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In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Optimization and Control · Mathematics 2020-06-15 Zhize Li , Peter Richtárik

The powerful molecular dynamics (MD) simulation is basically based on a picture that the atoms experience classical-like trajectories under the exertion of classical force field determined by the quantum mechanically solved electronic…

Chemical Physics · Physics 2013-12-16 Wei Feng , Luting Xu , Xin-Qi Li , Weihai Fang

Gradient normalization and soft clipping are two popular techniques for tackling instability issues and improving convergence of stochastic gradient descent (SGD) with momentum. In this article, we study these types of methods through the…

Optimization and Control · Mathematics 2025-07-01 Måns Williamson , Tony Stillfjord

In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…

Optimization and Control · Mathematics 2024-12-04 Nitesh Kumar Singh , Ion Necoara

Nonadiabatic behavior of metastable systems modeled by anharmonic Hamiltonians is reproduced by the Fokker-Planck and imaginary time Schrodinger equation scheme with subsequent symplectic integration. Example solutions capture ergodicity…

Statistical Mechanics · Physics 2009-11-11 E. Klotins

Modeling spatial processes that exhibit both smooth and rough features poses a significant challenge. This is especially true in fields where complex physical variables are observed across spatial domains. Traditional spatial techniques,…

Methodology · Statistics 2024-10-30 Matthew Hofkes , Douglas Nychka

During the past decades, approximate Kohn-Sham density-functional theory schemes garnered many successes in computational chemistry and physics; yet the performance in the prediction of spin state energetics is often unsatisfactory. By…

Other Condensed Matter · Physics 2023-05-05 Joao Paulo Almeida de Mendonca , Lorenzo A. Mariano , Emilie Devijver , Noel Jakse , Roberta Poloni

Most state-of-the-art action feature extractors involve differential operators, which act as highpass filters and tend to attenuate low frequency action information. This attenuation introduces bias to the resulting features and generates…

Computer Vision and Pattern Recognition · Computer Science 2015-07-14 Zhenzhong Lan , Ming Lin , Xuanchong Li , Alexander G. Hauptmann , Bhiksha Raj

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…

Systems and Control · Computer Science 2012-08-13 Marc Peter Deisenroth , Ryan Turner , Marco F. Huber , Uwe D. Hanebeck , Carl Edward Rasmussen

In response to a community prediction challenge, we simulate the nonadiabatic dynamics of cyclobutanone using the mapping approach to surface hopping (MASH). We consider the first 500 fs of relaxation following photo-excitation to the S2…

We develop a hierarchical Gaussian process model for forecasting and inference of functional time series data. Unlike existing methods, our approach is especially suited for sparsely or irregularly sampled curves and for curves sampled with…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

We study quantum dynamics of Grover's adiabatic search algorithm with the equivalent two-level system. Its adiabatic and non-adiabatic evolutions are visualized as trajectories of Bloch vectors on a Bloch sphere. We find the change in the…

Quantum Physics · Physics 2020-05-28 Sangchul Oh , Sabre Kais

Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static…

Machine Learning · Computer Science 2026-05-01 Minghao Gu , Weizhi Lin , Qiang Huang

We propose a snapshots-based method to compute reduction subspaces for physics-based simulations. Our method is applicable to any mesh with some artistic prior knowledge of the solution and only requires a record of existing solutions…

Dynamical Systems · Mathematics 2025-02-12 Shaimaa Monem , Peter Benner , Christian Lessig

Component-wise gradient boosting algorithms are popular for their intrinsic variable selection and implicit regularization, which can be especially beneficial for very flexible model classes. When estimating generalized additive models for…

Methodology · Statistics 2024-04-15 Alexandra Daub , Andreas Mayr , Boyao Zhang , Elisabeth Bergherr

This article introduces a novel family of optimization algorithms - Anisotropic Gaussian Smoothing Gradient Descent (AGS-GD), AGS-Stochastic Gradient Descent (AGS-SGD), and AGS-Adam - that employ anisotropic Gaussian smoothing to enhance…

Optimization and Control · Mathematics 2024-11-19 Andrew Starnes , Guannan Zhang , Viktor Reshniak , Clayton Webster

The Gaussian homotopy (GH) method is a popular approach to finding better stationary points for non-convex optimization problems by gradually reducing a parameter value $t$, which changes the problem to be solved from an almost convex one…

Optimization and Control · Mathematics 2022-11-17 Hidenori Iwakiri , Yuhang Wang , Shinji Ito , Akiko Takeda

Closed-form expressions, parametrized by the Hurst exponent $H$ and the length $n$ of a time series, are derived for paths of fractional Brownian motion (fBm) and fractional Gaussian noise (fGn) in the $\mathcal{A}-\mathcal{T}$ plane,…

Data Analysis, Statistics and Probability · Physics 2020-01-01 Mariusz Tarnopolski

This work introduces a stochastic hierarchical optimization framework inspired by Sloppy Model theory for the efficient calibration of physical models. Central to this method is the use of a reduced Hessian approximation, which identifies…

Machine Learning · Computer Science 2026-02-06 José Afonso , Vasco Guerra , Pedro Viegas

By employing the closest point method, we extend the applicability of minimizing movements to the surface PDE setting. The corresponding approximation methods are created, and their convergence is observed. The numerical methods are then…

Numerical Analysis · Mathematics 2024-09-06 Elliott Ginder , Karel Svadlenka , Takuma Muramatsu
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