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Efficiently approximating local curvature information of the loss function is a key tool for optimization and compression of deep neural networks. Yet, most existing methods to approximate second-order information have high computational or…

Machine Learning · Computer Science 2021-11-19 Elias Frantar , Eldar Kurtic , Dan Alistarh

We present PYHESSIAN, a new scalable framework that enables fast computation of Hessian (i.e., second-order derivative) information for deep neural networks. PYHESSIAN enables fast computations of the top Hessian eigenvalues, the Hessian…

Machine Learning · Computer Science 2021-04-21 Zhewei Yao , Amir Gholami , Kurt Keutzer , Michael Mahoney

When training large models, such as neural networks, the full derivatives of order 2 and beyond are usually inaccessible, due to their computational cost. Therefore, among the second-order optimization methods, it is common to bypass the…

Machine Learning · Computer Science 2025-10-01 Pierre Wolinski

The computation of first and second-order derivatives is a staple in many computing applications, ranging from machine learning to scientific computing. We propose an algorithm to automatically differentiate algorithms written in a subset…

Mathematical Software · Computer Science 2022-02-04 Deshana Desai , Etai Shuchatowitz , Zhongshi Jiang , Teseo Schneider , Daniele Panozzo

A second-order face-centred finite volume strategy on general meshes is proposed. The method uses a mixed formulation in which a constant approximation of the unknown is computed on the faces of the mesh. Such information is then used to…

Numerical Analysis · Mathematics 2020-12-01 Matteo Giacomini , Ruben Sevilla

The decentralized gradient descent (DGD) algorithm, and its sibling, diffusion, are workhorses in decentralized machine learning, distributed inference and estimation, and multi-agent coordination. We propose a novel, principled framework…

Signal Processing · Electrical Eng. & Systems 2025-06-04 Erik G. Larsson , Nicolo Michelusi

Dense granular flows exhibit both surface deformation and secondary flows due to the presence of normal stress differences. Yet, a complete mathematical modelling of these two features is still lacking. This paper focuses on a steady…

Fluid Dynamics · Physics 2025-07-01 C. Gadal , C. G. Johnson , J. M. N. T. Gray

In quantum computing, the variational quantum algorithms (VQAs) are well suited for finding optimal combinations of things in specific applications ranging from chemistry all the way to finance. The training of VQAs with gradient descent…

Quantum Physics · Physics 2022-04-06 Pinaki Sen , Amandeep Singh Bhatia , Kamalpreet Singh Bhangu , Ahmed Elbeltagi

We study differentiable strongly quasiconvex functions for providing new properties for algorithmic and monotonicity purposes. Furthemore, we provide insights into the decreasing behaviour of strongly quasiconvex functions, applying this…

Optimization and Control · Mathematics 2024-10-07 Felipe Lara , Raúl T. Marcavillaca , Phan T. Vuong

Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…

Numerical Analysis · Mathematics 2018-03-07 Andreas Veeser

First-order optimization algorithms can be considered as a discretization of ordinary differential equations (ODEs) \cite{su2014differential}. In this perspective, studying the properties of the corresponding trajectories may lead to…

Optimization and Control · Mathematics 2022-06-22 Jean-François Aujol , Charles Dossal , Văn Hào Hoàng , Hippolyte Labarrière , Aude Rondepierre

Second-order methods for neural network optimization have several advantages over methods based on first-order gradient descent, including better scaling to large mini-batch sizes and fewer updates needed for convergence. But they are…

Machine Learning · Computer Science 2017-12-21 Huishuai Zhang , Caiming Xiong , James Bradbury , Richard Socher

We develop efficient numerical integration methods for computing an integral whose integrand is a product of a smooth function and the Gaussian function with a small standard deviation. Traditional numerical integration methods applied to…

Numerical Analysis · Mathematics 2018-04-12 Yunyun Ma , Yuesheng Xu

In the context of the analysis of measured data, one is often faced with the task to differentiate data numerically. Typically, this occurs when measured data are concerned or data are evaluated numerically during the evolution of partial…

Computational Physics · Physics 2007-05-23 Karsten Ahnert , Markus Abel

Defined mathematically as critical points of surface area subject to a volume constraint, constant mean curvatures (CMC) surfaces are idealizations of interfaces occurring between two immiscible fluids. Their behavior elucidates phenomena…

Numerical Analysis · Mathematics 2018-08-07 Nicholas D. Brubaker

We discuss in which sense general metric measure spaces possess a first order differential structure. Building on this, we then see that on spaces with Ricci curvature bounded from below a second order calculus can be developed, permitting…

Differential Geometry · Mathematics 2014-07-04 Nicola Gigli

Lebesgue integration of derivatives of strongly-oscillatory functions is a recurring challenge in computational science and engineering. Integration by parts is an effective remedy for huge computational costs associated with Monte Carlo…

Numerical Analysis · Mathematics 2021-06-22 Adam A. Sliwiak , Qiqi Wang

We present a high-order surface quadrature (HOSQ) for accurately approximating regular surface integrals on closed surfaces. The initial step of our approach rests on exploiting square-squeezing--a homeomorphic bilinear square-simplex…

Numerical Analysis · Mathematics 2024-03-15 Gentian Zavalani , Michael Hecht

In this work we derive a second-order approach to bilevel optimization, a type of mathematical programming in which the solution to a parameterized optimization problem (the "lower" problem) is itself to be optimized (in the "upper"…

Optimization and Control · Mathematics 2022-05-06 Robert Dyro , Edward Schmerling , Nikos Arechiga , Marco Pavone

Any procedure applied to data, and any quantity derived from data, is required to respect the nature and symmetries of the data. This axiom applies to refinement procedures and multiresolution transforms as well as to more basic operations…

Numerical Analysis · Mathematics 2019-07-18 Johannes Wallner
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