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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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54107161214 · Jun 202019922001200920172026
48 results for step decay

Step decay schedules improve convergence in non-convex optimization.

problem Improving convergence in non-convex optimization problems.
method Analyzing convergence rates of step decay schedules in non-convex, convex, and strongly convex problems.
result Step decay schedules achieve O(lnT/T)\mathcal{O}(\ln T/\sqrt{T}) convergence rates in various optimization scenarios.

A random walk wnw_n on a separable, geodesic hyperbolic metric space XX converges to the boundary X\partial X with probability one when the step distribution supports two independent loxodromics. In particular, the random walk makes positive linear progress. Progress is known to be linear with exponential decay when …

2017-10-14abs ↗pdf ↗

Paper develops an online learning algorithm for functional data models.

problem Recovering slope functions or predictors in functional data models.
method Online regularized learning algorithm in reproducing kernel Hilbert spaces with polynomially decaying step-size.
result Established fast convergence rates for estimation error without capacity assumption.

Momentum is a widely used technique for gradient-based optimizers in deep learning. In this paper, we propose a decaying momentum (\textsc{Demon}) rule. We conduct the first large-scale empirical analysis of momentum decay methods for modern neural network optimization, in addition to the most popular learning rate dec…

2019-10-11abs ↗pdf ↗

New insights into how to inspect and learn from multi-stage processes and AI reasoning.

problem Understanding how to attribute outcomes to early stages in multi-stage operations and AI reasoning.
method Information-theoretic analysis and mathematical proofs of four key results.
result Uniform checkpoint spacing is minimax-optimal for inspection design under homogeneous signal attenuation.

New theory sharpens Q-learning with LDTZ rate, proving it's best of both worlds.

problem Improving Q-learning's theoretical and practical performance.
method Developed a sharp non-asymptotic error bound and central limit theory for Q-learning with PD2Z-ν schedule.
result Q-learning with LDTZ schedule achieves rapid decay and asymptotic convergence guarantees.

SignSGD outperforms SGD in linear regression with optimal scaling laws under PLRF model.

problem Improving linear regression performance with signSGD under power-law random features.
method Analysis of signSGD risk under PLRF model, comparison with SGD, identification of unique effects.
result SignSGD can have a steeper compute-optimal slope than SGD in noisy regimes, especially with WSD schedule.

Model proposes neural network for continuous time dynamics with inductive biases.

problem Training neural networks for small datasets with nonlinear dynamics.
method Inductive biases on decay rates and frequencies using Koopman operator theory.
result Higher forecasting performance with single short training sequence.

Improved analysis for fair federated learning reduces dependence on noise floor.

problem Asymptotic stationarity in group fair federated learning with reduced noise floor dependence.
method DS FedProxGrad framework with inexact local proximal solutions and fairness regularization.
result Algorithm converges asymptotically to stationarity without dependence on a noise floor.

We introduce a novel algorithm that computes the kk-sparse principal component of a positive semidefinite matrix AA. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional eigen-subspace of AA. We obtain provable approximation guarantees that depend on t…

2013-03-03abs ↗pdf ↗

The paper analyzes Teukolsky equations on Kerr backgrounds, proving boundedness and decay of solutions.

problem Analyzing boundedness and decay of solutions to Teukolsky equations on Kerr backgrounds.
method Frequency space analysis of transformed Teukolsky equations on Kerr backgrounds.
result Fixed frequency solutions remain bounded and decay in time for subextremal Kerr backgrounds.

In this paper, we study the online learning algorithm without explicit regularization terms. This algorithm is essentially a stochastic gradient descent scheme in a reproducing kernel Hilbert space (RKHS). The polynomially decaying step size in each iteration can play a role of regularization to ensure the generalizati…

2017-10-10abs ↗pdf ↗

AdamNX improves Adam's stability by adjusting its learning rate.

problem Adam's tendency to converge to non-flat minima in large-scale models.
method Proposes a novel exponential decay mechanism for Adam's second-order moment estimate.
result AdamNX outperforms Adam and its variants in stability and performance.

WSD schedule improves model training efficiency by adapting learning rates dynamically.

problem Fixed compute budgets limit training efficiency of language models.
method Introduces a WSD schedule that uses a constant learning rate followed by a rapid decay phase.
result WSD schedule generates a non-traditional loss curve with stable and decay phases.

Gradient descent outperforms ridge regression under certain covariance matrix decay conditions.

problem Comparing the performance of gradient descent and ridge regression in linear models.
method Investigated gradient descent and ridge regression for linear regression with random isotropic ground truth.
result Gradient descent outperforms ridge regression under specific covariance matrix decay conditions.

SAD-DPSGD improves model performance on imbalanced medical datasets like HAM10000.

problem Data leakage and imbalanced distribution in medical image classification datasets.
method SAD-DPSGD uses a linear decaying mechanism for noise and clipping thresholds to enhance performance.
result SAD-DPSGD outperforms Auto-DPSGD on HAM10000, improving accuracy by 2.15%.

