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We propose a gradient descent method for solving optimization problems arising in settings of tropical geometry - a variant of algebraic geometry that has attracted growing interest in applications such as computational biology, economics,…

Optimization and Control · Mathematics 2025-11-17 Roan Talbut , Anthea Monod

Quantum graphical models (QGMs) extend the classical framework for reasoning about uncertainty by incorporating the quantum mechanical view of probability. Prior work on QGMs has focused on hidden quantum Markov models (HQMMs), which can be…

Machine Learning · Computer Science 2019-03-13 Sandesh Adhikary , Siddarth Srinivasan , Byron Boots

Quantum-inspired classical algorithms provide us with a new way to understand the computational power of quantum computers for practically-relevant problems, especially in machine learning. In the past several years, numerous efficient…

Quantum Physics · Physics 2025-01-15 Nikhil S. Mande , Changpeng Shao

We propose an efficient hybrid least squares/gradient descent method to accelerate DeepONet training. Since the output of DeepONet can be viewed as linear with respect to the last layer parameters of the branch network, these parameters can…

Machine Learning · Computer Science 2025-08-22 Jun Choi , Chang-Ock Lee , Minam Moon

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Computational fluid dynamics lies at the heart of many issues in science and engineering, but solving the associated partial differential equations remains computationally demanding. With the rise of quantum computing, new approaches have…

Quantum machine learning implemented by variational quantum circuits (VQCs) is considered a promising concept for the noisy intermediate-scale quantum computing era. Focusing on applications in quantum reinforcement learning, we propose a…

Quantum Physics · Physics 2023-07-12 Nico Meyer , Daniel D. Scherer , Axel Plinge , Christopher Mutschler , Michael J. Hartmann

Bilevel optimization, addressing challenges in hierarchical learning tasks, has gained significant interest in machine learning. The practical implementation of the gradient descent method to bilevel optimization encounters computational…

Machine Learning · Computer Science 2025-02-04 Sheng Fang , Yong-Jin Liu , Wei Yao , Chengming Yu , Jin Zhang

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…

Optimization and Control · Mathematics 2021-06-02 Yurii Nesterov , Mihai I. Florea

This paper investigates whether sequence models can learn to perform numerical algorithms, e.g. gradient descent, on the fundamental problem of least squares. Our goal is to inherit two properties of standard algorithms from numerical…

Machine Learning · Computer Science 2025-03-18 Jerry Liu , Jessica Grogan , Owen Dugan , Ashish Rao , Simran Arora , Atri Rudra , Christopher Ré

This paper develops a novel passive stochastic gradient algorithm. In passive stochastic approximation, the stochastic gradient algorithm does not have control over the location where noisy gradients of the cost function are evaluated.…

Machine Learning · Computer Science 2021-02-09 Vikram Krishnamurthy , George Yin

Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…

Data Structures and Algorithms · Computer Science 2020-08-07 Nai-Hui Chia , Tongyang Li , Han-Hsuan Lin , Chunhao Wang

Quantum computing is emerging as a new computing resource that could be superior to conventional computing for certain classes of optimization problems. However, in principle, most existing approaches to quantum optimization are intended to…

Optimization and Control · Mathematics 2022-01-21 Chin-Yao Chang , Eric Jones , Yiyun Yao , Peter Graf , Rishabh Jain

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

Optimization and Control · Mathematics 2024-07-08 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

Gradient descent algorithms on Riemannian manifolds have been used recently for the optimization of quantum channels. In this contribution, we investigate the influence of various regularization terms added to the cost function of these…

Quantum Physics · Physics 2024-05-01 Felix Soest , Konstantin Beyer , Walter T. Strunz

Linear programming (LP) relaxation is a standard technique for solving hard combinatorial optimization (CO) problems. Here we present a gradient descent algorithm which exploits the special structure of some LP relaxations induced by CO…

Optimization and Control · Mathematics 2020-11-17 Alexey Antonov

We present a novel method for determining gradients of parameterised quantum circuits (PQCs) in hybrid quantum-classical machine learning models by applying the multivariate version of the simultaneous perturbation stochastic approximation…

Quantum Physics · Physics 2022-11-28 Thomas Hoffmann , Douglas Brown

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio