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.
This work shows how penalising bias terms in norm regularisation leads to sparse solutions.
problem Understanding the relation between parameter norm regularization and the sparsity of neural network solutions.
method Analyzes one hidden ReLU layer networks with unidimensional data, showing the norm required for function representation and the importance of the bias term's norm.
result Penalising the bias terms in regularisation leads to sparse solutions, enforcing the uniqueness and sparsity of the minimal norm interpolator.
Study on GD and SGD over diagonal networks, focusing on stepsizes and regularisation.
problem Understanding the impact of stochasticity and large stepsizes on gradient descent and SGD solutions.
method Investigation of GD and SGD over diagonal linear networks with macroscopic stepsizes, proving convergence and characterizing solutions.
result Large stepsizes consistently benefit SGD for sparse regression problems, but can hinder GD recovery of sparse solutions, especially in the edge of stability regime.
Learning sparse linear models with two-way interactions is desirable in many application domains such as genomics. l1-regularised linear models are popular to estimate sparse models, yet standard implementations fail to address specifically the quadratic explosion of candidate two-way interactions in high dimensions, a…
In this short report, we discuss how coordinate-wise descent algorithms can be used to solve minimum variance portfolio (MVP) problems in which the portfolio weights are constrained by lq norms, where 1≤q≤2. A portfolio which weights are regularised by such norms is called a sparse portfolio (Brodie et …
Recently, metric learning and similarity learning have attracted a large amount of interest. Many models and optimisation algorithms have been proposed. However, there is relatively little work on the generalization analysis of such methods. In this paper, we derive novel generalization bounds of metric and similarity …
We introduce a framework for Continual Learning (CL) based on Bayesian inference over the function space rather than the parameters of a deep neural network. This method, referred to as functional regularisation for Continual Learning, avoids forgetting a previous task by constructing and memorising an approximate post…
The kernel null-space technique and its regression-based formulation (called one-class kernel spectral regression, a.k.a. OC-KSR) is known to be an effective and computationally attractive one-class classification framework. Despite its outstanding performance, the applicability of kernel null-space method is limited d…
The use of L1 regularisation for sparse learning has generated immense research interest, with successful application in such diverse areas as signal acquisition, image coding, genomics and collaborative filtering. While existing work highlights the many advantages of L1 methods, in this paper we find that L1 regularis…
This paper improves inverse problem solving with weakly convex regularisers and proves convergence.
problem Improving solution methods for inverse problems.
method Generalised formulation of convergent regularisation using weakly convex regularisers, and proof of convergence for primal-dual hybrid gradient method.
result Proves convergence of primal-dual hybrid gradient method for variational problems and shows improved performance with IWCNNs.
Deep learning using multi-layer neural networks (NNs) architecture manifests superb power in modern machine learning systems. The trained Deep Neural Networks (DNNs) are typically large. The question we would like to address is whether it is possible to simplify the NN during training process to achieve a reasonable pe…
Single-cell RNA sequencing (scRNA-seq) is a fast growing approach to measure the genome-wide transcriptome of many individual cells in parallel, but results in noisy data with many dropout events. Existing methods to learn molecular signatures from bulk transcriptomic data may therefore not be adapted to scRNA-seq data…
We consider a general regularised interpolation problem for learning a parameter vector from data. The well known representer theorem says that under certain conditions on the regulariser there exists a solution in the linear span of the data points. This is the core of kernel methods in machine learning as it makes th…
We introduce a class of regularisable infinite dimensional principal fibre bundles which includes fibre bundles arising in gauge field theories like Yang-Mills and string theory and which generalise finite dimensional Riemannian principal fibre bundles induced by an isometric action. We show that the orbits of regulari…
Despite recent advances in regularisation theory, the issue of parameter selection still remains a challenge for most applications. In a recent work the framework of statistical learning was used to approximate the optimal Tikhonov regularisation parameter from noisy data. In this work, we improve their results and ext…
One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity constraints on model structures. In this paper, we describe two new approaches to Bay…
Regularised canonical correlation analysis was recently extended to more than two sets of variables by the multiblock method Regularised generalised canonical correlation analysis (RGCCA). Further, Sparse GCCA (SGCCA) was proposed to address the issue of variable selection. However, for technical reasons, the variable …
SPARTAN learns sparse interaction graphs between objects in scenes.
problem Capturing structured interactions between entities in complex settings remains challenging.
method SPARTAN is a Transformer-based world model that learns sparse, context-dependent interaction graphs through sparsity regularization on attention patterns.
result SPARTAN achieves significantly improved few-shot adaptation to dynamics changes and robustness against distractors.
We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity, and smoothness, we establish statistical learning rates that retain, up to logari…
Logistic regression models with n observations and q linearly-independent covariates are shown to have Fisher information volumes which are bounded below by πq and above by (qn)πq. This is proved with a novel generalization of the classical theorems of Pythagoras and de Gua, which is of independent …
Effective regularisation of neural networks is essential to combat overfitting due to the large number of parameters involved. We present an empirical analogue to the Lipschitz constant of a feed-forward neural network, which we refer to as the maximum gain. We hypothesise that constraining the gain of a network will h…
Recent work has established the equivalence between deep neural networks and Gaussian processes (GPs), resulting in so-called neural network Gaussian processes (NNGPs). The behaviour of these models depends on the initialisation of the corresponding network. In this work, we consider the impact of noise regularisation …