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Variance reduction is a family of powerful mechanisms for stochastic optimization that appears to be helpful in many machine learning tasks. It is based on estimating the exact gradient with some recursive sequences. Previously, many papers…

Optimization and Control · Mathematics 2025-11-07 Aleksandr Shestakov , Valery Parfenov , Aleksandr Beznosikov

Variational Bayes (VB) has shown itself to be a powerful approximation method in many application areas. This paper describes some diagnostics methods which can assess how well the VB approximates the true posterior, particularly with…

Computation · Statistics 2013-09-23 Hui Zhao , Paul Marriott

We determine the power of the weighted sum scalarization with respect to the computation of approximations for general multiobjective minimization and maximization problems. Additionally, we introduce a new multi-factor notion of…

Data Structures and Algorithms · Computer Science 2021-12-15 Cristina Bazgan , Stefan Ruzika , Clemens Thielen , Daniel Vanderpooten

We present alphaPDE, a new multivariate analysis technique for parameter estimation. The method is based on a direct construction of joint probability densities of known variables and the parameters to be estimated. We show how posterior…

Data Analysis, Statistics and Probability · Physics 2009-11-07 B. Knuteson , H. Miettinen , L. Holmstrom

It is well known that, under very weak assumptions, multiobjective optimization problems admit $(1+\varepsilon,\dots,1+\varepsilon)$-approximation sets (also called $\varepsilon$-Pareto sets) of polynomial cardinality (in the size of the…

Optimization and Control · Mathematics 2023-05-25 Cristina Bazgan , Arne Herzel , Stefan Ruzika , Clemens Thielen , Daniel Vanderpooten

Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…

Numerical Analysis · Mathematics 2012-01-18 Massimo Fornasier , Karin Schnass , Jan Vybiral

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…

Methodology · Statistics 2022-05-13 David T. Frazier , Ruben Loaiza-Maya , Gael M. Martin , Bonsoo Koo

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

Various notions of condition numbers are used to study some sensitivity aspects of scalar optimization problems. The aim of this paper is to introduce a notion of condition number to study the case of a multiobjective optimization problem…

Optimization and Control · Mathematics 2012-01-30 Monica Bianchi , Enrico Miglierina , Elena Molho , Rita Pini

Variable selection for a multiple regression model (Noisy Linear Perceptron) is studied with a mean field approximation. In our Bayesian framework, variable selection is formulated as estimation of discrete parameters that indicate a subset…

Disordered Systems and Neural Networks · Physics 2007-05-23 Yukito Iba

The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios…

Optimization and Control · Mathematics 2020-11-06 R. Díaz Millán , Nadezda Sukhorukova , Julien Ugon

Additive models form a widely popular class of regression models which represent the relation between covariates and response variables as the sum of low-dimensional transfer functions. Besides flexibility and accuracy, a key benefit of…

Machine Learning · Statistics 2015-05-20 Alhussein Fawzi , Mathieu Sinn , Pascal Frossard

Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…

Computation · Statistics 2025-02-18 Yiqi Tang , Ryan Martin

We study approximation by arbitrary linear combinations of $n$ translates of a single function of periodic functions. We construct some linear methods of this approximation for univariate functions in the class induced by the convolution…

Numerical Analysis · Mathematics 2021-11-05 Dinh Dũng , Vu Nhat Huy

We extend the idea of approximating piecewise smooth univariate functions using rational approximation introduced in \cite{aka_bas-19a} to two-dimensional space. This article aims to implement the novel piecewise Maehly based…

Numerical Analysis · Mathematics 2024-05-07 Akansha Singh

Recent years have witnessed a hot wave of deep neural networks in various domains; however, it is not yet well understood theoretically. A theoretical characterization of deep neural networks should point out their approximation ability and…

Machine Learning · Computer Science 2022-10-28 Gao Zhang , Jin-Hui Wu , Shao-Qun Zhang

In this paper, a new one-parameter filled function approach is developed for nonlinear multi-objective optimization. Inspired by key filled function ideas from single-objective optimization, the proposed method is adapted to the…

Optimization and Control · Mathematics 2026-04-01 Bikram Adhikary , Md Abu Talhamainuddin Ansary

A method is suggested for treating the well-known deficiency in the use of Pade approximants that are well suited for approximating rational functions, but confront problems in approximating irrational functions. We develop the approach of…

General Mathematics · Mathematics 2016-09-27 Simon Gluzman , Vyacheslav I. Yukalov

Some machine learning applications require continual learning - where data comes in a sequence of datasets, each is used for training and then permanently discarded. From a Bayesian perspective, continual learning seems straightforward:…

Machine Learning · Statistics 2019-02-19 Sebastian Farquhar , Yarin Gal

In this paper we consider a family of algorithms for approximate implicitization of rational parametric curves and surfaces. The main approximation tool in all of the approaches is the singular value decomposition, and they are therefore…

Numerical Analysis · Mathematics 2016-05-30 Oliver J. D. Barrowclough , Tor Dokken
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