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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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109217326434 · Jun 202019922001200920172026
48 results for upper gradients

Sharp Gaussian bounds derived for Schrödinger kernel on Ricci solitons.

problem Analyzing Schrödinger heat kernel on gradient shrinking Ricci solitons.
method Deriving sharp Gaussian upper bounds for the Schrödinger heat kernel.
result Sharp upper and lower bounds for eigenvalues of the Schrödinger operator.

This paper introduces a set of algorithms for Monte-Carlo Bayesian reinforcement learning. Firstly, Monte-Carlo estimation of upper bounds on the Bayes-optimal value function is employed to construct an optimistic policy. Secondly, gradient-based algorithms for approximate upper and lower bounds are introduced. Finally…

2013-03-11abs ↗pdf ↗

SUSTAIN algorithm tackles stochastic bilevel optimization with near-optimal complexity.

problem Stochastic bilevel optimization problems with specific convexity and smoothness properties.
method SUSTAIN algorithm using single-timescale double-momentum stochastic approximation.
result SUSTAIN achieves near-optimal complexity for finding ε-stationary solutions.

New lower bounds for gradient methods in strongly convex finite-sum optimization.

problem Developing tight lower bounds for randomized gradient methods in finite-sum optimization.
method Deriving tight lower complexity bounds for SAG, SAGA, SVRG, SARAH, and related methods.
result Tight matches between lower bounds and upper bounds for various methods under specific conditions.

The aim of the present paper is to define a notion of weakly differentiable cochain in the generality of metric measure spaces and to study basic properties of such cochains. Our cochains are (sub-)linear functionals on a subspace of chains, and a suitable notion of chains in metric spaces is given by Ambrosio-Kirchhei…

2012-08-21abs ↗pdf ↗

In online learning, the dynamic regret metric chooses the reference (optimal) solution that may change over time, while the typical (static) regret metric assumes the reference solution to be constant over the whole time horizon. The dynamic regret metric is particularly interesting for applications such as online reco…

2018-10-08abs ↗pdf ↗

A fundamental theorem of Wolfe isometrically identifies the space of flat differential forms of dimension mm in Rn\mathbb{R}^n with the space of flat mm-cochains, that is, the dual space of flat chains of dimension mm in Rn\mathbb{R}^n. The main purpose of the present paper is to generalize Wolfe's theorem to the se…

2014-01-30abs ↗pdf ↗

Paper improves stochastic bilevel optimization methods for highly-smooth problems.

problem Finding εε-stationary points in stochastic bilevel optimization.
method Proposes F2{}^2SA-pp methods using ppth-order finite differences for hyper-gradient approximation.
result Achieves upper complexity bound of ildeO(pε4p/2) ilde{\mathcal{O}}(p ε^{-4-p/2}) for ppth-order smooth problems.

Upper bound on CRN reaction rates derived using information geometry.

problem Challenging task of deriving an upper bound on reaction rates of nonlinear, discrete CRNs.
method Information geometric approach using natural gradient.
result Validated through numerical simulations, demonstrating faster convergence in specific CRNs.

The paper studies heat kernels on modified manifolds and bounds their properties.

problem Bounding heat kernels on modified Riemannian manifolds.
method Derives upper bounds and gradient estimates for the heat kernel of (M,ildeg)(M, ilde{g}).
result Establishes upper bounds and gradient estimates for the heat kernel of modified manifolds.

In this paper, we establish gradient estimates for positive solutions to the following equation with respect to the pp-Laplacian Δpu=λup2uΔ_{p}u=-λ|u|^{p-2}u with p>1p>1 on a given complete Riemannian manifold. Consequently, we derive upper bound estimates of the first nontrivial eigenvalue of the pp-Laplacian.

2016-02-11abs ↗pdf ↗

Study of geometric analysis on asymmetric metric spaces, including heat flow and Sobolev spaces.

problem Analysis of geometric properties on asymmetric metric measure spaces.
method Introduction of upper gradients, qq-Laplacian, and qq-heat flow in asymmetric settings.
result Extension of concepts from symmetric to asymmetric metric measure spaces.

The study bounds dimensions and proves existence of holomorphic sections on Kähler Ricci shrinkers.

problem Estimating dimensions and existence of holomorphic sections with polynomial growth on Kähler Ricci shrinkers.
method Proved upper bounds for dimensions and existence of sections using polynomial growth.
result Upper bounds for dimensions and existence of holomorphic sections with polynomial growth on Kähler Ricci shrinkers.

Novel method for bilevel optimization with convex lower-level problem.

problem Minimizing a smooth objective over the optimal solution set of a convex constrained problem.
method Local cutting plane approximation of lower-level solution set combined with conditional gradient updates.
result Achieves optimal iteration complexity for the considered class of bilevel problems.

This study tightens bounds on how GD and SGD generalize in smooth convex optimization problems.

problem Understanding how GD and SGD generalize in smooth stochastic convex optimization problems.
method Provided tight excess risk lower bounds for GD and SGD under different conditions.
result Lower bounds suggest overfitting occurs and gaps remain in some cases.

