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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.

168,657 papers · 148 categories

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100200299399 · Jun 202019922001200920172026
48 results for surrogate gradients

Generalizes NTK for surrogate gradient learning in neural networks.

problem Lack of theoretical foundation for surrogate gradient learning.
method Generalizes neural tangent kernel (NTK) for surrogate gradient learning (SGL).
result Surrogate gradient NTK provides a good characterization of SGL.

Hyperboost uses gradient boosting for hyperparameter optimization, outperforming state-of-the-art methods.

problem Hyperparameter tuning for machine learning algorithms
method Gradient boosting surrogate model with quantile regression and distance metric
result Hyperboost outperforms state-of-the-art techniques in empirical tests

A new training method uses multilevel minimization for machine learning.

problem Training machine learning models with high variance and low efficiency.
method Constructs a multilevel hierarchy by reducing sample size and internally trains surrogate models with fewer samples.
result The multilevel method enhances model training efficiency compared to subsampled Newton's and variance reduction methods.

New PG losses improve decision optimization in misspecified models.

problem Improving decision optimization in models that are not perfectly specified.
method Introducing Perturbation Gradient (PG) losses to connect decision loss with directional derivatives and optimizing using gradient techniques.
result PG losses yield best-in-class policies asymptotically, even in misspecified settings.

Study proposes a differentiable surrogate loss function for optimizing FβF_β score in binary classification with imbalanced data.

problem Non-differentiability of FβF_β score makes it unsuitable for optimization by gradient-based learning.
method Investigated relationship between FβF_β score and loss functions, proposed a differentiable surrogate loss function.
result Gradient paths of the proposed surrogate FβF_β loss function approximate the gradient paths of the FβF_β score.

FRA-Attack improves adversarial transferability for closed-source MLLMs by aligning visual focus across models.

problem Improving adversarial transferability for closed-source MLLMs, especially with high accuracy.
method Unified frequency-domain regularization approach: high-pass DCT objective for feature alignment and Frequency-domain Gradient Regularization (FGR) for gradient optimization.
result FRA-Attack achieves superior cross-model transferability, especially on GPT-5.4, Claude-Opus-4.6, and Gemini-3-flash.

We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a relaxed surrogate space, which we solve by estimating local gradients for the me…

2020-02-20abs ↗pdf ↗

A new method uses natural gradients for efficient distribution optimization.

problem Challenges in computing natural gradients for many distributions.
method Reframe optimization as a surrogate distribution with easy natural gradient computation.
result Expands set of distributions efficiently targetable with natural gradients.

Differentiable pipeline replaces non-differentiable CAE components for shape optimization.

problem Gradient-based optimization is limited by non-differentiable components in CAE workflows.
method Surrogate models replace non-differentiable pipeline components, enabling gradient-based optimization.
result Gradient-based shape optimization possible without differentiable solvers.

Learning with non-modular losses is an important problem when sets of predictions are made simultaneously. The main tools for constructing convex surrogate loss functions for set prediction are margin rescaling and slack rescaling. In this work, we show that these strategies lead to tight convex surrogates iff the unde…

2015-12-24abs ↗pdf ↗

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with intractable likelihoods. Optimization of these forward models is particularly chall…

2020-02-11abs ↗pdf ↗

The problem of maximizing precision at the top of a ranked list, often dubbed Precision@k (prec@k), finds relevance in myriad learning applications such as ranking, multi-label classification, and learning with severe label imbalance. However, despite its popularity, there exist significant gaps in our understanding of…

2015-05-26abs ↗pdf ↗

New method uses surrogate gradients to train efficient spiking networks on neuromorphic hardware.

problem Training high-performing spiking networks on analog neuromorphic hardware is challenging due to device mismatch and lack of efficient algorithms.
method Introduces a general in-the-loop learning framework based on surrogate gradients.
result Learning self-corrects for device mismatch, resulting in competitive spiking network performance.

Proposes a method for inference in high-dimensional classification with non-differentiable surrogate losses.

problem Lack of inference procedures for identifying driving factors in high-dimensional classification with non-differentiable surrogate losses.
method Kernel-smoothed decorrelated score and cross-fitted version for hypothesis tests and interval estimators.
result Valid and superior inference methods for high-dimensional classification with non-differentiable surrogate losses.

