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.
In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the ℓ0 pseudo norm is able to better induce sparsity than the commonly used ℓ1 norm. For a cl…
We introduce a geometrically transparent strict saddle property for nonsmooth functions. This property guarantees that simple proximal algorithms on weakly convex problems converge only to local minimizers, when randomly initialized. We argue that the strict saddle property may be a realistic assumption in applications…
Weakly convex polyhedra which are star-shaped with respect to one of their vertices are infinitesimally rigid. This is a partial answer to the question whether every decomposable weakly convex polyhedron is infinitesimally rigid. The proof uses a recent result of Izmestiev on the geometry of convex caps.
Unified approach tackles high-dimensional tensor bandits with convex optimization and weakly decomposable regularizers.
problem Challenges in high-dimensional generalized tensor bandits where existing algorithms fail.
method Proposes a generalized linear tensor bandits algorithm with a unified analytical framework using convex optimization and weakly decomposable regularizers.
result Unified analytical framework provides better bounds and broader applicability compared to existing methods.
In this paper, we show that if the optimization function is restricted-strongly-convex (RSC) and restricted-smooth (RSM) -- a rich subclass of weakly submodular functions -- then a streaming algorithm with constant factor approximation guarantee is possible. More generally, our results are applicable to any monotone we…
On R^n endowed with a riemannian metric of bounded nonpositive curvature, the weakly convex closed subsets are topologically trivial. The stability of such subsets under intersection characterizes the euclidean spaces.
This paper improves inverse problem solving with weakly convex regularisers and proves convergence.
problem Improving solution methods for inverse problems.
method Generalised formulation of convergent regularisation using weakly convex regularisers, and proof of convergence for primal-dual hybrid gradient method.
result Proves convergence of primal-dual hybrid gradient method for variational problems and shows improved performance with IWCNNs.
Paper tackles efficient learning of non-convex hypotheses in metric spaces.
problem Efficiently find consistent hypotheses for non-convex hypotheses composed of possibly several disconnected regions.
method Proposes a general domain-independent algorithm for finding consistent weakly convex hypotheses and proves sufficient conditions for its efficiency.
result Shows that consistent hypothesis finding problem can be solved in polynomial time for a broad class of weakly convex hypotheses over metric spaces.
We present Free-MESSAGEp, the first zeroth-order algorithm for (weakly-)convex mean-semideviation-based risk-aware learning, which is also the first three-level zeroth-order compositional stochastic optimization algorithm whatsoever. Using a non-trivial extension of Nesterov's classical results on Gaussia…
In this paper, we consider first-order convergence theory and algorithms for solving a class of non-convex non-concave min-max saddle-point problems, whose objective function is weakly convex in the variables of minimization and weakly concave in the variables of maximization. It has many important applications in mach…
Study on polyhedra rigidity, finding non-existence of flexible weakly convex decomposable polyhedra.
problem Proving all decomposable polyhedra with vertices in convex position are infinitesimally rigid.
method Constructing explicit families of polyhedra, using the Hessian of the discrete Hilbert-Einstein functional, and searching for eigenvalues of the Hessian with Mathematica.
result Experimental evidence suggests no flexible, weakly convex and decomposable polyhedra exist.
A submanifold Mm of a Euclidean space Rm+p is said to have harmonic mean curvature vector field if ΔH=0, where H is the mean curvature vector field of M↪Rm+p and Δ is the rough Laplacian on M. There is a conjecture named after Bangyen Chen which states that submanifolds o…
We introduce a generic scheme to solve nonconvex optimization problems using gradient-based algorithms originally designed for minimizing convex functions. Even though these methods may originally require convexity to operate, the proposed approach allows one to use them on weakly convex objectives, which covers a larg…
In this paper we consider three-manifolds with weakly umbilic boundary (the Second Fundamental form of the boundary is a constant multiple of the metric). We show that if the initial manifold has positive Ricci curvature and the boundary is convex (nonnegative Second Fundamental form), its metric can be deformed via th…
Standard stochastic optimization methods are brittle, sensitive to stepsize choices and other algorithmic parameters, and they exhibit instability outside of well-behaved families of objectives. To address these challenges, we investigate models for stochastic minimization and learning problems that exhibit better robu…
Localization of chest pathologies in chest X-ray images is a challenging task because of their varying sizes and appearances. We propose a novel weakly supervised method to localize chest pathologies using class aware deep multiscale feature learning. Our method leverages intermediate feature maps from CNN layers at di…
We study the question of whether parallelization in the exploration of the feasible set can be used to speed up convex optimization, in the local oracle model of computation. We show that the answer is negative for both deterministic and randomized algorithms applied to essentially any of the interesting geometries and…
Bandit algorithms have been predominantly analyzed in the convex setting with function-value based stationary regret as the performance measure. In this paper, motivated by online reinforcement learning problems, we propose and analyze bandit algorithms for both general and structured nonconvex problems with nonstation…
Properties of two classes of generally convex sets in the n-dimentional real Euclidean space, called m-semiconvex and weakly m-semiconvex, 1<=m<n, are investigated in the present work. In particular, it is established that an open set with smooth boundary in the plan which is weakly 1-semiconvex but not 1-semiconvex co…
We consider compact convex hypersurfaces contracting by functions of their curvature. Under the mean curvature flow, uniformly convex smooth initial hypersurfaces evolve to remain smooth and uniformly convex, and contract to points after finite time. The same holds if the initial data is only weakly convex or non-smoot…
We introduce the cutting construction of possibly non-compact symplectic toric manifolds, in particular, toric symplectic cones that correspond to a weakly convex good cone. Since the symplectization of a toric contact manifold is a toric symplectic cone, we can also construct toric contact manifolds that correspond to…
We study convex polyhedra in RP3 with all their vertices on a sphere. We do not require, in particular, that the polyhedra lie in the interior of the sphere, hence the term "weakly inscribed". Such polyhedra can be interpreted as ideal polyhedra, if we regard RP3 as a combinati…