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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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76152227303 · May 202619922001200920172026
48 results for universal consistency

We extend a recently proposed 1-nearest-neighbor based multiclass learning algorithm and prove that our modification is universally strongly Bayes-consistent in all metric spaces admitting any such learner, making it an "optimistically universal" Bayes-consistent learner. This is the first learning algorithm known to e…

2019-06-24abs ↗pdf ↗

Proves DCNNs with expansive convolution are strongly universally consistent.

problem Theoretical consistency of deep convolutional neural networks (DCNNs).
method Empirical risk minimization on DCNNs with expansive convolution (with zero-padding).
result DCNNs with expansive convolution are strongly universally consistent.

Solves open problem on universally consistent online learning with unbounded losses.

problem Open problem on universally consistent online learning with unbounded losses.
method Constructs random measurable partitions of the instance space.
result Simple memorization rule is optimistically universal for any unbounded loss.

Study shows kk-NN classifier is not universally consistent on (0,1)(0,1) but consistent on discrete and specific measure spaces.

problem Consistency of kk-NN classifier under Wasserstein distance on measure spaces.
method Analysis of kk-NN classifier properties under Wasserstein distance, use of σσ-finite metric dimension, geodesic structures of Wasserstein spaces.
result Consistency of kk-NN classifier on specific measure spaces (discrete, Gaussian, wavelet series) but not on (0,1)(0,1).

Modified relative universality for unbiasedness and consistency in dimension reduction.

problem Gap in proof of unbiasedness and Fisher consistency in relative universality.
method Modified definition of relative universality using ǫ-measurability.
result Established unbiasedness and Fisher consistency rigorously.

New findings on universal learning in contextual bandits with adversarial rewards.

problem Learning in contextual bandits with time-varying, adversarial rewards.
method Characterization of learnable processes and necessary/sufficient conditions for universal learning.
result Optimistic universal learning for contextual bandits with adversarial rewards is impossible in general.

Prototype rules simplify multiclass classification in metric spaces, achieving consistency and reduced complexity.

problem Multiclass classification in metric spaces, focusing on universal consistency and convergence rates.
method Novel Proto-NN and hybrid rules for multiclass classification in metric spaces, analyzing convergence rates.
result Proto-NN is universally consistent and simpler to implement, with similar computational advantages.

Learning rule consistency tied to non-existence of real-valued measurable cardinals.

problem Consistency of k-NN learning rule in metric spaces.
method Analyzing separable subspaces and density conditions.
result The k-NN classifier's consistency depends on the absence of real-valued measurable cardinals.

A new learning rule consistently reduces error over data samples.

problem Finding a learning rule that consistently reduces error over all data distributions.
method A deterministic, data-dependent partitioning rule that only partitions cyclic intervals with sufficient empirical diversity of labels.
result The expected error is monotone non-increasing with the sample size under every data distribution.

The K-sample testing problem involves determining whether K groups of data points are each drawn from the same distribution. Analysis of variance is arguably the most classical method to test mean differences, along with several recent methods to test distributional differences. In this paper, we demonstrate the existe…

2019-10-20abs ↗pdf ↗

Novel approach to universal online learning for bounded losses, closing open problems.

problem Characterizing processes for universal online learning under non-i.i.d. conditions.
method Characterization of processes admitting strong and weak universal learning, introduction of optimistically universal learning rule.
result Introduction of a novel 1NN algorithm that is optimistically universal for bounded losses.

We prove the statistical consistency of kernel Partial Least Squares Regression applied to a bounded regression learning problem on a reproducing kernel Hilbert space. Partial Least Squares stands out of well-known classical approaches as e.g. Ridge Regression or Principal Components Regression, as it is not defined as…

2009-02-25abs ↗pdf ↗

Paper develops a privacy-preserving nonparametric regression method.

problem Nonparametric regression with local differential privacy constraints.
method Privatised discretisation and Laplace noise applied to feature vectors and responses.
result Strongly universally consistent estimator for regression and classification.

New theorem for generalized group sparsity improves consistency and convergence rates.

problem Improving statistical inference in high-dimensional data with element-wise and group-wise sparsity.
method Developed a generalized version of Sparse-Group Lasso and proved a universal theorem for consistency and convergence rates.
result Obtained results on consistency and convergence rates for different forms of double sparsity regularization.

