arXiv subjects

Rajmadan Lakshmanan

Publications and source records attributed to Rajmadan Lakshmanan.

8 recordsLinked to original sources

arXiv2026

Response Variability and Stability in Human Reasoning

Understanding how humans reason -- and how reasoning responses vary across tasks and individuals -- remains a core challenge for modeling and explanation in cognitive science. We investigate the stability of response patterns within reasoners and whether variation in these patterns can be used to predict learning effects. We introduce a formal, geometry-based method to quantify distances between individual reasoning patterns and their internal variability, grounded in heuristic theories. The proposed framework is tested against experimental data via generalized linear mixed-effects models and clustering, where we find that our proposed variation measure interacts with correctness to predict performance gains. Moreover, we find that reasoning patterns are stable over time within the same reasoner. The method is general enough to be applied to other reasoning domains.

cs.LO↗

arXiv2025

Uniform convergence for Gaussian kernel ridge regression

This paper establishes the first polynomial convergence rates for Gaussian kernel ridge regression (KRR) with a fixed hyperparameter in both the uniform and the $L^{2}$-norm. The uniform convergence result closes a gap in the theoretical understanding of KRR with the Gaussian kernel, where no such rates were previously known. In addition, we prove a polynomial $L^{2}$-convergence rate in the case, where the Gaussian kernel's width parameter is fixed. This also contributes to the broader understanding of smooth kernels, for which previously only sub-polynomial $L^{2}$-rates were known in similar settings. Together, these results provide new theoretical justification for the use of Gaussian KRR with fixed hyperparameters in nonparametric regression.

stat.ML↗

arXiv2025

Higher-Order Stochastic Dominance Constraints in Optimization

This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite set of test points needed to verify stochastic dominance. This improves both theoretical understanding and computational efficiency. Our approach introduces two formulations of stochastic dominance$\unicode{x2013}$one employs expectation operators and another based on risk measures$\unicode{x2013}$allowing for efficient verification processes. Additionally, we develop an optimization framework incorporating these stochastic dominance constraints. Numerical results validate the robustness of our method, showcasing its effectiveness for solving higher-order stochastic dominance problems, with applications to fields such as portfolio optimization.

math.OC↗

arXiv2025

StochasticDominance.jl: A Julia Package for Higher Order Stochastic Dominance

Stochastic dominance is a fundamental concept in decision-making under uncertainty and quantitative finance, yet its practical application is hindered by computational intractability due to infinitely many constraints. We introduce the Julia package StochasticDominance, an open-source tool that efficiently verifies and optimizes under higher-order stochastic dominance constraints. Our approach builds on recent theoretical advancements that reduce infinite constraints to a finite number, making higher-order stochastic dominance more accessible. This package provides a user-friendly, black-box solution, enabling researchers and practitioners to incorporate stochastic dominance constraints seamlessly into their optimization frameworks.

math.OC↗

arXiv2024

Unbalanced Optimal Transport and Maximum Mean Discrepancies: Interconnections and Rapid Evaluation

This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced optimal transport approximation, built upon the Sinkhorn algorithm. We also present accelerated schemes for maximum mean discrepancies involving kernels. Our approaches reduce the arithmetic operations needed to compute distances from $\mathcal O(n^2)$ to $\mathcal O(n\log n)$, opening the door to handle large and high-dimensional datasets efficiently. Furthermore, we establish robust connections between transportation problems, encompassing Wasserstein distance and unbalanced optimal transport, and maximum mean discrepancies. This empowers practitioners with compelling rationale to opt for adaptable distances.

math.OC↗

arXiv2023

Soft Quantization using Entropic Regularization

The quantization problem aims to find the best possible approximation of probability measures on ${\mathbb{R}}^d$ using finite, discrete measures. The Wasserstein distance is a typical choice to measure the quality of the approximation. This contribution investigates the properties and robustness of the entropy-regularized quantization problem, which relaxes the standard quantization problem. The proposed approximation technique naturally adopts the softmin function, which is well known for its robustness in terms of theoretical and practicability standpoints. Moreover, we use the entropy-regularized Wasserstein distance to evaluate the quality of the soft quantization problem's approximation, and we implement a stochastic gradient approach to achieve the optimal solutions. The control parameter in our proposed method allows for the adjustment of the optimization problem's difficulty level, providing significant advantages when dealing with exceptionally challenging problems of interest. As well, this contribution empirically illustrates the performance of the method in various expositions.

math.PR↗

arXiv2023

Expectiles In Risk Averse Stochastic Programming and Dynamic Optimization

This paper features expectiles in dynamic and stochastic optimization. Expectiles are a family of risk functionals characterized as minimizers of optimization problems. For this reason, they enjoy various unique stability properties, which can be exploited in risk averse management, in stochastic optimization and in optimal control. The paper provides tight relates of expectiles to other risk functionals and addresses their properties in regression. Further, we extend expectiles to a dynamic framework. As such, they allow incorporating a risk averse aspect in continuous-time dynamic optimization and a risk averse variant of the Hamilton-Jacobi-Bellman equations.

math.OC↗

arXiv2023

Nonequispaced Fast Fourier Transform Boost for the Sinkhorn Algorithm

This contribution features an accelerated computation of the Sinkhorn's algorithm, which approximates the Wasserstein transportation distance, by employing nonequispaced fast Fourier transforms (NFFT). The algorithm proposed allows approximations of the Wasserstein distance by involving not more than $\mathcal O(n\log n)$ operations for probability measures supported by~$n$ points. Furthermore, the proposed method avoids expensive allocations of the characterizing matrices. With this numerical acceleration, the transportation distance is accessible to probability measures out of reach so far. Numerical experiments using synthetic and real data affirm the computational advantage and superiority.

math.OC↗