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Shape optimization with respect to eigenvalues of a cavity plays an important role in the design of new resonators or in the optimization of existing ones. In our paper, we propose a gradient-based optimization scheme, which we enhance with…

Computational Engineering, Finance, and Science · Computer Science 2023-10-25 Anna Ziegler , Robert Hahn , Victoria Isensee , Anh Duc Nguyen , Sebastian Schöps

Motivated by the problem of tuning hyperparameters in machine learning, we present a new approach for gradually and adaptively optimizing an unknown function using estimated gradients. We validate the empirical performance of the proposed…

Machine Learning · Computer Science 2019-06-05 Weijia Shao , Christian Geißler , Fikret Sivrikaya

We deal with the problem of gradient estimation for stochastic differentiable relaxations of algorithms, operators, simulators, and other non-differentiable functions. Stochastic smoothing conventionally perturbs the input of a…

Machine Learning · Computer Science 2024-10-11 Felix Petersen , Christian Borgelt , Aashwin Mishra , Stefano Ermon

It is well-known that the problem of finding the optimal beamformers in massive multiple-input multiple-output (MIMO) networks is challenging because of its non-convexity, and conventional optimization based algorithms suffer from high…

Information Theory · Computer Science 2020-11-10 Minghe Zhu , Tsung-Hui Chang , Mingyi Hong

The optimization of physical parameters serves various purposes, such as system identification and efficiency in developing devices. Spin-torque oscillators have been applied to neuromorphic computing experimentally and theoretically, but…

Mesoscale and Nanoscale Physics · Physics 2024-09-17 Yusuke Imai , Shuhong Liu , Nozomi Akashi , Kohei Nakajima

In the context of the optimization of Deep Neural Networks, we propose to rescale the learning rate using a new technique of automatic differentiation. This technique relies on the computation of the {\em curvature}, a second order…

Neural and Evolutionary Computing · Computer Science 2022-10-27 Frédéric de Gournay , Alban Gossard

Multi-object state estimation is a fundamental problem for robotic applications where a robot must interact with other moving objects. Typically, other objects' relevant state features are not directly observable, and must instead be…

Robotics · Computer Science 2022-12-15 Angad Singh , Omar Makhlouf , Maximilian Igl , Joao Messias , Arnaud Doucet , Shimon Whiteson

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…

Machine Learning · Computer Science 2016-01-06 John Schulman , Nicolas Heess , Theophane Weber , Pieter Abbeel

We study a general class of bilevel problems, consisting in the minimization of an upper-level objective which depends on the solution to a parametric fixed-point equation. Important instances arising in machine learning include…

Machine Learning · Statistics 2020-07-13 Riccardo Grazzi , Luca Franceschi , Massimiliano Pontil , Saverio Salzo

We present a robust adaptive beamforming algorithm based on the worst-case criterion and the constrained constant modulus approach, which exploits the constant modulus property of the desired signal. Similarly to the existing worst-case…

Information Theory · Computer Science 2013-10-02 L. Landau , R. C. de Lamare , M. Haardt

A thorough discussion and development of the calculus of real-valued functions of complex-valued vectors is given using the framework of the Wirtinger Calculus. The presented material is suitable for exposition in an introductory Electrical…

Optimization and Control · Mathematics 2009-06-29 Ken Kreutz-Delgado

Hybrid quantum-classical optimization algorithms represent one of the most promising application for near-term quantum computers. In these algorithms the goal is to optimize an observable quantity with respect to some classical parameters,…

Quantum Physics · Physics 2021-01-27 Leonardo Banchi , Gavin E. Crooks

We develop an online gradient algorithm for optimizing the performance of product-form networks through online adjustment of control parameters. The use of standard algorithms for finding optimal parameter settings is hampered by the…

Optimization and Control · Mathematics 2012-08-31 Jaron Sanders , Sem C. Borst , Johan S. H. van Leeuwaarden

The segmentation of brain tumors in multimodal MRIs is one of the most challenging tasks in medical image analysis. The recent state of the art algorithms solving this task is based on machine learning approaches and deep learning in…

Image and Video Processing · Electrical Eng. & Systems 2020-02-11 Dmitrii Lachinov , Elena Shipunova , Vadim Turlapov

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

Econometrics · Economics 2024-01-17 Zachary Porreca

We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…

Optimization and Control · Mathematics 2018-12-18 Vikram Krishnamurthy , Felisa Vazquez Abad

We present an iterative algorithm for computing an invariant subspace associated with the algebraically smallest eigenvalues of a large sparse or structured Hermitian matrix A. We are interested in the case in which the dimension of the…

Numerical Analysis · Mathematics 2015-06-22 Eugene Vecharynski , Chao Yang , John E. Pask

Several quantities important in condensed matter physics, quantum information, and quantum chemistry, as well as quantities required in meta-optimization of machine learning algorithms, can be expressed as gradients of implicitly defined…

Quantum Physics · Physics 2022-11-28 Shahnawaz Ahmed , Nathan Killoran , Juan Felipe Carrasquilla Álvarez

The paper proposes a numerically stable recursive algorithm for the exact computation of the linear-chain conditional random field gradient. It operates as a forward algorithm over the log-domain expectation semiring and has the purpose of…

Artificial Intelligence · Computer Science 2012-05-31 Velimir M. Ilic , Dejan I. Mancev , Branimir T. Todorovic , Miomir S. Stankovic