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Reward evaluation of episodes becomes a bottleneck in a broad range of reinforcement learning tasks. Our aim in this paper is to select a small but representative subset of a large batch of episodes, only on which we actually compute…

Machine Learning · Computer Science 2026-04-23 Satoshi Hayakawa , Tetsuro Morimura

We study a quadrature, proposed by Ermakov and Zolotukhin in the sixties, through the lens of kernel methods. The nodes of this quadrature rule follow the distribution of a determinantal point process, while the weights are defined through…

Numerical Analysis · Mathematics 2023-09-06 Ayoub Belhadji

In this paper, we develop a quadrature framework for large-scale kernel machines via a numerical integration representation. Considering that the integration domain and measure of typical kernels, e.g., Gaussian kernels, arc-cosine kernels,…

Machine Learning · Computer Science 2021-06-14 Fanghui Liu , Xiaolin Huang , Yudong Chen , Johan A. K. Suykens

Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…

Machine Learning · Computer Science 2019-11-15 Simon Bartels , Philipp Hennig

A wide range of optimization problems arising in machine learning can be solved by gradient descent algorithms, and a central question in this area is how to efficiently compress a large-scale dataset so as to reduce the computational…

Machine Learning · Computer Science 2022-10-11 Jiawei Huang , Ruomin Huang , Wenjie Liu , Nikolaos M. Freris , Hu Ding

This paper proposes a fractional order gradient method for the backward propagation of convolutional neural networks. To overcome the problem that fractional order gradient method cannot converge to real extreme point, a simplified…

Optimization and Control · Mathematics 2020-01-07 Dian Sheng , Yiheng Wei , Yuquan Chen , Yong Wang

We propose several approaches for solving differential equations (DEs) with quantum kernel methods. We compose quantum models as weighted sums of kernel functions, where variables are encoded using feature maps and model derivatives are…

Quantum Physics · Physics 2023-04-12 Annie E. Paine , Vincent E. Elfving , Oleksandr Kyriienko

In this paper, a piecewise quadratic nonconforming finite element method on rectangular grids for a fourth-order elliptic singular perturbation problem is presented. This proposed method is robustly convergent with respect to the…

Numerical Analysis · Mathematics 2020-06-30 Huilan Zeng , Chen-Song Zhang , Shuo Zhang

We propose algorithms to take point sets for kernel-based interpolation of functions in reproducing kernel Hilbert spaces (RKHSs) by convex optimization. We consider the case of kernels with the Mercer expansion and propose an algorithm by…

Numerical Analysis · Mathematics 2019-08-19 Ken'ichiro Tanaka

Gradient descent methods have long been the de facto standard for training deep neural networks. Millions of training samples are fed into models with billions of parameters, which are slowly updated over hundreds of epochs. Recently, it's…

Machine Learning · Computer Science 2023-02-14 Tim Whitaker

In this paper we introduce a reproducing kernel Hilbert space defined on $\mathbb{R}^{d+1}$ as the tensor product of a reproducing kernel defined on the unit sphere $\mathbb{S}^{d}$ in $\mathbb{R}^{d+1}$ and a reproducing kernel defined on…

Numerical Analysis · Mathematics 2015-12-24 Johann S. Brauchart , Josef Dick , Lou Fang

We consider a least-squares variational kernel-based method for numerical solution of second order elliptic partial differential equations on a multi-dimensional domain. In this setting it is not assumed that the differential operator is…

Numerical Analysis · Mathematics 2021-10-26 Salar Seyednazari , Mehdi Tatari , Davoud Mirzaei

Linear programming (LP) relaxation is a standard technique for solving hard combinatorial optimization (CO) problems. Here we present a gradient descent algorithm which exploits the special structure of some LP relaxations induced by CO…

Optimization and Control · Mathematics 2020-11-17 Alexey Antonov

This monograph develops a unified, application-driven framework for kernel methods grounded in reproducing kernel Hilbert spaces (RKHS) and optimal transport (OT). Part I lays the theoretical and numerical foundations on positive-definite…

Numerical Analysis · Mathematics 2025-10-07 Philippe G. LeFloch , Jean-Marc Mercier , Shohruh Miryusupov

Metrics specifying distances between data points can be learned in a discriminative manner or from generative models. In this paper, we show how to unify generative and discriminative learning of metrics via a kernel learning framework.…

Machine Learning · Computer Science 2011-09-26 Yuan Shi , Yung-Kyun Noh , Fei Sha , Daniel D. Lee

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…

Optimization and Control · Mathematics 2019-02-19 Daniela di Serafino , Gerardo Toraldo , Marco Viola , Jesse Barlow

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…

Statistics Theory · Mathematics 2017-10-13 Alain Celisse , Guillemette Marot , Morgane Pierre-Jean , Guillem Rigaill

The gradient descent method aims at finding local minima of a given multivariate function by moving along the direction of its gradient, and hence, the algorithm typically involves computing all partial derivatives of a given function,…

Quantum Physics · Physics 2025-02-25 Nhat A. Nghiem

The Gaussian kernel plays a central role in machine learning, uncertainty quantification and scattered data approximation, but has received relatively little attention from a numerical analysis standpoint. The basic problem of finding an…

Numerical Analysis · Mathematics 2021-04-02 Toni Karvonen , Chris J. Oates , Mark Girolami

A new challenge for learning algorithms in cyber-physical network systems is the distributed solution of big-data classification problems, i.e., problems in which both the number of training samples and their dimension is high. Motivated by…

Optimization and Control · Mathematics 2017-02-16 Giuseppe Notarstefano