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While variance reduction methods have shown great success in solving large scale optimization problems, many of them suffer from accumulated errors and, therefore, should periodically require the full gradient computation. In this paper, we…

Machine Learning · Computer Science 2022-10-05 Kazusato Oko , Shunta Akiyama , Tomoya Murata , Taiji Suzuki

We analyze an adaptive boundary element method for the weakly-singular and hypersingular integral equations for the 2D and 3D Helmholtz problem. The proposed adaptive algorithm is steered by a residual error estimator and does not rely on…

Numerical Analysis · Mathematics 2019-03-21 Alex Bespalov , Timo Betcke , Alexander Haberl , Dirk Praetorius

Current traditional methods for LiDAR-camera extrinsics estimation depend on offline targets and human efforts, while learning-based approaches resort to iterative refinement for calibration results, posing constraints on their…

Computer Vision and Pattern Recognition · Computer Science 2023-12-05 Shuang Xu , Sifan Zhou , Zhi Tian , Jizhou Ma , Qiong Nie , Xiangxiang Chu

Reliability-based design optimization (RBDO) aims at determination of the optimal design in the presence of uncertainty. The available Single-Loop approaches for RBDO are based on the First-Order Reliability Method (FORM) for the…

Optimization and Control · Mathematics 2021-10-12 Rami Mansour , Mårten Olsson

Stochastic estimators are fundamental to large-scale optimization, where population quantities must be inferred from noisy oracle observations. Although influential methods such as momentum, SPIDER, STORM, and PAGE have been highly…

Machine Learning · Computer Science 2026-05-18 Zhankun Luo , Antesh Upadhyay , M. Berk Sahin , Sang Bin Moon , Anuran Makur , Abolfazl Hashemi

In this paper, we develop new fast and efficient algorithms for designing single/multiple unimodular waveforms/codes with good auto- and cross-correlation or weighted correlation properties, which are highly desired in radar and…

Information Theory · Computer Science 2018-02-08 Yongzhe Li , Sergiy A. Vorobyov

The problem of robustly reconstructing a large number from its erroneous remainders with respect to several moduli, namely the robust remaindering problem, may occur in many applications including phase unwrapping, frequency detection from…

Information Theory · Computer Science 2017-04-05 Li Xiao , Xiang-Gen Xia , Haiye Huo

The Wasserstein metric is broadly used in optimal transport for comparing two probabilistic distributions, with successful applications in various fields such as machine learning, signal processing, seismic inversion, etc. Nevertheless, the…

Optimization and Control · Mathematics 2022-02-22 Qichen Liao , Jing Chen , Zihao Wang , Bo Bai , Shi Jin , Hao Wu

The Richardson-Lucy unfolding approach is simple and excellently performing. It efficiently suppresses artificial high frequency contributions and permits to introduce known features of the true distribution. An algorithm to fix the number…

Data Analysis, Statistics and Probability · Physics 2015-06-11 Guenter Zech

Shuffling gradient methods are widely used in modern machine learning tasks and include three popular implementations: Random Reshuffle (RR), Shuffle Once (SO), and Incremental Gradient (IG). Compared to the empirical success, the…

Machine Learning · Computer Science 2024-06-07 Zijian Liu , Zhengyuan Zhou

Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…

Machine Learning · Computer Science 2021-03-03 Yasaman Esfandiari , Aditya Balu , Keivan Ebrahimi , Umesh Vaidya , Nicola Elia , Soumik Sarkar

This paper proposes new algorithms for the metric learning problem. We start by noticing that several classical metric learning formulations from the literature can be viewed as modified covariance matrix estimation problems. Leveraging…

Machine Learning · Statistics 2022-11-23 Antoine Collas , Arnaud Breloy , Guillaume Ginolhac , Chengfang Ren , Jean-Philippe Ovarlez

In [Q. Liao et al., Commun. Math. Sci., 20(2022)], a linear-time Sinkhorn algorithm is developed based on dynamic programming, which significantly reduces the computational complexity involved in solving optimal transport problems. However,…

Optimization and Control · Mathematics 2025-03-25 Ziyuan Lyu , Zihao Wang , Hao Wu , Shuai Yang

We study the random reshuffling (RR) method for smooth nonconvex optimization problems with a finite-sum structure. Though this method is widely utilized in practice such as the training of neural networks, its convergence behavior is only…

Optimization and Control · Mathematics 2023-01-26 Xiao Li , Andre Milzarek , Junwen Qiu

Bilevel optimization has been widely applied in many important machine learning applications such as hyperparameter optimization and meta-learning. Recently, several momentum-based algorithms have been proposed to solve bilevel optimization…

Machine Learning · Computer Science 2021-12-17 Junjie Yang , Kaiyi Ji , Yingbin Liang

We recently proposed a general algorithm for approximating nonstandard Bayesian posterior distributions by minimization of their Kullback-Leibler divergence with respect to a more convenient approximating distribution. In this note we offer…

Computation · Statistics 2014-01-10 Tim Salimans

We study the strong approximation of a rough volatility model, in which the log-volatility is given by a fractional Ornstein-Uhlenbeck process with Hurst parameter $H<1/2$. Our methods are based on an equidistant discretization of the…

Probability · Mathematics 2016-06-14 Andreas Neuenkirch , Taras Shalaiko

We introduce a neural network architecture to solve inverse problems linked to a one-dimensional integral operator. This architecture is built by unfolding a forward-backward algorithm derived from the minimization of an objective function…

Optimization and Control · Mathematics 2021-06-01 Emilie Chouzenoux , Cecile Della Valle , Jean-Christophe Pesquet

We introduce SNAP (Self-coNsistent Agreement Principle), a self-supervised framework for robust computation based on mutual agreement. Based on an Agreement-Reliability Hypothesis SNAP assigns weights that quantify agreement, emphasizing…

Machine Learning · Computer Science 2026-02-03 Xiaoyi Jiang , Andreas Nienkötter

This paper proposes a deep recurrent Rotation Averaging Graph Optimizer (RAGO) for Multiple Rotation Averaging (MRA). Conventional optimization-based methods usually fail to produce accurate results due to corrupted and noisy relative…

Computer Vision and Pattern Recognition · Computer Science 2022-12-15 Heng Li , Zhaopeng Cui , Shuaicheng Liu , Ping Tan