Research
On-device research index

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

Trend · papers per month

74148221295 · Jun 202019922001200920172026
48 results for trace norm regularization

Using the 1\ell_1-norm to regularize the estimation of the parameter vector of a linear model leads to an unstable estimator when covariates are highly correlated. In this paper, we introduce a new penalty function which takes into account the correlation of the design matrix to stabilize the estimation. This norm, ca…

2011-09-09abs ↗pdf ↗

Spectral regularization simplifies sequence models by focusing on grammatical simplicity.

problem Sequence modeling challenges in learning tasks.
method Introduces spectral regularization based on Hankel matrices and trace norm, addressing bi-infinite matrices with an unbiased estimator.
result Demonstrates spectral regularization's potential benefits on Tomita grammars.

We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this…

2012-10-18abs ↗pdf ↗

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a range of applications and the standard trace-norm relaxation can behave very poorly …

2013-03-02abs ↗pdf ↗

We study the problem of learning a tensor from a set of linear measurements. A prominent methodology for this problem is based on a generalization of trace norm regularization, which has been used extensively for learning low rank matrices, to the tensor setting. In this paper, we highlight some limitations of this app…

2013-07-17abs ↗pdf ↗

We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, w…

2017-05-15abs ↗pdf ↗

The kk-support norm is a regularizer which has been successfully applied to sparse vector prediction problems. We show that it belongs to a general class of norms which can be formulated as a parameterized infimum over quadratics. We further extend the kk-support norm to matrices, and we observe that it is a special …

2014-03-06abs ↗pdf ↗

We study the problem of estimating multiple predictive functions from a dictionary of basis functions in the nonparametric regression setting. Our estimation scheme assumes that each predictive function can be estimated in the form of a linear combination of the basis functions. By assuming that the coefficient matrix …

2012-06-02abs ↗pdf ↗

Proposes GTTN for discovering all low-rank structures in deep multi-task learning.

problem Discovering all low-rank structures among tasks in deep multi-task models.
method Introduces GTTN, a convex combination of matrix trace norms of all tensor flattenings, to automatically determine the importance of components.
result Demonstrates the effectiveness of GTTN on real-world datasets.

The spectral kk-support norm enjoys good estimation properties in low rank matrix learning problems, empirically outperforming the trace norm. Its unit ball is the convex hull of rank kk matrices with unit Frobenius norm. In this paper we generalize the norm to the spectral (k,p)(k,p)-support norm, whose additional para…

2016-01-04abs ↗pdf ↗

One of the popular approaches for low-rank tensor completion is to use the latent trace norm regularization. However, most existing works in this direction learn a sparse combination of tensors. In this work, we fill this gap by proposing a variant of the latent trace norm that helps in learning a non-sparse combinatio…

2017-12-04abs ↗pdf ↗

New pivoting strategy improves trace norm contraction in low-rank approximation.

problem Finding good low-rank approximations of symmetric, positive-definite matrices.
method Choosing rows with likelihood proportional to Aii2A_{ii}^2 for randomly pivoted partial Cholesky algorithm.
result Same trace norm contraction result in Frobenius norm for improved pivoting strategy.

GL-LowPopArt improves minimax-optimal estimation for trace regression.

problem Minimizing estimation error in generalized low-rank trace regression.
method Two-stage approach: nuclear norm regularization followed by matrix Catoni estimation.
result Achieves instance-wise optimal error bounds up to condition number.

In this paper we investigate panel regression models with interactive fixed effects. We propose two new estimation methods that are based on minimizing convex objective functions. The first method minimizes the sum of squared residuals with a nuclear (trace) norm regularization. The second method minimizes the nuclear …

2018-10-25abs ↗pdf ↗

Unified formula for higher traces of linear maps on finite-dimensional normed spaces.

problem Unified trace-average formula for higher traces of linear maps.
method Unified trace-average formula for the k-th higher trace of a linear operator A on a finite-dimensional normed space.
result Unified trace-average formula holds for all A if and only if the operator-valued average equals the identity.

Studied how SGD's stability regularization affects generalization in neural networks.

problem Understanding why SGD often generalizes better than GD in neural networks.
method Analyzed stability of SGD and GD through Frobenius norm and trace of Hessian, and compared their generalization properties.
result Stable minima of SGD generalize well, while GD's stability-induced regularization is too weak.

We consider the problem of recovering a low-rank matrix from its clipped observations. Clipping is conceivable in many scientific areas that obstructs statistical analyses. On the other hand, matrix completion (MC) methods can recover a low-rank matrix from various information deficits by using the principle of low-ran…

2018-09-13abs ↗pdf ↗

We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate to the rank. Here we study low-rank matrix reconstruction using both the trace-norm, as well as the less-studied max-no…

2011-02-18abs ↗pdf ↗

Study multi-task learning with low-rank representation in stochastic linear bandits.

problem Transfer learning across multiple linear bandit tasks with shared low-dimensional representation.
method Proposes a greedy policy with trace norm regularization to implicitly learn a low-rank representation without knowing the rank.
result Upper bound on multi-task regret of NdT(T+d)r\sqrt{NdT(T+d)r}, showing benefit over independent task solving.

The paper studies the loss landscape of regularized deep matrix factorization, revealing unique and sharp minimizers.

problem Understanding the loss landscape and minimizers of regularized deep matrix factorization problems.
method Theoretical analysis of 2\ell^2-regularized deep matrix factorization/deep linear network training problems with squared-error loss.
result The unique end-to-end minimizer exists for all target matrices except for a set of Lebesgue measure zero.

Study shows how feature weighting affects neural network regularization.

problem Understanding how feature weighting influences neural network regularization.
method Derived equivalence paths connecting different weighting matrices and ridge regularization levels.
result Ridge estimators trained on weighted features are asymptotically equivalent when evaluated against test vectors.

We create Lefschetz fibrations for knot traces of specific types of knots.

problem Constructing Lefschetz fibrations for knot traces of alternating and extended alternating knots.
method Applying a method from Stein surfaces to knot traces, constructing PALFs with specific properties.
result Knot traces of alternating and extended alternating knots admit Lefschetz fibrations with fibers of small genus.

Sub-Riemannian Selberg trace formulae for compact quotients of SL(2, R)

problem Computing zeta-regularized determinants of sub-Laplacians
method Using Fourier decomposition and Selberg trace formulae
result Compact determinant formula expressed in terms of base hyperbolic surface and relative Selberg product

Paper develops DP methods for low-rank matrix estimation with near-optimal performance.

problem Estimating a low-rank matrix under differential privacy constraints.
method Introduced computationally efficient DP-initialization and Riemannian optimization-based DP-RGrad algorithm.
result DP-RGrad achieves near-optimal convergence rate under weak differential privacy constraints.

We study the Thurston norm on the second homology of a 3-manifold M, which is the surface bundle over the circle with a pseudo-Anosov monodromy. A novelty of our approach consists in the application of the C*-algebras to a problem in topology. Namely, one associates to M a C*-algebra, whose K-theory gives rise to an al…

2002-06-19abs ↗pdf ↗

We establish multiparameter resolvent trace expansions for elliptic boundary value problems, polyhomogeneous both in the resolvent and the auxiliary parameter. The present analysis is rooted in the joint project with Matthias Lesch on multiparameter resolvent trace expansions on revolution surfaces with applications to…

2013-01-30abs ↗pdf ↗