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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.

168,742 papers · 148 categories

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48 results for steepest-descent

Study shows how steepest descent algorithms' geometric margin increases during training.

problem Understanding implicit bias in steepest descent algorithms for neural networks.
method Analysis of steepest descent algorithms with infinitesimal learning rates in homogeneous neural networks.
result Limit points of training trajectories correspond to KKT points of margin-maximization problems.

A new method for growing neural networks by splitting neurons, improving efficiency.

problem Optimizing neural network structures, especially for lightweight architectures.
method A progressive training approach using steepest descent to adaptively grow and split neurons.
result The method provides a computationally efficient way to optimize neural network structures.

This work studies the implicit bias of mini-batch SGD in classification.

problem Understanding the implicit bias of mini-batch SGD in multi-class classification.
method Characterizes how batch size, momentum, and variance reduction affect convergence and max-margin behavior under different norms.
result Momentum enables small-batch convergence to an approximate max-margin solution, while variance reduction recovers the exact full-batch bias.

Study shows momentum-based optimizers like Muon and MomentumGD bias towards KKT points in smooth homogeneous models.

problem Understanding the implicit bias of momentum-based optimizers on smooth homogeneous models.
method Analysis of Muon, MomentumGD, Signum, and Adam optimizers under decaying learning rate schedules.
result Momentum-based optimizers approximate steepest descent trajectories and bias towards KKT points of margin maximization problems.

New method accelerates steepest descent for convex optimization.

problem Achieving acceleration for general p\ell_p smooth functions.
method Primal-dual iterate sequences with differing norms, implicitly determined interpolation parameter.
result Improves iteration complexity to O(d12p)O(d^{1-\frac{2}{p}}) for p\ell_p norm smooth problems.

Improved greedy 2-coordinate updates for optimization problems with constraints.

problem Minimizing smooth functions subject to constraints.
method Exploiting a connection to steepest descent in the 1-norm, we give faster convergence rates and efficient computation.
result Greedy selection converges faster than random selection and can be computed in O(nlogn)O(n \log n) time.

GANs excel at learning high dimensional distributions, but they can update generator parameters in directions that do not correspond to the steepest descent direction of the objective. Prominent examples of problematic update directions include those used in both Goodfellow's original GAN and the WGAN-GP. To formally d…

2018-02-13abs ↗pdf ↗

Straight lines are a basin of attraction for the elastic flow at least to level 1.9615π.

problem Understanding the basin of attraction for the free boundary free elastic flow.
method Steepest descent gradient flow for elastic energy, numerical evidence.
result Straight lines have a basin of attraction at least to level 1.9615π.

The paper optimizes regret using covariance between costs and decisions.

problem Optimizing expected regret in decision-making problems.
method Developed derivative theory of covariance regret functional, derived Gâteaux derivative, and extended to constrained optimization.
result Gradient of covariance regret is the cost covariance matrix, with implications for portfolio optimization.

Study identifies stable configurations of intertwined threads with repulsive interactions.

problem Stable configurations of entangled systems with repulsive interactions.
method Analysis of steepest descent flow of an energy functional.
result Existence and uniqueness of stable configuration of two layers drifting apart at t1/3t^{1/3} rate.

SONIA optimizes machine learning problems with a novel algorithm.

problem Empirical risk minimization in machine learning.
method Symmetric Blockwise Truncated Optimization (SONIA) algorithm combining second-order and steepest descent steps.
result SONIA converges to stationary points in both convex and nonconvex cases.

Study uses outer metrics for PDE-constrained shape optimization over diffeomorphism group.

problem Optimizing shapes governed by PDEs over the diffeomorphism group.
method Outer metrics on diffeomorphism group, Riemannian steepest descent method.
result Riemannian approach outperforms other metrics in solving PDE-constrained shape optimization problems.

New optimizers control network width scaling, improving stability and transfer across different model sizes.

problem Designing stable optimizers for networks of varying widths.
method Interpreting optimizers as steepest descent under mean-normalized operator norms, enabling layerwise composability and width-independent bounds.
result New optimizers like row normalization and column normalization provide stable learning-rate transfer across different model widths.

Scalable and robust TR decomposition for large-scale data with missing entries and outliers.

problem Handling large-scale tensor data with missing entries and outliers.
method Auto-weighted steepest descent method for missing entries and outliers identification, FGMC and RStS strategies.
result Outperforms existing TR decomposition methods in the presence of outliers and runs faster than robust tensor completion algorithms.

New algorithm optimizes nonlinear SDEs online with convergence guarantees.

problem Optimizing nonlinear stochastic differential equations (SDEs) is computationally challenging.
method Forward propagation algorithm that solves an SDE derived using forward differentiation.
result Convergence theorem for nonlinear dissipative SDEs with bounds on stochastic fluctuations.

Unified signSGD and gradient descent analysis for neural networks.

problem Performance of sign-based optimization methods in neural networks.
method Unified analysis of separable smoothness and \ell_\infty-smoothness, isolating geometric properties affecting performance.
result Sign-based methods are preferable over gradient descent under specific Hessian properties in deep networks.

