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Related papers: Instance-optimal goal-oriented adaptivity

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We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

In this paper we develop two goal-oriented adaptive strategies for a posteriori error estimation within the generalized multiscale finite element framework. In this methodology, one seeks to determine the number of multiscale basis…

Numerical Analysis · Mathematics 2015-09-21 Eric T. Chung , Wing Tat Leung , Sara Pollock

We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…

Optimization and Control · Mathematics 2021-10-12 Fedor S. Stonyakin

This work reviews goal-oriented a posteriori error control, adaptivity and solver control for finite element approximations to boundary and initial-boundary value problems for stationary and non-stationary partial differential equations,…

Numerical Analysis · Mathematics 2024-12-02 Bernhard Endtmayer , Ulrich Langer , Thomas Richter , Andreas Schafelner , Thomas Wick

Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case…

Machine Learning · Statistics 2015-03-04 Tim van Erven , Peter Grünwald , Wouter M. Koolen , Steven de Rooij

Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure. Such problem-dependent behavior is not captured by worst-case analyses and has accordingly inspired…

Machine Learning · Statistics 2022-01-24 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

This paper proposes and analyzes an a posteriori error estimator for the finite element multi-scale discretization approximation of the Steklov eigenvalue problem. Based on the a posteriori error estimates, an adaptive algorithm of shifted…

Numerical Analysis · Mathematics 2016-01-08 Hai Bi , Hao Li , Yidu Yang

Although adaptive optimization algorithms have been successful in many applications, there are still some mysteries in terms of convergence analysis that have not been unraveled. This paper provides a novel non-convex analysis of adaptive…

Optimization and Control · Mathematics 2025-04-08 Zhishuai Guo , Yi Xu , Wotao Yin , Rong Jin , Tianbao Yang

We study the worst-case adaptive optimization problem with budget constraint that is useful for modeling various practical applications in artificial intelligence and machine learning. We investigate the near-optimality of greedy algorithms…

Artificial Intelligence · Computer Science 2017-05-24 Nguyen Viet Cuong , Huan Xu

This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More…

Optimization and Control · Mathematics 2023-10-03 Nikita Kornilov , Eduard Gorbunov , Mohammad Alkousa , Fedor Stonyakin , Pavel Dvurechensky , Alexander Gasnikov

In this paper, we consider the integrating factor midpoint method for wave-type equations and derive optimal order a posteriori error estimates. We first introduce an integrating factor midpoint approximation defined by the piecewise linear…

Numerical Analysis · Mathematics 2026-03-03 Xianfa Hu , Fazhan Geng , Wansheng Wang

The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…

Numerical Analysis · Mathematics 2025-01-30 Philipp Bringmann , Michael Feischl , Ani Miraci , Dirk Praetorius , Julian Streitberger

We prove the quasi-optimal convergence of a standard adaptive finite element method (AFEM) for nonlinear elliptic second-order equations of monotone type. The adaptive algorithm is based on residual-type a posteriori error estimators and…

Numerical Analysis · Mathematics 2010-10-07 Eduardo M. Garau , Pedro Morin , Carlos Zuppa

We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the…

Computational Engineering, Finance, and Science · Computer Science 2018-08-15 Ahmed Attia , Alen Alexanderian , Arvind K. Saibaba

We give a goal-oriented a posteriori error estimator for the atomistic-continuum modeling error in the quasicontinuum method, and we use this estimator to design an adaptive algorithm to compute a quantity of interest to a given tolerance…

Numerical Analysis · Mathematics 2007-08-02 Marcel Arndt , Mitchell Luskin

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

We consider the general problem of learning a predictor that satisfies multiple objectives of interest simultaneously, a broad framework that captures a range of specific learning goals including calibration, regret, and multiaccuracy. We…

Machine Learning · Computer Science 2026-02-17 Jivat Neet Kaur , Isaac Gibbs , Michael I. Jordan

Adversarial training is by far the most successful strategy for improving robustness of neural networks to adversarial attacks. Despite its success as a defense mechanism, adversarial training fails to generalize well to unperturbed test…

Machine Learning · Computer Science 2019-10-18 Yogesh Balaji , Tom Goldstein , Judy Hoffman

In this work, we propose a novel layerwise adaptive construction method for neural network architectures. Our approach is based on a goal--oriented dual-weighted residual technique for the optimal control of neural differential equations.…

Optimization and Control · Mathematics 2026-01-13 Michael Hintermüller , Michael Hinze , Denis Korolev