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Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2023-10-18 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

Adam-type optimizers, as a class of adaptive moment estimation methods with the exponential moving average scheme, have been successfully used in many applications of deep learning. Such methods are appealing due to the capability on…

Machine Learning · Computer Science 2020-12-17 Bingxin Zhou , Xuebin Zheng , Junbin Gao

An overview over the current state of algorithms for dynamical fermion simulations is given. In particular some insight into the functioning of the determinant spitting techniques is discussed. The critical slowing down of the simulations…

High Energy Physics - Lattice · Physics 2012-11-22 Stefan Schaefer

Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…

Neural and Evolutionary Computing · Computer Science 2022-02-23 Youssef Diouane , Aurelien Lucchi , Vihang Patil

Coded caching schemes are used to reduce computer network traffics in peak time. To determine the efficiency of the schemes, \cite{MN} defined the information rate of the schemes and gave a construction of optimal coded caching schemes.…

Information Theory · Computer Science 2024-03-08 Ruizhong Wei

This paper presents a high-order differentiator for delayed measurement signal. The proposed differentiator not only can correct the delay in signal, but aslo can estimate the undelayed derivatives. The differentiator consists of two-step…

Systems and Control · Computer Science 2011-03-08 Xinhua Wang , Hai Lin

We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed…

Machine Learning · Computer Science 2018-07-17 Akshita Bhandari , Chandramani Singh

We study the question of how to aggregate controllers for dynamical systems in order to improve their performance. To this end, we propose a framework of boosting for online control. Our main result is an efficient boosting algorithm that…

Machine Learning · Computer Science 2020-02-25 Naman Agarwal , Nataly Brukhim , Elad Hazan , Zhou Lu

We introduce a temporal scheme for data sampling, based on a variable delay between two successive data acquisitions. The scheme is designed so as to reduce the average data flow rate, while still retaining the information on the data…

Soft Condensed Matter · Physics 2016-08-06 A. Philippe , S. Aime , V. Roger , R. Jelinek , G. Prévot , L. Berthier , L. Cipelletti

This paper explores the properties of adaptive systems with closed-loop reference models. Using additional design freedom available in closed-loop reference models, we design new adaptive controllers that are (a) stable, and (b) have…

Optimization and Control · Mathematics 2012-10-31 Travis E. Gibson , Anuradha M. Annaswamy , Eugene Lavretsky

We introduce a novel class of finite difference approximations, termed zigzag schemes, that employ a hybrid stencil that is neither symmetrical, nor fully one-sided. These zigzag schemes often enjoy more permissive stability constraints and…

Numerical Analysis · Mathematics 2025-05-26 Lorenzo Poggioni , Didier Clamond , Yves D'Angelo

This paper presents the design of an extremum seeking controller based on sliding modes and cyclic search for real-time optimization of non-linear multivariable dynamic systems. These systems have arbitrary relative degree, compensated by…

Optimization and Control · Mathematics 2024-07-31 Nerito Oliveira Aminde , Tiago Roux Oliveira , Liu Hsu

We introduce a new restarting scheme for a continuous inertial dynamics with Hessian driven-damping, and establish a linear convergence rate for the function values along the restarted trajectories. The proposed routine is implemented…

Optimization and Control · Mathematics 2026-04-13 Juan José Maulén , Huiyuan Guo , Juan Peypouquet

Compliant robotics have seen successful applications in energy efficient locomotion and cyclic manipulation. However, exploitation of variable physical impedance for energy efficient sequential movements has not been extensively addressed.…

Robotics · Computer Science 2020-10-21 Fan Wu , Matthew Howard

Recently a useful finite-difference scheme was proposed in [Phys. Rev. E 98, 033302 (2018)] to solve Fokker-Planck equations with drift-admitting jumps. However, while the scheme is fifth order for the case with smooth drifts, it is only…

Statistical Mechanics · Physics 2019-11-05 Yaming Chen , Xiaogang Deng

We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is…

Computational Finance · Quantitative Finance 2014-02-04 Fabian Dickmann , Nikolaus Schweizer

The optimization of finite-time thermodynamic heat engines was intensively explored recently, yet limited to few cycles, e.g. finite-time Carnot-like cycle. In this paper, we supplement a new type of finite-time engine with quantum Otto…

Quantum Physics · Physics 2020-01-01 Jin-Fu Chen , Chang-Pu Sun , Hui Dong

Adaptive multi-grid methods have proven very successful in dealing with critical slow down for the Wilson-Dirac solver in lattice gauge theory. Multi-grid algorithms developed for Staggered fermions using the K\"ahler-Dirac…

High Energy Physics - Lattice · Physics 2023-04-28 Venkitesh Ayyar , Richard Brower , M. A. Clark , Mathias Wagner , Evan Weinberg

This paper presents a novel modified Viterbi algorithm to identify the optimal distribution system restoration plan for improving the grid resiliency. In the proposed algorithm, the switching operations performed for system restoration are…

Optimization and Control · Mathematics 2017-08-04 Chen Yuan , Mahesh S. Illindala , Amrit S. Khalsa
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