Related papers: The Discrete Adjoint Method: Efficient Derivatives…
Coded distributed computation has become common practice for performing gradient descent on large datasets to mitigate stragglers and other faults. This paper proposes a novel algorithm that encodes the partial derivatives themselves and…
Quantile regression, the prediction of conditional quantiles, finds applications in various fields. Often, some or all of the variables are discrete. The authors propose two new quantile regression approaches to handle such mixed…
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…
This paper applies the gradient discretisation method (GDM) for fourth order elliptic variational inequalities. The GDM provides a new formulation of error estimates and a complete convergence analysis of several numerical methods. We show…
This paper presents a novel algorithm to obtain the closed-form anti-derivative of a function using Deep Neural Network architecture. In the past, mathematicians have developed several numerical techniques to approximate the values of…
The discrete-dipole approximation (DDA) is a flexible technique for computing scattering and absorption by targets of arbitrary geometry. In this paper we perform systematic study of various non-stationary iterative (conjugate gradient)…
We explain how to compute gradients of functions of the form $G = \frac{1}{2} \sum_{i=1}^{m} (E y_i - C_i)^2$, which often appear in the calibration of stochastic models, using Automatic Adjoint Differentiation and parallelization. We…
First-order optimization algorithms, often preferred for large problems, require the gradient of the differentiable terms in the objective function. These gradients often involve linear operators and their adjoints, which must be applied…
Computational methods for fractional differential equations exhibit essential instability. Even a minor modification of the coefficients or other entry data may switch good results to the divergent. The goal of this paper is to suggest the…
This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a…
Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these…
In multivariate nonparametric regression the additive models are very useful when a suitable parametric model is difficult to find. The backfitting algorithm is a powerful tool to estimate the additive components. However, due to complexity…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
The paper presents a new efficient and robust method for rare event probability estimation for computational models of an engineering product or a process returning categorical information only, for example, either success or failure. For…
Sampling is an important tool for estimating large, complex sums and integrals over high dimensional spaces. For instance, important sampling has been used as an alternative to exact methods for inference in belief networks. Ideally, we…
Due to the substantial computational cost, training state-of-the-art deep neural networks for large-scale datasets often requires distributed training using multiple computation workers. However, by nature, workers need to frequently…
Decentralized methods to solve finite-sum minimization problems are important in many signal processing and machine learning tasks where the data is distributed over a network of nodes and raw data sharing is not permitted due to privacy…
Discrete gradient methods are geometric integration techniques that can preserve the dissipative structure of gradient flows. Due to the monotonic decay of the function values, they are well suited for general convex and nonconvex…
Many differential equations with physical backgrounds are described as gradient systems, which are evolution equations driven by the gradient of some functionals, and such problems have energy conservation or dissipation properties. For…
In this paper we introduce Feature Gradients, a gradient-based search algorithm for feature selection. Our approach extends a recent result on the estimation of learnability in the sublinear data regime by showing that the calculation can…