Federated learning (FL) provides a communication-efficient approach to solve machine learning problems concerning distributed data, without sending raw data to a central server. However, existing works on FL only utilize first-order gradient descent (GD) and do not consider the preceding iterations to gradient update w…

2019-10-08abs ↗pdf ↗

Stochastic variational inference (SVI) plays a key role in Bayesian deep learning. Recently various divergences have been proposed to design the surrogate loss for variational inference. We present a simple upper bound of the evidence as the surrogate loss. This evidence upper bound (EUBO) equals to the log marginal li…

2019-12-02abs ↗pdf ↗

We derive and analyze learning algorithms for apprenticeship learning, policy evaluation, and policy gradient for average reward criteria. Existing algorithms explicitly require an upper bound on the mixing time. In contrast, we build on ideas from Markov chain theory and derive sampling algorithms that do not require …

2019-05-23abs ↗pdf ↗

In this paper, we first obtain an LqL^q gradient estimate for pp-harmonic maps, by assuming the target manifold supporting a certain function, whose gradient and Hessian satisfy some analysis conditions. From this LqL^q gradient estimate, we get a corresponding Liouville type result for pp-harmonic maps. Secondly, us…

2019-12-28abs ↗pdf ↗

Improved penalty-based methods for bilevel optimization with reduced complexity.

problem Suboptimal complexity in solving bilevel optimization problems with large penalty terms.
method Novel penalty reformulation that decouples upper and lower-level variables, enabling larger step sizes and reduced iteration complexity.
result PBGD-Free algorithm that avoids inner loops for coupled constraint BLO problems, with reduced iteration complexity.

AdaGrad outperforms SGD in non-convex optimization problems by a factor of d.

problem Finding near-stationary points in stochastic non-convex optimization.
method Refined assumptions on smoothness and gradient noise variance, l1l_1-norm stationarity measure.
result AdaGrad achieves a convergence rate favorable over SGD in certain non-convex settings.

The paper proves various inequalities on gradient shrinking Ricci solitons.

problem Understanding geometric inequalities on gradient shrinking Ricci solitons.
method Proving multiple inequalities equivalent on complete gradient shrinking Ricci solitons.
result Various inequalities (Sobolev, logarithmic Sobolev, Schrödinger, etc.) are equivalent on gradient shrinking Ricci solitons.

This paper bounds the Lipschitz constants of neural networks and their gradients.

problem Estimating the Lipschitz constant of complex models like neural networks.
method Local upper and lower bounds on Lipschitz constants computed with respect to network parameters.
result It is impossible to derive global upper bounds for the Lipschitz constants of neural networks.

Gradient estimate proved for Donaldson's equation on Kähler manifolds.

problem Proving gradient estimates for Donaldson's equation on compact Kähler manifolds.
method Using uniform upper bounds for trωχφtr_ωχ_\varphi and Alexandrov-Bakelman-Pucci (ABP) maximum principle.
result Gradient estimate for Donaldson's equation derived from uniform bounds.

We show that sequences of compact gradient Ricci solitons converge to complete orbifold gradient solitons, assuming constraints on volume, the Ln/2L^{n/2}-norm of curvature, and the auxiliary constant C1C_1. The strongest results are in dimension 4, where L2L^2 curvature bounds are equivalent to upper bounds on the Euler…

2008-04-07abs ↗pdf ↗

In this paper, we prove the compactness theorem for gradient Ricci solitons. Let (Mα,gα)(M_α, g_α) be a sequence of compact gradient Ricci solitons of dimension n4n\geq 4, whose curvatures have uniformly bounded Ln2L^{\frac{n}{2}} norms, whose Ricci curvatures are uniformly bounded from below with uniformly lower bounded vol…

2005-07-30abs ↗pdf ↗

A new differentiable UCB algorithm for linear bandits learns adaptive confidence bounds.

problem Inability of UCB to strike optimal exploration-exploitation due to confidence bounds.
method Proposes a differentiable linear bandit algorithm and a gradient estimator for learning adaptive confidence bounds.
result Achieves a ildeO(β^dT) ilde{\mathcal{O}}(\hatβ\sqrt{dT}) upper bound of TT-round regret.

Study on gradient descent in Hilbert spaces with Markov chains, focusing on mixing coefficients.

problem Analyzing convergence of gradient descent in Hilbert spaces with stationary Markov chains.
method Examined strictly stationary Markov chains with φφ- and ββ-mixing coefficients, derived probabilistic upper bounds.
result Probabilistic upper bounds on convergence behavior of gradient descent algorithm based on mixing coefficients.

We study both function theoretic and spectral properties of the weighted Laplacian ΔfΔ_f on complete smooth metric measure space (M,g,efdv)(M,g,e^{-f}dv) with its Bakry-Émery curvature RicfRic_f bounded from below by a constant. In particular, we establish a gradient estimate for positive ff-harmonic functions and a sharp upper…

2011-12-13abs ↗pdf ↗

New method tackles bilevel optimization with polyhedral constraints.

problem Challenges in bilevel optimization with active-set changes and expensive Hessian inversions.
method Logarithmic barrier smoothing and proxy-gradient algorithm for differentiable approximation.
result Stationarity rates of O(K2/3)O(K^{-2/3}) in deterministic setting and O(K2/5)O(K^{-2/5}) under stochastic noise.

We provide tight upper and lower bounds on the complexity of minimizing the average of mm convex functions using gradient and prox oracles of the component functions. We show a significant gap between the complexity of deterministic vs randomized optimization. For smooth functions, we show that accelerated gradient de…

2016-05-25abs ↗pdf ↗