English
Related papers

Related papers: Deep neural networks algorithms for stochastic con…

200 papers

Training in supervised deep learning is computationally demanding, and the convergence behavior is usually not fully understood. We introduce and study a second-order stochastic quasi-Gauss-Newton (SQGN) optimization method that combines…

Machine Learning · Computer Science 2020-07-02 Christopher Thiele , Mauricio Araya-Polo , Detlef Hohl

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

The ability to train Deep Neural Networks (DNNs) with constraints is instrumental in improving the fairness of modern machine-learning models. Many algorithms have been analysed in recent years, and yet there is no standard, widely accepted…

Machine Learning · Computer Science 2026-02-19 Andrii Kliachkin , Jana Lepšová , Gilles Bareilles , Jakub Mareček

Fine-scale simulation of complex systems governed by multiscale partial differential equations (PDEs) is computationally expensive and various multiscale methods have been developed for addressing such problems. In addition, it is…

Computational Physics · Physics 2021-06-24 Govinda Anantha Padmanabha , Nicholas Zabaras

We consider recent work of Haber and Ruthotto 2017 and Chang et al. 2018, where deep learning neural networks have been interpreted as discretisations of an optimal control problem subject to an ordinary differential equation constraint. We…

Optimization and Control · Mathematics 2019-10-02 Martin Benning , Elena Celledoni , Matthias J. Ehrhardt , Brynjulf Owren , Carola-Bibiane Schönlieb

Deep learning for distribution grid optimization can be advocated as a promising solution for near-optimal yet timely inverter dispatch. The principle is to train a deep neural network (DNN) to predict the solutions of an optimal power flow…

Optimization and Control · Mathematics 2020-07-09 Manish K. Singh , Sarthak Gupta , Vassilis Kekatos , Guido Cavraro , Andrey Bernstein

Deep hedging represents a cutting-edge approach to risk management for financial derivatives by leveraging the power of deep learning. However, existing methods often face challenges related to computational inefficiency, sensitivity to…

Machine Learning · Computer Science 2025-02-26 Lei Zhao , Lin Cai

We introduce a learning-based framework to optimize tensor programs for deep learning workloads. Efficient implementations of tensor operators, such as matrix multiplication and high dimensional convolution, are key enablers of effective…

Machine Learning · Computer Science 2019-01-10 Tianqi Chen , Lianmin Zheng , Eddie Yan , Ziheng Jiang , Thierry Moreau , Luis Ceze , Carlos Guestrin , Arvind Krishnamurthy

Quantum computing is a new computational paradigm that promises applications in several fields, including machine learning. In the last decade, deep learning, and in particular Convolutional neural networks (CNN), have become essential for…

Quantum Physics · Physics 2021-06-14 Iordanis Kerenidis , Jonas Landman , Anupam Prakash

Deep Neural Networks (DNNs) are becoming an important tool in modern computing applications. Accelerating their training is a major challenge and techniques range from distributed algorithms to low-level circuit design. In this survey, we…

Machine Learning · Computer Science 2018-09-18 Tal Ben-Nun , Torsten Hoefler

We study the computational complexity of (deterministic or randomized) algorithms based on point samples for approximating or integrating functions that can be well approximated by neural networks. Such algorithms (most prominently…

Machine Learning · Computer Science 2021-04-08 Philipp Grohs , Felix Voigtlaender

In light of the increasing adoption of edge computing in areas such as intelligent furniture, robotics, and smart homes, this paper introduces HyperSNN, an innovative method for control tasks that uses spiking neural networks (SNNs) in…

Robotics · Computer Science 2023-08-21 Zhanglu Yan , Shida Wang , Kaiwen Tang , Weng-Fai Wong

In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng

Deep hedging uses recurrent neural networks to hedge financial products that cannot be fully hedged in incomplete markets. Previous work in this area focuses on minimizing some measure of quadratic hedging error by calculating pathwise…

Mathematical Finance · Quantitative Finance 2025-10-21 Alok Das , Kiseop Lee

We present scalable hybrid-parallel algorithms for training large-scale 3D convolutional neural networks. Deep learning-based emerging scientific workflows often require model training with large, high-dimensional samples, which can make…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-28 Yosuke Oyama , Naoya Maruyama , Nikoli Dryden , Erin McCarthy , Peter Harrington , Jan Balewski , Satoshi Matsuoka , Peter Nugent , Brian Van Essen

Machine Learning algorithms based on Brain-inspired Hyperdimensional(HD) computing imitate cognition by exploiting statistical properties of high-dimensional vector spaces. It is a promising solution for achieving high energy efficiency in…

Machine Learning · Computer Science 2022-10-12 Samuel Bosch , Alexander Sanchez de la Cerda , Mohsen Imani , Tajana Simunic Rosing , Giovanni De Micheli

We present a multidimensional deep learning implementation of a stochastic branching algorithm for the numerical solution of fully nonlinear PDEs. This approach is designed to tackle functional nonlinearities involving gradient terms of any…

Numerical Analysis · Mathematics 2023-09-12 Jiang Yu Nguwi , Guillaume Penent , Nicolas Privault

Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this…

Machine Learning · Computer Science 2020-03-13 Tong Yu , Hong Zhu

This paper introduces a tensor neural network (TNN) to address nonparametric regression problems, leveraging its distinct sub-network structure to effectively facilitate variable separation and enhance the approximation of complex,…

Machine Learning · Statistics 2024-09-16 Yongxin Li , Yifan Wang , Zhongshuo Lin , Hehu Xie