arXiv subjects

Nan Ye

Publications and source records attributed to Nan Ye.

23 records · Page 2Linked to original sources

arXiv2017

Approximate and Stochastic Greedy Optimization

We consider two greedy algorithms for minimizing a convex function in a bounded convex set: an algorithm by Jones [1992] and the Frank-Wolfe (FW) algorithm. We first consider approximate versions of these algorithms. For smooth convex functions, we give sufficient conditions for convergence, a unified analysis for the well-known convergence rate of O(1/k) together with a result showing that this rate is the best obtainable from the proof technique, and an equivalence result for the two algorithms. We also consider approximate stochastic greedy algorithms for minimizing expectations. We show that replacing the full gradient by a single stochastic gradient can fail even on smooth convex functions. We give a convergent approximate stochastic Jones algorithm and a convergent approximate stochastic FW algorithm for smooth convex functions. In addition, we give a convergent approximate stochastic FW algorithm for nonsmooth convex functions. Convergence rates for these algorithms are given and proved.

math.OC↗

arXiv2016

Robustness of Bayesian Pool-based Active Learning Against Prior Misspecification

We study the robustness of active learning (AL) algorithms against prior misspecification: whether an algorithm achieves similar performance using a perturbed prior as compared to using the true prior. In both the average and worst cases of the maximum coverage setting, we prove that all $α$-approximate algorithms are robust (i.e., near $α$-approximate) if the utility is Lipschitz continuous in the prior. We further show that robustness may not be achieved if the utility is non-Lipschitz. This suggests we should use a Lipschitz utility for AL if robustness is required. For the minimum cost setting, we can also obtain a robustness result for approximate AL algorithms. Our results imply that many commonly used AL algorithms are robust against perturbed priors. We then propose the use of a mixture prior to alleviate the problem of prior misspecification. We analyze the robustness of the uniform mixture prior and show experimentally that it performs reasonably well in practice.

cs.LG↗

arXiv2016

Closed strong spacelike curves, Fenchel theorem and Plateau problem in the 3-dimensional Minkowski space

We generalize the Fenchel theorem for strong spacelike closed curves of index $1$ in the 3-dimensional Minkowski space, showing that the total curvature must be less than or equal to $2π$. Here strong spacelike means that the tangent vector and the curvature vector span a spacelike 2-plane at each point of the curve $γ$ under consideration. The assumption of index 1 is equivalent to saying that $γ$ winds around some timelike axis with winding number 1. We prove this reversed Fenchel-type inequality by constructing a ruled spacelike surface with the given curve as boundary and applying the Gauss-Bonnet formula. As a by-product, this shows the existence of a maximal surface with $γ$ as boundary.

math.DG↗

arXiv2016

The Fenchel-type inequality in the 3-dimensional Lorentz space and a Crofton formula

We generalize the Fenchel theorem to strong spacelike (which means that the tangent vector and the curvature vector span a spacelike 2-plane at each point) closed curves with index 1 in the 3-dimensional Lorentz space, showing that the total curvatures must be less than or equal to $2π$. A similar generalization of the Fary-Milnor theorem is also obtained. We establish the Crofton formula on the de Sitter 2-sphere which implies the above results.

math.DG↗

arXiv2015

A Poincaré-type inequality and a related eigenvalue problem

Given a smooth positive function $f$ defined on the unit circle satisfying a simple condition, we obtain a Poincaré-type inequality for an arbitrary function $u$ whose weighted average with respect to $f$ is zero. The proof uses Fenchel's theorem about the total curvature of closed space curves in an essential way. Next we consider the generalization of this result to higher dimensional closed Riemannian manifold and reduce it to an eigenvalue problem. Finally, we point out that even though such Poincaré-type inequality still holds, the best constant $λ_1(f)$ might be different from the first eigenvalue $λ_1$ by constructing explicit examples on the standard spheres and flat tori.

math.DG↗