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We present an efficient, effective, and generic approach towards solving inverse problems. The key idea is to leverage the feedback signal provided by the forward process and learn an iterative update model. Specifically, at each iteration,…

Computer Vision and Pattern Recognition · Computer Science 2021-01-20 Wei-Chiu Ma , Shenlong Wang , Jiayuan Gu , Sivabalan Manivasagam , Antonio Torralba , Raquel Urtasun

We propose a new deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and forward-backward stochastic differential equations with jumps (FBSDEJs). This novel algorithm can be viewed as an…

Numerical Analysis · Mathematics 2025-10-28 Wansheng Wang , Jiangtao Pan , Jie Wang , Zaijun Ye

It has been shown that a class of probabilistic domain models cannot be learned correctly by several existing algorithms which employ a single-link look ahead search. When a multi-link look ahead search is used, the computational complexity…

Artificial Intelligence · Computer Science 2013-02-08 TongSheng Chu , Yang Xiang

This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…

Optimization and Control · Mathematics 2011-09-14 Q. Tran Dinh , C. Savorgnan , M. Diehl

The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…

Optimization and Control · Mathematics 2021-11-04 Arun Jambulapati , Jerry Li , Christopher Musco , Aaron Sidford , Kevin Tian

Forward-backward methods are a very useful tool for the minimization of a functional given by the sum of a differentiable term and a nondifferentiable one and their investigation has experienced several efforts from many researchers in the…

Numerical Analysis · Mathematics 2015-06-10 Silvia Bonettini , Federica Porta , Valeria Ruggiero

Recently, diffusion models have achieved significant advances in vision, text, and robotics. However, they still face slow generation speeds due to sequential denoising processes. To address this, a parallel sampling method based on Picard…

Computer Vision and Pattern Recognition · Computer Science 2025-03-26 Junhyuk So , Jiwoong Shin , Chaeyeon Jang , Eunhyeok Park

Machine learning frameworks adopt iterative optimizers to train neural networks. Conventional eager execution separates the updating of trainable parameters from forward and backward computations. However, this approach introduces…

Machine Learning · Computer Science 2021-04-02 Zixuan Jiang , Jiaqi Gu , Mingjie Liu , Keren Zhu , David Z. Pan

Computation of a signal's estimated covariance matrix is an important building block in signal processing, e.g., for spectral estimation. Each matrix element is a sum of products of elements in the input matrix taken over a sliding window.…

Data Structures and Algorithms · Computer Science 2013-03-12 Oded Green , Lior David , Ami Galperin , Yitzhak Birk

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears

We present a family of distributed forward-backward methods with variable stepsizes to find a solution of structured monotone inclusion problems. The framework is constructed by means of relocated fixed-point iterations, extending the…

Optimization and Control · Mathematics 2026-01-23 Felipe Atenas , Minh N. Dao , Matthew K. Tam

While backpropagation--reverse-mode automatic differentiation--has been extraordinarily successful in deep learning, it requires two passes (forward and backward) through the neural network and the storage of intermediate activations.…

Machine Learning · Computer Science 2025-11-06 Daniel Wang , Evan Markou , Dylan Campbell

This paper presents a highly-parallelizable parallel-in-time algorithm for efficient solution of nonlinear time-periodic problems. It is based on the time-periodic extension of the Parareal method, known to accelerate sequential…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

In this article, we introduce a novel parallel-in-time solver for nonlinear ordinary differential equations (ODEs). We state the numerical solution of an ODE as a root-finding problem that we solve using Newton's method. The affine…

Numerical Analysis · Mathematics 2025-11-04 Casian Iacob , Hassan Razavi , Simo Särkkä

The compute-and-forward framework permits each receiver in a Gaussian network to directly decode a linear combination of the transmitted messages. The resulting linear combinations can then be employed as an end-to-end communication…

Information Theory · Computer Science 2016-11-17 Bobak Nazer , Viveck Cadambe , Vasilis Ntranos , Giuseppe Caire

In this paper, a distributed optimization problem is investigated via input feedforward passivity. First, an input-feedforward-passivity-based continuous-time distributed algorithm is proposed. It is shown that the error system of the…

Optimization and Control · Mathematics 2022-05-02 Mengmou Li , Graziano Chesi , Yiguang Hong

A method to increase the precision of feedforward networks is proposed. It requires a prior knowledge of a target function derivatives of several orders and uses this information in gradient based training. Forward pass calculates not only…

Neural and Evolutionary Computing · Computer Science 2020-04-08 V. I. Avrutskiy

In this work, we propose a generalized alternating Anderson acceleration method, a periodic scheme composed of $t$ fixed-point iteration steps, interleaved with $s$ steps of Anderson acceleration with window size $m$, to solve linear and…

Numerical Analysis · Mathematics 2026-02-02 Yunhui He , Santolo Leveque

The brain cortex, which processes visual, auditory and sensory data in the brain, is known to have many recurrent connections within its layers and from higher to lower layers. But, in the case of machine learning with neural networks, it…

Machine Learning · Computer Science 2020-10-22 Sebastian Sanokowski

Semidefinite programming is an important optimization task, often used in time-sensitive applications. Though they are solvable in polynomial time, in practice they can be too slow to be used in online, i.e. real-time applications. Here we…

Quantum Physics · Physics 2022-02-03 Tamás Kriváchy , Yu Cai , Joseph Bowles , Daniel Cavalcanti , Nicolas Brunner
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