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Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang

Self-assembly materials are traditionally designed so that molecular or meso-scale components form a single kind of large structure. Here, we propose a scheme to create "multifarious assembly mixtures", which self-assemble many different…

Disordered Systems and Neural Networks · Physics 2015-06-22 Arvind Murugan , Zorana Zeravcic , Michael P. Brenner , Stanislas Leibler

In this paper, we consider multivariate response regression models with high dimensional predictor variables. One way to model the correlation among the response variables is through the low rank decomposition of the coefficient matrix,…

Methodology · Statistics 2015-08-06 Ruiyan Luo , Xin Qi

The EMD algorithm, first proposed in [11], made more robust as well as more versatile in [12], is a technique that aims to decompose into their building blocks functions that are the superposition of a (reasonably) small number of…

Numerical Analysis · Mathematics 2009-12-15 Ingrid Daubechies , Jianfeng Lu , Hau-Tieng Wu

The real-life data have a complex and non-linear structure due to their nature. These non-linearities and the large number of features can usually cause problems such as the empty-space phenomenon and the well-known curse of dimensionality.…

Machine Learning · Computer Science 2025-03-13 Kadir Özçoban , Murat Manguoğlu , Emrullah Fatih Yetkin

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient…

Machine Learning · Statistics 2011-03-28 Makoto Yamada , Gang Niu , Jun Takagi , Masashi Sugiyama

Recent work on dictionary learning with set-atoms has shown benefits in anomaly detection. Instead of viewing an atom as a single vector, these methods allow building sparse representations with atoms taken from a set around a central…

Machine Learning · Computer Science 2024-09-12 Andra Băltoiu , Denis C. Ilie-Ablachim , Bogdan Dumitrescu

An adaptive scheme to generate reduced-order models for parametric nonlinear dynamical systems is proposed. It aims to automatize the POD-Greedy algorithm combined with empirical interpolation. At each iteration, it is able to adaptively…

Numerical Analysis · Mathematics 2021-10-13 Sridhar Chellappa , Lihong Feng , Peter Benner

In this article the most fundamental decomposition-based optimization method - block coordinate search, based on the sequential decomposition of problems in subproblems - and building performance simulation programs are used to reason about…

Optimization and Control · Mathematics 2016-09-12 Gian Luca Brunetti

The method of the lower deformation energy has been successfully used for the synthesis of mechanisms for quite a while. It has shown to be a versatile, yet powerful method for assisting in the design of mechanisms. Until now, most of the…

Dynamical Systems · Mathematics 2024-02-09 V. Garcia-Marina , I. Fernandez de Bustos , G. Urkullu , M. Abasolo

The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is considered. A new procedure for recovering the directions of the EDR…

Statistics Theory · Mathematics 2007-06-13 Arnak Dalalyan , Anatoly Juditsky , Vladimir Spokoiny

A method is introduced to perform simultaneous sparse dimension reduction on two blocks of variables. Beyond dimension reduction, it also yields an estimator for multivariate regression with the capability to intrinsically deselect…

Methodology · Statistics 2024-11-28 Sven Serneels

The operation of large-scale infrastructure networks requires scalable optimization schemes. To guarantee safe system operation, a high degree of feasibility in a small number of iterations is important. Decomposition schemes can help to…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Alexander Engelmann , Sungho Shin , François Pacaud , Victor M. Zavala

In the stochastic submodular cover problem, the goal is to select a subset of stochastic items of minimum expected cost to cover a submodular function. Solutions in this setting correspond to sequential decision processes that select items…

Data Structures and Algorithms · Computer Science 2021-07-01 Rohan Ghuge , Anupam Gupta , Viswanath Nagarajan

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

Optimizing maintenance scheduling is a major issue to improve the performance of hydropower plants. We study a system of several physical components of the same family: either a set of turbines, a set of transformers or a set of generators.…

Optimization and Control · Mathematics 2021-05-07 Jean-Philippe Chancelier , Thomas Bittar , Pierre Carpentier , J-Ph Chancelier , Jérôme Lonchampt

Many modern algorithms for inverse problems and data assimilation rely on ensemble Kalman updates to blend prior predictions with observed data. Ensemble Kalman methods often perform well with a small ensemble size, which is essential in…

Machine Learning · Statistics 2024-01-05 Omar Al Ghattas , Daniel Sanz-Alonso

The decomposition of large unitary matrices into smaller ones is important, because it provides ways to realization of classical and quantum information processing schemes. Today, most of the methods use planar meshes of tunable two-channel…

Soft extrapolation refers to the problem of recovering a function from its samples, multiplied by a fast-decaying window and perturbed by an additive noise, over an interval which is potentially larger than the essential support of the…

Numerical Analysis · Mathematics 2018-12-26 Dmitry Batenkov , Laurent Demanet , Hrushikesh N. Mhaskar

Mixed-monotone systems are separable via a decomposition function into increasing and decreasing components, and this decomposition function allows for embedding the system dynamics in a higher-order monotone embedding system. Embedding the…

Systems and Control · Electrical Eng. & Systems 2021-03-22 Matthew Abate , Samuel Coogan