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We make some remarks on a variant of the classical Tikhonov regularization in optimal control under PDEs which allows for a certain flexibility in dealing with non-linearities and state restrictions, in the sense that differential…

Optimization and Control · Mathematics 2019-04-02 Pablo Pedregal

Tikhonov regularization is studied in the case of linear pseudodifferential operator as the forward map and additive white Gaussian noise as the measurement error. The measurement model for an unknown function $u(x)$ is \begin{eqnarray*}…

Analysis of PDEs · Mathematics 2016-06-03 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

In the past decade, sparse and low-rank recovery have drawn much attention in many areas such as signal/image processing, statistics, bioinformatics and machine learning. To achieve sparsity and/or low-rankness inducing, the $\ell_1$ norm…

Information Theory · Computer Science 2019-06-07 Fei Wen , Lei Chu , Peilin Liu , Robert C. Qiu

Gaussian multiplicative noise is commonly used as a stochastic regularisation technique in training of deterministic neural networks. A recent paper reinterpreted the technique as a specific algorithm for approximate inference in Bayesian…

Machine Learning · Statistics 2017-11-09 Jiri Hron , Alexander G. de G. Matthews , Zoubin Ghahramani

In this work, we propose a high-order regularization method to solve the ill-conditioned problems in robot localization. Numerical solutions to robot localization problems are often unstable when the problems are ill-conditioned. A typical…

Robotics · Computer Science 2025-05-07 Xinghua Liu , Ming Cao

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…

Machine Learning · Statistics 2025-06-13 Giovanni S. Alberti , Luca Ratti , Matteo Santacesaria , Silvia Sciutto

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

We investigate the convergence theory of several known as well as new heuristic parameter choice rules for convex Tikhonov regularisation. The success of such methods is dependent on whether certain restrictions on the noise are satisfied.…

Numerical Analysis · Mathematics 2021-04-14 Stefan Kindermann , Kemal Raik

We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a penalized method that selects the optimal smoothing sequence…

Statistics Theory · Mathematics 2008-07-31 Jean-Michel Loubes , Carenne Ludeña

Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a…

Machine Learning · Computer Science 2016-03-16 Hongbo Dong , Kun Chen , Jeff Linderoth

We study gradient-based regularization methods for neural networks. We mainly focus on two regularization methods: the total variation and the Tikhonov regularization. Applying these methods is equivalent to using neural networks to solve…

Machine Learning · Computer Science 2022-11-09 Lingfeng Li , Xue-Cheng Tai , Jiang Yang

In this work, we consider ill-posed inverse problems in which the forward operator is continuous and weakly closed, and the sought solution belongs to a weakly closed constraint set. We propose a regularization method based on minimizing…

Numerical Analysis · Mathematics 2025-05-27 Barbara Palumbo , Paolo Massa , Federico Benvenuto

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

This paper addresses Tikhonov like regularization methods with convex penalty functionals for solving nonlinear ill-posed operator equations formulated in Banach or, more general, topological spaces. We present an approach for proving…

Numerical Analysis · Mathematics 2009-06-19 Jens Geissler , Bernd Hofmann

We consider the statistical inverse problem of recovering a function $f: M \to \mathbb R$, where $M$ is a smooth compact Riemannian manifold with boundary, from measurements of general $X$-ray transforms $I_a(f)$ of $f$, corrupted by…

Statistics Theory · Mathematics 2018-02-14 François Monard , Richard Nickl , Gabriel P. Paternain

To ensure that large language model (LLM) responses are helpful and non-toxic, a reward model trained on human preference data is usually used. LLM responses with high rewards are then selected through best-of-$n$ (BoN) sampling or the LLM…

Machine Learning · Computer Science 2024-07-04 Adam X. Yang , Maxime Robeyns , Thomas Coste , Zhengyan Shi , Jun Wang , Haitham Bou-Ammar , Laurence Aitchison

The training of over-parameterized neural networks has received much study in recent literature. An important consideration is the regularization of over-parameterized networks due to their highly nonconvex and nonlinear geometry. In this…

Machine Learning · Computer Science 2024-09-24 Hongyang R. Zhang , Dongyue Li , Haotian Ju

We establish statistical properties of random-weighting methods in LASSO regression under different regularization parameters $\lambda_n$ and suitable regularity conditions. The random-weighting methods in view concern repeated optimization…

Methodology · Statistics 2022-05-25 Tun Lee Ng , Michael A. Newton

Many applied settings in empirical economics involve simultaneous estimation of a large number of parameters. In particular, applied economists are often interested in estimating the effects of many-valued treatments (like teacher effects…

Machine Learning · Statistics 2017-04-03 Alberto Abadie , Maximilian Kasy
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