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.
We provide improved convergence rates for various \emph{non-smooth} optimization problems via higher-order accelerated methods. In the case of ℓ∞ regression, we achieves an O(ε−4/5) iteration complexity, breaking the O(ε−1) barrier so far present for previous methods. We arrive at a similar rate fo…
New method improves robustness of smoothed classifiers against adversarial attacks.
problem Improving robustness of smoothed classifiers against adversarial attacks.
method Proposes worst-case adversarial loss over input distributions as a robustness certificate, and uses duality and smoothness properties to provide an easy-to-compute upper bound.
result Shows superior robustness performance over state-of-the-art certified or heuristic methods.
The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to generalize the concept of Lipschitz smoothness condition to the relative smoothn…
Some methods based on simple regularizing geometric element transformations have heuristically been shown to give runtime efficient and quality effective smoothing algorithms for meshes. We describe the mathematical framework and a systematic approach to global optimization-based versions of such methods for mixed volu…
In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and the non-smooth part is equipped with a simple proximal mapping. We propose a pr…
Smoothing splines provide a powerful and flexible means for nonparametric estimation and inference. With a cubic time complexity, fitting smoothing spline models to large data is computationally prohibitive. In this paper, we use the theoretical optimal eigenspace to derive a low rank approximation of the smoothing spl…
Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging indications on the effectiveness of the method. An application to density-based c…
In this paper we prove several related results concerning smooth Zp or $\s^1$ actions on 4-manifolds. We show that there exists an infinite sequence of smooth 4-manifolds Xn, n≥2, which have the same integral homology and intersection form and the same Seiberg-Witten invariant, such that each Xn support…
Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving stochastic gradient methods named predictive local smoothness (PLS). First, we …
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…
We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us to show that common approaches to Gaussian filtering/smoothing can be distinguished solely by their methods of computing/approximating the means and covariances of joint probabilities. This implies that novel filters and …
We study Label-Smoothing as a means for improving adversarial robustness of supervised deep-learning models. After establishing a thorough and unified framework, we propose several variations to this general method: adversarial, Boltzmann and second-best Label-Smoothing methods, and we explain how to construct your own…
We propose a novel method to determine the dissimilarity between subjects for functional data clustering. Spline smoothing or interpolation is common to deal with data of such type. Instead of estimating the best-representing curve for each subject as fixed during clustering, we measure the dissimilarity between subjec…
Graph Neural Networks (GNNs) have achieved promising performance on a wide range of graph-based tasks. Despite their success, one severe limitation of GNNs is the over-smoothing issue (indistinguishable representations of nodes in different classes). In this work, we present a systematic and quantitative study on the o…
We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal gradient scheme and a new homotopy strategy for smoothness parameter. By an appropriat…
Smoothing graphons improve link prediction in Bayesian SBM without increasing computational complexity.
problem Accurate modeling of exchangeable relational data with flexible and computationally efficient graphons.
method Introducing smoothing procedures to piecewise-constant graphons to create smoothing graphons, which allow continuous intensity values for relations.
result Smoothing graphons improve AUC and precision for link prediction in real-world data sets.