions.
Momentum Stochastic Gradient Descent (MSGD) algorithm has been widely applied to many nonconvex optimization problems in machine learning, e.g., training deep neural networks, variational Bayesian inference, and etc. Despite its empirical success, there is still a lack of theoretical understanding of convergence proper…
Although adversarial examples and model robustness have been extensively studied in the context of linear models and neural networks, research on this issue in tree-based models and how to make tree-based models robust against adversarial examples is still limited. In this paper, we show that tree based models are also…
In this paper, we focus on solving a class of constrained non-convex non-concave saddle point problems in a decentralized manner by a group of nodes in a network. Specifically, we assume that each node has access to a summand of a global objective function and nodes are allowed to exchange information only with their n…
We consider discriminative dictionary learning in a distributed online setting, where a network of agents aims to learn a common set of dictionary elements of a feature space and model parameters while sequentially receiving observations. We formulate this problem as a distributed stochastic program with a non-convex o…
We are concerned with the saddle solutions of the Allen-Cahn equation constructed by Cabré and Terra \cite{C,C2} in R2m. These solutions vanish precisely on the Simons cone. The existence and uniqueness of saddle solution are shown in \cite{C,C2,C1}. Regarding the stab…