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Random cost simulations were introduced as a method to investigate optimization problems in systems with conflicting constraints. Here I study the approach in connection with the training of a feed-forward multilayer perceptron, as used in…
Convolutional neural network (CNN) is one of the most widely-used successful architectures in the era of deep learning. However, the high-computational cost of CNN still hampers more universal uses to light devices. Fortunately, the Fourier…
Over the past two decades, the feedforward neural network (FNN) optimization has been a key interest among the researchers and practitioners of multiple disciplines. The FNN optimization is often viewed from the various perspectives: the…
We present a methodology for integrating functional data into deep densely connected feed-forward neural networks. The model is defined for scalar responses with multiple functional and scalar covariates. A by-product of the method is a set…
In an attempt to better understand structural benefits and generalization power of deep neural networks, we firstly present a novel graph theoretical formulation of neural network models, including fully connected, residual network (ResNet)…
Partial differential equations frequently appear in the natural sciences and related disciplines. Solving them is often challenging, particularly in high dimensions, due to the "curse of dimensionality". In this work, we explore the…
The probability density function of stochastic differential equations is governed by the Fokker-Planck (FP) equation. A novel machine learning method is developed to solve the general FP equations based on deep neural networks. The proposed…
We solve high-dimensional steady-state Fokker-Planck equations on the whole space by applying tensor neural networks. The tensor networks are a linear combination of tensor products of one-dimensional feedforward networks or a linear…
This paper proposes a deep Convolutional Neural Network(CNN) with strong generalization ability for structural topology optimization. The architecture of the neural network is made up of encoding and decoding parts, which provide down- and…
We explore in detail a method to solve ordinary differential equations using feedforward neural networks. We prove a specific loss function, which does not require knowledge of the exact solution, to be a suitable standard metric to…
Recent work in machine learning shows that deep neural networks can be used to solve a wide variety of inverse problems arising in computational imaging. We explore the central prevailing themes of this emerging area and present a taxonomy…
Modeling and managing portfolio risk is perhaps the most important step to achieve growing and preserving investment performance. Within the modern portfolio construction framework that built on Markowitz's theory, the covariance matrix of…
In incomplete financial markets, pricing and hedging European options lack a unique no-arbitrage solution due to unhedgeable risks. This paper introduces a constrained deep learning approach to determine option prices and hedging strategies…
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,…
The topology of artificial neural networks has a significant effect on their performance. Characterizing efficient topology is a field of promising research in Artificial Intelligence. However, it is not a trivial task and it is mainly…
There is a wide gap between symbolic reasoning and deep learning. In this research, we explore the possibility of using deep learning to improve symbolic reasoning. Briefly, in a reasoning system, a deep feedforward neural network is used…
This paper addresses the task of set prediction using deep feed-forward neural networks. A set is a collection of elements which is invariant under permutation and the size of a set is not fixed in advance. Many real-world problems, such as…
Recent advances in deep learning have enabled us to address the curse of dimensionality (COD) by solving problems in higher dimensions. A subset of such approaches of addressing the COD has led us to solving high-dimensional PDEs. This has…
A feed-forward neural network has a remarkable property which allows the network itself to be a universal approximator for any functions.Here we present a universal, machine-learning based solver for multi-variable partial differential…
The recent literature on deep learning offers new tools to learn a rich probability distribution over high dimensional data such as images or sounds. In this work we investigate the possibility of learning the prior distribution over neural…