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The framework of Integral Quadratic Constraints of Lessard et al. (2014) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to semi-definite programming (SDP). Followup work by Nishihara et…

Machine Learning · Statistics 2018-03-06 Guilherme França , José Bento

Although federated learning has achieved many breakthroughs recently, the heterogeneous nature of the learning environment greatly limits its performance and hinders its real-world applications. The heterogeneous data, time-varying wireless…

Machine Learning · Computer Science 2023-02-22 Jingxin Li , Toktam Mahmoodi , Hak-Keung Lam

Let $A, B\subseteq \mathbb{Z}$ be finite, nonempty subsets with $\min A=\min B=0$, and let $$\delta(A,B)={\begin{array}{ll} 1 & \hbox{if} A\subseteq B, 0 & \hbox{otherwise.} If $\max B\leq \max A\leq |A|+|B|-3$ and \label{one}|A+B|\leq…

Number Theory · Mathematics 2009-04-23 Itziar Bardaji , David J. Grynkiewicz

Heterogeneity is an unwanted variation when analyzing aggregated datasets from multiple sources. Though different methods have been proposed for heterogeneity adjustment, no systematic theory exists to justify these methods. In this work,…

Methodology · Statistics 2016-02-18 Jianqing Fan , Han Liu , Weichen Wang , Ziwei Zhu

As AI and deep learning have become hot spots in the 21st century , they are widely used in the current quant market. In 2020, Huatai Securities constructed deep-learning-based AlphaNet for stock feature extraction and price prediction. At…

Computational Engineering, Finance, and Science · Computer Science 2024-11-12 Wenjun Wu

Let $A$ be a set in an abelian group $G$. For integers $h,r \geq 1$ the generalized $h$-fold sumset, denoted by $h^{(r)}A$, is the set of sums of $h$ elements of $A$, where each element appears in the sum at most $r$ times. If…

Number Theory · Mathematics 2015-04-01 Francesco Monopoli

One of the central problems in additive combinatorics is to determine how large a subset of the first $N$ integers can be before it is forced to contain $k$ elements forming an arithmetic progression. Around 25 years ago, Gowers proved the…

Number Theory · Mathematics 2025-09-30 Sarah Peluse

Efficient computation of trajectories of switched affine systems becomes possible, if for any such hybrid system, we can manage to efficiently compute the sequence of switching times. Once the switching times have been computed, we can…

Optimization and Control · Mathematics 2021-05-03 Guillaume O. Berger , Maben Rabi

In the training of neural networks, adaptive moment estimation (Adam) typically converges fast but exhibits suboptimal generalization performance. A widely accepted explanation for its defect in generalization is that it often tends to…

Machine Learning · Computer Science 2026-03-10 Tao Shi , Liangming Chen , Long Jin , Mengchu Zhou

We explore the application of LLM-driven algorithm optimization to several common tasks in quantitative finance. MadEvolve, a general-purpose algorithm optimization framework inspired by DeepMind's Alpha-Evolve, was recently developed to…

Trading and Market Microstructure · Quantitative Finance 2026-05-25 Yurii Kvasiuk , Tianyi Li , Owen Colegrove , Moritz Münchmeyer

We analyse the forward error in the floating point summation of real numbers, from algorithms that do not require recourse to higher precision or better hardware. We derive informative explicit expressions, and new deterministic and…

Numerical Analysis · Mathematics 2021-07-06 Eric Hallman , Ilse C. F. Ipsen

More than 40 years ago, Schroeppel and Shamir presented an algorithm that solves the Subset Sum problem for $n$ integers in time $O^*(2^{0.5n})$ and space $O^*(2^{0.25n})$. The time upper bound remains unbeaten, but the space upper bound…

Computational Complexity · Computer Science 2024-08-02 Tatiana Belova , Nikolai Chukhin , Alexander S. Kulikov , Ivan Mihajlin

In this paper we consider the problem of uniformity testing with limited memory. We observe a sequence of independent identically distributed random variables drawn from a distribution $p$ over $[n]$, which is either uniform or is…

Information Theory · Computer Science 2022-06-22 Tomer Berg , Or Ordentlich , Ofer Shayevitz

The main contribution of this paper is a new improved variant of the laser method for designing matrix multiplication algorithms. Building upon the recent techniques of [Duan, Wu, Zhou, FOCS 2023], the new method introduces several new…

Data Structures and Algorithms · Computer Science 2023-11-07 Virginia Vassilevska Williams , Yinzhan Xu , Zixuan Xu , Renfei Zhou

The performance of large language models (LLMs) on existing reasoning benchmarks has significantly improved over the past years. In response, we present JEEBench, a considerably more challenging benchmark dataset for evaluating the problem…

Computation and Language · Computer Science 2023-10-24 Daman Arora , Himanshu Gaurav Singh , Mausam

Data Augmentation (DA) is known to improve the generalizability of deep neural networks. Most existing DA techniques naively add a certain number of augmented samples without considering the quality and the added computational cost of these…

Machine Learning · Computer Science 2022-03-18 Ehsan Kamalloo , Mehdi Rezagholizadeh , Ali Ghodsi

We improve the known upper bound for short exponential sums and increase the range on which a sharp upper bound is known.

Number Theory · Mathematics 2012-01-13 Anne-Maria Ernvall-Hytönen

This paper presents Automatic Algorithm Discoverer (AAD), an evolutionary framework for synthesizing programs of high complexity. To guide evolution, prior evolutionary algorithms have depended on fitness (objective) functions, which are…

Neural and Evolutionary Computing · Computer Science 2019-04-08 Ruchira Sasanka , Konstantinos Krommydas

A variant of the well-known Set Covering Problem is studied in this paper, where subsets of a collection have to be selected, and pairwise conflicts among subsets of items exist. The selection of each subset has a cost, and the inclusion of…

Optimization and Control · Mathematics 2025-04-22 Roberto Montemanni , Derek H. Smith

We present a combination of the Mixed-Echelon-Hermite transformation and the Double-Bounded Reduction for systems of linear mixed arithmetic that preserve satisfiability and can be computed in polynomial time. Together, the two…

Logic in Computer Science · Computer Science 2018-04-23 Martin Bromberger