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A numerical method is proposed to compute a low-rank Galerkin approximation to the solution of a parametric or stochastic equation in a non-intrusive fashion. The considered nonlinear problems are associated with the minimization of a…

Numerical Analysis · Mathematics 2017-05-11 Loïc Giraldi , Dishi Liu , Hermann G. Matthies , Anthony Nouy

Methods for solving PDEs using neural networks have recently become a very important topic. We provide an a priori error analysis for such methods which is based on the $\mathcal{K}_1(\mathbb{D})$-norm of the solution. We show that the…

Numerical Analysis · Mathematics 2022-07-15 Qingguo Hong , Jonathan W. Siegel , Jinchao Xu

For certain dynamical systems it is possible to significantly simplify the study of stability by means of the center manifold theory. This theory allows to isolate the complicated asymptotic behavior of the system close to a non-hyperbolic…

Dynamical Systems · Mathematics 2020-09-22 Bernard Haasdonk , Boumediene Hamzi , Gabriele Santin , Dominik Wittwar

We propose a Fourier-based learning algorithm for highly nonlinear multiclass classification. The algorithm is based on a smoothing technique to calculate the probability distribution of all classes. To obtain the probability distribution,…

Machine Learning · Computer Science 2022-11-17 Soheil Mehrabkhani

Many recent applications in machine learning and data fitting call for the algorithmic solution of structured smooth convex optimization problems. Although the gradient descent method is a natural choice for this task, it requires exact…

Optimization and Control · Mathematics 2013-09-03 Anthony Man-Cho So

Choosing the optimization algorithm that performs best on a given machine learning problem is often delicate, and there is no guarantee that current state-of-the-art algorithms will perform well across all tasks. Consequently, the more…

Optimization and Control · Mathematics 2024-06-25 Måns Williamson , Monika Eisenmann , Tony Stillfjord

Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…

Machine Learning · Computer Science 2013-01-01 Ohad Shamir , Tong Zhang

In this paper, we address stochastic optimization problems involving a composition of a non-smooth outer function and a smooth inner function, a formulation frequently encountered in machine learning and operations research. To deal with…

Optimization and Control · Mathematics 2026-05-15 Tommaso Giovannelli , Jingfu Tan , Luis Nunes Vicente

We present a sampling-free approach for computing the epistemic uncertainty of a neural network. Epistemic uncertainty is an important quantity for the deployment of deep neural networks in safety-critical applications, since it represents…

Machine Learning · Computer Science 2019-12-04 Janis Postels , Francesco Ferroni , Huseyin Coskun , Nassir Navab , Federico Tombari

Two semi-implicit Euler schemes for differential inclusions are proposed and analyzed in depth. An error analysis shows that both semi-implicit schemes inherit favorable stability properties from the differential inclusion. Their…

Numerical Analysis · Mathematics 2013-08-19 Janosch Rieger

Modeling folding surfaces with nonzero thickness is of practical interest for mechanical engineering. There are many existing approaches that account for material thickness in folding applications. We propose a new systematic and broadly…

Computational Geometry · Computer Science 2016-01-22 Jason S. Ku , Erik D. Demaine

We study distribution-free nonparametric regression following a notion of average smoothness initiated by Ashlagi et al. (2021), which measures the "effective" smoothness of a function with respect to an arbitrary unknown underlying…

Machine Learning · Computer Science 2024-02-14 Steve Hanneke , Aryeh Kontorovich , Guy Kornowski

We present new convolution based smooth approximations to the absolute value function and apply them to construct gradient based algorithms such as the nonlinear conjugate gradient scheme to obtain sparse, regularized solutions of linear…

Numerical Analysis · Mathematics 2015-07-02 Sergey Voronin , Gorkem Ozkaya , Davis Yoshida

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…

Statistics Theory · Mathematics 2011-12-13 Li Wang , Xiang Liu , Hua Liang , Raymond J. Carroll

Extending the idea of Even and Lehrer [3], we discuss a general approach to integration based on a given decomposition system equipped with a weighting function, and a decomposition of the integrated function. We distinguish two type of…

Functional Analysis · Mathematics 2015-01-05 Salvatore Greco , Radko Mesiar , Fabio Rindone , Ladislav Sipeky

Smoothed analysis of complexity bounds and condition numbers has been done, so far, on a case by case basis. In this paper we consider a reasonably large class of condition numbers for problems over the complex numbers and we obtain…

Numerical Analysis · Mathematics 2007-05-23 Peter Buergisser , Felipe Cucker , Martin Lotz

In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…

General Mathematics · Mathematics 2023-05-30 Aymen Laadhari , Ahmad Deeb

In regression applications, the presence of nonlinearity and correlation among observations offer computational challenges not only in traditional settings such as least squares regression, but also (and especially) when the objective…

Methodology · Statistics 2019-06-10 Marco Geraci

Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban , Joydeep Ghosh
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