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Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Signal Processing · Electrical Eng. & Systems 2020-07-10 Zhan Gao , Alec Koppel , Alejandro Ribeiro

Independent component analysis (ICA) has been a popular dimension reduction tool in statistical machine learning and signal processing. In this paper, we present a convergence analysis for an online tensorial ICA algorithm, by viewing the…

Machine Learning · Computer Science 2021-07-30 Chris Junchi Li , Michael I. Jordan

This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the…

Probability · Mathematics 2009-09-15 Pierre Etoré , Gersende Fort , Benjamin Jourdain , Eric Moulines

Mixed integer linear programming (MILP) has seen a sharp rise in use for engineering optimization applications in recent years. Even for initially non-linear problems, it is often the method of choice. Then, the non-linear functions have to…

Optimization and Control · Mathematics 2023-09-20 Felix Birkelbach , David Huber , René Hofmann

Construct, Merge, Solve and Adapt (CMSA) is a general hybrid metaheuristic for solving combinatorial optimization problems. At each iteration, CMSA (1) constructs feasible solutions to the tackled problem instance in a probabilistic way and…

Artificial Intelligence · Computer Science 2018-05-31 Christian Blum , Haroldo Gambini Santos

During the entire training process of the ASR model, the intensity of data augmentation and the approach of calculating training loss are applied in a regulated manner based on preset parameters. For example, SpecAugment employs a…

Sound · Computer Science 2024-12-03 Hongxuan Lu , Shenjian Wang , Biao Li

Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…

Computation · Statistics 2015-03-27 Fernando V. Bonassi , Mike West

We consider a class of difference-of-convex (DC) optimization problems whose objective is level-bounded and is the sum of a smooth convex function with Lipschitz gradient, a proper closed convex function and a continuous concave function.…

Optimization and Control · Mathematics 2017-06-23 Bo Wen , Xiaojun Chen , Ting Kei Pong

Analog-Based In-Memory Computing (AIMC) inference accelerators can be used to efficiently execute Deep Neural Network (DNN) inference workloads. However, to mitigate accuracy losses, due to circuit and device non-idealities, Hardware-Aware…

Emerging Technologies · Computer Science 2025-01-30 Corey Lammie , Athanasios Vasilopoulos , Julian Büchel , Giacomo Camposampiero , Manuel Le Gallo , Malte Rasch , Abu Sebastian

Various numerical linear algebra problems can be formulated as evaluating bivariate function of matrices. The most notable examples are the Fr\'echet derivative along a direction, the evaluation of (univariate) functions of…

Numerical Analysis · Mathematics 2021-04-02 Stefano Massei , Leonardo Robol

Numerous Optimization Algorithms have a time-varying update rule thanks to, for instance, a changing step size, momentum parameter or, Hessian approximation. In this paper, we apply unrolled or automatic differentiation to a time-varying…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

A novel adaptive Markov chain Monte Carlo algorithm is presented. The algorithm utilizes sparsity in the partial correlation structure of a density to efficiently estimate the covariance matrix through the Cholesky factor of the precision…

Computation · Statistics 2016-02-09 Jonas Wallin , David Bolin

We consider a mixed analog-to-digital converter (ADC) based architecture consisting of high-precision and one-bit ADCs with the antenna-varying threshold for direction of arrival (DOA) estimation using a uniform linear array (ULA), which…

Signal Processing · Electrical Eng. & Systems 2024-03-15 Xinnan Zhang , Yuanbo Cheng , Xiaolei Shang , Jun Liu

In this paper, we present a contraction-guided adaptive partitioning algorithm for improving interval-valued robust reachable set estimates in a nonlinear feedback loop with a neural network controller and disturbances. Based on an estimate…

Systems and Control · Electrical Eng. & Systems 2024-01-23 Akash Harapanahalli , Saber Jafarpour , Samuel Coogan

The theme of the present paper is numerical integration of $C^r$ functions using randomized methods. We consider variance reduction methods that consist in two steps. First the initial interval is partitioned into subintervals and the…

Numerical Analysis · Mathematics 2023-06-21 Leszek Plaskota , Paweł Przybyłowicz , Łukasz Stępień

Finite element discretizations of problems in computational physics often rely on adaptive mesh refinement (AMR) to preferentially resolve regions containing important features during simulation. However, these spatial refinement strategies…

Computational Engineering, Finance, and Science · Computer Science 2022-09-27 Corbin Foucart , Aaron Charous , Pierre F. J. Lermusiaux

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

Numerical Analysis · Mathematics 2025-11-11 Qi Luan , Victor Y. Pan

We introduce Monte-Carlo Attention (MCA), a randomized approximation method for reducing the computational cost of self-attention mechanisms in Transformer architectures. MCA exploits the fact that the importance of each token in an input…

Machine Learning · Computer Science 2022-02-01 Hyunjun Kim , JeongGil Ko

This study investigates the problem of learning linear block codes optimized for Belief-Propagation decoders significantly improving performance compared to the state-of-the-art. Our previous research is extended with an enhanced system…

Signal Processing · Electrical Eng. & Systems 2025-10-02 Louis-Adrien Dufrène , Quentin Lampin , Guillaume Larue

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic
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