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CP-factorization for high dimensional tensor time series and double projection iterations

arXiv.org Machine Learning

We adopt the canonical polyadic (CP) decomposition to model high-dimensional tensor time series. Our primary goal is to identify and estimate the factor loadings in the CP decomposition. We propose a one-pass estimation procedure through standard eigen-analysis for a matrix constructed based on the serial dependence structure of the data. The asymptotic properties of the proposed estimator are established under a general setting as long as the factor loading vectors are linearly independent, allowing the factors to be correlated and the factor loading vectors to be not nearly orthogonal. The procedure adapts to the sparsity of the factor loading vectors, accommodates weak factors, and demonstrates strong performance across a wide range of scenarios. To further reduce estimation errors, we also introduce an iterative algorithm based on a novel double projection approach. We theoretically justify the improved convergence rate of the iterative estimator, and derive the associated limiting distribution. A consistent estimator of the asymptotic variance is also provided, which plays a key role in the related inference problems. All results are validated through extensive simulations and two real data applications.





1cf760a547822e2b8276881ad45f0fe9-Paper-Conference.pdf

Neural Information Processing Systems

Such a question is very relevant: boostinghas quickly evolvedasatechnique requiring first-order information about the loss optimized [6, Section 10.3], [41, Section 7.2.2]


Learning Reward Machines for Partially Observable Reinforcement Learning

Neural Information Processing Systems

Reward Machines (RMs), originally proposed for specifying problems in Reinforcement Learning (RL), provide a structured, automata-based representation of a reward function that allows an agent to decompose problems into subproblems that can be efficiently learned using off-policy learning. Here we show that RMs can be learned from experience, instead of being specified by the user, and that the resulting problem decomposition can be used to effectively solve partially observable RL problems. We pose the task of learning RMs as a discrete optimization problem where the objective is to find an RM that decomposes the problem into a set of subproblems such that the combination of their optimal memoryless policies is an optimal policy for the original problem. We show the effectiveness of this approach on three partially observable domains, where it significantly outperforms A3C, PPO, and ACER, and discuss its advantages, limitations, and broader potential.


When do spectral gradient updates help in deep learning?

arXiv.org Machine Learning

Spectral gradient methods, such as the recently popularized Muon optimizer, are a promising alternative to standard Euclidean gradient descent for training deep neural networks and transformers, but it is still unclear in which regimes they are expected to perform better. We propose a simple layerwise condition that predicts when a spectral update yields a larger decrease in the loss than a Euclidean gradient step. This condition compares, for each parameter block, the squared nuclear-to-Frobenius ratio of the gradient to the stable rank of the incoming activations. To understand when this condition may be satisfied, we first prove that post-activation matrices have low stable rank at Gaussian initialization in random feature regression, feedforward networks, and transformer blocks. In spiked random feature models we then show that, after a short burn-in, the Euclidean gradient's nuclear-to-Frobenius ratio grows with the data dimension while the stable rank of the activations remains bounded, so the predicted advantage of spectral updates scales with dimension. We validate these predictions in synthetic regression experiments and in NanoGPT-scale language model training, where we find that intermediate activations have low-stable-rank throughout training and the corresponding gradients maintain large nuclear-to-Frobenius ratios. Together, these results identify conditions for spectral gradient methods, such as Muon, to be effective in training deep networks and transformers.


On Disturbance-Aware Minimum-Time Trajectory Planning: Evidence from Tests on a Dynamic Driving Simulator

arXiv.org Artificial Intelligence

This work investigates how disturbance-aware, robustness-embedded reference trajectories translate into driving performance when executed by professional drivers in a dynamic simulator. Three planned reference trajectories are compared against a free-driving baseline (NOREF) to assess trade-offs between lap time (LT) and steering effort (SE): NOM, the nominal time-optimal trajectory; TLC, a track-limit-robust trajectory obtained by tightening margins to the track edges; and FLC, a friction-limit-robust trajectory obtained by tightening against axle and tire saturation. All trajectories share the same minimum lap-time objective with a small steering-smoothness regularizer and are evaluated by two professional drivers using a high-performance car on a virtual track. The trajectories derive from a disturbance-aware minimum-lap-time framework recently proposed by the authors, where worst-case disturbance growth is propagated over a finite horizon and used to tighten tire-friction and track-limit constraints, preserving performance while providing probabilistic safety margins. LT and SE are used as performance indicators, while RMS lateral deviation, speed error, and drift angle characterize driving style. Results show a Pareto-like LT-SE trade-off: NOM yields the shortest LT but highest SE; TLC minimizes SE at the cost of longer LT; FLC lies near the efficient frontier, substantially reducing SE relative to NOM with only a small LT increase. Removing trajectory guidance (NOREF) increases both LT and SE, confirming that reference trajectories improve pace and control efficiency. Overall, the findings highlight reference-based and disturbance-aware planning, especially FLC, as effective tools for training and for achieving fast yet stable trajectories.