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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.

169,051 papers · 148 categories

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1345 · Jun 202019922001200920182026
48 results for sub-problems

Chunking is a significant CL problem, accounting for half of performance drop, and current methods don't address it.

problem Chunking of data in continual learning.
method Analyzing and addressing the chunking sub-problem in continual learning.
result Current CL algorithms perform poorly on chunking, only as well as plain SGD training when there is no distribution shift.

The paper analyzes inexact variants of iterative methods for solving optimization problems.

problem Solving optimization problems with inexact sub-problems.
method Inexact variants of stochastic gradient descent, Newton, proximal point, and subspace ascent methods.
result Iteration complexity results for inexact variants of various iterative methods.

A meta-learning approach improves the performance of alternating minimization for non-convex optimization problems.

problem Optimizing non-convex problems with multiple variables using alternating minimization.
method Meta-learning based alternating minimization (MLAM) to replace handcrafted updating rules.
result The proposed MLAM method outperforms traditional AM-based methods in various non-convex optimization problems.

Optimal control problem for firm cash flow with dividend and capital injection strategies.

problem Maximizing dividends while managing capital injections in a firm's cash flow.
method Proved two optimal strategies: mean-reverting dividends with capital injections or no injections until ruin.
result Optimal strategies are dichotomous: either mean-reverting dividends with injections or no injections.

R package `mvs` handles multi-view data for better model performance.

problem Classical machine learning ignores multi-view data structure, limiting interpretability and performance.
method Multi-view stacking (MVS) framework, training on each view separately, cross-validation for weights, ensemble learning.
result MVS improves model performance on multi-view data.

Unsupervised speech recognition without labeled data using novel cost function and MAP refinement.

problem Training speech recognition systems without labeled data.
method Alternates between phoneme classifier learning and boundary refinement using Segmental Empirical Output Distribution Matching and MAP approach.
result Achieves phone error rate (PER) of 41.6% on TIMIT dataset.

Study capacity constraints in continual learning with a simple model.

problem Understanding optimal resource allocation for agents with limited memory and compute resources.
method Analyzes a capacity-constrained linear-quadratic-Gaussian (LQG) sequential prediction problem and demonstrates optimal capacity allocation strategies.
result Derives a solution to the capacity-constrained LQG sequential prediction problem and shows how to optimally allocate capacity across sub-problems in the steady state.

We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured decomposition of the model of interest, turning the overall inferential task into a coll…

2014-06-19abs ↗pdf ↗

Simple framework decouples word alignment and multilingual embedding mapping.

problem Learning multilingual embeddings without supervision.
method Two-stage approach: 1) unsupervised word alignment, 2) mapping embeddings to shared space.
result Robust performance across various multilingual tasks, including distant languages.

Proposes TECU framework for efficient non-convex optimization.

problem Multivariate non-convex optimization problems with coupled objective functions.
method Embeds task-specific strategies into coordinate descent update schemes.
result Demonstrates improved efficiency and effectiveness in solving practical problems.

We reduce a broad class of machine learning problems, usually addressed by EM or sampling, to the problem of finding the kk extremal rays spanning the conical hull of a data point set. These kk "anchors" lead to a global solution and a more interpretable model that can even outperform EM and sampling on generalizatio…

2014-06-22abs ↗pdf ↗

Meta-learning improves CATE estimation from limited data.

problem Estimating heterogeneous treatment effects from scarce observational data.
method Meta-learning framework decomposes CATE estimation into sub-problems, using neural networks with shared and specific parameters, and optimizing task-specific parameters in closed form.
result Meta-learning method outperforms existing approaches in few-shot CATE estimation.

LineBO tackles high-dimensional Bayesian optimization by solving 1D subproblems.

problem Bayesian optimization struggles in high dimensions due to complex acquisition steps.
method LineBO restricts high-dimensional problems to 1D subproblems iteratively solved efficiently.
result LineBO converges globally and achieves a fast local rate for strongly convex functions.

Improved pricing method for American options in various models.

problem Efficient pricing of American options in jump-diffusion models and barrier options.
method Hybrid method combining perturbative arguments and quadratic approximation.
result Higher order approximations provide significantly more pricing accuracy.

EC^2-VAE generates music analogies by disentangling pitch and rhythm representations.

problem Disentangling music representations for generating creative analogies.
method Explicitly-constrained variational autoencoder (EC^2-VAE) for disentangling pitch and rhythm representations.
result EC^2-VAE enables the generation of music analogies by borrowing representations from different pieces.

