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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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2975938901,186 · Jun 202019922001200920172026
48 results for sketched Newton methods

A parallel optimization method for convex functions using Hessian sketching and debiasing.

problem Massively parallel optimization of convex functions with limited communication.
method Newton method with Hessian sketching and debiasing by workers, server averages descent directions.
result Approximation of Newton step with low-complexity adaptive sketching scheme.

Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number of variables and data points are both large. We study two forms of sketching that…

2017-05-17abs ↗pdf ↗

Paper proposes an efficient online Newton method with Nesterov's acceleration for streaming data.

problem Efficient inference of online Newton methods with robustness to noise and ill-conditioning.
method Online Newton method with Hessian averaging and Nesterov's accelerated sketch-and-project solver.
result Global almost-sure convergence and asymptotic normality of the last iterate with non-asymptotic convergence guarantees.

Develops precise expressions for random projections for better machine learning tasks.

problem Improving the accuracy of dimensionality reduction in machine learning tasks.
method Exploits recent developments in spectral analysis of random matrices to derive accurate expressions for random projection matrices.
result Provides precise expressions that reflect the practical performance of sketching methods, including Gaussian and Rademacher sketches.

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.

The paper sharpens the analysis of sketch-and-project methods using randomized singular value decomposition.

problem Improving convergence rates of sketch-and-project methods for solving linear systems and non-linear optimization problems.
method Developing a theoretical framework and new spectral bounds for the expected sketched projection matrix.
result The convergence rate improves linearly with sketch size and even faster with certain spectral decays.

SVRN accelerates Newton methods by reducing variance and improving performance.

problem Improving the efficiency of Newton methods for large-scale optimization problems.
method Stochastic Variance-Reduced Newton (SVRN) algorithm that accelerates Subsampled Newton and Iterative Hessian Sketch algorithms.
result SVRN accelerates Newton methods by reducing the number of passes over the data, achieving a significant improvement in performance.

Develops unbiased averaging methods for second order optimization in distributed systems.

problem Computing the Hessian is challenging and communication is a bottleneck in distributed optimization.
method Unbiased parameter averaging methods using sampling and sketching of the Hessian.
result Provably minimizes bias for sketched Newton directions.

Proposes a new method for optimizing large-scale models using Nyström approximation of the Hessian.

problem Optimizing non-convex functions like deep learning models using second-order methods.
method Nyström-approximated curvature for stochastic optimization of large-scale empirical risk minimization.
result The proposed method achieves performance competitive with state-of-the-art first-order and stochastic quasi-Newton methods.

A new algorithm reduces the time and space complexity for multinomial logistic bandits.

problem High-dimensional feedback in multinomial logistic bandits makes existing algorithms inefficient.
method Integrates frequent directions matrix sketching into OFUL-MLogB to reduce time and space complexity.
result Achieves a regret bound of ildeO(ΔT(KdlnΔT+m)T) ilde{\mathcal{O}}(Δ_T(Kd\lnΔ_T+m)\sqrt{T}).

New algorithm reduces rank constrained optimization problems.

problem Rank constrained optimization problems in machine learning and statistics.
method Recursive Importance Sketching (RISRO) algorithm.
result RISRO offers clear advantages over existing algorithms and converges efficiently.

New averaging technique speeds up Newton method convergence.

problem Superlinear convergence of stochastic Newton methods with noisy Hessians.
method Hessian averaging to reduce noise and maintain superlinear convergence.
result Hessian averaging achieves superlinear convergence with a non-asymptotic rate.

New method for online inference of constrained optimization problems.

problem Online inference of constrained stochastic optimization problems.
method Random scaling of Sketched Stochastic Sequential Quadratic Programming (SSQP).
result Asymptotically valid confidence intervals and matrix-free computation.

Kernel online convex optimization (KOCO) is a framework combining the expressiveness of non-parametric kernel models with the regret guarantees of online learning. First-order KOCO methods such as functional gradient descent require only O(t)\mathcal{O}(t) time and space per iteration, and, when the only information on t…

2017-06-15abs ↗pdf ↗

A new method for estimating large-scale linear models with improved precision.

problem Estimating large-scale linear statistical models efficiently.
method Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), integrating Sketch-and-Solve and Iterative-Sketching methods.
result SLSE-FRS produces high-precision estimators, outperforming state-of-the-art methods.

