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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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4068121,2181,624 · Jun 202019922001200920172026
48 results for widely linear models

Wide neural networks become linear, with constant tangent kernel, due to Hessian scaling.

problem Understanding the linearity of large non-linear models and the tangent kernel.
method Analyzing the scaling properties of the Hessian matrix of neural networks as their width increases.
result The constancy of the tangent kernel is due to the scaling properties of the Hessian matrix.

Generalized linear models with nonlinear feature transformations are widely used for large-scale regression and classification problems with sparse inputs. Memorization of feature interactions through a wide set of cross-product feature transformations are effective and interpretable, while generalization requires more…

2016-06-24abs ↗pdf ↗

Wide neural networks converge linearly to zero loss with feature learning.

problem Optimizing wide neural networks with feature learning guarantees.
method Gradient flow analysis for wide shallow and multi-layer NNs.
result Training loss converges linearly to zero for wide NNs under GF, demonstrating feature learning and better generalization.

Unified derivation of high-dimensional linear models using stochastic gradient descent.

problem Performance analysis of high-dimensional linear models trained with stochastic gradient descent.
method Derivation of a deterministic equivalence for the two-point function of a random matrix resolvent.
result Unified understanding of model performance including previously known and novel results.

The paper examines how deep linear neural networks behave as they become infinitely wide.

problem Understanding the behavior of deep linear neural networks as they approach infinite width.
method Analyzes the infinite-width limit of deep linear neural networks, proving convergence to deterministic models and providing precise laws for random weights.
result The training dynamics of deep linear neural networks converge to those of a deterministic model, and the weights' behavior is precisely described.

We prove that for an LL-layer fully-connected linear neural network, if the width of every hidden layer is Ω~(Lrdoutκ3)\tildeΩ(L \cdot r \cdot d_{\mathrm{out}} \cdot κ^3 ), where rr and κκ are the rank and the condition number of the input data, and doutd_{\mathrm{out}} is the output dimension, then gradient descent with Gaussi…

2019-01-24abs ↗pdf ↗

The paper analyzes knowledge distillation in wide neural networks, providing theoretical insights and practical implications.

problem Lack of theoretical understanding of knowledge distillation in wide neural networks.
method Theoretical analysis of knowledge distillation in a linearized model of a wide neural network, introducing a metric of task training difficulty.
result For a perfect teacher, a high ratio of teacher's soft labels can be beneficial. For imperfect teacher, hard labels can correct wrong predictions.

Wide neural networks become linear, but adding bottlenecks makes them bilinear or multilinear.

problem Understanding the transition of neural networks from linearity to higher-order functions.
method Analyzing the behavior of randomly initialized wide neural networks with and without bottleneck layers.
result Bottleneck layers transform the network's function from linear to bilinear or multilinear.

Study of deep Stable neural networks with various activation functions.

problem Characterizing the infinitely wide limits of deep Stable neural networks.
method Investigation of large-width properties of deep Stable NNs with a generalized central limit theorem for heavy tails.
result Extension of characterization to a broader class of activation functions, including sub-linear, asymptotically linear, and super-linear functions.

This paper explores loss landscapes of sparse neural networks, finding unique characteristics compared to dense networks.

problem Understanding the loss landscape of sparse neural networks, especially one-hidden-layer networks.
method Analyzes sparse networks with dense and sparse final layers, focusing on linear and non-linear models.
result Sparse networks can have no spurious valleys under certain conditions, but spurious valleys and minima can exist for wide sparse networks.

LightOn OPUs accelerate randomized numerical linear algebra, reducing computational costs.

problem Computational bottleneck in randomization step for large-scale linear algebra.
method Near constant-time linear random projections from LightOn OPUs.
result Significant acceleration of RandNLA algorithms with negligible precision loss.

Wide neural networks with weight decay exhibit neural collapse.

problem Proving neural collapse in wide neural networks trained with weight decay.
method Generic guarantees on neural collapse for wide networks with weight decay, proving low training error and balancedness, and bounded conditioning.
result First proof of neural collapse in end-to-end training of wide neural networks with weight decay.

Study compares dropout and l2 regularization in linear models.

problem Understanding the statistical behavior of dropout and l2 regularization in linear models.
method Derives non-asymptotic bounds for gradient descent iterates with dropout and compares them to l2 regularization.
result Indicates a more subtle relationship between dropout and l2 regularization, highlighting interactions between dynamics and randomness.

In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider the response to be a summation of unknown transformations applied on the predict…

2017-10-16abs ↗pdf ↗

Given a linear regression setting, Iterative Least Trimmed Squares (ILTS) involves alternating between (a) selecting the subset of samples with lowest current loss, and (b) re-fitting the linear model only on that subset. Both steps are very fast and simple. In this paper we analyze ILTS in the setting of mixed linear …

2019-02-10abs ↗pdf ↗

New lower bounds for linear classification problems in high dimensions.

problem Linear classification problems in high-dimensional spaces.
method Reduction from hardness conjectures for Affine Degeneracy testing and k-Sum problems.
result Matching lower bounds of Ω(n^d) and respectively Ω(1/ε^d) for Maximum Halfspace Discrepancy problem.

