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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.

168,657 papers · 148 categories

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226452678904 · Jun 202019922001200920172026
48 results for vector optimization

Optimal transport for vector Gaussian mixtures improves efficiency and structure preservation.

problem Optimal mass transport for vector-valued Gaussian mixtures.
method Vectorizing Gaussian mixture models and studying optimal mass transport problems.
result Computational efficiency and structure preservation in optimal mass transport.

New method AM learns optimal vector fields for entire distribution sequences, matching OT.

problem Optimal Transport (OT) problem in generative modeling.
method Action Matching (AM) method learns optimal vector fields for a sequence of distributions.
result AM method achieves optimal transport by learning vector fields for entire distribution sequences.

Optimal L2 extension theorem for holomorphic vector bundles with singular metrics.

problem Establishing conditions for optimal L2 extension in complex geometry.
method Analyzing singular Nakano positivity and applying L2 extension theorem.
result Necessary condition for equality in optimal L2 extension theorem.

Extends optimal regularity and compactness to vector bundles over non-Riemannian manifolds.

problem Optimal regularity and compactness for connections on vector bundles.
method Derive RT-equations, establish existence theory, handle curvature up to L1L^1.
result Optimal regularity and compactness extended to vector bundles over non-Riemannian manifolds.

Paper proposes a new approach to optimal transport for vector and matrix densities.

problem Optimal transport for vector and matrix densities with positivity and action transitivity constraints.
method Gauge-theoretic approach using semi-direct product groups of diffeomorphisms and gauge transformations.
result Bures-type metrics on semi-direct product groups relate to Wasserstein-type metrics on vector and matrix densities via Riemannian submersions.

Dictionaries are collections of vectors used for representations of random vectors in Euclidean spaces. Recent research on optimal dictionaries is focused on constructing dictionaries that offer sparse representations, i.e., 0\ell_0-optimal representations. Here we consider the problem of finding optimal dictionaries …

2016-03-07abs ↗pdf ↗

The paper bounds the mean absolute error in DNN vector-to-vector regression.

problem Bounding the mean absolute error in deep neural network based vector-to-vector regression.
method Error decomposition techniques in statistical learning theory and non-convex optimization theory were used to derive upper bounds for approximation, estimation, and optimization errors.
result Theoretical upper bounds for mean absolute error in DNN vector-to-vector regression were derived and validated experimentally.

VOPy optimizes multiple objectives with flexible cone-based ordering.

problem Optimizing multiple objectives with partial order constraints.
method Flexible cone-based ordering, modular architecture, integration of existing and novel methods.
result Advances black-box vector optimization in noisy, discrete, or limited budget settings.

Optimal rates for vector-valued regression on various norms.

problem Optimal rates for vector-valued ridge regression on continuous norms.
method Combining standard capacity assumptions with tensor product constructions of vector-valued interpolation spaces.
result Optimal rates for vector-valued ridge regression, independent of output space dimension.

This study reveals the critical role of scale vectors in large language models, improving optimization and expressivity.

problem Understanding and optimizing the scale vectors in large language models.
method Systematic study of scale vectors from expressivity, optimization, and architectural perspectives; theoretical and empirical analysis of weight decay; proposing and evaluating improvements.
result Scale vectors improve optimization through a self-amplifying preconditioning effect and are beneficial for expressivity in certain architectures.

FineMorphs models smooth transformations for multivariate regression.

problem Efficiently modeling complex transformations for multivariate regression.
method Optimal control of affine and diffeomorphic transformations using smooth vector fields.
result FineMorphs can reduce dimensionality and adapt to large datasets.

We show that the ``classical'' Harder-Narasimhan filtration associated to a non semistable vector bundle EE can be viewed as a limit object for the action of the gauge group in the direction of an optimal destabilizing vector. This vector appears as an extremal value of the so called "maximal weight function". We give…

2004-03-16abs ↗pdf ↗

Neural network approximates weakly efficient frontier of convex vector optimization problems.

problem Approximating the weakly efficient frontier of convex vector optimization problems.
method Designing a neural network architecture to approximate the weakly efficient frontier of convex vector optimization problems (CVOP) satisfying Slater's condition.
result The proposed algorithm effectively approximates the true weakly efficient frontier of CVOPs, even for large problems.

New method for identifying best designs in vector optimization with uncertain feedback.

problem Optimizing vector-valued outcomes with uncertain preferences.
method Stochastic bandit feedback, polyhedral ordering cone, (ε,δε,δ)-PAC Pareto set identification.
result Sample complexity characterized and matched by the naïve elimination algorithm.

This paper proposes the use of an optimization algorithm, namely PSO to decide the initial centroids in K-means, to eventually get better accuracy. The vectorized notation of the optimal centroids can be thought of as entities in an optimization space, where the accuracy of K-means over a random subset of the data coul…

2019-04-19abs ↗pdf ↗

Optimal DP mechanisms for vector queries are found to be staircase distributions.

problem Designing optimal additive mechanisms for vector-valued queries under differential privacy.
method Reduction to radially symmetric distributions and convex rearrangement theory.
result Staircase mechanisms are optimal for any norm and cost function.

Optimal algorithms identify non-dominated arms in multi-output linear bandit models.

problem Identifying the Pareto Set in multi-output linear bandit models.
method Design-based algorithms for Pareto Set Identification (PSI) in a structured multi-output linear bandit model.
result Nearly optimal guarantees in both fixed-budget and fixed-confidence settings.