A universal LSTM model outperforms asset-specific models in forecasting stock volatilities.

problem Forecasting stock volatilities across different assets.
method Trained an LSTM network on a pooled dataset of liquid stocks to forecast daily realized volatilities.
result The LSTM model consistently outperforms other asset-specific parametric models in volatility forecasting.

The paper proves neural networks' consistency and optimal convergence rates for various function classes.

problem Proving neural networks' consistency and optimal convergence rates for diverse function classes.
method Analyzes wide and deep ReLU neural networks trained on logistic loss and Kolmogorov-Donoho optimal function classes.
result Proves universal consistency and minimax optimal convergence rates for neural networks.

Differentially-private Bayes consistency rule for binary classification and density estimation.

problem Privacy constraints limit private learning in the distribution-free PAC model.
method Constructs a universally Bayes consistent learning rule that satisfies differential privacy.
result Private learning is possible for arbitrary distributions, even with a single algorithm.

Paper establishes a universal growth rate for smooth surrogate losses in classification.

problem Analyzing growth rates of consistency bounds for various surrogate losses.
method Proves square-root growth rate for smooth margin-based losses; extends to multi-class classification.
result Demonstrates a universal square-root growth rate for smooth comp-sum and constrained losses.

Constructs universal local deformations for curves and differential forms.

problem Local deformations of curves and differential forms under preservation of periods.
method Develops Kuranishi families for pairs of curves and meromorphic 1-forms, focusing on hyperelliptic cases.
result First paper in a series developing a deformation theory for spectral curve data of integrable systems.

Deep neural networks without regularization can achieve consistent estimates with good convergence rates.

problem The necessity of regularization in deep neural networks for consistent estimates.
method Gradient descent on an over-parametrized neural network without regularization, with specific initialization, step size, and number of steps.
result An estimate without regularization is universally consistent and achieves good convergence rates.

We investigate iterated compositions of weighted sums of Gaussian kernels and provide an interpretation of the construction that shows some similarities with the architectures of deep neural networks. On the theoretical side, we show that these kernels are universal and that SVMs using these kernels are universally con…

2016-12-02abs ↗pdf ↗

We construct a variant Kn\mathcal{K}_n of the Hopf algebra Hn\mathcal{H}_n, which acts directly on the noncommutative model for the generic space of leaves rather than on its frame bundle. We prove that the Hopf cyclic cohomology of Kn\mathcal{K}_n is isomorphic to that of the pair $(\mathcal{H}_n, {\mathop{\rm GL}_n})…

2015-03-09abs ↗pdf ↗

Universal model for soft tissue mechanics under shock waves.

problem Modeling shock wave mechanics in soft biological tissues.
method Continuum mixture theory with phase-field mechanics.
result Universal thermodynamically consistent formulation for soft porous tissues.

PanRep learns universal node embeddings for heterogeneous graphs.

problem Learning universal node embeddings for heterogeneous graphs.
method Graph Neural Network (GNN) model with four decoders capturing different properties.
result PanRep outperforms unsupervised and supervised methods in node classification and link prediction.

We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal rate both in the deterministic and stochastic case and operates without knowledge …

2019-01-23abs ↗pdf ↗

Constraining linear layers in neural networks to respect symmetry transformations from a group GG is a common design principle for invariant networks that has found many applications in machine learning. In this paper, we consider a fundamental question that has received little attention to date: Can these networks ap…

2019-01-27abs ↗pdf ↗

New variational formula for Rényi divergences improves neural network estimation in high dimensions.

problem Estimating Rényi divergences in high-dimensional systems.
method Derive and apply a variational formula for Rényi divergences over various function spaces.
result Neural network estimators of Rényi divergences are consistent under certain conditions.

We propose and analyze a regularization approach for structured prediction problems. We characterize a large class of loss functions that allows to naturally embed structured outputs in a linear space. We exploit this fact to design learning algorithms using a surrogate loss approach and regularization techniques. We p…

2016-05-24abs ↗pdf ↗

This article introduces a universal moduli space for the set whose archetypal element is a pair that consists of a metric and second fundamental form from a compact, oriented, positive genus minimal surface in some hyperbolic 3-manifold. This moduli space is a smooth, finite dimensional manifold with canonical maps to …

2004-10-13abs ↗pdf ↗

Deep learning models converge to Gaussian dynamics with mixed structured inputs.

problem Understanding neural network dynamics with complex input distributions.
method Extended hidden manifold model to Gaussian mixtures, analyzed via SGD.
result Learning dynamics with mixed inputs converge to Gaussian behavior.