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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.

168,694 papers · 148 categories

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122244366488 · Jun 202019922001200920172026
48 results for sparse gradients

This paper converts ADMM to proximal gradient for efficient sparse estimation.

problem Sparse estimation problems like fused lasso and convex clustering.
method General method converting ADMM to proximal gradient, assuming Lipschitz continuity of derivative.
result Significant improvement in efficiency for sparse estimation problems.

New DP optimization methods for sparse gradients, improving on existing algorithms.

problem Differentially private optimization with sparse gradients in high-dimensional settings.
method Improved bounds for mean estimation, pure- and approximate-DP algorithms for stochastic convex optimization.
result First nearly dimension-independent rates for DP optimization with sparse gradients.

Neural network learning is usually time-consuming since backpropagation needs to compute full gradients and backpropagate them across multiple layers. Despite its success of existing works in accelerating propagation through sparseness, the relevant theoretical characteristics remain under-researched and empirical stud…

2019-05-24abs ↗pdf ↗

Sparse GCA finds linear relationships in multiple datasets, using gradient descent.

problem Finding linear relationships across multiple datasets with sparse loading vectors.
method Formulated as generalized eigenvalue problems, used a thresholded gradient descent algorithm.
result Proposed algorithm yields tight estimation error bounds and demonstrates effectiveness on synthetic datasets.

New method controls gradient error for sparse MRFs.

problem Efficient learning for sparse discrete MRFs with NP-hard inference.
method Stochastic proximal gradient (SPG) with controlled gradient approximation error.
result Novel bounds control gradient approximation quality.

Paper solves k-sparse parity problem with sign SGD, matching SQ lower bound.

problem Solving k-sparse parity problems efficiently.
method Sign stochastic gradient descent on neural networks.
result Matches Statistical Query lower bound for solving k-sparse parity problems.

Concerns about interpretability, computational resources, and principled inductive priors have motivated efforts to engineer sparse neural models for NLP tasks. If sparsity is important for NLP, might well-trained neural models naturally become roughly sparse? Using the Taxi-Euclidean norm to measure sparsity, we find …

2019-07-22abs ↗pdf ↗

A new algorithm estimates sparse gradients on graphs with improved risk bounds.

problem Estimating sparse gradients on graph-structured data.
method Tree-Projected Gradient Descent algorithm for gradient-sparse parameters.
result Achieves risk bound of snlog(1+ps)\frac{s^*}{n} \log (1+\frac{p}{s^*}).

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional sparse data, however, the method suffers from slow convergence and high variance…

2016-04-21abs ↗pdf ↗

A new algorithm solves sparse optimization problems on measures efficiently.

problem Sparse optimization problems on measures.
method Over-parameterized Stochastic Gradient Descent with Random Features.
result Global convergence with rate O(log(K)/K)O(\log(K)/\sqrt{K}) and bounded total variation norms.

Paper tackles NAS problem by modeling it as a sparse supernet.

problem Neural Architecture Search (NAS) problem, particularly Mixed-Path Search.
method Model NAS as a sparse supernet with sparsity constraints. Use hierarchical accelerated proximal gradient algorithm for optimization.
result Proposed method finds compact, general, and powerful neural architectures.

Sparse perturbations improve convergence in SZO methods for faster training.

problem Dependency of SZO methods on function dimensionality limits their convergence speed.
method Sparse perturbations reduce the effective dimensionality of the optimization problem.
result Sparse SZO optimization leads to faster convergence in training loss and test accuracy.

A scalable gradient-based framework for sparse portfolio selection.

problem Sparse minimum-variance portfolio selection with cardinality constraint.
method Gradient-based optimization with Boolean relaxation and tunable parameter.
result Matches commercial solvers in most instances, differing by a few assets with negligible error in portfolio variance.

ETGL-DDPG improves DDPG for sparse reward control with new exploration and replay techniques.

problem Sparse reward continuous control in reinforcement learning.
method Introduces εtεt-greedy search and GDRB framework for efficient exploration and reward use.
result ETGL-DDPG outperforms DDPG and other methods on sparse-reward continuous benchmarks.

A fast method for discrete OT with group-sparse regularization for class label preservation.

problem Efficiently measuring the distance between two discrete distributions with class labels.
method Fast discrete OT with group-sparse regularizers using gradient-based algorithms.
result Up to 8.6 times faster than original method without degrading accuracy.

