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.
This paper studies universal rates of ERM for binary classification under agnostic learning.
problem The challenge of achieving universal rates of ERM for binary classification under agnostic learning.
method The paper explores the agnostic universal rates of ERM for binary classification, revealing three possible rates: e−n, o(n−1/2), or arbitrarily slow.
result The paper provides a complete characterization of which concept classes fall into each of the three categories of agnostic universal rates.
We establish minimax optimal rates of convergence for estimation in a high dimensional additive model assuming that it is approximately sparse. Our results reveal an interesting phase transition behavior universal to this class of high dimensional problems. In the {\it sparse regime} when the components are sufficientl…
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 …
In this paper we study the growth rates of Artin monoids and we show that 4 is a universal upper bound. We also show that the generating functions of the associated right-angled Artin monoids are given by families of Chebyshev polynomials. Applications to Artin groups and positive braids are given.
We analyse the effectiveness of modern deep learning techniques in predicting credit ratings over a universe of thousands of global corporate entities obligations when compared to most popular, traditional machine-learning approaches such as linear models and tree-based classifiers. Our results show a adequate accuracy…
We present an algorithm for computing class-specific universal adversarial perturbations for deep neural networks. Such perturbations can induce misclassification in a large fraction of images of a specific class. Unlike previous methods that use iterative optimization for computing a universal perturbation, the propos…
Study expands multiclass classification models with new rates and partial concept classes.
problem Multiclass classification with a bounded number of labels under various conditions.
method Extends traditional PAC model to distribution-dependent and data-dependent learning rates, characterizes optimal rates for universal and partial concept classes.
result Characterizes three types of learning rates (exponential, linear, arbitrarily slow) for fixed distributions and complexity measures for partial concept classes.
To estimate a sparse linear model from data with Gaussian noise, consilience from lasso and compressed sensing literatures is that thresholding estimators like lasso and the Dantzig selector have the ability in some situations to identify with high probability part of the significant covariates asymptotically, and are …
This note provides a neat and enjoyable expansion and application of the magnificent Ordentlich-Cover theory of "universal portfolios." I generalize Cover's benchmark of the best constant-rebalanced portfolio (or 1-linear trading strategy) in hindsight by considering the best bilinear trading strategy determined in hin…
Convolutional neural networks (CNN) have become one of the most popular machine learning tools and are being applied in various tasks, however, CNN models are vulnerable to universal perturbations, which are usually human-imperceptible but can cause natural images to be misclassified with high probability. One of the s…
Consider a family of portfolio strategies with the aim of achieving the asymptotic growth rate of the best one. The idea behind Cover's universal portfolio is to build a wealth-weighted average which can be viewed as a buy-and-hold portfolio of portfolios. When an optimal portfolio exists, the wealth-weighted average c…
The study shows how nonnegative Ricci curvature and metric cones imply the existence of abelian subgroups in the fundamental group of open manifolds.
problem Understanding the structure of fundamental groups of open manifolds with specific curvature properties.
method Analyzing the properties of the Riemannian universal cover and its asymptotic cones.
result The fundamental group of an open manifold with nonnegative Ricci curvature and certain geometric properties contains an abelian subgroup of finite index.
In this paper, we study adaptive online convex optimization, and aim to design a universal algorithm that achieves optimal regret bounds for multiple common types of loss functions. Existing universal methods are limited in the sense that they are optimal for only a subclass of loss functions. To address this limitatio…
Hysteresis phenomena have been observed in different branches of physics and engineering sciences. Therefore, several models have been proposed for hysteresis simulation in different fields; however, almost neither of them can be utilized universally. In this paper by inspiring of Preisach Neural Network which was insp…
Adversarial attacks on deep neural networks (DNNs) have been found for several years. However, the existing adversarial attacks have high success rates only when the information of the victim DNN is well-known or could be estimated by the structure similarity or massive queries. In this paper, we propose to Attack on A…
Nearest neighbor methods are a popular class of nonparametric estimators with several desirable properties, such as adaptivity to different distance scales in different regions of space. Prior work on convergence rates for nearest neighbor classification has not fully reflected these subtle properties. We analyze the b…