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Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

In this work, we generalized and unified recent two completely different works of Jascha \cite{sohl2014fast} and Lee \cite{lee2012proximal} respectively into one by proposing the \textbf{prox}imal s\textbf{to}chastic \textbf{N}ewton-type…

Optimization and Control · Mathematics 2014-10-30 Ziqiang Shi

Active contour models based on partial differential equations have proved successful in image segmentation, yet the study of their geometric formulation on arbitrary geometric graphs is still at an early stage. In this paper, we introduce…

Computer Vision and Pattern Recognition · Computer Science 2016-10-25 Christos Sakaridis , Kimon Drakopoulos , Petros Maragos

The performance of optimization methods is often tied to the spectrum of the objective Hessian. Yet, conventional assumptions, such as smoothness, do often not enable us to make finely-grained convergence statements -- particularly not for…

Optimization and Control · Mathematics 2024-02-08 Nikita Doikov , Sebastian U. Stich , Martin Jaggi

We deal with the problem of gradient estimation for stochastic differentiable relaxations of algorithms, operators, simulators, and other non-differentiable functions. Stochastic smoothing conventionally perturbs the input of a…

Machine Learning · Computer Science 2024-10-11 Felix Petersen , Christian Borgelt , Aashwin Mishra , Stefano Ermon

We prove some new results concerning the approximation rate of neural networks with general activation functions. Our first result concerns the rate of approximation of a two layer neural network with a polynomially-decaying non-sigmoidal…

Classical Analysis and ODEs · Mathematics 2021-01-05 Jonathan W. Siegel , Jinchao Xu

We study stochastic gradient descent (SGD) with gradient clipping on convex functions under a generalized smoothness assumption called $(L_0,L_1)$-smoothness. Using gradient clipping, we establish a high probability convergence rate that…

Optimization and Control · Mathematics 2025-06-04 Ofir Gaash , Kfir Yehuda Levy , Yair Carmon

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…

Optimization and Control · Mathematics 2019-05-27 Michael R. Metel , Akiko Takeda

We introduce a class of stochastic algorithms for minimizing weakly convex functions over proximally smooth sets. As their main building blocks, the algorithms use simplified models of the objective function and the constraint set, along…

Optimization and Control · Mathematics 2025-01-22 Damek Davis , Dmitriy Drusvyatskiy , Zhan Shi

In this paper we consider the question of smoothness of slowly varying functions satisfying the modern definition that, in the last two decades, gained prevalence in the applications concerning function spaces and interpolation. We show,…

General Mathematics · Mathematics 2025-11-06 Dalimil Peša

A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates,…

Machine Learning · Computer Science 2014-04-30 Michael Mathieu , Yann LeCun

This paper investigates the approximation properties of deep neural networks with piecewise-polynomial activation functions. We derive the required depth, width, and sparsity of a deep neural network to approximate any H\"{o}lder smooth…

Numerical Analysis · Mathematics 2022-12-06 Denis Belomestny , Alexey Naumov , Nikita Puchkin , Sergey Samsonov

We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together…

Machine Learning · Computer Science 2017-06-21 Qianxiao Li , Cheng Tai , Weinan E

One of the basic principles of Approximation Theory is that the quality of approximations increase with the smoothness of the function to be approximated. Functions that are smooth in certain subdomains will have good approximations in…

Numerical Analysis · Mathematics 2016-12-23 Licia Lenarduzzi , Robert Schaback

Given a set of matrices, modeled as samples of a matrix-valued function, we suggest a method to approximate the underline function using a product approximation operator. This operator extends known approximation methods by exploiting the…

Numerical Analysis · Mathematics 2016-11-15 Nira Dyn , Uri Itai , Nir Sharon

Nearly convex sets play important roles in convex analysis, optimization and theory of monotone operators. We give a systematic study of nearly convex sets, and construct examples of subdifferentials of lower semicontinuous convex functions…

Optimization and Control · Mathematics 2015-07-28 Sarah M. Moffat , Walaa M. Moursi , Xianfu Wang

We describe a method for approximating a single-variable function $f$ using persistence diagrams of sublevel sets of $f$ from height functions in different directions. We provide algorithms for the piecewise linear case and for the smooth…

Algebraic Topology · Mathematics 2023-02-10 Aina Ferrà , Carles Casacuberta , Oriol Pujol

In neural networks with binary activations and or binary weights the training by gradient descent is complicated as the model has piecewise constant response. We consider stochastic binary networks, obtained by adding noises in front of…

Machine Learning · Statistics 2020-11-05 Alexander Shekhovtsov , Viktor Yanush , Boris Flach

We have introduced and investigated so-called Shlomilchs and Bells series for modified Bessel's functions, namely, their asymptotic and non-asymptotic properties, connection with Stirling's and Bell's numbers etc. We have obtained exact…

Complex Variables · Mathematics 2008-04-02 E. Ostrovsky , L. Sirota
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