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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

Traditional time discretization methods use a single timestep for the entire system of interest and can perform poorly when the dynamics of the system exhibits a wide range of time scales. Multirate infinitesimal step (MIS) methods (Knoth…

Numerical Analysis · Mathematics 2022-02-03 Steven Roberts , Arash Sarshar , Adrian Sandu

The study on the implicit regularization induced by gradient-based optimization is a longstanding pursuit. In the present paper, we characterize the implicit regularization of momentum gradient descent (MGD) with early stopping by comparing…

Machine Learning · Computer Science 2022-01-17 Li Wang , Yingcong Zhou , Zhiguo Fu

Recent advancements in table-based reasoning have expanded beyond factoid-level QA to address insight-level tasks, where systems should synthesize implicit knowledge in the table to provide explainable analyses. Although effective, existing…

Computation and Language · Computer Science 2025-06-03 Kwangwook Seo , Donguk Kwon , Dongha Lee

This paper is devoted to the multigrid convergence analysis for the linear systems arising from the conforming linear finite element discretization of the second order elliptic equations with anisotropic diffusion. The multigrid convergence…

Numerical Analysis · Mathematics 2011-05-09 Guozhu Yu , Jinchao Xu , Ludmil Zikatanov

We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…

Machine Learning · Computer Science 2024-03-12 Navdeep Kumar , Yashaswini Murthy , Itai Shufaro , Kfir Y. Levy , R. Srikant , Shie Mannor

Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that…

Machine Learning · Statistics 2014-10-14 Talayeh Razzaghi , Ilya Safro

We present a geometric multilevel optimization approach that smoothly incorporates box constraints. Given a box constrained optimization problem, we consider a hierarchy of models with varying discretization levels. Finer models are…

Optimization and Control · Mathematics 2024-04-23 Sebastian Müller , Stefania Petra , Matthias Zisler

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…

Optimization and Control · Mathematics 2019-02-19 Daniela di Serafino , Gerardo Toraldo , Marco Viola , Jesse Barlow

Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

A parallel dynamic overset framework has been developed for the curvilinear immersed boundary (overset-CURVIB) method to enable tackling a wide range of challenging flow problems. The dynamic overset grids are used to locally increase the…

Computational Engineering, Finance, and Science · Computer Science 2019-10-22 Mohammadali Hedayat , Iman Borazjani

The fast growing capabilities of large-scale deep learning models, such as Bert, GPT and ViT, are revolutionizing the landscape of NLP, CV and many other domains. Training such models, however, poses an unprecedented demand for computing…

Machine Learning · Computer Science 2024-04-15 Longwei Zou , Han Zhang , Yangdong Deng

We discuss how multi-grid computing schemes can be used to design hierarchical coordination architectures for energy systems. These hierarchical architectures can be used to manage multiple temporal and spatial scales and mitigate…

Optimization and Control · Mathematics 2020-04-01 Sungho Shin , Victor M. Zavala

This paper presents a parallel-in-time multilevel iterative method for solving differential algebraic equation, arising from a discretization of linear time-dependent partial differential equation. The core of the method is the multilevel…

Numerical Analysis · Mathematics 2024-01-02 Yogi A. Erlangga

Multilevel techniques are efficient approaches for solving the large linear systems that arise from discretized partial differential equations and other problems. While geometric multigrid requires detailed knowledge about the underlying…

Numerical Analysis · Mathematics 2023-01-23 Tareq. U. Zaman , Scott P. MacLachlan , Luke N. Olson , Matt West

We propose MCGrad, a novel and scalable multicalibration algorithm. Multicalibration - calibration in subgroups of the data - is an important property for the performance of machine learning-based systems. Existing multicalibration methods…

Distribution system integrated community microgrids (CMGs) can restore loads during extended outages. The CMG is challenged with limited resource availability, absence of a robust grid-support, and demand-supply uncertainty. To address…

Systems and Control · Electrical Eng. & Systems 2022-02-11 Ashwin Shirsat , Valliappan Muthukaruppan , Rongxing Hu , Ning Lu , Mesut Baran , David Lubkeman , Wenyuan Tang

Problems arising in Earth's mantle convection involve finding the solution to Stokes systems with large viscosity contrasts. These systems contain localized features which, even with adaptive mesh refinement, result in linear systems that…

Numerical Analysis · Mathematics 2020-08-20 Thomas C. Clevenger , Timo Heister

In recent years several research efforts focused on the development of high-order discontinuous Galerkin (dG) methods for scale resolving simulations of turbulent flows. Nevertheless, in the context of incompressible flow computations, the…

Computational Physics · Physics 2019-05-14 Matteo Franciolini , Lorenzo Botti , Alessandro Colombo , Andrea Crivellini

Parallel-in-time integration has been the focus of intensive research efforts over the past two decades due to the advent of massively parallel computer architectures and the scaling limits of purely spatial parallelization. Various…

Numerical Analysis · Mathematics 2023-09-22 M. J. Gander , T. Lunet , D. Ruprecht , R. Speck
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