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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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2.5%4.9%7.4%9.9% · May 202619922001200920172026
48 results for variance schedule

New method converts and optimizes sampling schedules for generative models.

problem Optimizing sampling schedules for generative models like flows and diffusions.
method Unified framework for stochastic interpolants, including point mass schedules.
result Demonstrated efficient generation of images with fewer steps.

We propose a variance reduction framework for variational inference using the Multilevel Monte Carlo (MLMC) method. Our framework is built on reparameterized gradient estimators and "recycles" parameters obtained from past update history in optimization. In addition, our framework provides a new optimization algorithm …

2019-02-01abs ↗pdf ↗

This study shows how DDPM can be represented by the OU process.

problem Designing optimal noise schedules for DDPM.
method Formal equivalence between DDPM and OU process, heuristic designs based on Fisher Information.
result Fisher-Information-motivated schedule corresponds to cosine noise schedule.

Study shows annealing with adaptive schedule reduces mode collapse in NFs for parameter estimation.

problem Mode collapse in normalizing flows for multimodal distributions.
method Annealing with an adaptive schedule based on effective sample size (ESS).
result Our approach reduces mode collapse and converges marginal likelihood faster than MCMC methods.

Sharp 2-Wasserstein bounds for DDPMs derived from Föllmer process.

problem Sampling error bounds for DDPMs in 2-Wasserstein distance.
method Lipschitz-type conditions on score function, Föllmer process, and log-concave target distributions.
result Sharp upper bounds for DDPMs in 2-Wasserstein distance, optimal in dimension and steps.

MPC framework reduces execution costs and schedule deviations in trading.

problem Executing large orders in markets under time and liquidity constraints.
method Model Predictive Control (MPC) framework balancing order completion, market impact, and opportunity cost.
result Significant reductions in slippage and schedule shortfall compared to benchmarks.

Seesaw optimizes training by balancing learning rate and batch size, accelerating model pretraining.

problem Optimizing training efficiency for large language models with adaptive optimizers.
method Develops a principled framework for batch-size scheduling, introducing Seesaw which multiplies learning rate by 1/√2 and doubles batch size.
result Empirically, Seesaw reduces wall-clock time by approximately 36% compared to cosine decay, matching theoretical limits.

A time schedule simplifies learning in flow-based models for high-dimensional data.

problem Disappearance of relative probability phase in high-dimensional Gaussian mixture sampling.
method Introduces a time dilation schedule to characterize phases of learning.
result Autoencoder learns to simplify by focusing on relevant parameters for each phase.

Adaptive optimization algorithms such as Adam are widely used in deep learning. The stability of such algorithms is often improved with a warmup schedule for the learning rate. Motivated by the difficulty of choosing and tuning warmup schedules, recent work proposes automatic variance rectification of Adam's adaptive l…

2019-10-09abs ↗pdf ↗

New algorithms reduce regret in both stochastic and deterministic environments.

problem Designing algorithms that perform well in both types of MDPs.
method Proposed new environment norms and algorithms with variance-dependent regret bounds.
result First algorithm with simultaneously optimal bounds for both stochastic and deterministic MDPs.

Risk management in dynamic decision problems is a primary concern in many fields, including financial investment, autonomous driving, and healthcare. The mean-variance function is one of the most widely used objective functions in risk management due to its simplicity and interpretability. Existing algorithms for mean-…

2018-09-07abs ↗pdf ↗

The paper proposes calibration to improve algorithm performance using machine learning predictions.

problem Improving real-world performance of online algorithms with machine learning predictions.
method Calibration as a tool to bridge the gap between prediction uncertainty and algorithm design.
result Calibrated advice leads to more effective guidance in high-variance settings and significant performance improvements in real-world data.

This paper proposes a method to select project schedules with the lowest risk.

problem Selecting schedules that meet project deadlines while minimizing risk.
method Integrating aleatory uncertainty into project scheduling to quantify and compare risks.
result Proposes a method to select schedules with the lowest risk.

Hybrid classical-quantum framework optimizes portfolio rebalancing with reduced transaction costs.

problem Optimizing portfolio rebalancing with reduced transaction costs and lookahead bias.
method Combining Ledoit-Wolf shrinkage covariance estimation, hierarchical correlation clustering, entropy-regularised Genetic Algorithm, minimum-variance and equal-weight benchmarks, QUBO formulation, and QAOA for solving the combinatorial optimisation problem.
result GA + QAOA strategy outperforms classical methods with reduced rebalances and transaction costs.

ScheduleFree+ improves large language model training without schedules or learning rates.

problem Scaling up Schedule-Free Learning to large language models.
method Learning-rate-free and schedule-free method for training large language models.
result ScheduleFree+ outperforms SOTA schedules by 31% at 1000 tokens per parameter.

Mini-batch stochastic gradient descent and variants thereof have become standard for large-scale empirical risk minimization like the training of neural networks. These methods are usually used with a constant batch size chosen by simple empirical inspection. The batch size significantly influences the behavior of the …

2016-12-15abs ↗pdf ↗

The paper optimizes interpolation schedules in generative models to improve sampling accuracy.

problem Improving sampling accuracy in generative models with fewer resources.
method Minimizing the averaged squared Lipschitzness of the drift field, using transfer formulas.
result Designed schedules yield more accurate fine-scale statistics at fixed integrator budget.

Novel Bayesian optimization framework improves portfolio management stability and efficiency.

problem Stable and sample-efficient optimization for black-box portfolio models under limited observation budgets.
method TPE-AS framework with adaptive scheduling and importance sampling.
result Demonstrated effectiveness across four backtest settings with three distinct models.

