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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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80161241321 · Jun 202019922001200920172026
48 results for universal rates

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: ene^{-n}, o(n1/2)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.

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.

Paper establishes universal lower bounds and optimal rates for clustering sub-exponential mixture models.

problem Achieving optimal error rates in clustering sub-exponential mixture models.
method Establishes universal lower bounds and demonstrates iterative algorithms' optimality in sub-exponential mixture models.
result Iterative algorithms achieve the universal lower bound in sub-exponential mixture models.

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.

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.

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 ↗

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.

2008-05-17abs ↗pdf ↗

Unified framework for comparing classification metrics across different imbalance rates.

problem Differences in scale and sensitivity to class imbalance rates in classification metrics.
method Introduces outperformance standardization (OPS) function to map metrics to a common scale.
result Unified o-value metric provides clear comparison across different imbalance rates.

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…

2019-12-20abs ↗pdf ↗

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.

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…

2019-12-01abs ↗pdf ↗

Transfer learning improves chaotic dynamics predictions with less data.

problem Efficiently predicting chaotic dynamics with limited data.
method Transfer learning for nonlinear dynamics, optimizing transfer rate and leveraging small-scale turbulence universality.
result Significantly more accurate inference of chaotic dynamics achieved.

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.

New proof shows incremental flow models are essential for universal generation.

problem Understanding the universality of flow-based models in generating natural maps.
method Topological-dynamical argument and algebraic properties of flows.
result Incremental generation is necessary and sufficient for universal flow-based generation.

Simple technique turns any adversarial attack into a universal one using few test examples.

problem Creating universal adversarial attacks with minimal data.
method Universalization technique using few adversarial test examples and spectral properties.
result Simple universalization technique achieves comparable fooling rates to state-of-the-art methods.

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…

2019-07-23abs ↗pdf ↗

FibQuant improves KV-cache compression for long-context inference.

problem Memory traffic bottleneck in long-context inference due to KV cache growth.
method Introduces FibQuant, a universal vector quantizer that combines Beta-quantile radii, Fibonacci/Roberts-Kronecker directions, and Lloyd-Max refinement.
result FibQuant achieves high compression rates with minimal loss in attention cosine similarity.

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.

The paper introduces a new learning model that explains practical aspects of machine learning.

problem Understanding how quickly a concept class can be learned from examples in practical scenarios.
method Introducing a new learning model that considers fixed data sources and varying number of training examples.
result There are only three possible rates of universal learning: exponential, linear, or arbitrarily slow.

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…

2015-10-09abs ↗pdf ↗

New analysis shows halting time is predictable for large models, improving optimization efficiency.

problem Understanding the average-case complexity of optimization algorithms for large-scale models.
method Average-case analysis of first-order methods on random least squares and neural networks.
result Halting time is independent of input distribution, leading to tighter convergence rates.

Improved rates for continual learning using SGD and last-iterate analysis.

problem Forgetting in overparameterized models after fitting multiple tasks.
method Developed novel SGD upper bounds for continual linear models and analyzed their performance.
result Established universal forgetting rates for continual learning.

The paper shows neural networks can approximate functions over non-compact domains with non-polynomial activation.

problem Approximating functions over non-compact domains using neural networks.
method Using single-hidden-layer feedforward neural networks with non-polynomial activation functions over non-compact subsets of Euclidean spaces.
result Neural networks can approximate functions in weighted CkC^k-spaces and weighted Sobolev spaces over unbounded domains.

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.

The paper addresses the gap between theoretical and practical confidence set widths in universal inference.

problem Inference procedures can be overly conservative, leading to wider confidence sets than expected.
method The authors identify the source of asymptotic conservativeness and propose a remedy based on studentization and bias correction.
result The proposed method achieves exact asymptotic coverage at the nominal 1α1-α level, even under model misspecification.

Random feature models approximate functions in Banach spaces efficiently.

problem Approximating functions in Banach spaces efficiently.
method Randomly initialized feature maps and linear readout training.
result Universal approximation in Bochner spaces for Banach space-valued models.

New bounds for optimal transport using Gaussian processes and rate-distortion functions.

problem Finding bounds for entropic optimal transport with mutual information constraints.
method Lifting technique to construct a Gaussian process and applying the majorizing measure theorem.
result Maximum expected inner product is equivalent to a truncated integral involving the rate-distortion function.

New methods for inferring, predicting, and estimating continuous-time, discrete-event processes.

problem Inferring, predicting, and estimating entropy rate of continuous-time, discrete-event processes.
method Bayesian structural inference extended with neural networks.
result Methods are competitive for prediction and entropy-rate estimation with state-of-the-art.

New method generates universal adversarial perturbations across different image sources.

problem Certifying robustness of deep learning models with universal adversarial perturbations across various image sources.
method Few-shot learning approach using bilevel optimization and learning-to-optimize techniques.
result Improved attack success rate and faster performance compared to existing methods.

A new method for faster optimization of noisy functions.

problem Optimizing noisy functions efficiently.
method A universal and adaptive second-order method for convex functions.
result Achieves O(σ/T)O(σ/ \sqrt{T}) convergence for stochastic oracles and O(1/T3)O( 1 / T^3) for deterministic oracles.

Empirical study on UEEs reveals liquidity's role and universal recovery patterns.

problem Understanding and stabilizing financial markets affected by UEEs.
method Comparative analysis of UEEs over different years in US stock market.
result Liquidity is dominant in UEEs emergence and recovery patterns are universal.

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…

2014-06-30abs ↗pdf ↗

New method achieves both universality and adaptivity in online convex optimization.

problem Achieve optimal regret guarantees without prior knowledge of function curvature.
method Introduces UniGrad, a novel approach that achieves both universality and adaptivity.
result Achieves universal regret guarantees that adapt to gradient variation.