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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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3.7%7.5%11.2%14.9% · May 201619922001200920172026
48 results for stochastic oracles

New oracles improve stochastic optimization with noisy or biased measurements.

problem Optimizing functions with noisy or biased measurements.
method Introduced biased gradient oracles for stochastic optimization, analyzed RSG and SGD algorithms with these oracles.
result Derived non-asymptotic bounds for convergence rates of algorithms with biased gradient oracles.

We give nearly matching upper and lower bounds on the oracle complexity of finding εε-stationary points (F(x)ε\| \nabla F(x) \| \leqε) in stochastic convex optimization. We jointly analyze the oracle complexity in both the local stochastic oracle model and the global oracle (or, statistical learning) model. This allows u…

2019-02-13abs ↗pdf ↗

New algorithms solve stochastic variational inequalities without bounded variance assumption.

problem Solving stochastic variational inequalities without bounded variance assumption.
method Developed algorithms for two classes of problems: monotone and structured nonmonotone VIs.
result Oracle complexity of O(ε^-4) for solving VIs with unbounded domains and possibly unbounded variance.

Improved stochastic Halpern iteration for fixed-point approximation in normed spaces.

problem Approximating fixed-points of nonexpansive and contractive operators in normed finite-dimensional spaces.
method Stochastic Halpern iteration with minibatch, analyzing oracle complexity.
result Improved oracle complexity for nonexpansive operators, with a lower bound of Ω(ε3)Ω(\varepsilon^{-3}).

Paper proposes a new method to stabilize noisy gradient algorithms.

problem Stochastic-gradient Langevin algorithms can introduce bias when taming denominators depend on stochastic-gradient realizations.
method Proposes a structure-preserving framework for designing tamed denominators that avoid unnecessary taming and maintain the stabilizing effect of taming.
result The method avoids stationary bias and explains the stationary error split into bias and remaining error.

Improved zeroth-order algorithms tackle nonconvex minimax problems with reduced complexity.

problem Nonconvex minimax optimization problems in machine learning.
method Design and analysis of Zeroth-Order Gradient Descent Ascent ( exttt{ZO-GDA}) and Zeroth-Order Gradient Descent Multi-Step Ascent ( exttt{ZO-GDMSA}) algorithms.
result Oracle complexity improvements for minimax optimization problems.

We study the computational tractability of PAC reinforcement learning with rich observations. We present new provably sample-efficient algorithms for environments with deterministic hidden state dynamics and stochastic rich observations. These methods operate in an oracle model of computation -- accessing policy and va…

2018-03-01abs ↗pdf ↗

Improved stochastic approximation method reduces residual error.

problem Reducing residual error in stochastic approximation algorithms.
method Fixed-schedule one-quarter barrier and bias-corrected acceleration.
result Achieves T1/2+o(1)T^{-1/2+o(1)} residual reduction with O(1)O(1) primitive samples.

The paper analyzes the efficiency of gradient estimation methods in noisy function evaluations.

problem Estimating gradients of smooth functions using noisy function evaluations.
method Information-theoretic lower bounds and finite difference method analysis.
result The finite difference method is not minimax optimal, suggesting room for improvement in gradient estimation.

New tool for parallel and private stochastic convex optimization reduces query complexity.

problem Parallel and private stochastic convex optimization with reduced query complexity.
method Reweighted Stochastic Query (ReSQue) estimator combined with ball oracle acceleration.
result Achieves state-of-the-art complexities for SCO in parallel and private settings.

New method tackles endogeneity in online learning with improved regret bounds.

problem Endogeneity in real data due to omitted variables, strategic behaviors, etc.
method O2SLS (Online Two-Stage Least Squares) for Instrumental Variable (IV) regression.
result O2SLS achieves identification and oracle regret bounds for stochastic online learning.

New algorithm solves complex optimization problems without needing projections.

problem Optimizing nested functions under convex constraints with noisy evaluations.
method Projection-free conditional gradient-type algorithm for smooth stochastic multi-level composition optimization.
result The algorithm achieves εε-stationary solutions with complexity bounds independent of εε and TT.

A new hybrid algorithm reduces stochastic gradient evaluations for nonconvex optimization.

problem Solving stochastic composite nonconvex optimization problems efficiently.
method Proposes a new hybrid variance-reduced proximal gradient method with a stochastic gradient estimator.
result Achieves optimal stochastic oracle complexity bound with one less gradient evaluation.

Paper addresses online alignment of large language models under uncertain preference feedback.

problem Online alignment of large language models with misspecified preference feedback.
method Formulates an oracle-robust objective as a worst-case optimization problem for log-linear policies, and develops projected stochastic composite updates.
result Shows that the robust objective admits an exact closed-form decomposition and achieves O~(ε2)\widetilde{O}(\varepsilon^{-2}) oracle complexity.

Study how noisy labels affect semi-supervised learning.

problem Effect of noisy labels on semi-supervised learning performance.
method Proposed an algorithm derived from a continuous relaxation of the Maximum A Posteriori (MAP) estimator for a Degree Corrected Stochastic Block Model (DC-SBM).
result Our approach achieves promising performance even with very noisy labeled data.

New methods optimize complex optimization problems with improved efficiency.

problem Optimizing complex problems with a convex lower-level objective.
method Uses stochastic cutting planes and conditional gradient updates.
result Improves complexity for both convex and non-convex upper-level functions.

New method removes oracle and reduces memory usage for robust MDPs.

problem Applying robust MDPs in practice due to model estimation and oracle requirements.
method Transformed robust MDPs into an alternative form allowing stochastic gradient methods and model-free approach.
result Sample-efficient algorithm with lower storage requirement and no oracle.