TASTE combines static and temporal data for phenotyping EHRs.

problem Phenotyping EHRs with both static and temporal data.
method Jointly models static and temporal tensors using PARAFAC2 and non-negative matrix factorization, alternatingly solving sub-problems.
result TASTE outperforms existing methods in speed and clinical meaningfulness of phenotypes.

Federated Learning over wireless networks tackles resource allocation challenges.

problem Heterogeneity in UE data and resources in Federated Learning.
method Proposed FL algorithm for heterogeneous data, convergence rate analysis, and resource allocation optimization.
result The proposed algorithm outperforms vanilla FedAvg in convergence rate and accuracy.

We consider multi-task learning, which simultaneously learns related prediction tasks, to improve generalization performance. We factorize a coefficient matrix as the product of two matrices based on a low-rank assumption. These matrices have sparsities to simultaneously perform variable selection and learn and overlap…

2018-02-13abs ↗pdf ↗

Proposes a method to learn graph structure and model parameters jointly in LRSM.

problem The sensitivity of graph weights in LRSM can be arbitrarily large under imbalanced scales and sample sizes.
method Jointly learns graph structure and model parameters by solving a single optimization problem, providing convergence guarantees.
result The proposed approach outperforms existing methods in various real-world numerical examples.

Graph neural networks struggle with proving unsatisfiability in complex logical formulas.

problem Proving unsatisfiability in complex logical formulas.
method Investigating the limitations of graph neural networks in logical reasoning tasks.
result Graph neural networks may fail in certifying unsatisfiability in Boolean formulae.

The 1\ell_1-norm fails to produce sparse solutions in Laplacian constrained graphical models, leading to a complete graph.

problem Learning a sparse graph under Laplacian constrained Gaussian graphical models.
method Introduced a nonconvex sparsity penalty and proposed a new estimator using a sequence of weighted 1\ell_1-norm penalized sub-problems. Developed a projected gradient descent algorithm with linear convergence rate.
result The proposed estimator can recover the edges correctly with high probability and is effective on both synthetic and real-world data sets.

The paper tackles ranking experts based on their answers to questions, considering statistical and computational challenges.

problem Ranking experts based on their answers to questions, considering isotonic constraints.
method Investigates the existence of statistically optimal and computationally efficient procedures for ranking experts under isotonic constraints.
result Disproves the existence of computational-statistical gaps for the problem.

Solves portfolio optimization with cardinality constraints using column generation.

problem Portfolio optimization with cardinality constraints.
method Column generation method applied to a subset of assets in a master convex quadratic problem, using dual information to propose new assets.
result Solves portfolio optimization problems efficiently with cardinality constraints.

Inspired by recent work on convex formulations of clustering (Lashkari & Golland, 2008; Nowozin & Bakir, 2008) we investigate a new formulation of the Sparse Coding Problem (Olshausen & Field, 1997). In sparse coding we attempt to simultaneously represent a sequence of data-vectors sparsely (i.e. sparse approximation (…

2012-05-09abs ↗pdf ↗

Consider an unknown smooth function f:[0,1]Rf: [0,1] \rightarrow \mathbb{R}, and say we are given nn noisymod1\mod 1 samples of ff, i.e., yi=(f(xi)+ηi)mod1y_i = (f(x_i) + η_i)\mod 1 for xi[0,1]x_i \in [0,1], where ηiη_i denotes noise. Given the samples (xi,yi)i=1n(x_i,y_i)_{i=1}^{n} our goal is to recover smooth, robust estimates of the clean samples $f…

2017-10-27abs ↗pdf ↗

We study the problem of low-rank tensor factorization in the presence of missing data. We ask the following question: how many sampled entries do we need, to efficiently and exactly reconstruct a tensor with a low-rank orthogonal decomposition? We propose a novel alternating minimization based method which iteratively …

2014-06-11abs ↗pdf ↗

Solves optimal stopping problem with Poisson constraints using jumps.

problem Optimal stopping with Poisson constraints and jumps.
method Penalized backward stochastic differential equation (PBSDE) with jumps, decomposition method based on Jacod-Pham, comparison theorem of BSDEs with jumps.
result Solves American option pricing in nonlinear markets with Poisson constraints.