We develop and analyze efficient "coordinate-wise" methods for finding the leading eigenvector, where each step involves only a vector-vector product. We establish global convergence with overall runtime guarantees that are at least as good as Lanczos's method and dominate it for slowly decaying spectrum. Our methods a…

2017-02-25abs ↗pdf ↗

Weibull weight-scale parameter λλ evolves during AdamW training, with alignment, injection, and decay forces driving its growth and relaxation.

problem Understanding the evolution of the Weibull weight-scale parameter λλ during AdamW training.
method Deriving a leading-order three-force decomposition of the squared weight norm from AdamW updates.
result The alignment force dominates the rise phase, contributing 88-94% of the absolute force budget across four random seeds.

We discover scaling laws for kernel regression loss under various learning rate schedules.

problem Understanding loss dynamics and learning rate schedules in kernel regression.
method Theoretical analysis of stochastic gradient descent on a power-law kernel regression model.
result Established a Functional Scaling Law (FSL) capturing the full loss trajectory under arbitrary learning rate schedules.

AdamP optimizes momentum-based optimizers for scale-invariant weights, improving model performance.

problem Premature decay of effective step sizes in momentum-based optimizers for scale-invariant weights.
method Proposes SGDP and AdamP to eliminate the radial component at each optimizer step, preserving convergence properties.
result Uniform gains across multiple benchmarks, improving model performance.

As a step toward understanding the analytic behavior of Type-III Ricci flow singularities, i.e. immortal solutions that exhibit |Rm|<C/t curvature decay, we examine the linearization of an equivalent flow at fixed points discovered recently by Baird--Danielo and Lott: nongradient homogeneous expanding Ricci solitons on…

2006-06-30abs ↗pdf ↗

We consider the least-square linear regression problem with regularization by the 1\ell^1-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in low-dimensional settings. For various decays of the regularization parameter, w…

2009-01-21abs ↗pdf ↗

Stochastic block models (SBMs) have been playing an important role in modeling clusters or community structures of network data. But, it is incapable of handling several complex features ubiquitously exhibited in real-world networks, one of which is the power-law degree characteristic. To this end, we propose a new var…

2019-04-05abs ↗pdf ↗

Gradient descent converges linearly in finite-width networks with positive NTK and compatible conditions.

problem Local convergence of gradient descent in finite-width networks.
method Positive Neural Tangent Kernel (NTK), local Polyak-Łojasiewicz inequality, fixed-step containment in Locally Quasi-Convex Region (LQCR).
result Linear convergence achieved under specific conditions.

The paper improves model-based reinforcement learning by using multi-timestep objectives.

problem Compounding errors in one-step dynamics models as trajectory length increases.
method Developed a multi-timestep objective as a weighted sum of losses at various future horizons.
result Exponentially decaying weights significantly improve long-horizon performance.

Study of 4D Ricci solitons with symmetry, finding precise geometric asymptotics.

problem Classifying 4D gradient steady Ricci solitons and understanding their geometric properties.
method Analysis of 4D gradient steady Ricci solitons with O(3)-symmetry under a weak curvature decay condition.
result Find precise geometric asymptotics similar to 3D compact κ-solutions.

Paper analyzes SGD in kernel regression, showing it outperforms offline methods.

problem Performance of SGD in kernel regression compared to offline methods.
method Analyzes Stochastic Gradient Descent (SGD) in kernel regression under misspecified models.
result SGD achieves min-max optimal rates up to constants, avoiding saturation.

The study introduces anytime learning schedules for large language models without fixed horizons.

problem Training large language models without knowing the total training horizon.
method Theoretical analysis and weight averaging to create anytime learning schedules.
result Theoretical and empirical evidence shows that weight averaging with simple step sizes can achieve comparable final loss to well-tuned cosine schedules.

This is the second in a series of three papers in which we initiate the study of very rough solutions to the initial value problem for the Einstein vacuum equations expressed relative to wave coordinates. By very rough we mean solutions which cannot be constructed by the classical techniques of energy estimates and Sob…

2001-09-23abs ↗pdf ↗

The paper analyzes reg-SGD for convex problems, proving convergence and quantifying the rate of convergence.

problem Minimizing convex, L-smooth functions in a Hilbert space.
method Regularized stochastic gradient descent with decaying regularization.
result Strong convergence to the minimum-norm solution without boundedness assumptions.

We consider dd-dimensional linear stochastic approximation algorithms (LSAs) with a constant step-size and the so called Polyak-Ruppert (PR) averaging of iterates. LSAs are widely applied in machine learning and reinforcement learning (RL), where the aim is to compute an appropriate θRdθ_{*} \in \mathbb{R}^d (that is a…

2017-09-12abs ↗pdf ↗

The paper presents a multi-power law for predicting loss curves across different learning rate schedules.

problem Understanding and optimizing the relationship between model performance and hyperparameters, especially learning rates.
method Proposes a multi-power law that combines power laws based on the sum of learning rates and additional laws for loss reduction due to decay.
result The multi-power law accurately predicts loss curves for unseen learning rate schedules and finds a schedule that outperforms cosine learning rate.

Unique solutions found for wave-like decaying null infinity equations.

problem Wave-like decaying null infinity equations with spherically symmetric Einstein-scalar-field.
method Local and global unique solutions for small initial data.
result Sharp decaying condition for unique solutions.