LIFE framework improves model accuracy and interpretability.

problem Achieving high prediction accuracy and interpretability in neural networks.
method Three-step process: subset definition, feature creation, and linear model combination.
result LIFE consistently outperforms other models in prediction accuracy and interpretability.

Region-specific linear models are widely used in practical applications because of their non-linear but highly interpretable model representations. One of the key challenges in their use is non-convexity in simultaneous optimization of regions and region-specific models. This paper proposes novel convex region-specific…

2014-10-31abs ↗pdf ↗

Wide networks with polynomial activations have proven asymptotic behavior.

problem Understanding the behavior of neural networks in the large width limit.
method Proving a conjecture for deep networks with polynomial activation functions.
result Tight bounds on the behavior of wide networks during stochastic gradient descent and derivation of their finite-width dynamics.

Use simplified layerwise linear models to understand neural dynamics.

problem Complex neural network dynamics are hard to grasp.
method Apply simplified layerwise linear models to explain neural phenomena.
result Simplified models explain neural collapse, emergence, etc.

We find that the CAPM fails to explain the small firm effect even if its non-parametric form is used which allows time-varying risk and non-linearity in the pricing function. Furthermore, the linearity of the CAPM can be rejected, thus the widely used risk and performance measures, the beta and the alpha, are biased an…

2017-03-28abs ↗pdf ↗

Adequate evaluation of an information retrieval system to estimate future performance is a crucial task. Area under the ROC curve (AUC) is widely used to evaluate the generalization of a retrieval system. However, the objective function optimized in many retrieval systems is the error rate and not the AUC value. This p…

2015-11-16abs ↗pdf ↗

Paper presents a machine learning method to improve significance tests for misspecified linear models.

problem Misspecification of linear assumptions in social science models leads to inaccurate significance levels.
method Apply machine learning to fit ground truth function, calculate linear approximation, and adjust the estimator.
result The method significantly outperforms linear regression for non-linear ground truth functions.

We study online linear regression problems in a distributed setting, where the data is spread over a network. In each round, each network node proposes a linear predictor, with the objective of fitting the \emph{network-wide} data. It then updates its predictor for the next round according to the received local feedbac…

2019-02-13abs ↗pdf ↗

We study the convergence of gradient descent (GD) and stochastic gradient descent (SGD) for training LL-hidden-layer linear residual networks (ResNets). We prove that for training deep residual networks with certain linear transformations at input and output layers, which are fixed throughout training, both GD and SGD…

2020-03-02abs ↗pdf ↗

Random non-linear Fourier features have recently shown remarkable performance in a wide-range of regression and classification applications. Motivated by this success, this article focuses on a sparse non-linear Fourier feature (NFF) model. We provide a characterization of the sufficient number of data points that guar…

2020-02-12abs ↗pdf ↗

We learn linear models from nonlinear systems using multiple trajectories and regularization.

problem Identifying linear models from data when the underlying dynamics are nonlinear.
method Multiple trajectories data acquisition followed by regularized least squares.
result Learn linearized dynamics with arbitrarily small error given enough samples.

This study uses neural networks to solve interpolation problems with sparse, infinitely wide layers.

problem Exact data interpolation using sparse, infinitely wide neural networks.
method Atomic norm framework to derive convex hulls and equivalent convex formulations.
result Simple characterizations of convex hulls for different constraints on network weights and biases.

Paper proposes a new method for sparse spectral clustering on Stiefel manifold.

problem Sparse spectral clustering on Stiefel manifold with nonsmooth and nonconvex objective.
method Proposes a manifold proximal linear method (ManPL) to solve the original SSC formulation.
result Demonstrates the advantage of ManPL over existing methods on single-cell RNA sequencing data.

Selective neural network improves credit risk prediction while maintaining interpretability.

problem Improving credit risk prediction accuracy while maintaining interpretability for financial regulators.
method Introducing a neural network with a selective option to distinguish between linear and non-linear datasets.
result For most datasets, logistic regression is sufficient and interpretable, while for specific data portions, a shallow neural network model provides better accuracy.

Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the concept of an asymptotically linear estimator and the associated influence func…

2017-09-06abs ↗pdf ↗

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires O(n3)O(n^3) logic gates. We show that the quantum linear systems algorithm [Harrow et al., Phys. Rev. Lett. 103, 150502 (2009)] can be applied to Gaussian process regre…

2015-12-12abs ↗pdf ↗

We identify linear models from nonlinear systems with initialization constraints.

problem Identifying linear models from nonlinear systems with initialization constraints.
method Multiple trajectories-based deterministic data acquisition algorithm followed by regularized least squares.
result We provide a finite sample error bound on the learned linearized dynamics.