New algorithms ensure reproducibility and optimal convergence in convex optimization.

problem Trade-off between reproducibility and convergence rate in convex optimization.
method Regularization-based algorithms for smooth convex minimization and minimax optimization.
result Achieves optimal reproducibility and near-optimal gradient complexity for various oracle settings.

We present a probabilistic modeling framework and adaptive sampling algorithm wherein unsupervised generative models are combined with black box predictive models to tackle the problem of input design. In input design, one is given one or more stochastic "oracle" predictive functions, each of which maps from the input …

2018-10-08abs ↗pdf ↗

Study efficient algorithms for nonconvex optimization with state-dependent Markov data.

problem Stochastic optimization with Markovian data and state-dependent transition kernels.
method Projection-based and projection-free algorithms for constrained nonconvex problems.
result The number of oracle calls to achieve an εε-stationary point is O(1/ε2.5)\mathcal{O}(1/ε^{2.5}).

In this work we introduce a conditional accelerated lazy stochastic gradient descent algorithm with optimal number of calls to a stochastic first-order oracle and convergence rate O(1ε2)O\left(\frac{1}{\varepsilon^2}\right) improving over the projection-free, Online Frank-Wolfe based stochastic gradient descent of Hazan an…

2017-03-16abs ↗pdf ↗

VR-GHAL method solves stochastic fixed-point equations with high probability.

problem Solving stochastic fixed-point equations in normed spaces with nonexpansive or contractive operators.
method VR-GHAL, a variance-reduced gradual Halpern method for quadratically smoothable Banach spaces, using clipped stochastic differences.
result The method achieves a high-probability residual bound, reducing the residual nearly geometrically across epochs.

Algorithm solves online binary classification and infinite games using ERM oracle.

problem Online learning and solving infinite games with computationally inefficient oracles.
method Proposes an algorithm relying solely on ERM oracle calls for online binary classification and nonparametric games.
result Achieves finite and sublinearly growing regret in various settings.

New methods solve optimization problems with heavy-tailed noise, improving upon existing complexity bounds.

problem Optimization problems with heavy-tailed noise and weakly average smoothness.
method Normalized stochastic first-order methods with Polyak, multi-extrapolated, and recursive momentum.
result First-order oracle complexity results for finding approximate stochastic stationary points under heavy-tailed noise.

Bayesian-guided method selects optimal design from large candidate pool.

problem Optimizing complex structures with high-fidelity evaluations.
method Bayesian active learning with surrogate modeling.
result Optimal design identified with minimal oracle evaluations.

In this paper, we initiate a rigorous theoretical study of clustering with noisy queries (or a faulty oracle). Given a set of nn elements, our goal is to recover the true clustering by asking minimum number of pairwise queries to an oracle. Oracle can answer queries of the form : "do elements uu and vv belong to the…

2017-06-22abs ↗pdf ↗

New methods solve complex optimization problems without strong convexity assumptions.

problem Complex bilevel optimization problems with minimax lower-level structures.
method Penalty-based first-order methods for bilevel minimax optimization.
result Achieves εε-KKT point with improved oracle complexity.

New algorithm optimizes convex functions with noisy evaluations in one dimension.

problem Optimizing convex functions with noisy zero-order evaluations in one dimension.
method Proposed a computationally efficient algorithm achieving O(1/T)O(1/\sqrt{T}) convergence rate.
result Achieved the optimal O(1/T)O(1/\sqrt{T}) convergence rate, closing the gap in one dimension.

Paper addresses hybrid learning with constrained adversaries, achieving optimal performance.

problem Hybrid learning problem with i.i.d. features and adversarial labels.
method Structured adversarial setting, efficient algorithm with ERM oracle.
result Oracle-efficient algorithm with regret scaling with Rademacher complexity.

New algorithm for clustering with faulty oracle achieves optimal queries and efficiency.

problem Clustering with a faulty oracle, especially for multiple clusters.
method Built on stochastic block model, provides nearly-optimal query complexity.
result Time-efficient algorithm with nearly-optimal query complexity for all constant k and any δ.

New algorithm optimizes stochastic optimization with circular dependency.

problem Circular dependency between decision variable and importance sampling.
method Single-loop stochastic approximation algorithm based on Nesterov's dual averaging.
result Achieves minimal asymptotic variance and resolves circular optimization challenge.

New averaging technique speeds up Newton method convergence.

problem Superlinear convergence of stochastic Newton methods with noisy Hessians.
method Hessian averaging to reduce noise and maintain superlinear convergence.
result Hessian averaging achieves superlinear convergence with a non-asymptotic rate.

Study mini-batch SGD noise and its limits, proving complexity guarantees.

problem Analyzing the noise in mini-batch SGD and its impact on optimization.
method Examined the conditional covariance and diffusion limits of SGD under different sampling designs.
result Proved mean-square upper bounds and Fisher van Trees lower bounds for SGD, linking them to effective dimension and condition number.

Probabilistic Bisection Algorithm performs root finding based on knowledge acquired from noisy oracle responses. We consider the generalized PBA setting (G-PBA) where the statistical distribution of the oracle is unknown and location-dependent, so that model inference and Bayesian knowledge updating must be performed s…

2018-06-30abs ↗pdf ↗

Paper introduces SGD for nonparametric additive models with optimal risk.

problem Training nonparametric additive models efficiently and accurately.
method Iterative algorithm based on stochastic gradient descent for truncated basis expansions.
result Estimator achieves minimax optimal risk in well-specified settings.

Thompson Sampling tackles noisy context in stochastic bandits.

problem Designing an action policy for noisy, corrupted contexts in stochastic bandits.
method Introducing a Thompson Sampling algorithm for Gaussian bandits with Gaussian context noise, adopting an information-theoretic analysis.
result Demonstrates the Bayesian regret of the proposed algorithm concerning the oracle's action policy.