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24477194 · May 202619922001200920172026
48 results for sharpness

Kronheimer and Mrowka introduced a new knot invariant, called ss^\sharp, which is a gauge theoretic analogue of Rasmussen's ss invariant. In this article, we compute Kronheimer and Mrowka's invariant for some classes of knots, including algebraic knots and the connected sums of quasi-positive knots with non-trivial r…

2019-08-14abs ↗pdf ↗

Sharpe ratio (sometimes also referred to as information ratio) is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the (excess) net return over the strategy standard deviation. However, the elements to compute the Sharpe ratio, namely, the expected returns and …

2019-05-20abs ↗pdf ↗

ASAM improves deep neural network generalization by adapting sharpness to scale.

problem Fixed-radius sharpness measure is sensitive to parameter scaling, weakening its connection to generalization.
method Introduces adaptive sharpness, a scale-invariant measure, and proposes ASAM for deep learning.
result ASAM significantly improves model generalization performance across various datasets.

The Sharpe ratio is a way to compare the excess returns (over the risk free asset) of portfolios for each unit of volatility that is generated by a portfolio. In this paper we introduce a robust Sharpe ratio portfolio under the assumption that the risk free asset is unknown. We propose a robust portfolio that maximizes…

2016-10-04abs ↗pdf ↗

DGSAM improves domain generalization by minimizing individual sharpness.

problem Improving domain generalization models that perform well on unseen target domains.
method Shifts DG paradigm toward minimizing individual sharpness across source domains.
result DGSAM reduces performance variance across domains with less computational overhead.

SharpBalance improves deep ensemble performance by balancing sharpness and diversity.

problem Improving deep ensemble performance in both in-distribution and out-of-distribution scenarios.
method Introducing SharpBalance, a novel training approach that balances sharpness and diversity within ensembles.
result SharpBalance effectively improves the sharpness-diversity trade-off and ensemble performance in ID and OOD scenarios.

SAM improves neural network generalization by penalizing sharpness, clarifying its exact notion and mechanism.

problem Improving deep neural network generalization for various settings.
method Sharpness-Aware Minimization (SAM) technique that penalizes a notion of sharpness of the model.
result SAM regularizes the third notion of sharpness, most likely preferred for practical performance.

Sharpe ratio is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the excess return over the strategy standard deviation. However, the elements to compute the Sharpe ratio, namely, the expected returns and the volatilities are unknown numbers and need to be esti…

2018-08-02abs ↗pdf ↗

Sharp Gaussian bounds derived for Schrödinger kernel on Ricci solitons.

problem Analyzing Schrödinger heat kernel on gradient shrinking Ricci solitons.
method Deriving sharp Gaussian upper bounds for the Schrödinger heat kernel.
result Sharp upper and lower bounds for eigenvalues of the Schrödinger operator.

The study analyzes sharpness dynamics in neural networks, revealing mechanisms and conditions.

problem Understanding sharpness in neural network training.
method Fixed point analysis and edge of stability analysis in a simplified 2-layer linear network.
result Reveals mechanisms behind sharpness trends, conditions for edge of stability, and a period-doubling route to chaos.

Sharp inequality linking interior and boundary Yamabe invariants on specific manifolds.

problem Relating Yamabe invariants on asymptotically Poincare-Einstein manifolds.
method Established a sharp inequality using lower Ricci curvature bounds.
result Sharp inequality relating type II Yamabe invariant of the interior to the Yamabe invariant of the conformal infinity.

Optimal option portfolios under Sharpe Ratio maximization with skew-elliptical t-distributed returns

problem Optimal option portfolios under Sharpe Ratio maximization
method Formulation for explicit portfolio weights
result Different optimal portfolios for Sharpe Ratio and return-to-Value-at-Risk (VaR) ratio

Sharp bounds derived for the first two Steklov eigenvalues of exterior domains.

problem Finding bounds for the first two eigenvalues of Steklov eigenvalue problems on exterior domains.
method Sharp lower and upper bounds derived using the support function and distance function to the origin of the boundary.
result Sharp bounds for the first two eigenvalues of Steklov eigenvalue problems on exterior domains.

Sharp log-Sobolev inequalities proved for CD(0,N){\sf CD}(0,N) spaces.

problem Proving log-Sobolev inequalities in noncompact metric measure spaces.
method Sharp isoperimetric inequality, symmetrisation, scaling argument, Hamilton-Jacobi inequality, Sobolev regularity.
result Sharp log-Sobolev inequalities established in CD(0,N){\sf CD}(0,N) spaces.

Sharp heat kernel and Green's function estimates on Euclidean volume growth manifolds.

problem Estimating heat kernels and Green's functions on specific Riemannian manifolds.
method Analyzing noncompact Riemannian manifolds with nonnegative Ricci curvature and Euclidean volume growth.
result Sharp Moser-Trudinger inequalities on manifolds with Euclidean volume growth.

Sharp fractional Sobolev inequalities on closed manifolds identified.

problem Critical fractional Sobolev embedding on closed Riemannian manifolds.
method Intrinsic heat-kernel based framework, determining optimal coefficients, proving sharp inequalities.
result Sharp pp-power inequality and almost sharp inequality established.

When the in-sample Sharpe ratio is obtained by optimizing over a k-dimensional parameter space, it is a biased estimator for what can be expected on unseen data (out-of-sample). We derive (1) an unbiased estimator adjusting for both sources of bias: noise fit and estimation error. We then show (2) how to use the adjust…

2016-02-19abs ↗pdf ↗

We prove that two homogeneous ultra-metric spaces X,YX,Y are coarsely equivalent if and only if Ent(X)=Ent(Y)\mathrm{Ent}^\sharp(X)=\mathrm{Ent}^\sharp(Y) where Ent(X)\mathrm{Ent}^\sharp(X) is the so-called sharp entropy of XX. This classification implies that each homogeneous proper ultra-metric space is coarsely equivalent to the a…

2008-01-14abs ↗pdf ↗

We introduce a scalable measure of curvature for analyzing training dynamics of large language models.

problem Analyzing the training dynamics of large language models due to high computational cost of measuring Hessian sharpness.
method We introduce critical sharpness and relative critical sharpness as computationally efficient measures capturing Hessian sharpness phenomena.
result We provide the first demonstration of sharpness phenomena at scale up to 7B parameters.

Let MM be a smooth closed 4k4k-manifold whose Yamabe invariant Y(M)Y(M) is nonpositive. We show that Y(MlHPkmHPkˉ)=Y(M),Y(M\sharp l \Bbb HP^k\sharp m \bar{\Bbb HP^k})=Y(M), where l,ml,m are nonnegative integers, and HPk\Bbb HP^k is the quaternionic projective space. When k=4k=4, we also have $$Y(M\sharp l CaP^2\sharp m \bar{CaP^2})=Y(M),…

2007-10-12abs ↗pdf ↗

LSAM optimizes deep learning training with improved efficiency.

problem Inefficiency in distributed large-batch training with Sharpness-Aware Minimization (SAM).
method Integrates SAM's adversarial steps with an asynchronous distributed sampling strategy.
result Higher final accuracy compared to data-parallel SAM.

Sharp spectral gap estimates for higher-order operators on hyperbolic spaces.

problem Estimating spectral gaps for higher-order operators on Cartan-Hadamard manifolds.
method Symmetrization-free proofs based on general functional inequalities.
result Solves a sharp asymptotic problem from Cheng and Yang and answers a question from Kristály.