This paper proposes a system-agnostic policy for dynamic scheduling.

problem Dynamic scheduling in changing systems is challenging due to system-specific optimal policies.
method Descriptive policy that learns a system-agnostic scheduling principle.
result System-agnostic meta-learning enables adaptation to unseen system characteristics.

The paper presents a multi-power law for predicting loss curves across different learning rate schedules.

problem Understanding and optimizing the relationship between model performance and hyperparameters, especially learning rates.
method Proposes a multi-power law that combines power laws based on the sum of learning rates and additional laws for loss reduction due to decay.
result The multi-power law accurately predicts loss curves for unseen learning rate schedules and finds a schedule that outperforms cosine learning rate.

Improved SVRG with a coefficient reduces training loss in deep learning.

problem Demonstrating SVRG's effectiveness in deep learning.
method Introduced a multiplicative coefficient α to control SVRG's variance reduction strength and decay it linearly.
result α-SVRG consistently reduces training loss compared to baseline and standard SVRG across various model architectures and datasets.

More and more companies have deployed machine learning (ML) clusters, where deep learning (DL) models are trained for providing various AI-driven services. Efficient resource scheduling is essential for maximal utilization of expensive DL clusters. Existing cluster schedulers either are agnostic to ML workload characte…

2019-09-13abs ↗pdf ↗

Optimal learning rate schedules for SGD in changing data distributions.

problem Minimizing regret in online learning with changing data distributions.
method Characterized optimal schedules for linear regression, proposed schedules for general convex and non-convex losses, and defined a notion of regret for non-convex losses.
result Upper and lower bounds for regret with constants for convex losses, and an upper bound on total expected regret for non-convex losses.

Enhances multi-project scheduling with multiple priority rules.

problem Resource allocation in multi-project scheduling with limited time and resources.
method Simulation-based approach using composite priority rules.
result Increased probability of finding schedules with shortest duration.

A method predicts GNS of transformer layers using normalization layer norms.

problem Estimating gradient noise scale with minimal variance.
method Simultaneously compute per-example gradient norms and parameter gradients.
result Total GNS is predicted well by normalization layer GNS.

Learning-rate schedules for large models match optimization theory closely, leading to better training.

problem Improving training of large models with optimal learning rates.
method Used a bound from non-smooth convex optimization theory to match learning-rate schedules with practical benefits.
result Extending the learning-rate schedule with optimal learning-rate and transferring it across schedules improves model training.

The study introduces anytime learning schedules for large language models without fixed horizons.

problem Training large language models without knowing the total training horizon.
method Theoretical analysis and weight averaging to create anytime learning schedules.
result Theoretical and empirical evidence shows that weight averaging with simple step sizes can achieve comparable final loss to well-tuned cosine schedules.

Annealed importance sampling (AIS) is a common algorithm to estimate partition functions of useful stochastic models. One important problem for obtaining accurate AIS estimates is the selection of an annealing schedule. Conventionally, an annealing schedule is often determined heuristically or is simply set as a linear…

2015-02-18abs ↗pdf ↗

This work uses reinforcement learning to optimize task scheduling and execution in a dynamic multi-agent warehouse environment.

problem Optimizing task scheduling and execution in a dynamic multi-agent warehouse environment with limited observability.
method Deep reinforcement learning to solve both high-level scheduling and low-level multi-agent execution problems.
result Demonstrates the effectiveness of reinforcement learning in optimizing task scheduling and execution in a dynamic multi-agent environment.

Normalization methods are a central building block in the deep learning toolbox. They accelerate and stabilize training, while decreasing the dependence on manually tuned learning rate schedules. When learning from multi-modal distributions, the effectiveness of batch normalization (BN), arguably the most prominent nor…

2018-10-12abs ↗pdf ↗

Improved diffusion models achieve state-of-the-art likelihoods in image density estimation.

problem Improving likelihood-based performance of diffusion models.
method Joint optimization of noise schedule and model parameters, using signal-to-noise ratio simplification.
result State-of-the-art likelihoods on image density estimation benchmarks, faster optimization.

Momentum is a widely used technique for gradient-based optimizers in deep learning. In this paper, we propose a decaying momentum (\textsc{Demon}) rule. We conduct the first large-scale empirical analysis of momentum decay methods for modern neural network optimization, in addition to the most popular learning rate dec…

2019-10-11abs ↗pdf ↗

Schedule-free SGD is optimal for nonconvex optimization problems.

problem Nonconvex optimization in neural networks.
method Developed a general framework for online-to-nonconvex conversion, which converts schedule-free SGD into an effective nonconvex optimization algorithm.
result Schedule-free SGD achieves optimal iteration complexity for nonsmooth, nonconvex optimization problems.

The paper analyzes the InfoNCE loss under different temperature schedules using Langevin dynamics.

problem Understanding the dynamics of InfoNCE loss under fixed versus annealed temperature schedules.
method Modeling embedding evolution under Langevin dynamics on a compact Riemannian manifold, with theoretical guarantees for convergence.
result Slow logarithmic inverse-temperature schedules ensure convergence to globally optimal representations, while faster schedules risk suboptimal minima.

We improve private training accuracy with learning rate schedules and matrix factorizations.

problem Private training with learning rate schedules and correlated noise.
method General upper and lower bounds for learning rate schedules, memory-efficient constructions, and schedule-aware factorizations.
result Schedule-aware factorizations improve accuracy in private training.

A framework schedules hyperparameters for model-based reinforcement learning, improving performance.

problem Inadequate scheduling of hyperparameters in model-based reinforcement learning.
method Theoretical analysis and AutoMBPO framework to automatically schedule real data ratio and other hyperparameters.
result Training with hyperparameters scheduled by AutoMBPO significantly improves performance.