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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.

168,695 papers · 148 categories

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134267401534 · Jun 202019922001200920172026
48 results for tamed stochastic gradient

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.

A new tamed stochastic gradient Hamiltonian Monte Carlo algorithm for superlinearly growing stochastic gradients.

problem Sampling and stochastic optimization problems with superlinearly growing stochastic gradients.
method Tamed Stochastic Gradient Hamiltonian Monte Carlo (tSGHMC) algorithm.
result Established a non-asymptotic error bound in Wasserstein-2 distance with a convergence rate of 1/41/4.

RELTA-SGLD stabilizes nonconvex SGLD updates with a lighter taming scheme.

problem Stabilizing superlinear stochastic-gradient updates in nonconvex optimization.
method Threshold-based taming with relative-growth principle for stability.
result Polynomial moment stability and first-order stationary accuracy in nonconvex SGLD.

New algorithm TUSLA improves learning of non-convex neural networks.

problem Optimizing non-convex loss functions in neural networks with superlinear gradient growth.
method Tamed Unadjusted Stochastic Langevin Algorithm (TUSLA) based on SGLD with taming technology.
result Finite-time guarantees for TUSLA to find approximate minimizers of empirical and population risks.
Tame Flowsmath.GT

The tame flows are ``nice'' flows on ``nice'' spaces. The nice (tame) sets are the pfaffian sets introduced by Khovanski, and a flow Φ:R×XXΦ: \mathbb{R}\times X\to X on pfaffian set XX is tame if the graph of ΦΦ is a pfaffian subset of R×X×X\mathbb{R}\times X\times X. Any compact tame set admits plenty tame flows. We prove …

2007-02-14abs ↗pdf ↗

Although distributed computing can significantly reduce the training time of deep neural networks, scaling the training process while maintaining high efficiency and final accuracy is challenging. Distributed asynchronous training enjoys near-linear speedup, but asynchrony causes gradient staleness - the main difficult…

2019-07-26abs ↗pdf ↗

TUSLA algorithm solves non-convex optimization problems with ReLU activations.

problem Non-convex stochastic optimization with super-linearly growing and discontinuous gradients.
method Non-asymptotic analysis of TUSLA algorithm for non-convex learning.
result TUSLA provides non-asymptotic error bounds in Wasserstein distances for non-convex learning.

We introduce a new second-order inertial optimization method for machine learning called INNA. It exploits the geometry of the loss function while only requiring stochastic approximations of the function values and the generalized gradients. This makes INNA fully implementable and adapted to large-scale optimization pr…

2019-05-29abs ↗pdf ↗

Graph manifolds are manifolds that decompose along tori into pieces with a tame S1S^1-structure. In this paper, we prove that the simplicial volume of graph manifolds (which is known to be zero) can be approximated by integral simplicial volumes of their finite coverings. This gives a uniform proof of the vanishing of …

2018-07-27abs ↗pdf ↗

We introduce the new class of submanifolds of co-Banach type in tame Fréchet manifolds and construct tame Fréchet submanifolds as inverse images of regular values of certain tame maps. Our method furnishes an easy way to construct tame Fréchet manifolds. The results presented are key ingredients in the construction of …

2013-05-14abs ↗pdf ↗

New schemes improve error estimates for sampling from non-log-concave distributions.

problem Improving sampling from non-log-concave distributions with super-linear drift growth.
method Developed tamed Euler and randomized Euler schemes with error estimates.
result Near-optimal error bounds for sampling and optimization problems.

New algorithm improves stability and efficiency of neural network training.

problem Stability and efficiency issues in adaptive optimization for neural networks.
method Polygonal approximations for SDEs with monotone coefficients, providing stability and addressing vanishing gradients.
result TheoPouLa algorithm shows superior performance over popular adaptive optimizers.

Stochastic gradient descent (SGD) is a ubiquitous algorithm for a variety of machine learning problems. Researchers and industry have developed several techniques to optimize SGD's runtime performance, including asynchronous execution and reduced precision. Our main result is a martingale-based analysis that enables us…

2015-06-22abs ↗pdf ↗

The study confirms Gromov's speculation and provides bounds for taming symplectic structures.

problem Understanding the relationship between taming symplectic structures and the area of pseudoholomorphic curves.
method Analyzes the numerical cone of taming symplectic structures and characterizes coarsely holomorphic curves.
result An almost complex manifold with an area bound admits a taming symplectic structure, confirming Gromov's speculation.

