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Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…

Machine Learning · Statistics 2019-06-18 Belhal Karimi , Blazej Miasojedow , Eric Moulines , Hoi-To Wai

In this study, two classes of methods including statistical and variational data assimilation algorithms will be described. In statistical methods, the model state is updated sequentially based on the previous estimate. Variational methods,…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Loc Luong

We propose an algorithm for approximating the solution of a strongly oscillating SDE, that is, a system in which some ergodic state variables evolve quickly with respect to the other variables. The algorithm profits from homogenization…

Probability · Mathematics 2015-03-19 Camilo Andrés García Trillos

This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where analytic closed-form solutions are not available. The numerical solution-based nonlinear least…

Statistics Theory · Mathematics 2010-10-21 Hongqi Xue , Hongyu Miao , Hulin Wu

Humans often acquire new skills through observation and imitation. For robotic agents, learning from the plethora of unlabeled video demonstration data available on the Internet necessitates imitating the expert without access to its…

Robotics · Computer Science 2024-02-08 Yuyang Liu , Weijun Dong , Yingdong Hu , Chuan Wen , Zhao-Heng Yin , Chongjie Zhang , Yang Gao

In this work, we introduce the Personalized Online Super Learner (POSL) -- an online ensembling algorithm for streaming data whose optimization procedure accommodates varying degrees of personalization. Namely, POSL optimizes predictions…

Differential equations are widely used to describe complex dynamical systems with evolving parameters in nature and engineering. Effectively learning a family of maps from the parameter function to the system dynamics is of great…

Machine Learning · Computer Science 2025-03-12 Xin Li , Chengli Zhao , Xue Zhang , Xiaojun Duan

Continual machine unlearning aims to remove the influence of data that should no longer be retained, while preserving the usefulness of the model on everything else. This setting becomes especially difficult when deletion requests arrive…

Machine Learning · Computer Science 2026-04-15 Yogachandran Rahulamathavan , Nasir Iqbal , Juncheng Hu , Sangarapillai Lambotharan

Existing architectures for operator learning require that the number and locations of sensors (where the input functions are evaluated) remain the same across all training and test samples, significantly restricting the range of their…

Machine Learning · Computer Science 2022-05-24 Michael Prasthofer , Tim De Ryck , Siddhartha Mishra

We give a development of the ODE method for the analysis of recursive algorithms described by a stochastic recursion. With variability modelled via an underlying Markov process, and under general assumptions, the following results are…

Probability · Mathematics 2007-05-23 J. Huang , I. Kontoyiannis , S. P. Meyn

In this paper, we tackle a novel federated learning (FL) problem for optimizing a family of X-risks, to which no existing FL algorithms are applicable. In particular, the objective has the form of $\mathbb E_{z\sim S_1} f(\mathbb E_{z'\sim…

Machine Learning · Computer Science 2023-08-21 Zhishuai Guo , Rong Jin , Jiebo Luo , Tianbao Yang

The log transformation is widely used in linear regression, mainly because coefficients are interpretable as proportional effects. Yet this practice has fundamental limitations, most notably that the log is undefined at zero, creating an…

Econometrics · Economics 2025-09-22 David Benatia , Christophe Bellégo , Louis Pape

We construct and compare three operator learning architectures, DeepONet, Fourier Neural Operator, and Wavelet Neural Operator, in order to learn the operator mapping a time-dependent applied current to the transmembrane potential of the…

Numerical Analysis · Mathematics 2024-06-05 Edoardo Centofanti , Massimiliano Ghiotto , Luca F. Pavarino

Non-contrastive SSL methods like BYOL and SimSiam rely on asymmetric predictor networks to avoid representational collapse without negative samples. Yet, how predictor networks facilitate stable learning is not fully understood. While…

Machine Learning · Computer Science 2023-10-30 Manu Srinath Halvagal , Axel Laborieux , Friedemann Zenke

Decision-focused learning (DFL) is an increasingly popular paradigm for training predictive models whose outputs are used in decision-making tasks. Instead of merely optimizing for predictive accuracy, DFL trains models to directly minimize…

Machine Learning · Computer Science 2026-03-10 Aymeric Capitaine , Maxime Haddouche , Eric Moulines , Michael I. Jordan , Etienne Boursier , Alain Durmus

Learning maps between function spaces with a strong inductive bias is a central challenge in soft computing, especially when training data are scarce and standard deep architectures overfit. We introduce a \emph{neural integral operator}…

Machine Learning · Computer Science 2026-05-26 Emanuele Zappala , Alice Giola , Andreas Kramer , Saugat Acharya , Enrico Greco

Stochastic First-Order (SFO) methods have been a cornerstone in addressing a broad spectrum of modern machine learning (ML) challenges. However, their efficacy is increasingly questioned, especially in large-scale applications where…

Machine Learning · Computer Science 2024-08-01 Di Zhang , Suvrajeet Sen

Stochastic differential equation (SDE in short) solvers find numerous applications across various fields. However, in practical simulations, we usually resort to using Ito-Taylor series-based methods like the Euler-Maruyama method. These…

Statistics Theory · Mathematics 2023-12-14 Jingyuan Li , Wei Liu

Online learning of deep neural networks suffers from challenges such as hysteretic non-incremental updating, increasing memory usage, past retrospective retraining, and catastrophic forgetting. To alleviate these drawbacks and achieve…

Machine Learning · Computer Science 2024-12-18 Junda Wang , Minghui Hu , Ning Li , Abdulaziz Al-Ali , Ponnuthurai Nagaratnam Suganthan

This paper provides a preliminary study for an efficient learning algorithm by reasoning the error from first principle physics to generate learning signals in near real time. Motivated by iterative learning control (ILC), this learning…

Systems and Control · Electrical Eng. & Systems 2019-08-12 Minghui Zheng , Zhu Chen , Xiao Liang
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