English
Related papers

Related papers: An Optimal Control Approach to Early Stopping Vari…

200 papers

Distillation is a method to transfer knowledge from one model to another and often achieves higher accuracy with the same capacity. In this paper, we aim to provide a theoretical understanding on what mainly helps with the distillation. Our…

Machine Learning · Statistics 2019-10-04 Bin Dong , Jikai Hou , Yiping Lu , Zhihua Zhang

This paper proposes a new way of regularizing an inverse problem in imaging (e.g., deblurring or inpainting) by means of a deep generative neural network. Compared to end-to-end models, such approaches seem particularly interesting since…

Computer Vision and Pattern Recognition · Computer Science 2021-01-22 Thomas Oberlin , Mathieu Verm

In this paper we develop a deep learning method for optimal stopping problems which directly learns the optimal stopping rule from Monte Carlo samples. As such, it is broadly applicable in situations where the underlying randomness can…

Numerical Analysis · Mathematics 2021-11-02 Sebastian Becker , Patrick Cheridito , Arnulf Jentzen

Event cameras have recently gained significant traction since they open up new avenues for low-latency and low-power solutions to complex computer vision problems. To unlock these solutions, it is necessary to develop algorithms that can…

Computer Vision and Pattern Recognition · Computer Science 2023-09-28 Federico Paredes-Vallés , Kirk Y. W. Scheper , Christophe De Wagter , Guido C. H. E. de Croon

In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length $\delta$, the so called refraction period. This prevents the optimal exercise times…

Pricing of Securities · Quantitative Finance 2013-10-17 Sören Christensen , Albrecht Irle , Stephan Jürgens

Training instability in modern deep learning systems is frequently triggered by rare but extreme gradient-norm spikes, which can induce oversized parameter updates, corrupt optimizer state, and lead to slow recovery or divergence. Widely…

In this paper, we focus on learning optimal parameters for PDE-based image regularization and decomposition. First we learn the regularization parameter and the differential operator for gray-scale image denoising using the fractional…

Optimization and Control · Mathematics 2020-01-13 Sören Bartels , Nico Weber

The deep learning recipe of casting real-world problems as mathematical optimisation and tackling the optimisation by training deep neural networks using gradient-based optimisation has undoubtedly proven to be a fruitful one. The…

Machine Learning · Statistics 2023-10-24 Mihaela Claudia Rosca

In continual learning, the primary challenge is to learn new information without forgetting old knowledge. A common solution addresses this trade-off through regularization, penalizing changes to parameters critical for previous tasks. In…

Machine Learning · Computer Science 2026-04-22 Pourya Shamsolmoali , Masoumeh Zareapoor , Eric Granger , William A. P. Smith , Yue Lu

Deep image prior (DIP) serves as a good inductive bias for diverse inverse problems. Among them, denoising is known to be particularly challenging for the DIP due to noise fitting with the requirement of an early stopping. To address the…

Image and Video Processing · Electrical Eng. & Systems 2021-08-31 Yeonsik Jo , Se Young Chun , Jonghyun Choi

Recent deep learning-based methods have shown promising results and runtime advantages in deformable image registration. However, analyzing the effects of hyperparameters and searching for optimal regularization parameters prove to be too…

Computer Vision and Pattern Recognition · Computer Science 2021-07-06 Tony C. W. Mok , Albert C. S. Chung

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael

The purpose of this paper is two-fold: We extend the well-known relation between optimal stopping and randomized stopping of a given stochastic process to a situation where the available information flow is a filtration with no a priori…

Optimization and Control · Mathematics 2021-04-28 Nacira Agram , Sven Haadem , Bernt Oksendal , Frank Proske

Predicting the response of an observed system to a known input is a fruitful first step to accurately control the system's dynamics. Despite the recent advances in fully data-driven algorithms, the most interpretable way to reach this goal…

Dynamical Systems · Mathematics 2026-03-03 Laurent Pagnier , Melvyn Tyloo , Akshita Jindal , Pragati Thakur , Kyle C. A. Wedgwood

Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of…

Optimization and Control · Mathematics 2019-09-24 Jie Liu , Jakub Marecek , Andrea Simonetto , Martin Takac

The maximality principle has been a valuable tool in identifying the free-boundary functions that are associated with the solutions to several optimal stopping problems involving one-dimensional time-homogeneous diffusions and their running…

Probability · Mathematics 2025-05-27 Neofytos Rodosthenous , Mihail Zervos

We consider an optimal control problem subject to the thin-film equation which is deduced from the Navier--Stokes equation. The PDE constraint lacks well-posedness for general right-hand sides due to possible degeneracies; state constraints…

Optimization and Control · Mathematics 2015-08-11 Markus Klein , Andreas Prohl

Regularizing the gradient norm of the output of a neural network with respect to its inputs is a powerful technique, rediscovered several times. This paper presents evidence that gradient regularization can consistently improve…

Machine Learning · Computer Science 2018-05-28 Dániel Varga , Adrián Csiszárik , Zsolt Zombori

Deep reinforcement learning approaches are becoming appealing for the design of nonlinear controllers for voltage control problems, but the lack of stability guarantees hinders their deployment in real-world scenarios. This paper constructs…

Systems and Control · Electrical Eng. & Systems 2023-08-31 Jie Feng , Wenqi Cui , Jorge Cortés , Yuanyuan Shi

Nonlinear photonic delay systems present interesting implementation platforms for machine learning models. They can be extremely fast, offer great degrees of parallelism and potentially consume far less power than digital processors. So far…

Neural and Evolutionary Computing · Computer Science 2016-03-24 Michiel Hermans , Miguel Soriano , Joni Dambre , Peter Bienstman , Ingo Fischer