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In this paper, we propose an online convex optimization approach with two different levels of adaptivity. On a higher level, our approach is agnostic to the unknown types and curvatures of the online functions, while at a lower level, it…

Machine Learning · Computer Science 2024-04-17 Yu-Hu Yan , Peng Zhao , Zhi-Hua Zhou

Building on the successes of local kernel methods for approximating the solutions to partial differential equations (PDE) and the evaluation of definite integrals (quadrature/cubature), a local estimate of the error in such approximations…

Numerical Analysis · Mathematics 2023-08-30 Jonah A. Reeger

Time-varying systems are a challenge in many scientific and engineering areas. Usually, estimation of time-varying parameters or signals must be performed online, which calls for the development of responsive online algorithms. In this…

Optimization and Control · Mathematics 2018-09-10 Sophie M. Fosson

In many problems, the inputs arrive over time, and must be dealt with irrevocably when they arrive. Such problems are online problems. A common method of solving online problems is to first solve the corresponding linear program, and then…

Data Structures and Algorithms · Computer Science 2012-04-04 Umang Bhaskar , Lisa Fleischer

In this paper, we develop an online basis enrichment method with the mortar mixed finite element method, using the oversampling technique, to solve for flow problems in highly heterogeneous media. We first compute a coarse grid solution…

Numerical Analysis · Mathematics 2017-10-05 Yanfang Yang , Eric T. Chung , Shubin Fu

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

The construction of local reduced-order models via multiscale basis functions has been an area of active research. In this paper, we propose online multiscale basis functions which are constructed using the offline space and the current…

Numerical Analysis · Mathematics 2015-01-20 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

Humans and animals can learn complex predictive models that allow them to accurately and reliably reason about real-world phenomena, and they can adapt such models extremely quickly in the face of unexpected changes. Deep neural network…

Machine Learning · Computer Science 2019-01-30 Anusha Nagabandi , Chelsea Finn , Sergey Levine

In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…

Machine Learning · Computer Science 2021-02-04 Ryan D'Orazio , Ruitong Huang

The spatiotemporal resolution of Partial Differential Equations (PDEs) plays important roles in the mathematical description of the world's physical phenomena. In general, scientists and engineers solve PDEs numerically by the use of…

Artificial Intelligence · Computer Science 2023-06-29 Lucas Meyer , Marc Schouler , Robert Alexander Caulk , Alejandro Ribés , Bruno Raffin

Recently, learning-based robotic navigation systems have gained extensive research attention and made significant progress. However, the diversity of open-world scenarios poses a major challenge for the generalization of such systems to…

Robotics · Computer Science 2025-04-17 Xingwu Ji , Haochen Niu , Dexin Duan , Rendong Ying , Fei Wen , Peilin Liu

Complex processes in perforated domains occur in many real-world applications. These problems are typically characterized by physical processes in domains with multiple scales (see Figure 1 for the illustration of a perforated domain).…

Numerical Analysis · Mathematics 2015-01-16 Eric T. Chung , Yalchin Efendiev , Guanglian Li , Maria Vasilyeva

Large neural networks pretrained on web-scale corpora are central to modern machine learning. In this paradigm, the distribution of the large, heterogeneous pretraining data rarely matches that of the application domain. This work considers…

Machine Learning · Computer Science 2023-11-21 David Grangier , Pierre Ablin , Awni Hannun

In this paper, we present a residual-driven multiscale method for simulating Darcy flow in perforated domains, where complex geometries and highly heterogeneous permeability make direct simulations computationally expensive. To address…

Numerical Analysis · Mathematics 2026-03-11 Wei Xie , Shubin Fu , Yin Yang , Yunqing Huang

We consider adaptive finite element methods for solving a multiscale system consisting of a macroscale model comprising a system of reaction-diffusion partial differential equations coupled to a microscale model comprising a system of…

Numerical Analysis · Mathematics 2015-06-22 A. Johansson , J. H. Chaudry , V. Carey , D. Estep , V. Ginting , M. Larson , S. Tavener

Discretization based approaches to solving online reinforcement learning problems have been studied extensively in practice on applications ranging from resource allocation to cache management. Two major questions in designing…

Machine Learning · Statistics 2024-09-30 Sean R. Sinclair , Siddhartha Banerjee , Christina Lee Yu

An adaptive projection-based reduced-order model (ROM) formulation is presented for model-order reduction of problems featuring chaotic and convection-dominant physics. An efficient method is formulated to adapt the basis at every time-step…

Computational Physics · Physics 2023-08-09 Cheng Huang , Karthik Duraisamy

We propose a novel and robust online function-on-scalar regression technique via geometric median to learn associations between functional responses and scalar covariates based on massive or streaming datasets. The online estimation…

Methodology · Statistics 2024-05-24 Guanghui Cheng , Wenjuan Hu , Ruitao Lin , Chen Wang

A wide range of modern science and engineering applications are formulated as optimization problems with a system of partial differential equations (PDEs) as constraints. These PDE-constrained optimization problems are typically solved in a…

Artificial Intelligence · Computer Science 2021-04-28 Yuyu Zhang , Heng Chi , Binghong Chen , Tsz Ling Elaine Tang , Lucia Mirabella , Le Song , Glaucio H. Paulino

We consider numerical solution of elliptic problems with heterogeneous diffusion coefficients containing thin highly conductive structures. Such problems arise e.g. in fractured porous media, reinforced materials, and electric circuits. The…

Numerical Analysis · Mathematics 2020-07-22 Fredrik Hellman , Axel Målqvist , Siyang Wang
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