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We propose novel smooth approximations to the classical rounding function, suitable for differentiable optimization and machine learning applications. Our constructions are based on two approaches: (1) localized sigmoid window functions…

Machine Learning · Computer Science 2025-04-29 Stanislav Semenov

Most approximation methods in high dimensions exploit smoothness of the function being approximated. These methods provide poor convergence results for non-smooth functions with kinks. For example, such kinks can arise in the uncertainty…

Numerical Analysis · Mathematics 2019-02-19 Barbara Fuchs , Jochen Garcke

We consider the problem of finding optimal piecewise constant approximations of one-dimensional signals. These approximations should consist of a specified number of segments (samples) and minimise the mean squared error to the original…

Signal Processing · Electrical Eng. & Systems 2019-06-12 Leif Bergerhoff , Joachim Weickert , Yehuda Dar

Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…

Numerical Analysis · Mathematics 2019-11-11 Chaitanya Joshi , Paul T. Brown , Stephen Joe

We study approximation error bounds of isogeometric function spaces on a specific type of singularly parameterized domains. In this context an isogeometric function is the composition of a piecewise rational function with the inverse of a…

Numerical Analysis · Mathematics 2015-07-30 Thomas Takacs

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

The proximal gradient algorithm for minimizing the sum of a smooth and a nonsmooth convex function often converges linearly even without strong convexity. One common reason is that a multiple of the step length at each iteration may…

Optimization and Control · Mathematics 2016-06-29 Dmitriy Drusvyatskiy , Adrian S. Lewis

Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…

Numerical Analysis · Mathematics 2012-01-18 Massimo Fornasier , Karin Schnass , Jan Vybiral

By studying $\mathbb{A}^1$-curves on varieties, we propose a geometric approach to strong approximation problem over function fields of complex curves. We prove that strong approximation holds for smooth, low degree affine complete…

Algebraic Geometry · Mathematics 2015-10-16 Qile Chen , Yi Zhu

In this paper subdivision schemes, which are used for functions approximation and curves generation, are considered. In classical case, for the functions defined on the real line, the theory of subdivision schemes is widely known due to…

Functional Analysis · Mathematics 2020-12-10 Mikhail Karapetyants

Consider an open set $\mathbb{D}\subseteq\mathbb{R}^n$, equipped with a probability measure $\mu$. An important characteristic of a smooth function $f:\mathbb{D}\rightarrow\mathbb{R}$ is its \emph{second-moment matrix} $\Sigma_{\mu}:=\int…

Information Theory · Computer Science 2019-09-10 Armin Eftekhari , Michael B. Wakin , Ping Li , Paul G. Constantine

A soft-max function has two main efficiency measures: (1) approximation - which corresponds to how well it approximates the maximum function, (2) smoothness - which shows how sensitive it is to changes of its input. Our goal is to identify…

Machine Learning · Computer Science 2026-01-01 Alessandro Epasto , Mohammad Mahdian , Vahab Mirrokni , Manolis Zampetakis

We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…

Probability · Mathematics 2015-11-19 Enkelejd Hashorva , Mikhail Lifshits , Oleg Seleznjev

Fractional derivatives are a well-studied generalization of integer order derivatives. Naturally, for optimization, it is of interest to understand the convergence properties of gradient descent using fractional derivatives. Convergence…

Optimization and Control · Mathematics 2024-06-05 Ashwani Aggarwal

This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…

Computer Vision and Pattern Recognition · Computer Science 2016-12-09 Huihui Song , Yuhui Zheng , Kaihua Zhang

Sequential testing problems involve a complex system with several components, each of which is "working" with some independent probability. The outcome of each component can be determined by performing a test, which incurs some cost. The…

Data Structures and Algorithms · Computer Science 2023-08-22 Rohan Ghuge , Anupam Gupta , Viswanath Nagarajan

For a bounded domain $\Omega\subset\mathbb{R}^m, m\geq 2,$ of class $C^0$, the properties are studied of fields of `good directions', that is the directions with respect to which $\partial\Omega$ can be locally represented as the graph of a…

Classical Analysis and ODEs · Mathematics 2017-02-10 John M. Ball , Arghir Zarnescu

This article provides a general iterative approximation to partial differential equations, and thus establish existence of smooth solution. The heart of the method is to contract (or expand) the boundary conditions uniformly in the domain,…

Analysis of PDEs · Mathematics 2024-07-16 Chang Gao

In this paper, we construct an algorithm for minimising piecewise smooth functions for which derivative information is not available. The algorithm constructs a pair of quadratic functions, one on each side of the point with smallest known…

Optimization and Control · Mathematics 2020-12-14 Jonathan Grant-Peters , Raphael Hauser

We propose a new numerical scheme for approximating level-sets of Lipschitz multivariate functions which is robust to stochastic noise. The algorithm's main feature is an adaptive grid-based stochastic approximation strategy which…

Numerical Analysis · Mathematics 2025-09-19 Matteo Croci , Abdul-Lateef Haji-Ali , Ian C. J. Powell