Surrogate models provide a low computational cost alternative to evaluating expensive functions. The construction of accurate surrogate models with large numbers of independent variables is currently prohibitive because it requires a large number of function evaluations. Gradient-enhanced kriging has the potential to r…

2017-08-08abs ↗pdf ↗

Stein variational gradient decent (SVGD) has been shown to be a powerful approximate inference algorithm for complex distributions. However, the standard SVGD requires calculating the gradient of the target density and cannot be applied when the gradient is unavailable. In this work, we develop a gradient-free variant …

2018-06-07abs ↗pdf ↗

MFNets constructs efficient multifidelity surrogates from diverse information sources.

problem Creating accurate surrogates from multiple, potentially costly or inaccurate data sources.
method Directed acyclic graph of connections, gradient-based minimization of least squares objective, flexible information source structure.
result Error reduction by orders-of-magnitude, especially in low-data scenarios.

Develops a gradient-enhanced approach for online estimation in high-dimensional generalized linear models with streaming data.

problem Online estimation for high-dimensional generalized linear models with streaming data.
method Proposes a gradient-enhanced surrogate loss for non-distributed setting and extends to distributed streaming data.
result Derives non-asymptotic error bounds under high-dimensional scaling without batch-number constraint.

New framework tackles high-dimensional reliability analysis using surrogate models and active subspaces.

problem High computational cost and curse of dimensionality in reliability analysis of high-dimensional systems.
method Sparse Active Subspace (SAS) algorithm for identifying low-dimensional manifolds and constructing efficient surrogate models.
result Proposed framework significantly improves accuracy and efficiency of reliability analysis compared to existing methods.

A new framework improves reinforcement learning algorithms with policy guarantees.

problem Designing efficient and stable reinforcement learning algorithms.
method A general framework (FMA-PG) based on functional mirror ascent that constructs surrogate functions enabling policy improvement guarantees.
result The proposed framework enables policy improvement guarantees that hold regardless of policy parameterization, and recovers important heuristics.

New method optimizes black-box functions using generative models and Wasserstein distance.

problem Optimizing black-box functions with stochastic responses in high dimensions.
method Deep generative surrogate models and Wasserstein distance for uncertainty estimation.
result Method outperforms state-of-the-art methods in robustness to function shape and stochasticity.

Bayesian surrogate models reduce uncertainty in high-dimensional design optimisation problems.

problem Uncertainty in high-dimensional inputs for complex computational models.
method Variational Bayesian inference for constructing statistical surrogates with Gaussian process priors and KL divergence for approximation.
result The RDVGP surrogate provides accurate and versatile approximations for robust structural optimisation.

New research shows existing information-theoretic methods can't establish minimax rates for gradient descent in stochastic convex optimization.

problem Establishing minimax rates for gradient descent in stochastic convex optimization using information-theoretic methods.
method Examined several information-theoretic frameworks including input-output mutual information bounds, conditional mutual information bounds, PAC-Bayes bounds, and their variants.
result Proved that none of the examined information-theoretic frameworks can establish minimax rates for gradient descent in stochastic convex optimization.

We consider the black-box adversarial setting, where the adversary has to generate adversarial perturbations without access to the target models to compute gradients. Previous methods tried to approximate the gradient either by using a transfer gradient of a surrogate white-box model, or based on the query feedback. Ho…

2019-06-17abs ↗pdf ↗

UREs lead to overfitting in complex models, especially in complementary label learning.

problem Overfitting in weakly supervised learning with complementary labels.
method Proposed a surrogate complementary loss (SCL) framework to reduce gradient variance.
result SCL mitigates overfitting and improves URE-based methods.

Sparse Bayesian learning improves rational approximations for complex-valued models.

problem Efficiently approximate complex-valued models with high non-linearity.
method Sparse Bayesian learning applied to rational approximation of complex-valued models.
result Sparse Bayesian learning reduces computational cost while maintaining accuracy.

