English
Related papers

Related papers: Online adaptive algorithm for Constraint Energy Mi…

200 papers

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

In this paper, we propose a general approach called Generalized Multiscale Finite Element Method (GMsFEM) for performing multiscale simulations for problems without scale separation over a complex input space. As in multiscale finite…

Numerical Analysis · Mathematics 2015-06-12 Yalchin Efendiev , Juan Galvis , Thomas Y. Hou

Part I of this work [Gao25] establishes online scaled gradient methods (OSGM), a framework that utilizes online convex optimization to adapt stepsizes in gradient methods. This paper focuses on the practical aspects of OSGM. We leverage the…

Optimization and Control · Mathematics 2025-10-08 Ya-Chi Chu , Wenzhi Gao , Yinyu Ye , Madeleine Udell

Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…

Machine Learning · Computer Science 2013-07-11 Huahua Wang , Arindam Banerjee

In this paper we propose a novel adaptive online optimization algorithm tailored to the management of microgrids with high renewable energy penetration, which can be formulated as a constrained, online optimization problem. The proposed…

Optimization and Control · Mathematics 2025-12-05 Wouter J. A. van Weerelt , Angela Fontan , Nicola Bastianello

We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the…

Numerical Analysis · Mathematics 2018-08-01 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Zhiwen Zhang

High fidelity behavior prediction of intelligent agents is critical in many applications. However, the prediction model trained on the training set may not generalize to the testing set due to domain shift and time variance. The challenge…

Machine Learning · Computer Science 2020-04-29 Abulikemu Abuduweili , Changliu Liu

Generative Adversarial Networks (GANs) typically suffer from overfitting when limited training data is available. To facilitate GAN training, current methods propose to use data-specific augmentation techniques. Despite the effectiveness,…

Computer Vision and Pattern Recognition · Computer Science 2022-11-07 Jie Cao , Mandi Luo , Junchi Yu , Ming-Hsuan Yang , Ran He

In recent years, deep learning methods, exemplified by Physics-Informed Neural Networks (PINNs), have been widely applied to the numerical solution of differential equations. However, these methods may suffer from limited accuracy, high…

Numerical Analysis · Mathematics 2026-03-17 Tao Tang , Jiang Yang , Yuxiang Zhao , Quanhui Zhu

In this work, we propose a local multiscale model reduction approach for the time-domain scalar wave equation in a heterogenous media. A fine mesh is used to capture the heterogeneities of the coefficient field, and the equation is solved…

Numerical Analysis · Mathematics 2020-09-03 Siu Wun Cheung , Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

In this work, we establish that discontinuous Galerkin methods are capable of producing reliable approximations for a broad class of nonlinear variational problems. In particular, we demonstrate that these schemes provide essential…

Numerical Analysis · Mathematics 2025-01-22 Georgios Grekas , Konstantinos Koumatos , Charalambos Makridakis , Andreas Vikelis

In this paper, we discuss the application of Generalized Multiscale Finite Element Method (GMsFEM) to elasticity equation in heterogeneous media. Our applications are motivated by elastic wave propagation in subsurface where the subsurface…

Numerical Analysis · Mathematics 2014-08-27 Eric T. Chung , Yalchin Efendiev , Shubin Fu

Electricity demand forecasting is key to ensuring that supply meets demand lest the grid would blackout. Reliable short-term forecasts may be obtained by combining a Generalized Additive Models (GAM) with a State-Space model (Obst et al.,…

Machine Learning · Statistics 2025-04-01 Keshav Das , Julie Keisler , Margaux Brégère , Amaury Durand

In fluid flow simulation, the multi-continuum model is a useful strategy. When the heterogeneity and contrast of coefficients are high, the system becomes multiscale, and some kinds of reduced-order methods are demanded. Combining these…

Numerical Analysis · Mathematics 2023-02-08 Tina Mai , Siu Wun Cheung , Jun Sur Richard Park

Recently, a deep-learning algorithm referred to as Deep Galerkin Method (DGM), has gained a lot of attention among those trying to solve numerically Mean Field Games with finite horizon, even if the performance seems to be decreasing…

Optimization and Control · Mathematics 2024-03-01 René Carmona , Claire Zeng

In this work we address the Multiscale Spectral Generalized Finite Element Method (MS-GFEM) developed in [I. Babu\v{s}ka and R. Lipton, Multiscale Modeling and Simulation 9 (2011), pp. 373--406]. We outline the numerical implementation of…

Numerical Analysis · Mathematics 2020-04-22 Ivo Babuska , Robert Lipton , Paul Sinz , Michael Stuebner

The finite element method, finite difference method, finite volume method and spectral method have achieved great success in solving partial differential equations. However, the high accuracy of traditional numerical methods is at the cost…

Numerical Analysis · Mathematics 2020-09-25 Jian Li , Jing Yue , Wen Zhang , Wansuo Duan

Boosting is a popular ensemble algorithm that generates more powerful learners by linearly combining base models from a simpler hypothesis class. In this work, we investigate the problem of adapting batch gradient boosting for minimizing…

Machine Learning · Computer Science 2017-03-02 Hanzhang Hu , Wen Sun , Arun Venkatraman , Martial Hebert , J. Andrew Bagnell

An adaptive modified weak Galerkin method (AmWG) for an elliptic problem is studied in this paper, in addition to its convergence and optimality. The modified weak Galerkin bilinear form is simplified without the need of the skeletal…

Numerical Analysis · Mathematics 2023-05-11 Yingying Xie , Shuhao Cao , Long Chen , Liuqiang Zhong