Optimal transport is #P-hard when components are independent, even with approximate solutions.

problem Computational complexity of optimal transport with independent marginals.
method Proved #P-hardness and developed a pseudo-polynomial time approximation algorithm.
result Optimal transport is #P-hard even with independent components and approximate solutions.

Study confirms learning rates for vector-valued spectral algorithms, proving consistency.

problem Theoretical confirmation of learning rates for vector-valued spectral algorithms.
method Rigorous analysis of learning rates for various vector-valued spectral algorithms, including kernel ridge regression and gradient descent.
result Upper and lower bounds on learning rates for vector-valued spectral algorithms, proving minimax optimality in various scenarios.

Optimal persuasion involves projecting state vectors onto lower-dimensional 'optimal information manifolds'.

problem Optimal persuasion of another agent observing multi-dimensional data.
method Performing non-linear dimension reduction by projecting state vectors onto the 'optimal information manifold'.
result Optimal information design splits information into 'good' and 'bad' components, revealing only the direction of good information.

Tuning SVM and boosting models using optimization algorithms.

problem Tuning parameters for SVM and boosting models across various datasets.
method Used grid search to identify parameter ranges and optimization algorithms to select models.
result Optimization algorithms outperformed grid search in selecting well-performing models.

In this paper we derive the optimal linear shrinkage estimator for the high-dimensional mean vector using random matrix theory. The results are obtained under the assumption that both the dimension pp and the sample size nn tend to infinity in such a way that p/nc(0,)p/n \to c\in(0,\infty). Under weak conditions imposed on…

2016-10-28abs ↗pdf ↗

Optimal algorithms for Riemannian optimization with reduced complexity.

problem Stochastic optimization on Riemannian manifolds with limited data.
method Zeroth-order Riemannian Averaging Stochastic Approximation algorithms using Riemannian moving-average estimators and novel geometric conditions.
result Achieves optimal sample complexities for generating approximate first-order stationary solutions.

This paper optimizes binary linear classifiers by tuning their weight vectors.

problem Optimizing the weight vector of binary linear classifiers for better performance.
method Parameterization of the discriminant through a scalar to control trade-offs between informative and noisy terms.
result Weight vector tuning compensates for non-optimal native hyperparameters, improving classification performance.

DFSOS improves sparse discriminant analysis for high-dimensional data.

problem Sparse discriminant analysis in high-dimensional settings with feature selection.
method Deflation-Free Sparse Optimal Scoring (DFSOS) using Bregman iteration and orthogonality-constrained optimization.
result DFSOS achieves comparable or better classification accuracy than deflation-based methods.

Randomized algorithm solves vector-valued regression problems with low-rank operators.

problem Vector-valued regression problems involving infinite-dimensional spaces.
method Randomized Reduced Rank Regression (R4) using Gaussian sketching for optimization.
result R4 estimators are efficient and accurate, with empirical risk close to optimal.

OKSVM optimizes RBF kernel hyperparameter for SVMs, improving classification performance.

problem Intrinsic dependence of RBF kernel hyperparameter on SVM performance.
method Gradient descent method for automatic hyperparameter learning and SVM weights adjustment.
result OKSVM outperforms classical SVM regardless of initial RBF hyperparameter values.

The study identifies all possible vector field structures on specific 2D shapes.

problem Optimal discrete gradient vector fields on surfaces with 1-2 critical cells.
method Analysis of discrete vector fields on 2D shapes with minimal critical cells.
result All possible structures of discrete Morse functions on specified shapes.

This paper studies the addition of linear constraints to the Support Vector Regression (SVR) when the kernel is linear. Adding those constraints into the problem allows to add prior knowledge on the estimator obtained, such as finding probability vector or monotone data. We propose a generalization of the Sequential Mi…

2019-11-06abs ↗pdf ↗

A new method learns meaningful distances between samples using optimal transport.

problem Learning meaningful distances between samples in datasets without labeled data.
method Computes OT distances between samples and features using singular vectors of a function mapping ground metrics to OT distances.
result Wasserstein Singular Vectors provide a scalable solution for unsupervised ground metric learning.

Neural optimal transport improves multivariate conformal prediction.

problem Multivariate quantile regression challenges and existing methods ignore joint distribution geometry.
method Combines neural optimal transport with amortized optimization for efficient training and faster inference.
result Constructs tighter and more informative predictive regions for multivariate conformal prediction.

The support vector machine is a flexible optimization-based technique widely used for classification problems. In practice, its training part becomes computationally expensive on large-scale data sets because of such reasons as the complexity and number of iterations in parameter fitting methods, underlying optimizatio…

2016-11-16abs ↗pdf ↗

Researchers use discrete Morse theory to improve the topology of matching complexes of complete graphs.

problem Understanding the topology of matching complexes of complete graphs, especially for small n.
method Developed gradient vector fields to simplify the computation of homology groups.
result Computed the homology groups of M7M_7 efficiently and conjectured an optimal gradient vector field.

A new method for stochastic optimal control improves accuracy over existing techniques.

problem Improving the accuracy of stochastic optimal control for noisy systems.
method Stochastic Optimal Control Matching (SOCM) using Iterative Diffusion Optimization (IDO) with path-wise reparameterization trick.
result SOCM achieves lower error than existing techniques for three out of four control problems, sometimes by an order of magnitude.

A novel Neural Network architecture is proposed using the mathematically and physically rich idea of vector fields as hidden layers to perform nonlinear transformations in the data. The data points are interpreted as particles moving along a flow defined by the vector field which intuitively represents the desired move…

2018-02-22abs ↗pdf ↗