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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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52103155206 · Jun 202019922001200920172026
48 results for weakly convex regularisers

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.

ICCNLS models complex relationships as convex and concave components.

problem Complex input-output relationships with affine ambiguity.
method Sub-gradient constrained affine functions, global orthogonality constraints, L1, L2, and elastic net regularisation.
result Improved predictive accuracy and model simplicity compared to conventional methods.

We introduce and study a notion of singular hermitian metrics on holomorphic vector bundles, following Berndtsson and P{ă}un. We define what it means for such a metric to be curved in the sense of Griffiths and investigate the assumptions needed in order to locally define the cuvature ΘhΘ^h as a matrix of currents. We …

2012-11-13abs ↗pdf ↗

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.

2007-04-22abs ↗pdf ↗

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 0\ell_0 pseudo norm is able to better induce sparsity than the commonly used 1\ell_1 norm. For a cl…

2017-08-07abs ↗pdf ↗

Expanding FCCO to non-smooth weakly-convex problems, improving deep learning performance.

problem Addressing the limitations of current FCCO methods by tackling non-smooth weakly-convex problems.
method Developed a single-loop algorithm for non-smooth weakly-convex FCCO and extended it to tri-level problems.
result Established the complexity for finding ε-stationary points in the Moreau envelop of the objective function.

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.

Adaptive algorithm AMSGrad converges for weakly convex constrained optimization problems.

problem Solving constrained stochastic optimization problems with weakly convex objectives.
method Analysis of AMSGrad algorithm for a specific class of problems.
result AMSGrad achieves a convergence rate of ildeO(t1/4)\mathcal{ ilde O}(t^{-1/4}) for the norm of the gradient of the Moreau envelope.

New algorithm solves complex non-convex problems efficiently.

problem Non-smooth non-convex problems with weakly convex and strongly concave components.
method Stochastic Moreau envelope approximate gradient method (SMAG).
result First single-loop algorithm with state-of-the-art convergence rate.

New adaptive methods solve weakly convex stochastic optimization problems.

problem Solving weakly convex stochastic optimization problems.
method Adaptive first and zeroth-order methods using exponential moving averages.
result Established non-asymptotic convergence rates for nonsmooth and nonconvex problems.

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.

Unified high-probability regret bounds for online convex optimisation with randomised gradient estimators.

problem Online convex optimisation with randomised gradient estimators for q\ell_q-Lipschitz losses.
method FTRL with randomised two-point finite-difference gradient estimators based on cone-measure sampling from r\ell_r-spheres.
result Unified high-probability regret bounds for all p,q,r[1,]p,q,r \in [1,\infty].

The paper proves a Schwarz lemma for weakly Kähler-Finsler manifolds.

problem Estimating distance functions and proving Schwarz lemma for weakly Kähler-Finsler manifolds.
method Establishing theorems about distance functions and applying them to prove the Schwarz lemma.
result Holomorphic mappings from weakly Kähler-Finsler manifolds to pseudoconvex Finsler manifolds are constant under certain conditions.

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.

New single-loop algorithm tackles weakly convex constraints in stochastic optimization.

problem Optimization with weakly convex constraints in machine learning.
method Single-loop penalty-based stochastic algorithm using hinge-based penalty.
result Achieves state-of-the-art complexity for finding approximate KKT solutions.

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…

2019-12-16abs ↗pdf ↗

The study compares spectral volumes of manifolds with weakly convex boundaries.

problem Establishing volume comparison theorems for manifolds with weakly convex boundaries.
method Using spectral methods and Ricci tensor eigenvalues, the study compares volumes and diameters of manifolds.
result Sharp upper bounds for the volume and diameter of manifolds with weakly convex boundaries.

Develops a new SPP algorithm with variance reduction for weakly convex optimization.

problem Weakly convex, composite optimization problems.
method Inexact semismooth Newton framework with variance reduction for stochastic proximal point updates.
result Establishes convergence results for the proposed algorithm.

Study characterizes learning from heavy-tailed data in high dimensions using superstatistical methods.

problem Characterizing learning from heavy-tailed data in high-dimensional settings.
method Empirical risk minimization with double-stochastic processes and superstatistical analysis.
result Analytical characterization of separability transition and generalization performance.

Paper advances sparse regularisation theory for measures with new kernel insights.

problem Estimating sparse measures from noisy observations using continuous sparse regularisation.
method Develops new continuous sparse regularisation theory on measures with Beurling-LASSO, introduces kernel switch analysis.
result Proves the ``sinc-4'' kernel satisfies a technical LPC assumption for error bounds.

Paper extends SMM to weakly convex and multi-convex surrogates for non-convex optimization.

problem Non-convex optimization with weakly convex or multi-convex surrogates.
method Stochastic majorization-minimization with proximal regularization or block-minimization.
result Convergence rates for empirical and expected losses under non-i.i.d. data.

Paper proposes an algorithm for sampling from complex mixture distributions without requiring smoothness.

problem Sampling from a mixture of weakly smooth potentials.
method Unadjusted Langevin algorithm with Euler discretization for a mixture of weakly smooth distributions.
result Convergence in Kullback-Leibler divergence and LβL_β-Wasserstein metric with polynomial dependence on dimension.

The paper proves optimal estimates and inequalities for spectral functions on certain manifolds.

problem Optimal estimates and inequalities for spectral functions on weakly 1-complete manifolds.
method Establishes optimal fundamental estimates and weak Morse inequalities for lower energy forms.
result Optimal fundamental estimates and weak Morse inequalities are proven for lower energy forms on weakly 1-complete manifolds.

GNIs induce a regulariser that penalizes high-frequency components in neural network activations.

problem Understanding the regularizing effect of Gaussian noise injections on neural network activations.
method Deriving the explicit regularizer by marginalizing out injected noise and analyzing its effect in the Fourier domain.
result GNIs induce a regularizer that produces calibrated classifiers with large margins.

A Python package solves source duplication in single channel LVMs using spectral regularisation.

problem Source duplication in LVMs hampers their practical use in single channel applications.
method Spectral regularisation term added to address source duplication issue.
result Spectral regularisation framework enables easier investigation and utilisation of LVMs.

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…

2017-11-13abs ↗pdf ↗

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…

2011-04-05abs ↗pdf ↗

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…

2013-01-13abs ↗pdf ↗

We study convex polyhedra in RP3\mathbb{R}\mathbb{P}^3 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\mathbb{R}\mathbb{P}^3 as a combinati…

2017-09-29abs ↗pdf ↗

New framework monitors neural network training and reveals regularisation mechanisms.

problem Overfitting in neural networks and the need for explicit regularizers.
method Model Gradient Similarity (MGS) framework to measure and monitor regularisation.
result Explicit regularizers increase Model Gradient Similarity (MGS).

This paper introduces a general multi-class approach to weakly supervised classification. Inferring the labels and learning the parameters of the model is usually done jointly through a block-coordinate descent algorithm such as expectation-maximization (EM), which may lead to local minima. To avoid this problem, we pr…

2012-06-27abs ↗pdf ↗

This work uncovers algorithm-dependent regularisation in diffusion models.

problem Understanding and improving generalisation in high-dimensional diffusion models.
method Algorithmic stability and score stability analysis.
result Identifies multiple sources of implicit regularisation unique to diffusion models.

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.

We consider Blackwell approachability, a very powerful and geometric tool in game theory, used for example to design strategies of the uninformed player in repeated games with incomplete information. We extend this theory to "generalized quitting games" , a class of repeated stochastic games in which each player may ha…

2016-09-28abs ↗pdf ↗