AdamW optimizes a constrained loss with \ell_\infty norm constraint.

problem Understanding the optimization behavior of AdamW with \ell_\infty norm constraint.
method Analyzing AdamW as a smoothed version of SignGD and connecting it to Frank-Wolfe optimization.
result AdamW implicitly performs constrained optimization with \ell_\infty norm constraint.

A quantum generalization of Natural Gradient Descent is presented as part of a general-purpose optimization framework for variational quantum circuits. The optimization dynamics is interpreted as moving in the steepest descent direction with respect to the Quantum Information Geometry, corresponding to the real part of…

2019-09-04abs ↗pdf ↗

We study the implicit bias of generic optimization methods, such as mirror descent, natural gradient descent, and steepest descent with respect to different potentials and norms, when optimizing underdetermined linear regression or separable linear classification problems. We explore the question of whether the specifi…

2018-02-22abs ↗pdf ↗

We revisit the choice of SGD for training deep neural networks by reconsidering the appropriate geometry in which to optimize the weights. We argue for a geometry invariant to rescaling of weights that does not affect the output of the network, and suggest Path-SGD, which is an approximate steepest descent method with …

2015-06-08abs ↗pdf ↗

New RL algorithms learn policies competitive with best in class without assuming optimal policy.

problem Agnostic RL where best policy not necessarily optimal.
method First-order optimization in non-Euclidean space, reducing to policy learning.
result Sample complexity upper bounds for three algorithms under VGD condition.

The affine Grassmannian is a noncompact smooth manifold that parameterizes all affine subspaces of a fixed dimension. It is a natural generalization of Euclidean space, points being zero-dimensional affine subspaces. We will realize the affine Grassmannian as a matrix manifold and extend Riemannian optimization algorit…

2016-07-06abs ↗pdf ↗

Real flag manifolds are the isotropy orbits of noncompact symmetric spaces G/KG/K. Any such manifold MM enjoys two very peculiar geometric properties: It carries a transitive action of the (noncompact) Lie group GG, and it is embedded in euclidean space as a taut submanifold. The aim of the paper is to link these two …

2002-08-02abs ↗pdf ↗

New method optimizes SDE models using continuous-time gradient descent.

problem Optimizing over the stationary distribution of SDE models.
method Continuous-time stochastic gradient descent for SDE models.
result Asymptotic convergence to the direction of steepest descent.

We present here a new model and algorithm which performs an efficient Natural gradient descent for Multilayer Perceptrons. Natural gradient descent was originally proposed from a point of view of information geometry, and it performs the steepest descent updates on manifolds in a Riemannian space. In particular, we ext…

2017-04-24abs ↗pdf ↗

New data-driven Cartan connection tracks complex vascular structures.

problem Tracking complex vascular structures in multi-orientation images.
method Formulated a data-driven Cartan connection on M2\mathbb{M}_2 for geodesic tracking.
result Improved geodesic tracking of vascular trees with globally optimal curves.

Paper accelerates Bayesian few-shot classification using mirror descent.

problem Non-conjugate inference in Bayesian few-shot classification.
method Integrates mirror descent-based variational inference into Gaussian process-based few-shot classification.
result Accelerated convergence and improved uncertainty quantification.

This letter proposes a dictionary learning algorithm for blind one bit compressed sensing. In the blind one bit compressed sensing framework, the original signal to be reconstructed from one bit linear random measurements is sparse in an unknown domain. In this context, the multiplication of measurement matrix $\Ab$ an…

2015-08-30abs ↗pdf ↗

New optimization method combines gradient clipping and non-Euclidean smoothness.

problem Improving optimization in non-Euclidean spaces for machine learning.
method Hybrid of steepest descent and conditional gradient, incorporating weight decay.
result Achieves optimal convergence rate and demonstrates effectiveness in deep learning.

This paper analyzes Stein variational gradient descent for Bayesian inference.

problem Sampling or approximating high-dimensional probability distributions.
method Iterated steepest descent steps with a reproducing kernel Hilbert space norm.
result Performance gains of certain nondifferentiable kernels with adjusted tails.

We regard the real symplectic group Sp(2n,R)Sp(2n,\mathbb{R}) as a constraint submanifold of the 2n×2n2n\times 2n real matrices M2n(R)\mathcal{M}_{2n}(\mathbb{R}) endowed with the Euclidean (Frobenius) metric, respectively as a submanifold of the general linear group Gl(2n,R)Gl(2n,\mathbb{R}) endowed with the (left) invariant metric. For…

2018-11-18abs ↗pdf ↗

The paper explores maximal destabilizers for both K-stability and Chow-stability in unstable situations.

problem Exploring maximal destabilizers for K-stability and Chow-stability in unstable situations.
method Using non-Archimedean pluripotential theory and idealistic assumptions, the paper provides a route to show that maximal K-destabilizers are quantized by maximal Chow-destabilizers.
result Maximal K-destabilizers are quantized by maximal Chow-destabilizers.