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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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64128191255 · Jun 202019922001200920172026
48 results for sparse averaging

Efficiently approximates Sparse PCA with significant speedups and minor error.

problem Sparse Principal Component Analysis (Sparse PCA) is NP-hard and computationally expensive.
method Approximates the covariance matrix with block-diagonal form, solves sub-problems in each block, and reconstructs the solution.
result Significant computational speedups with minor additive error.

ACOWA improves distributed sparse classification with extra communication round.

problem Efficiently optimizing sparse classification with limited communication.
method Introducing ACOWA, a new technique with an extra communication round.
result ACOWA achieves better approximation quality and higher accuracy.

Improved Compressed Sensing by optimizing sparse solutions with mixed integer programming.

problem Finding sparse solutions to linear measurements with numerical tolerance.
method Introducing an 2\ell_2 regularized formulation, reformulating as a mixed integer second order cone program, deriving a second order cone relaxation, and developing a custom branch-and-bound algorithm.
result Our approach produces solutions that are on average 6.22% more sparse compared to state-of-the-art methods.

The Lasso performs well in ultra-sparse linear models with finite support size.

problem Performance analysis of Lasso in ultra-sparse linear models.
method Novel application of replica method from statistical physics, rigorous analysis of average case performance.
result Average performance of Lasso assessed without scaling assumptions, offering sample complexity bounds.

We devise a one-shot approach to distributed sparse regression in the high-dimensional setting. The key idea is to average "debiased" or "desparsified" lasso estimators. We show the approach converges at the same rate as the lasso as long as the dataset is not split across too many machines. We also extend the approach…

2015-03-14abs ↗pdf ↗

In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on providing confidence intervals and significance testing for (possibly many) low-dim…

2016-08-01abs ↗pdf ↗

Transformers show strengths and weaknesses in complexity analysis.

problem Understanding the strengths and limitations of attention layers in transformers.
method Analysis of representation power through complexity parameters and task-specific constructions.
result Transformers can solve sparse averaging tasks with logarithmic complexity, but triple detection tasks require linear complexity.

EASIER-net uses sparse networks to improve prediction accuracy for high-dimensional data.

problem Limited use of neural networks in high-dimensional data with small samples.
method Ensemble by Averaging Sparse-Input Hierarchical networks (EASIER-net) with small modifications to neural network architecture and training procedure.
result EASIER-net achieves higher prediction accuracy than off-the-shelf methods on average.

Bayesian method identifies dynamical models with uncertainty quantification.

problem Uncertainty in selecting governing equations for dynamical systems.
method Bayesian sparse identification with model averaging.
result Accurately recovers sparse interaction structures with uncertainty quantification.

SAMS-VAE models cellular perturbations using sparse additive mechanisms.

problem Modeling effects of diverse interventions on cells.
method Sparse Additive Mechanism Shift Variational Autoencoder (SAMS-VAE).
result SAMS-VAE identifies disentangled, perturbation-specific latent subspaces.

The package High-dimensional Metrics (\Rpackage{hdm}) is an evolving collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on providing confidence intervals and significance testing for (possibly many) low-dimensional subcomponents…

2016-03-05abs ↗pdf ↗

New method for sparse kernel selection improves prediction accuracy.

problem Sparse Multiple Kernel Learning for binary classification.
method Alternating best response algorithm with semidefinite relaxations.
result Method outperforms state-of-the-art MKL approaches in prediction accuracy.

We design a new sparse projection method for a set of vectors that guarantees a desired average sparsity level measured leveraging the popular Hoyer measure (an affine function of the ratio of the 1\ell_1 and 2\ell_2 norms). Existing approaches either project each vector individually or require the use of a regulariz…

2019-12-09abs ↗pdf ↗

Entropy regularization improves sparse model discovery in federated learning.

problem Sparse model discovery in federated learning with limited data.
method Entropy regularization of gate distributions for probabilistic sparse model exploration.
result Entropy regularization leads to better sparse model recovery and performance.

MAESTRO improves multimodal learning for dynamic time series with adaptive attention and robustness.

problem Challenges in multimodal learning, especially in healthcare and daily living.
method Dynamic intra- and cross-modal interactions, symbolic tokenization, adaptive attention budgeting, sparse cross-modal attention, MoE mechanism.
result Average relative improvements of 4% and 8% over existing multimodal and multivariate approaches, respectively, under complete observations.

