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We consider the global minimization of smooth functions based solely on function evaluations. Algorithms that achieve the optimal number of function evaluations for a given precision level typically rely on explicitly constructing an…

Optimization and Control · Mathematics 2020-12-23 Alessandro Rudi , Ulysse Marteau-Ferey , Francis Bach

Adaptation to climate change requires robust climate projections, yet the uncertainty in these projections performed by ensembles of Earth system models (ESMs) remains large. This is mainly due to uncertainties in the representation of…

We establish a lower bound concerning the computational complexity of Grover's algorithms on fractal networks. This bound provides general predictions for the quantum advantage gained for searching unstructured lists. It yields a…

Statistical Mechanics · Physics 2018-07-19 Stefan Boettcher , Shanshan Li , Tharso D. Fernandes , Renato Portugal

This paper optimizes the step coefficients of first-order methods for smooth convex minimization in terms of the worst-case convergence bound (i.e., efficiency) of the decrease in the gradient norm. This work is based on the performance…

Optimization and Control · Mathematics 2020-10-28 Donghwan Kim , Jeffrey A. Fessler

Maximum entropy inference and learning of graphical models are pivotal tasks in learning theory and optimization. This work extends algorithms for these problems, including generalized iterative scaling (GIS) and gradient descent (GD), to…

Machine Learning · Computer Science 2024-07-17 Minbo Gao , Zhengfeng Ji , Fuchao Wei

It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…

Machine Learning · Computer Science 2024-05-15 Ronan Keane

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…

Optimization and Control · Mathematics 2019-02-19 Daniela di Serafino , Gerardo Toraldo , Marco Viola , Jesse Barlow

Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the…

Machine Learning · Computer Science 2020-03-10 Jun Han

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

Econometrics · Economics 2024-01-17 Zachary Porreca

This study examines several renowned gradient-based optimization techniques and focuses on their computational efficiency and precision. In the study, the steepest descent, conjugate gradient (Fletcher-Reeves and Polak-Ribiere variants),…

Optimizing machine learning algorithms that are used to solve the objective function has been of great interest. Several approaches to optimize common algorithms, such as gradient descent and stochastic gradient descent, were explored. One…

Machine Learning · Computer Science 2022-10-06 Hilal AlQuabeh , Farha AlBreiki , Dilshod Azizov

We introduce a quantum algorithm to compute the market risk of financial derivatives. Previous work has shown that quantum amplitude estimation can accelerate derivative pricing quadratically in the target error and we extend this to a…

Quantum Physics · Physics 2022-07-27 Nikitas Stamatopoulos , Guglielmo Mazzola , Stefan Woerner , William J. Zeng

We consider a formulation of supervised learning that endows models with robustness to distributional shifts from training to testing. The formulation hinges upon the superquantile risk measure, also known as the conditional value-at-risk,…

Optimization and Control · Mathematics 2022-01-04 Yassine Laguel , Jérôme Malick , Zaid Harchaoui

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

We consider parallel global optimization of derivative-free expensive-to-evaluate functions, and propose an efficient method based on stochastic approximation for implementing a conceptual Bayesian optimization algorithm proposed by…

Machine Learning · Statistics 2019-05-07 Jialei Wang , Scott C. Clark , Eric Liu , Peter I. Frazier

The approximate degree of a Boolean function f is the least degree of a real polynomial that approximates f pointwise to error at most 1/3. Approximate degree is known to be a lower bound on quantum query complexity. We resolve or nearly…

Quantum Physics · Physics 2019-08-20 Mark Bun , Robin Kothari , Justin Thaler

Estimating quantum entropies and divergences is an important problem in quantum physics, information theory, and machine learning. Quantum neural estimators (QNEs), which utilize a hybrid classical-quantum architecture, have recently…

Quantum Physics · Physics 2026-05-27 Sreejith Sreekumar , Ziv Goldfeld , Mark M. Wilde

This paper reviews the gradient sampling methodology for solving nonsmooth, nonconvex optimization problems. An intuitively straightforward gradient sampling algorithm is stated and its convergence properties are summarized. Throughout this…

Optimization and Control · Mathematics 2018-05-01 James V. Burke , Frank E. Curtis , Adrian S. Lewis , Michael L. Overton , Lucas E. A. Simões

Quantum Machine Learning (QML) is considered to be one of the most promising applications of near term quantum devices. However, the optimization of quantum machine learning models presents numerous challenges arising from the imperfections…

Machine Learning · Computer Science 2022-05-17 Owen Lockwood

Sign-based optimization methods have become popular in machine learning due to their favorable communication cost in distributed optimization and their surprisingly good performance in neural network training. Furthermore, they are closely…

Machine Learning · Computer Science 2020-02-20 Lukas Balles , Fabian Pedregosa , Nicolas Le Roux