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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.

168,695 papers · 148 categories

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102204305407 · Jun 202019922001200920172026
48 results for smoothness adaptation

New algorithm tackles nonconvex machine learning problems with adaptive normalization and independent sampling.

problem Nonconvex machine learning problems with generalized-smoothness.
method Adaptive gradient normalization, independent sampling, and gradient clipping.
result Achieves an O(ε^(-4)) sample complexity for fast convergence.

We study a non-parametric multi-armed bandit problem with stochastic covariates, where a key complexity driver is the smoothness of payoff functions with respect to covariates. Previous studies have focused on deriving minimax-optimal algorithms in cases where it is a priori known how smooth the payoff functions are. I…

2019-10-22abs ↗pdf ↗

The paper improves smoothed analysis for online problems with adaptive adversaries.

problem Online prediction, discrepancy minimization, and online optimization with adaptive adversaries.
method General technique to prove smoothed guarantees against adaptive adversaries, reducing to simpler oblivious adversaries.
result Strong smoothed guarantees for three online problems, matching or improving previous results.

SaR-SVM-STV improves hyperspectral image classification with shape-adaptive reconstruction and denoising.

problem Classifying hyperspectral images with limited labeled data.
method Shape-adaptive Reconstruction (SaR) for pixel preprocessing, SVM for probability estimation, and Smoothed Total Variation (STV) for denoising.
result SaR-SVM-STV outperforms SVM-STV with fewer labeled data.

Untuned SGD converges but with an exponential dependence on smoothness, adaptive methods prevent this.

problem The exponential dependence on smoothness in untuned SGD's convergence rate.
method Untuned SGD with arbitrary stepsize η, adaptive methods like NSGD, AMSGrad, and AdaGrad.
result Adaptive methods prevent the exponential dependence on smoothness in SGD.

New method improves counterfactual distribution learning for high-dimensional outcomes.

problem Counterfactual distribution learning for high-dimensional outcomes with concentrated structure.
method Geometry-adaptive diffusion-guided smoothing estimators combining causal nuisance adjustment and local outcome geometry.
result Geometry-adaptive methods show steeper error decay in semi-synthetic experiments.

We investigate online convex optimization in changing environments, and choose the adaptive regret as the performance measure. The goal is to achieve a small regret over every interval so that the comparator is allowed to change over time. Different from previous works that only utilize the convexity condition, this pa…

2019-04-26abs ↗pdf ↗

We consider first order gradient methods for effectively optimizing a composite objective in the form of a sum of smooth and, potentially, non-smooth functions. We present accelerated and adaptive gradient methods, called FLAG and FLARE, which can offer the best of both worlds. They can achieve the optimal convergence …

2016-05-26abs ↗pdf ↗

MARINA-P improves non-smooth federated optimization with adaptive stepsizes.

problem Non-smooth federated optimization in machine learning applications.
method Extends EF21-P and MARINA-P to non-smooth convex setting, proving optimal convergence rate and communication complexity bounds.
result MARINA-P achieves O(1/T)O(1/\sqrt{T}) convergence rate and communication complexity matching classical subgradient methods.

New method for adaptive estimation and inference in econometric models without knowing smoothness.

problem Adaptive estimation and inference in ill-posed linear inverse problems with unknown smoothness.
method Discrepancy principle-based framework for adaptive hyperparameter selection.
result Achieves optimal rates in weak and strong metrics for linear functionals.

Vision transformers benefit from non-smooth components in adaptation.

problem Understanding the role of non-smoothness in vision transformer adaptation.
method Theoretical analysis and extensive experiments on large-scale vision transformers.
result High plasticity of attention modules and feedforward layers leads to better finetuning performance.

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.

Diffusion models adapt to data geometry through log-domain smoothing.

problem Understanding why diffusion models generalize well across diverse domains.
method Investigating the role of score matching and log-domain smoothing in diffusion models.
result Log-domain smoothing adapts the diffusion model to the data manifold.