New algorithms handle online prediction with bandit and delayed feedback, improving regret bounds.

problem Achieving finite bounds on surrogate regret with limited feedback.
method Proposed algorithms for bandit and delayed feedback, including inverse-weighted gradient and pseudo-inverse matrix estimators.
result Achieved improved surrogate regret bounds of O(KT)O(\sqrt{KT}) and O(T2/3)O(T^{2/3}).

New method speeds up Bayesian inverse problem solving with neural operators.

problem Solving infinite-dimensional Bayesian inverse problems with high computational cost.
method Delayed-acceptance geometric MCMC driven by derivative-informed neural operator surrogates.
result Significant speedup in generating posterior samples (3-9 times faster).

Develops a transparent surrogate model for complex data.

problem Balancing accuracy and transparency in complex decision-making models.
method Partial dependence effects for feature engineering, smart segmentation, and GLM fitting.
result The maidrr GLM closely approximates a black box model and outperforms benchmarks.

In this paper, we study optimization methods consisting of iteratively minimizing surrogates of an objective function. By proposing several algorithmic variants and simple convergence analyses, we make two main contributions. First, we provide a unified viewpoint for several first-order optimization techniques such as …

2013-05-14abs ↗pdf ↗

Proposes efficient Bayesian logistic regression for large sparse datasets.

problem Infeasibility of theoretical Bayesian methods for large sparse feature sets.
method Low complexity analytical approximations for sparse online logistic and probit regressions.
result Empirical results show superior performance compared to more complex methods.

PDMP samplers improve Bayesian PDE coefficient inference.

problem Efficient Bayesian inference in non-linear inverse problems with expensive likelihoods.
method Piecewise deterministic Markov process (PDMP) with surrogate-assisted thinning.
result PDMP samplers achieve higher accuracy and efficiency than traditional methods.

A standard introduction to online learning might place Online Gradient Descent at its center and then proceed to develop generalizations and extensions like Online Mirror Descent and second-order methods. Here we explore the alternative approach of putting Exponential Weights (EW) first. We show that many standard meth…

2018-02-21abs ↗pdf ↗

PPO's gradients are heavy-tailed, affecting learning; a robust estimator improves performance.

problem Heavy-tailedness of PPO gradients causing learning issues.
method Characterized heavy-tailed gradients, identified likelihood ratios and advantages as sources, proposed GMOM as a robust estimator.
result GMOM improves PPO performance without clipping tricks.

NoFAS combines variational inference and adaptive surrogate models for efficient inference of computationally expensive models.

problem Efficient inference of parameters from data with computationally expensive models.
method Variational inference with normalizing flow and adaptive surrogate model training.
result NoFAS reduces computational cost without sacrificing inferential accuracy.

Proposes SPFB method for optimizing partition functions in stochastic learning.

problem Optimizing partition functions in stochastic learning settings.
method Stochastic Gradient Bound (SPFB) method based on upper-bounding the partition function with a quadratic surrogate.
result Sub-linear convergence rate of SPFB method and efficient training of deep learning models.

This work improves neural likelihood surrogates for stochastic models with a score-augmented loss.

problem Efficient parameter inference for stochastic models with computationally expensive likelihood functions.
method Score-augmented loss function for neural network likelihood surrogates.
result Improves surrogate quality at a lower computational cost compared to generating more data.

SVH-PSL uses Stein Variational Gradient Descent and Hypernetworks to improve Pareto set learning for expensive MOO.

problem Fragmented surrogate models and pseudo-local optima in expensive multi-objective optimization problems.
method SVH-PSL integrates Stein Variational Gradient Descent (SVGD) with Hypernetworks to address fragmentation and pseudo-local optima.
result SVH-PSL significantly improves the quality of the learned Pareto set, offering a promising solution for expensive MOO.

We propose a class of very simple modifications of gradient descent and stochastic gradient descent. We show that when applied to a large variety of machine learning problems, ranging from logistic regression to deep neural nets, the proposed surrogates can dramatically reduce the variance, allow to take a larger step …

2018-06-17abs ↗pdf ↗

Unified approach for federated learning using MM optimization.

problem Scaling stochastic optimization to federated learning.
method Unified Majorize-Minimize (MM) framework for stochastic optimization, extended to federated learning.
result Unified algorithm \QSMM\ for federated learning that aggregates surrogate majorizing functions.