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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…

Machine Learning · Computer Science 2022-06-22 Pedro Soto , Ilia Ilmer , Haibin Guan , Jun Li

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…

Methodology · Statistics 2017-05-24 Niklas Schallhorn , Daniel Kraus , Thomas Nagler , Claudia Czado

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…

Optimization and Control · Mathematics 2025-07-22 Raghu Bollapragada , Shagun Gupta

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…

Numerical Analysis · Mathematics 2023-05-31 Yahya Alnashri

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…

Numerical Analysis · Mathematics 2022-09-20 D. Chakraborty , S. Gopalakrishnan

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)…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Piotr J. Flatau

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…

Computational Finance · Quantitative Finance 2023-01-25 José Brito , Andrei Goloubentsev , Evgeny Goncharov

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…

Optimization and Control · Mathematics 2017-07-10 James Folberth , Stephen Becker

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…

Numerical Analysis · Mathematics 2021-12-20 P. B. Dubovski , J. A. Slepoi

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…

Optimization and Control · Mathematics 2025-04-16 Yunier Bello-Cruz , Max L. N. Gonçalves , Jefferson G. Melo , Cassandra Mohr

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…

Analysis of PDEs · Mathematics 2019-11-11 Olivier Zahm , Paul Constantine , Clémentine Prieur , Youssef Marzouk

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…

Methodology · Statistics 2019-06-18 Abhijit Mandal

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…

Numerical Analysis · Mathematics 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov

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…

Computational Engineering, Finance, and Science · Computer Science 2022-10-11 Miroslav Vořechovský

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…

Artificial Intelligence · Computer Science 2013-01-18 Luis E. Ortiz , Leslie Pack Kaelbling

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…

Machine Learning · Computer Science 2018-02-21 Yusuke Tsuzuku , Hiroto Imachi , Takuya Akiba

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…

Machine Learning · Computer Science 2020-02-14 Ran Xin , Soummya Kar , Usman A. Khan

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…

Optimization and Control · Mathematics 2024-07-17 Matthias J. Ehrhardt , Erlend S. Riis , Torbjørn Ringholm , Carola-Bibiane Schönlieb

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…

Numerical Analysis · Mathematics 2023-08-07 Tomoya Kemmochi

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…

Machine Learning · Statistics 2019-08-29 Rishit Sheth , Nicolo Fusi