A new method for optimization in probability space using Newton's flows.

problem Optimization in probability space with information metrics.
method Information Newton's flows, including Fisher-Rao and Wasserstein-2 metrics, with Newton's Langevin dynamics and variational methods.
result Effective numerical implementation and convergence results for the proposed method.

New method reduces linear regret in high-dimensional bandit problems.

problem Heavy spectral tails in streaming matrices lead to linear regret in sketch-based linear bandits.
method Dyadic Block Sketching, a multi-scale matrix sketching approach.
result Achieves sublinear regret bounds without prior knowledge of streaming matrix properties.

We introduce a new sub-linear space sketch---the Weight-Median Sketch---for learning compressed linear classifiers over data streams while supporting the efficient recovery of large-magnitude weights in the model. This enables memory-limited execution of several statistical analyses over streams, including online featu…

2017-11-07abs ↗pdf ↗

Iterative Hessian sketch (IHS) is an effective sketching method for modeling large-scale data. It was originally proposed by Pilanci and Wainwright (2016; JMLR) based on randomized sketching matrices. However, it is computationally intensive due to the iterative sketch process. In this paper, we analyze the IHS algorit…

2019-02-20abs ↗pdf ↗

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods inherit the desirable convergence behavior of Newton-type methods for minimizing s…

2012-06-07abs ↗pdf ↗

We present sketch-rnn, a recurrent neural network (RNN) able to construct stroke-based drawings of common objects. The model is trained on thousands of crude human-drawn images representing hundreds of classes. We outline a framework for conditional and unconditional sketch generation, and describe new robust training …

2017-04-11abs ↗pdf ↗

Sketch-BERT learns vector sketches using BERT-like self-supervised learning.

problem Lack of effective vector sketch representation for recognition and retrieval tasks.
method Generalized BERT to sketch domain with novel embedding networks and self-supervised sketch gestalt learning.
result Improved performance on sketch recognition, retrieval, and gestalt tasks.

New Q-Newton's method avoids saddle points and converges quadratically.

problem Optimizing functions with saddle points and ensuring convergence guarantees.
method Modified New Q-Newton's method with Backtracking line search.
result Theorem for Morse functions: quadratic convergence to local minima.

Newton's method tackles nonlinear mappings into vector bundles with connections and retractions.

problem Finding zeros of mappings from a manifold into a vector bundle.
method Local convergence using differentiability concepts, Banach space Riemannian distance, and affine covariant damping strategy.
result Illustrated application to generalized non-symmetric eigenvalue problems.

We accelerate the power method for strong low-rank approximation using fast sketching.

problem Efficiency bottleneck in power method for large target ranks.
method Developed an algorithmic and theoretical framework for accelerating the power method using fast sketching.
result Simple and provably efficient methods for singular value decomposition, low-rank factorization, and Nyström approximation.

Sketch-GNN reduces GNN training time and memory usage to sublinear scales.

problem Training GNNs on large graphs is computationally expensive and memory-intensive.
method Develops a sketch-based algorithm that trains GNNs on compact sketches of graph adjacency and node embeddings.
result Training time and memory usage grow sublinearly with respect to graph size.

Large-scale distributed training of neural networks is often limited by network bandwidth, wherein the communication time overwhelms the local computation time. Motivated by the success of sketching methods in sub-linear/streaming algorithms, we introduce Sketched SGD, an algorithm for carrying out distributed SGD by c…

2019-03-12abs ↗pdf ↗

A new optimization method improves deep learning accuracy without hyper-parameter tuning.

problem Computational demands and convergence behavior in deep learning training.
method Stochastic quasi-Gauss-Newton (SQGN) optimization method combining stochastic quasi-Newton, Gauss-Newton, and variance reduction.
result SQGN provides excellent accuracy without hyper-parameter experimentation, improving convergence and computational performance.

This thesis disentangles Gauss-Newton and variational approximations in Bayesian deep learning.

problem Understanding the interplay between the Gauss-Newton method and variational approximations in Bayesian deep learning.
method Analysis of the Gauss-Newton method and Laplace/Gaussian variational approximations for neural networks.
result The combination of the Gauss-Newton method with approximate inference can be cast as inference in a linear or Gaussian process model.