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The alternating direction method of multipliers (ADM or ADMM) breaks a complex optimization problem into much simpler subproblems. The ADM algorithms are typically short and easy to implement yet exhibit (nearly) state-of-the-art…

Optimization and Control · Mathematics 2021-02-02 Ming Yan , Wotao Yin

Machine learning can provide predictions with disparate outcomes, in which subgroups of the population (e.g., defined by age, gender, or other sensitive attributes) are systematically disadvantaged. In order to comply with upcoming…

Machine Learning · Computer Science 2024-01-25 Moritz von Zahn , Oliver Hinz , Stefan Feuerriegel

Autonomous driving (AD) technology, leveraging artificial intelligence, strives for vehicle automation. End-toend strategies, emerging to simplify traditional driving systems by integrating perception, decision-making, and control, offer…

Robotics · Computer Science 2024-03-19 Dong Hu , Chao Huang , Jingda Wu , Hongbo Gao

Modelers use automatic differentiation (AD) of computation graphs to implement complex Deep Learning models without defining gradient computations. Stochastic AD extends AD to stochastic computation graphs with sampling steps, which arise…

Machine Learning · Statistics 2021-10-27 Emile van Krieken , Jakub M. Tomczak , Annette ten Teije

The alternating direction method of multipliers (ADMM) has been applied successfully in a broad spectrum of areas. Moreover, it was shown in the literature that ADMM is closely related to the Douglas-Rachford operator-splitting method, and…

Optimization and Control · Mathematics 2024-01-10 Renyuan Ni

Neural network-based approaches have recently shown significant promise in solving partial differential equations (PDEs) in science and engineering, especially in scenarios featuring complex domains or incorporation of empirical data. One…

Machine Learning · Computer Science 2025-03-19 Chuqi Chen , Yahong Yang , Yang Xiang , Wenrui Hao

The rapid expansion of data from diverse sources has made anomaly detection (AD) increasingly essential for identifying unexpected observations that may signal system failures, security breaches, or fraud. As datasets become more complex…

Machine Learning · Computer Science 2025-03-18 Haoqi Huang , Ping Wang , Jianhua Pei , Jiacheng Wang , Shahen Alexanian , Dusit Niyato

Agent-based models (ABMs) simulate complex systems by capturing the bottom-up interactions of individual agents comprising the system. Many complex systems of interest, such as epidemics or financial markets, involve thousands or even…

Dual numbers are a well-established tool for computing derivatives and constitute the basis of forward-mode automatic differentiation. While the theoretical framework for computing derivatives of arbitrary order is well understood,…

Numerical Analysis · Mathematics 2026-02-06 F. Peñuñuri , K. B. Cantún-Avila , R. Peón-Escalante

We study the Automatic Relevance Determination procedure applied to deep neural networks. We show that ARD applied to Bayesian DNNs with Gaussian approximate posterior distributions leads to a variational bound similar to that of…

Machine Learning · Statistics 2018-11-29 Valery Kharitonov , Dmitry Molchanov , Dmitry Vetrov

In this paper, we propose variants of forward-backward splitting method for solving the system of splitting inclusion problem. We propose a conceptual algorithm containing three variants, each having a different projection steps. The…

Optimization and Control · Mathematics 2016-01-05 R. Díaz Millán

The alternating direction multiplier method (ADMM) is widely used in computer graphics for solving optimization problems that can be nonsmooth and nonconvex. It converges quickly to an approximate solution, but can take a long time to…

Optimization and Control · Mathematics 2020-06-29 Wenqing Ouyang , Yue Peng , Yuxin Yao , Juyong Zhang , Bailin Deng

Data augmentation methods are indispensable heuristics to boost the performance of deep neural networks, especially in image recognition tasks. Recently, several studies have shown that augmentation strategies found by search algorithms…

Computer Vision and Pattern Recognition · Computer Science 2019-11-19 Ryuichiro Hataya , Jan Zdenek , Kazuki Yoshizoe , Hideki Nakayama

The deep learning community has devised a diverse set of methods to make gradient optimization, using large datasets, of large and highly complex models with deeply cascaded nonlinearities, practical. Taken as a whole, these methods…

Machine Learning · Computer Science 2016-11-14 Atılım Güneş Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics…

Mathematical Software · Computer Science 2023-03-01 Ioana Ifrim , Vassil Vassilev , David J Lange

Determining physical properties inside an object without access to direct measurements of target regions can be formulated as a specific type of \textit{inverse problem}. One of such problems is applied in \textit{Electrical Impedance…

Numerical Analysis · Mathematics 2023-01-30 Ivan Pombo , Luis Sarmento

Recent work has shown that forward- and reverse- mode automatic differentiation (AD) over the reals is almost always correct in a mathematically precise sense. However, actual programs work with machine-representable numbers (e.g.,…

Machine Learning · Computer Science 2023-06-07 Wonyeol Lee , Sejun Park , Alex Aiken

We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…

Optimization and Control · Mathematics 2015-05-20 Robert Nishihara , Laurent Lessard , Benjamin Recht , Andrew Packard , Michael I. Jordan

Inverse design of complex flows is notoriously challenging because of the high cost of high dimensional optimization. Usually, optimization problems are either restricted to few control parameters, or adjoint-based approaches are used to…

Fluid Dynamics · Physics 2024-03-12 Mohammed Alhashim , Kaylie Hausknecht , Michael Brenner

The backward-backward algorithm is a tool for finding minima of a regularization of the sum of two convex functions in Hilbert spaces. We generalize this setting to Hadamard spaces and prove the convergence of an error-tolerant version of…

Optimization and Control · Mathematics 2013-10-01 Sebastian Banert