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We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

We revisit the classical problem of finding an approximately stationary point of the average of $n$ smooth and possibly nonconvex functions. The optimal complexity of stochastic first-order methods in terms of the number of gradient…

Machine Learning · Computer Science 2022-06-07 Alexander Tyurin , Lukang Sun , Konstantin Burlachenko , Peter Richtárik

Object orientation provides a flexible framework for the implementation of the convolution of arbitrary distributions of real-valued random variables. We discuss an algorithm which is based on the discrete Fourier transformation (DFT) and…

Computation · Statistics 2014-08-07 Peter Ruckdeschel , Matthias Kohl

Stein Variational Gradient Descent (SVGD) is an important alternative to the Langevin-type algorithms for sampling from probability distributions of the form $\pi(x) \propto \exp(-V(x))$. In the existing theory of Langevin-type algorithms…

Statistics Theory · Mathematics 2022-06-02 Lukang Sun , Avetik Karagulyan , Peter Richtarik

A method for the computation of scattering data and of the Green function for the one-dimensional Schr\"{o}dinger operator $H:=-\frac{d^2}{dx^2}+q(x)$ with a decaying potential is presented. It is based on representations for the Jost…

Classical Analysis and ODEs · Mathematics 2019-10-02 Raúl Castillo-Pérez , Vladislav V. Kravchenko , Sergii M. Torba

We calculate the local Green function for a quantum-mechanical particle with hopping between nearest and next-nearest neighbors on the Bethe lattice, where the on-site energies may alternate on sublattices. For infinite connectivity the…

This paper introduces a new stochastic optimization method based on the regularized Fisher information matrix (FIM), named SOFIM, which can efficiently utilize the FIM to approximate the Hessian matrix for finding Newton's gradient update…

Machine Learning · Computer Science 2024-05-02 Mrinmay Sen , A. K. Qin , Gayathri C , Raghu Kishore N , Yen-Wei Chen , Balasubramanian Raman

This paper introduces a new Windowed Green Function (WGF) method for the numerical integral-equation solution of problems of electromagnetic scattering by obstacles in presence of dielectric or conducting half-planes. The WGF method, which…

Computational Physics · Physics 2015-08-05 Oscar Bruno , Mark Lyon , Carlos Perez-Arancibia , Catalin Turc

Due to the effectiveness of second-order algorithms in solving classical optimization problems, designing second-order optimizers to train deep neural networks (DNNs) has attracted much research interest in recent years. However, because of…

Machine Learning · Computer Science 2024-03-06 Ying Sun , Hongwei Yong , Lei Zhang

We propose a new stochastic L-BFGS algorithm and prove a linear convergence rate for strongly convex and smooth functions. Our algorithm draws heavily from a recent stochastic variant of L-BFGS proposed in Byrd et al. (2014) as well as a…

Optimization and Control · Mathematics 2016-04-15 Philipp Moritz , Robert Nishihara , Michael I. Jordan

Stochastic gradient descent (SGD) on a low-rank factorization is commonly employed to speed up matrix problems including matrix completion, subspace tracking, and SDP relaxation. In this paper, we exhibit a step size scheme for SGD on a…

Machine Learning · Computer Science 2015-02-11 Christopher De Sa , Kunle Olukotun , Christopher Ré

In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Optimization and Control · Mathematics 2020-06-15 Zhize Li , Peter Richtárik

Genetic Algorithm (GA) is a popular meta-heuristic evolutionary algorithm that uses stochastic operators to find optimal solution and has proved its effectiveness in solving many complex optimization problems (such as classification,…

Neural and Evolutionary Computing · Computer Science 2023-05-02 Fahad Maqbool , Muhammad Saad Razzaq , Hajira Jabeen

The graduated optimization approach is a method for finding global optimal solutions for nonconvex functions by using a function smoothing operation with stochastic noise. This paper makes three contributions regarding graduated…

Machine Learning · Computer Science 2026-01-27 Naoki Sato , Hideaki Iiduka

The second-order Matsubara Green's function method (GF2) is a robust temperature dependent quantum chemistry approach, extending beyond the random-phase approximation. However, till now the scope of GF2 applications was quite limited as…

Chemical Physics · Physics 2017-09-20 Daniel Neuhauser , Roi Baer , Dominika Zgid

An efficient calculation method is proposed for the face centered cubic (FCC) lattice Green function. The method is based on binomial expansion theorems, which is provide us establish analytical formulae through simple basic integrals. The…

Mathematical Physics · Physics 2012-05-08 B. A. Mamedov

We derive an improved version of the recursive Green's function formalism (RGF), which is a standard tool in the quantum transport theory. We consider the case of disordered quasi one-dimensional materials where the disorder is applied in…

Computational Physics · Physics 2018-11-26 Fabian Teichert , Andreas Zienert , Jörg Schuster , Michael Schreiber

From perturbation theory, Green's functions are known for providing a simple and convenient access to the (complete) spectrum of atoms and ions. Having these functions available, they may help carry out perturbation expansions to any order…

Quantum Physics · Physics 2007-05-23 Peter Koval , Stephan Fritzsche

We recently reported that the simple genetic algorithm (SGA) is capable of performing a remarkable form of sublinear computation which has a straightforward connection with the general problem of interacting attributes in data-mining. In…

Neural and Evolutionary Computing · Computer Science 2009-05-18 Keki M. Burjorjee

Neural operators offer powerful approaches for solving parametric partial differential equations, but extending them to spherical domains remains challenging due to the need to preserve intrinsic geometry while avoiding distortions that…

Machine Learning · Computer Science 2026-04-10 Hao Tang , Hao Chen , Chao Li
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