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The numerical analysis of gradient inclusions in a compact subset of $2\times 2$ diagonal matrices is studied. Assuming that the boundary conditions are reached after a finite number of laminations and using piecewise linear finite…

Numerical Analysis · Mathematics 2013-07-30 Omar Anza Hafsa

We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…

Probability · Mathematics 2013-03-21 Erol A. Peköz , Adrian Röllin , Nathan Ross

The aim of this paper is to give a short overview on error bounds and to provide the first bricks of a unified theory. Inspired by the works of [8, 15, 13, 16, 10], we show indeed the centrality of the Lojasiewicz gradient inequality. For…

Optimization and Control · Mathematics 2017-05-02 Trong Phong Nguyen

We prove the familiar Lazy Online Gradient Descent algorithm is universal on polytope domains. That means it gets $O(1)$ pseudo-regret against i.i.d opponents, while simultaneously achieving the well-known $O(\sqrt N)$ worst-case regret…

Machine Learning · Computer Science 2022-09-01 Daron Anderson , Douglas Leith

We derive new explicit expressions for the components of Moore-Penrose inverses of symmetric difference matrices. These generalized inverses are applied in a new regularization approach for scattered data interpolation based on partial…

Numerical Analysis · Mathematics 2016-10-03 Gerlind Plonka , Sebastian Hoffmann , Joachim Weickert

We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretisation errors…

Numerical Analysis · Mathematics 2015-04-28 Benjamin Kehlet , Anders Logg

We study the generalization performance of $\text{full-batch}$ optimization algorithms for stochastic convex optimization: these are first-order methods that only access the exact gradient of the empirical risk (rather than gradients with…

Optimization and Control · Mathematics 2021-07-02 Idan Amir , Yair Carmon , Tomer Koren , Roi Livni

In this paper, we improve upon our previous work[24,22] and establish convergence bounds on the objective function values of approximate proximal-gradient descent (AxPGD), approximate accelerated proximal-gradient descent (AxAPGD) and…

Optimization and Control · Mathematics 2023-07-06 Anis Hamadouche , Andrew M. Wallace , Joao F. C. Mota

First order methods endowed with global convergence guarantees operate using global lower bounds on the objective. The tightening of the bounds has been shown to increase both the theoretical guarantees and the practical performance. In…

Optimization and Control · Mathematics 2024-04-30 Mihai I. Florea , Yurii Nesterov

We present a general approach to deriving bounds on the generalization error of randomized learning algorithms. Our approach can be used to obtain bounds on the average generalization error as well as bounds on its tail probabilities, both…

Information Theory · Computer Science 2020-09-10 Fredrik Hellström , Giuseppe Durisi

This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…

Optimization and Control · Mathematics 2024-07-16 Liam Madden , Stephen Becker , Emiliano Dall'Anese

We suggest guaranteed, robust a posteriori error bounds for approximate solutions of the reaction-diffusion equations, modeled by the equation $-\Delta u+\sigma u= f$ in $\Omega$ with any $\sigma={\mathrm{const}}\ge 0$. We also term our…

Numerical Analysis · Mathematics 2017-11-07 Vadim Glebovich Korneev

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

We develop a new technique for constructing sparse graphs that allow us to prove near-linear lower bounds on the round complexity of computing distances in the CONGEST model. Specifically, we show an $\widetilde{\Omega}(n)$ lower bound for…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-18 Amir Abboud , Keren Censor-Hillel , Seri Khoury

Bregman divergences generalize measures such as the squared Euclidean distance and the KL divergence, and arise throughout many areas of machine learning. In this paper, we focus on the problem of approximating an arbitrary Bregman…

Machine Learning · Statistics 2020-11-04 Ali Siahkamari , Xide Xia , Venkatesh Saligrama , David Castanon , Brian Kulis

This paper is concerned with error estimates of the fully discrete generalized finite element method (GFEM) with optimal local approximation spaces for solving elliptic problems with heterogeneous coefficients. The local approximation…

Numerical Analysis · Mathematics 2021-10-01 Chupeng Ma , Robert Scheichl

This paper studies the complexity of projected gradient descent methods for a class of strongly convex constrained optimization problems where the objective function is expressed as a summation of $m$ component functions, each possessing a…

Optimization and Control · Mathematics 2026-02-10 Xiaojun Chen , C. T. Kelley , Lei Wang

Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

In this work, we develop a numerical method to study the error estimates of the $\alpha$-stable central limit theorem under sublinear expectation with $\alpha \in(0,2)$, whose limit distribution can be characterized by a fully nonlinear…

Numerical Analysis · Mathematics 2023-10-09 Lianzi Jiang

A recent line of works, initiated by Russo and Xu, has shown that the generalization error of a learning algorithm can be upper bounded by information measures. In most of the relevant works, the convergence rate of the expected…

Information Theory · Computer Science 2022-05-16 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu