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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.

169,051 papers · 148 categories

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25.0%50.0%75.0%100.0% · Jun 199319922001200920172026
48 results for smoothed norms

The study analyzes convergence rates for sparse pivotal estimators in high-dimensional regression.

problem Sparse pivotal estimation in high-dimensional regression problems.
method Theoretical analysis and comparison of non-smooth + non-smooth optimization problems, including smoothing techniques.
result Minimax sup-norm convergence rates for square-root Lasso-type estimators are derived.

SGD achieves a O(ε4)O(ε^{-4}) bound for minimizing gradient norm of smooth functions.

problem Finding stationary points with SGD for gradient norm minimization.
method Stochastic Gradient Descent (SGD) for smooth, possibly nonconvex functions.
result The O(ε4)O(ε^{-4}) bound for gradient norm minimization cannot be improved upon.

The study solves the isoperimetric problem for Heisenberg group norms.

problem Solving the isoperimetric problem for anisotropic norms in the Heisenberg group.
method Representation formula for perimeter, foliation property, differential equation characterization, approximation procedure.
result Characterization of isoperimetric sets as sub-Finsler analogues of Pansu's bubbles.

Study shows momentum-based optimizers like Muon and MomentumGD bias towards KKT points in smooth homogeneous models.

problem Understanding the implicit bias of momentum-based optimizers on smooth homogeneous models.
method Analysis of Muon, MomentumGD, Signum, and Adam optimizers under decaying learning rate schedules.
result Momentum-based optimizers approximate steepest descent trajectories and bias towards KKT points of margin maximization problems.

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with 0\ell_0-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to tackle their convex surrogates based on 1\ell_1-norm relaxations. In this paper…

2018-11-06abs ↗pdf ↗

We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this…

2012-10-18abs ↗pdf ↗

The real homology of a compact Riemannian manifold MM is naturally endowed with the stable norm. The stable norm on H1(M,R)H_1(M,\mathbb{R}) arises from the Riemannian length functional by homogenization. It is difficult and interesting to decide which norms on the finite-dimensional vector space H1(M,R)H_1(M,\mathbb{R}) are st…

2008-06-21abs ↗pdf ↗

New methods improve online matrix optimization with reduced computational cost.

problem Online matrix optimization with operator norm constraints.
method Gradient-based prediction scheme with smoothed potentials for nuclear norm.
result Adaptive matrix optimizers match Shampoo's regret up to a constant factor.

This paper assesses Gaussian and Exponential mechanisms for certifying adversarial robustness.

problem Certifying adversarial robustness using randomized smoothing mechanisms.
method Proposes a generic framework to assess the appropriateness of randomized smoothing mechanisms.
result Gaussian mechanism is an appropriate option for certifying both 2\ell_2-norm and \ell_\infty-norm robustness.

Smooth approximation of integral cycles mod 2 in Riemannian manifolds.

problem Approximating mod 2 integral cycles by smooth submanifolds.
method Approximation of mod 2 integral cycles by smooth submanifolds with controlled singularities.
result Every mod 2 integral cycle can be approximated by a smooth submanifold with a controlled singular set.

Matrix completion works well for smooth non-linear structures, even without low-rank assumptions.

problem Matrix completion for smooth non-linear structures.
method Nuclear-norm penalization for matrices lying in a low-dimensional non-linear manifold.
result Nuclear-norm penalization is minimax rate optimal for recovering smooth non-linear matrices with missing data.

The Schatten-pp norm (0<p<10<p<1) has been widely used to replace the nuclear norm for better approximating the rank function. However, existing methods are either 1) not scalable for large scale problems due to relying on singular value decomposition (SVD) in every iteration, or 2) specific to some pp values, e.g., $1/…

2016-11-25abs ↗pdf ↗

Paper introduces a new GG^\star regret measure for online convex optimization with smooth losses.

problem Online convex optimization with smooth losses.
method Introduces a new GG^\star regret measure that depends on the cumulative squared gradient norm.
result The GG^\star regret can be arbitrarily sharper than existing measures when losses have vanishing curvature.

New method turns optimization algorithms into uniformly stable learning algorithms for non-Euclidean norms.

problem Non-Euclidean norms in binary classification problems.
method Black-box reduction method using uniformly convex regularizers.
result Achieves optimal statistical risk bounds on excess risk for non-Euclidean norms.

The Schatten quasi-norm can be used to bridge the gap between the nuclear norm and rank function, and is the tighter approximation to matrix rank. However, most existing Schatten quasi-norm minimization (SQNM) algorithms, as well as for nuclear norm minimization, are too slow or even impractical for large-scale problem…

2016-06-02abs ↗pdf ↗

We prove that Riemannian metrics with a uniform weak norm can be smoothed to having arbitrarily high regularity. This generalizes all previous smoothing results. As a consequence we obtain a generalization of Gromov's almost flat manifold theorem. A uniform Betti number estimate is also obtained.

1995-08-23abs ↗pdf ↗

The problem of joint feature selection across a group of related tasks has applications in many areas including biomedical informatics and computer vision. We consider the l2,1-norm regularized regression model for joint feature selection from multiple tasks, which can be derived in the probabilistic framework by assum…

2012-05-09abs ↗pdf ↗

Improved algorithms solve p\ell_p-norm regression problems efficiently.

problem Efficiently solving p\ell_p-norm regression problems for p(1,2)(2,)p \in (1,2) \cup (2,\infty).
method Iterative refinement scheme using smoothed p\ell_p-norms to improve solutions.
result Solves p\ell_p-norm regression to 1/extpoly(n)1 / ext{poly}(n) accuracy in ildeOp(m13) ilde{O}_p(m^{\frac{1}{3}}) iterations.

ERM with square loss achieves sublinear error for learnable function classes with smoothed data.

problem Statistical and computational hardness in sequential decision-making.
method Empirical Risk Minimization (ERM) with square loss, focusing on unknown base measure and smooth data.
result ERM achieves error scaling as ildeO(comp(F)T) ilde O( \sqrt{\mathrm{comp}(\mathcal F)\cdot T} ) for learnable function classes.

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.

New method stabilizes machine learning for physics-informed inverse problems.

problem Reconstructing physical quantities from PDE-compliant measurements.
method Physics-informed learning with smooth inductive bias.
result PDE operators stabilize variance and prevent overfitting in fixed dimensions.

We do further investigation in a certain cosine function defined for smooth Minkowski spaces. We prove that such function is symmetric if and only if the referred space is Euclidean, and also that it can be given in terms of the Gateaux derivative of the norm. As an application we use it to study the ratio between the …

2016-07-06abs ↗pdf ↗

The paper provides approximation guarantees for neural networks trained with gradient flow.

problem Approximating neural networks trained with gradient flow in continuous L2(Sd1)L_2(\mathbb{S}^{d-1})-norm.
method NTK argument for non-convex second but last layer, under-parametrized regime.
result Gradient flow convergence guarantees for neural networks under Sobolev smoothness assumptions.

Equivalence of norms on manifolds with curvature bounds established.

problem Establishing equivalence of norms on manifolds with bounded sectional curvature.
method Using spectral projector and thickness condition for subsets.
result Constant in equivalence depends only on manifold dimension, curvature bounds, and frequency threshold.

Estimates the dual Thurston norm for foliations on negative curvature 3-manifolds.

problem Bounding the dual Thurston norm of foliations on 3-manifolds of negative curvature.
method Uses constants like injectivity radius, volume, curvature, and mean curvature of foliation leaves to estimate the dual Thurston norm.
result Provides an upper bound estimate on the dual Thurston norm of the Euler class of a foliation.

New optimization method combines gradient clipping and non-Euclidean smoothness.

problem Improving optimization in non-Euclidean spaces for machine learning.
method Hybrid of steepest descent and conditional gradient, incorporating weight decay.
result Achieves optimal convergence rate and demonstrates effectiveness in deep learning.

New optimizers control network width scaling, improving stability and transfer across different model sizes.

problem Designing stable optimizers for networks of varying widths.
method Interpreting optimizers as steepest descent under mean-normalized operator norms, enabling layerwise composability and width-independent bounds.
result New optimizers like row normalization and column normalization provide stable learning-rate transfer across different model widths.

The curvature-dimension condition fails in sub-Finsler geometry, extending previous results in sub-Riemannian geometry.

problem The failure of the curvature-dimension condition in sub-Finsler geometry.
method Non-trivial adaptation of Juillet's work, introduction of new tools and ideas.
result The CD(K,N)\mathsf{CD}(K,N) condition does not hold in sub-Finsler geometry for various norms and measures.

The paper proves conjectures about Minkowski norms with specific symmetry groups.

problem Proving conjectures about Minkowski norms with certain symmetries.
method Analyzing isometries of the Hessian metric for Minkowski norms invariant under SO(k)imesSO(nk)SO(k) imes SO(n-k).
result Proves Laugwitz and Landsberg Unicorn conjectures for Minkowski norms with the specified symmetry.