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This paper deals with an extension of the Support Vector Machine (SVM) for classification problems where, in addition to maximize the margin, i.e., the width of strip defined by the two supporting hyperplanes, the minimum of the ordered…

Optimization and Control · Mathematics 2021-07-15 Alfredo Marín , Luisa I. Martínez-Merino , Justo Puerto , Antonio M. Rodríguez-Chía

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Wei Shi , Ming Yan

The support vector machine (SVM) is a well-established classification method whose name refers to the particular training examples, called support vectors, that determine the maximum margin separating hyperplane. The SVM classifier is known…

Statistics Theory · Mathematics 2022-06-15 Daniel Hsu , Vidya Muthukumar , Ji Xu

This paper presents compact, symmetric, and high-order finite difference methods (FDMs) for the variable Poisson equation on a $d$-dimensional hypercube. Our scheme produces a symmetric linear system: an important property that does not…

Numerical Analysis · Mathematics 2025-11-14 Qiwei Feng , Bin Han , Michelle Michelle , Jiwoon Sim

The classical hinge-loss support vector machines (SVMs) model is sensitive to outlier observations due to the unboundedness of its loss function. To circumvent this issue, recent studies have focused on non-convex loss functions, such as…

Machine Learning · Computer Science 2022-07-19 Ítalo Santana , Breno Serrano , Maximilian Schiffer , Thibaut Vidal

For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…

Optimization and Control · Mathematics 2021-08-12 Z. R. Gabidullina

This paper presents a new deep learning-based framework for robust nonlinear estimation and control using the concept of a Neural Contraction Metric (NCM). The NCM uses a deep long short-term memory recurrent neural network for a global…

Systems and Control · Electrical Eng. & Systems 2020-11-20 Hiroyasu Tsukamoto , Soon-Jo Chung

We propose a deep learning algorithm for high dimensional optimal stopping problems. Our method is inspired by the penalty method for solving free boundary PDEs. Within our approach, the penalized PDE is approximated using the Deep BSDE…

Mathematical Finance · Quantitative Finance 2026-04-07 Yunfei Peng , Pengyu Wei , Wei Wei

In this paper, we suggest a new framework for analyzing primal subgradient methods for nonsmooth convex optimization problems. We show that the classical step-size rules, based on normalization of subgradient, or on the knowledge of optimal…

Optimization and Control · Mathematics 2023-11-27 Yurii Nesterov

We present nonlinear photonic circuit models for constructing programmable linear transformations and use these to realize a coherent Perceptron, i.e., an all-optical linear classifier capable of learning the classification boundary…

Quantum Physics · Physics 2015-03-31 Nikolas Tezak , Hideo Mabuchi

Recent works have shown that deep metric learning algorithms can benefit from weak supervision from another input modality. This additional modality can be incorporated directly into the popular triplet-based loss function as distances.…

Computer Vision and Pattern Recognition · Computer Science 2020-06-29 Istvan Fehervari , Ives Macedo

We consider the problem of learning Bayesian network classifiers that maximize the marginover a set of classification variables. We find that this problem is harder for Bayesian networks than for undirected graphical models like maximum…

Machine Learning · Computer Science 2012-07-09 Yuhong Guo , Dana Wilkinson , Dale Schuurmans

We introduce a discriminative regression approach to supervised classification in this paper. It estimates a representation model while accounting for discriminativeness between classes, thereby enabling accurate derivation of categorical…

Machine Learning · Computer Science 2020-01-01 Chong Peng , Qiang Cheng

Distance metric learning (DML) has been studied extensively in the past decades for its superior performance with distance-based algorithms. Most of the existing methods propose to learn a distance metric with pairwise or triplet…

Machine Learning · Computer Science 2019-05-23 Qi Qian , Jiasheng Tang , Hao Li , Shenghuo Zhu , Rong Jin

Overparameterized machine learning (ML) methods such as neural networks may be prohibitively resource intensive for devices with limited computational capabilities. Hyperdimensional computing (HDC) is an emerging resource efficient and…

Machine Learning · Computer Science 2026-03-05 Nikita Zeulin , Olga Galinina , Ravikumar Balakrishnan , Nageen Himayat , Sergey Andreev

We introduce the so called DeepParticle method to learn and generate invariant measures of stochastic dynamical systems with physical parameters based on data computed from an interacting particle method (IPM). We utilize the expressiveness…

Machine Learning · Computer Science 2022-06-22 Zhongjian Wang , Jack Xin , Zhiwen Zhang

This paper develops a Pontryagin Differentiable Programming (PDP) methodology, which establishes a unified framework to solve a broad class of learning and control tasks. The PDP distinguishes from existing methods by two novel techniques:…

Machine Learning · Computer Science 2021-01-13 Wanxin Jin , Zhaoran Wang , Zhuoran Yang , Shaoshuai Mou

We consider a gradient approximation scheme that is based on applying needle shaped inputs. By using ideas known from the classic proof of the Pontryagin Maximum Principle we derive an approximation that reveals that the considered system…

Systems and Control · Computer Science 2016-03-15 Simon Michalowsky , Christian Ebenbauer

The robustness of a deep classifier can be characterized by its margins: the decision boundary's distances to natural data points. However, it is unclear whether existing robust training methods effectively increase the margin for each…

Machine Learning · Computer Science 2023-04-18 Yuancheng Xu , Yanchao Sun , Micah Goldblum , Tom Goldstein , Furong Huang

Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the…

Optimization and Control · Mathematics 2020-05-05 Yuichiro Aoyama , George Boutselis , Akash Patel , Evangelos A. Theodorou
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