Solenoids are ``inverse limits'' of the circle, and the classical knot theory is the theory of tame embeddings of the circle into the 3-space. We give some general study, including certain classification results, of tame embeddings of solenoids into the 3-space as the ``inverse limits'' of the tame embeddings of the ci…

2006-11-29abs ↗pdf ↗

New algorithms sample from log concave distributions without gradient Lipschitz continuity.

problem Sampling from log concave distributions without gradient Lipschitz continuity.
method Two algorithms based on monotone polygonal (tamed) Euler schemes.
result Non-asymptotic 2-Wasserstein distance bounds between the process and target measure.

Positivity of intersections in 4-manifolds leads to taming symplectic structures.

problem Taming symplectic structures in almost complex 4-manifolds.
method Proof of positivity of intersections of pseudoholomorphic curves.
result Positivity of intersections is stable and leads to taming symplectic structures.

Paper proposes new Langevin samplers for sampling from log-concave distributions with superlinear gradient growth.

problem Sampling from log-concave distributions with superlinear gradient growth.
method Proposes two novel discretizations of kinetic Langevin SDEs, showing contractivity and log-Sobolev inequality.
result Establishes non-asymptotic bounds in 2-Wasserstein distance between sampled distributions and target measures.

We give several versions of local and global inverse mapping theorem for tame non necessarily smooth, mappings. Here tame mapping means a mapping which is subanalytic or, more generally, definable in some o-minimal structure. Our sufficient conditions are formulated in terms of various properties (convexity, positivity…

2007-12-17abs ↗pdf ↗

New learning scheme solves high-dimensional semi-linear PDEs using sparse grids and Picard approximations.

problem Solving high-dimensional semi-linear parabolic PDEs.
method Probabilistic learning scheme based on Picard iteration with SGD, employing sparse grid approximation.
result Convergence proof and polynomial complexity in ε1ε^{-1} for high-dimensional PDEs.

Ringmaster ASGD improves Asynchronous SGD's efficiency under varying worker times.

problem Suboptimal performance of Asynchronous SGD under heterogeneous worker computation times.
method Ringmaster ASGD, a novel Asynchronous SGD method with optimal time complexity.
result Ringmaster ASGD achieves optimal time complexity under arbitrary worker heterogeneity.

We classify Veech groups of tame non-compact flat surfaces. In particular we prove that all countable subgroups of GL+(2,R)\mathbf{GL}_+(2,\R) avoiding the set of mappings of norm less than 1 appear as Veech groups of tame non-compact flat surfaces which are Loch Ness monsters. Conversely, a Veech group of any tame flat surf…

2009-06-29abs ↗pdf ↗

Symplectic forms taming complex structures on compact manifolds are strictly related to Hermitian metrics having the fundamental form ˉ\partial \bar \partial -closed, i.e. to strong Kähler with torsion (SKT{\rm SKT}) metrics. It is still an open problem to exhibit a compact example of a complex manifold having a tamed …

2010-02-16abs ↗pdf ↗

We study the existence of strong Kähler with torsion (SKT) metrics and of symplectic forms taming invariant complex structures JJ on solvmanifolds G/ΓG/Γ providing some negative results for some classes of solvmanifolds. In particular, we show that if either JJ is invariant under the action of a nilpotent complement o…

2013-02-22abs ↗pdf ↗

We study Nakai-Moishezon type question and Donaldson's "tamed to compatible" question for almost complex structures on rational four manifolds. By extending Taubes' subvarieties--current--form technique to JJ-nef genus 00 classes, we give affirmative answers of these two questions for all tamed almost complex structu…

2012-10-08abs ↗pdf ↗

We show that a complete submanifold MM with tamed second fundamental form in a complete Riemannian manifold NN with sectional curvature KNκ0K_{N}\leq κ\leq 0 are proper, (compact if NN is compact). In addition, if NN is Hadamard then MM has finite topology. We also show that the fundamental tone is an obstruction fo…

2008-05-02abs ↗pdf ↗

Neural networks estimate SDEs with jump noise using a Tamed-Milstein scheme.

problem Estimating drift and diffusion functions in SDEs with jump noise.
method Tamed-Milstein scheme with neural networks as non-parametric approximators.
result Flexible estimation of complex nonlinear dynamics in systems with state-dependent noise.