Smooth activations enable optimal error rates in neural networks for Sobolev function classes.

problem Achieving optimal approximation and estimation error rates for neural networks in Sobolev function classes.
method Study of neural networks with smooth activations, proving optimal rates via approximation and statistical properties.
result Constant-depth networks with smooth activations achieve optimal rates of approximation and estimation, demonstrating smoothness adaptivity.

Bayesian nonparametric LABS model adapts to function smoothness in Besov spaces.

problem Estimating functions with unknown smoothness in Besov spaces.
method Lévy Adaptive B-spline (LABS) regression model with automatic smoothness adaptation.
result LABS posterior contracts around true function in Besov classes at nearly minimax-optimal rates.

We present the first adaptive strategy for active learning in the setting of classification with smooth decision boundary. The problem of adaptivity (to unknown distributional parameters) has remained opened since the seminal work of Castro and Nowak (2007), which first established (active learning) rates for this sett…

2017-11-25abs ↗pdf ↗

Adapts SGD to noise and problem specifics for faster convergence.

problem Minimizing smooth, strongly-convex functions with varying noise and problem constants.
method Adaptive SGD with exponentially decreasing step-sizes, Nesterov acceleration, and stochastic line-search.
result Achieves near-optimal convergence rates without knowing noise or problem specifics.

A version of smooth K-theory is constructed, which is adapted to the total Chern class instead of the Chern character (contrarily to previous theories). Some total Chern class morphism from this K-theory to Cheeger-Simons differential characters is constructed. This answers a question raised by U. Bunke.

2008-06-30abs ↗pdf ↗

Research shows minimal communication limits adaptive function estimation rates.

problem Adaptive estimation of a smooth function under minimal communication constraints.
method Investigates the LL_\infty-risk and L2L_2-risk under different numbers of servers.
result For LL_\infty-risk, optimal rates cannot be achieved under minimal communication. For L2L_2-risk, adaptivity is possible but depends on server number and sample size.

Sparse Polyak improves high-dimensional statistical estimation.

problem High-dimensional statistical estimation problems with growing problem dimension.
method Sparse Polyak modifies Polyak's adaptive step size to estimate restricted Lipschitz smoothness.
result Sparse Polyak achieves optimal statistical precision with fewer iterations.

AdaGrad fails to adapt to Hölder-smoothness in composite optimization problems.

problem AdaGrad's convergence rate is suboptimal for composite objectives.
method Exhibited a simple one-dimensional convex problem to highlight AdaGrad's limitations.
result AdaGrad does not achieve the classical convergence rate for Hölder-smooth objectives.

New adaptive methods for constrained convex optimization and variational inequalities.

problem Optimization of constrained convex problems and variational inequalities.
method AdaACSA and AdaAGD+ are accelerated methods that achieve nearly-optimal convergence rates for smooth and non-smooth functions.
result Achieve nearly-optimal convergence rates for both smooth and non-smooth functions, even with stochastic gradients.

This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common \textit{noise conditions}. These rates display interesting transitions -- due to the inte…

2017-03-16abs ↗pdf ↗

Adaptive NN method improves matrix completion for non-smooth data.

problem Matrix completion with non-smooth non-linear functions under high missingness.
method Two-sided nearest neighbors with \Holder function class non-linearity.
result NN error rate matches oracle's for latent factors, non-trivial for wide range of missingness.

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 …

2018-05-23abs ↗pdf ↗

New method for faster convergence in non-convex optimization with unbounded smoothness.

problem Finding first-order stationary points of non-convex functions with unbounded smoothness.
method Developed a stopped analysis technique to prove convergence rates for (L0,L1)(L_0,L_1)-smooth functions.
result Achieved O(polylog(T)T)\mathcal{O}(\frac{\mathrm{poly}\log(T)}{\sqrt{T}}) convergence rates without uniform noise bounds.