In this paper, we study the information-theoretic limits of community detection in the symmetric two-community stochastic block model, with intra-community and inter-community edge probabilities an\frac{a}{n} and bn\frac{b}{n} respectively. We consider the sparse setting, in which aa and bb do not scale with nn, and…

2016-02-02abs ↗pdf ↗

A new method reduces communication costs in distributed learning.

problem Reduces communication bottlenecks in distributed learning.
method Local SGD with communication-computation overlap and delay-corrected sparse model averaging.
result Theoretical convergence guarantees for smooth non-convex objectives.

This paper investigates the average-case time complexity of certifying RIP matrices.

problem Certifying the restricted isometry property (RIP) for large sparsity levels in random Gaussian matrices.
method Analysis of the low-degree likelihood ratio to determine the average-case time complexity.
result Subexponential runtime of NildeΩ(s2/M)N^{ ildeΩ(s^2/M)} is required for certifying RIP matrices.

Improves test set performance and reduces out-of-sample disappointment for unstable models.

problem Ensuring strong test set performance via cross-validation for unstable models.
method Nested k-fold cross-validation with hyperparameter selection based on a weighted sum of cross-validation metric and model stability measure.
result Improves out-of-sample MSE for sparse ridge regression and CART by 4% and 2% respectively, compared to k-fold cross-validation.

New research shows sparse topologies can lead to faster convergence in distributed optimization.

problem The impact of worker communication topology on convergence speed in distributed optimization.
method Consensus-based distributed optimization methods with local averaging and correction based on local data.
result Sparse topologies can lead to faster convergence in distributed optimization without communication delays.

In the synthesis model signals are represented as a sparse combinations of atoms from a dictionary. Dictionary learning describes the acquisition process of the underlying dictionary for a given set of training samples. While ideally this would be achieved by optimizing the expectation of the factors over the underlyin…

2014-03-20abs ↗pdf ↗

Sparse oblique decision tree improves security rules for renewable power systems.

problem Identifying secure operating conditions in power systems with high renewable energy.
method Sparse weighted oblique decision tree to learn and embed linear security rules.
result The method significantly increases secure states and reduces solution time.

Reducing communication in training large-scale machine learning applications on distributed platform is still a big challenge. To address this issue, we propose a distributed hierarchical averaging stochastic gradient descent (Hier-AVG) algorithm with infrequent global reduction by introducing local reduction. As a gen…

2019-03-12abs ↗pdf ↗

New algorithm minimizes regret in sparse reinforcement learning.

problem Sparse reinforcement learning with unknown sparsity.
method Doubly robust approach combining feature vectors of all actions and novel analysis.
result Regret bound of ildeO(σmin1sHN) ilde{O}(σ^{-1}_{\min} s_{\star} H \sqrt{N}).

Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence speed, adaptivity and structural awareness. However, distributional aspects of thes…

2019-09-22abs ↗pdf ↗

Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted average of the surrounding training examples. The weights are typically computed b…

2017-12-25abs ↗pdf ↗

We propose a voted dual averaging method for online classification problems with explicit regularization. This method employs the update rule of the regularized dual averaging (RDA) method, but only on the subsequence of training examples where a classification error is made. We derive a bound on the number of mistakes…

2013-10-17abs ↗pdf ↗

Efficient solver for nonconvex tensor regularization reduces computational cost.

problem Computational inefficiency in extending nonconvex regularization to tensor learning.
method Proximal average algorithm with adaptive momentum, maintaining sparse plus low-rank structure.
result Shows good statistical performance and accuracy on tensor completion problems.

We consider a random sparse graph with bounded average degree, in which a subset of vertices has higher connectivity than the background. In particular, the average degree inside this subset of vertices is larger than outside (but still bounded). Given a realization of such graph, we aim at identifying the hidden subse…

2015-02-19abs ↗pdf ↗

Paper proposes a method to improve variational inference for sparse networks.

problem Variational inference struggles with sparse networks, leading to inaccurate community detection.
method The method involves hard thresholding the posterior of community assignment after each iteration.
result The proposed method accurately recovers true community labels in sparse networks.

This paper establishes a statistical versus computational trade-off for solving a basic high-dimensional machine learning problem via a basic convex relaxation method. Specifically, we consider the {\em Sparse Principal Component Analysis} (Sparse PCA) problem, and the family of {\em Sum-of-Squares} (SoS, aka Lasserre/…

2015-07-23abs ↗pdf ↗