Related papers: Stochastic rounding and reduced-precision fixed-po…
Neural Ordinary Differential Equations (N-ODEs) are a powerful building block for learning systems, which extend residual networks to a continuous-time dynamical system. We propose a Bayesian version of N-ODEs that enables well-calibrated…
It was recently shown that neural ordinary differential equation models cannot solve fundamental and seemingly straightforward tasks even with high-capacity vector field representations. This paper introduces two other fundamental tasks to…
We study the inverse problem of radiative transfer equation (RTE) using stochastic gradient descent method (SGD) in this paper. Mathematically, optical tomography amounts to recovering the optical parameters in RTE using the…
Recently, Neural Ordinary Differential Equations has emerged as a powerful framework for modeling physical simulations without explicitly defining the ODEs governing the system, but instead learning them via machine learning. However, the…
Partial differential equations have a wide range of applications in modeling multiple physical, biological, or social phenomena. Therefore, we need to approximate the solutions of these equations in computationally feasible terms. Nowadays,…
Two optimization algorithms are proposed for solving a stochastic programming problem for which the objective function is given in the form of the expectation of convex functions and the constraint set is defined by the intersection of…
Stochastic optimization of continuous objectives is at the heart of modern machine learning. However, many important problems are of discrete nature and often involve submodular objectives. We seek to unleash the power of stochastic…
We introduce a provably stable variant of neural ordinary differential equations (neural ODEs) whose trajectories evolve on an energy functional parametrised by a neural network. Stable neural flows provide an implicit guarantee on…
Motivated by Pryce's structural index reduction method for differential algebraic equations (DAEs), we show the complexity of the fixed-point iteration algorithm and propose a fixed-point iteration method with parameters. It leads to a…
This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…
The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…
Classical neural ordinary differential equations (ODEs) are powerful tools for approximating the log-density functions in high-dimensional spaces along trajectories, where neural networks parameterize the velocity fields. This paper…
In this paper, we study ordinary differential equations (ODE) coupled with solutions of a stochastic nonsmooth convex optimization problem (SNCOP). We use the regularization approach, the sample average approximation and the time-stepping…
Stochastic Rounding is a probabilistic rounding mode that is surprisingly effective in large-scale computations and low-precision arithmetic. Its random nature promotes error cancellation rather than error accumulation, resulting in slower…
Partial differential equations (PDEs) on surfaces appear in many applications throughout the natural and applied sciences. The classical closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is an embedding…
Dynamical systems are essential to model various phenomena in physics, finance, economics, and are also of current interest in machine learning. A central modeling task is investigating parameter sensitivity, whether tuning atmospheric…
Spikes are the currency in central nervous systems for information transmission and processing. They are also believed to play an essential role in low-power consumption of the biological systems, whose efficiency attracts increasing…
Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…
The present project aims to use machine learning, specifically neural networks (NN), to learn the trajectories of a set of coupled ordinary differential equations (ODEs) and decrease compute times for obtaining ODE solutions by using this…
Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…