Sparse matrices simplify computation of GP variances and likelihoods.

problem Efficient computation of posterior variance and log-likelihood for additive Matérn GPs.
method Represented posterior mean, variance, log-likelihood, and gradient using sparse matrices.
result Efficient computation of posterior mean, variance, log-likelihood, and gradient in O(nlogn)O(n \log n) time.

The paper improves sparse Gaussian processes by optimizing predictive loss.

problem Optimizing predictive loss in sparse Gaussian processes.
method Direct loss minimization (DLM) for log-loss and square loss, with product sampling (uPS) and biased Monte Carlo (bMC) for non-conjugate cases.
result DLM shows significant performance improvement in both log-loss and square loss cases.

A simple 2-layer linear network outperforms neural networks in learning sparse targets.

problem Learning sparse targets from a sparse input with gradient descent.
method A 2-layer linear network with fully connected input layer and sparse targets.
result The 2-layer linear network achieves a lower expected square loss than neural networks.

Accelerated gradient method tackles nonconvex penalties in sparse learning.

problem Optimizing nonconvex penalties in sparse statistical learning.
method Generalized Nesterov's accelerated gradient method with hyperparameter optimization.
result Convergence can be made considerably faster with optimal hyperparameters.

Paper proposes a new method to separate low rank and sparse matrices without bias.

problem Recovering low rank and sparse matrices from measurements.
method Uses nonconvex regularizers and alternating proximal gradient descent.
result Error bounds for the algorithm applied to sparse optimization, matrix completion, and robust PCA.

Proposes efficient Bayesian logistic regression for large sparse datasets.

problem Infeasibility of theoretical Bayesian methods for large sparse feature sets.
method Low complexity analytical approximations for sparse online logistic and probit regressions.
result Empirical results show superior performance compared to more complex methods.

A tuning-free method recovers jointly sparse signals in MMV using implicit regularization.

problem Recovering jointly sparse signals in MMV with minimal tuning or prior knowledge.
method Reparameterizes MMV estimation matrix into decoupled factors and applies gradient descent to a least-squares objective.
result Gradient descent dynamics exhibit a momentum-like effect, converging towards an idealized row-sparse solution.

Distributed algorithms are often beset by the straggler effect, where the slowest compute nodes in the system dictate the overall running time. Coding-theoretic techniques have been recently proposed to mitigate stragglers via algorithmic redundancy. Prior work in coded computation and gradient coding has mainly focuse…

2017-11-17abs ↗pdf ↗

This paper explores a new framework for reinforcement learning based on online convex optimization, in particular mirror descent and related algorithms. Mirror descent can be viewed as an enhanced gradient method, particularly suited to minimization of convex functions in highdimensional spaces. Unlike traditional grad…

2012-10-16abs ↗pdf ↗

Model shows loss curve with two distinct exponents due to sparse activations.

problem Sparse activations impact neural network scaling laws.
method Introduced a model for neural scaling laws under sparse activations, derived asymptotic population loss, and analyzed gradient-descent dynamics.
result Loss curve exhibits double-descent peak near interpolation threshold with two distinct scaling exponents.

Reinforcement learning usually uses the feedback rewards of environmental to train agents. But the rewards in the actual environment are sparse, and even some environments will not rewards. Most of the current methods are difficult to get good performance in sparse reward or non-reward environments. Although using shap…

2020-01-01abs ↗pdf ↗

Variance reduction methods such as SVRG and SpiderBoost use a mixture of large and small batch gradients to reduce the variance of stochastic gradients. Compared to SGD, these methods require at least double the number of operations per update to model parameters. To reduce the computational cost of these methods, we i…

2020-01-27abs ↗pdf ↗

Optimizes sparse fine-tuning for privacy in neural networks.

problem Performance gap between DP-SGD and non-private fine-tuning.
method Optimization-based approach using private gradient information for selecting trainable weights.
result Our selection method leads to better prediction accuracy compared to existing approaches.

Autoencoders fail to capture sparse structure in 1-bit data compression.

problem Proving the performance of shallow autoencoders on sparse data compression.
method Gradient descent analysis and approximate message passing.
result Gradient descent minimizer for sparse data is the identity (up to permutation) above critical sparsity.

Study iterative regularization for linear models with convex bias, improving robust sparse recovery.

problem Improving robust sparse recovery with iterative regularization for linear models.
method Primal-dual gradient approach, analyzing convergence in presence of noise, combining regularization and optimization.
result Theoretical results show state-of-the-art performances with computational speed-ups.