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We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

Constructing fast numerical solvers for partial differential equations (PDEs) is crucial for many scientific disciplines. A leading technique for solving large-scale PDEs is using multigrid methods. At the core of a multigrid solver is the…

Numerical Analysis · Mathematics 2019-08-07 Daniel Greenfeld , Meirav Galun , Ron Kimmel , Irad Yavneh , Ronen Basri

In this paper, a direct finite element method is proposed for solving interface problems on unfitted meshes. This new method treats the two interface conditions as an $H^{\frac12}(\Gamma)\times H^{-\frac12}(\Gamma)$ pair for the mutual…

Numerical Analysis · Mathematics 2025-08-19 Jun Hu , Limin Ma

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio

This paper aims to develop an efficient adaptive finite element method for the second-order elliptic problem. Although the theory for adaptive finite element methods based on residual-type a posteriori error estimator and bisection…

Numerical Analysis · Mathematics 2025-03-24 Jingjing Xiao , Ying Liu , Nianyu Yi

A general adaptive refinement strategy for solving linear elliptic partial differential equation with random data is proposed and analysed herein. The adaptive strategy extends the a posteriori error estimation framework introduced by…

Numerical Analysis · Mathematics 2022-08-23 Alex Bespalov , David Silvester , Feng Xu

Traditional methods for high-dimensional diffeomorphic mapping often struggle with the curse of dimensionality. We propose a mesh-free learning framework designed for $n$-dimensional mapping problems, seamlessly combining variational…

Machine Learning · Computer Science 2025-11-05 Zhiwen Li , Cheuk Hin Ho , Lok Ming Lui

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…

Optimization and Control · Mathematics 2022-12-13 Harshal D. Kaushik , Sepideh Samadi , Farzad Yousefian

In this work, we analyse a simplified frictional contact problem and its variational formulation that has a form of the elliptic variational inequality of the second kind. For this problem, we consider a numerical approximation based on…

Numerical Analysis · Mathematics 2023-12-27 Krzysztof Bartosz , Pawel Szafraniec

We present a simple algorithm to approximate the viscosity solution of Hamilton-Jacobi (HJ) equations by means of an artificial deep neural network. The algorithm uses a stochastic gradient descent-based method to minimize the least square…

Numerical Analysis · Mathematics 2024-12-31 Carlos Esteve-Yagüe , Richard Tsai , Alex Massucco

In this paper, we apply the practical GADI-HS iteration as a smoother in algebraic multigrid (AMG) method for solving second-order non-selfadjoint elliptic problem. Additionally, we prove the convergence of the derived algorithm and…

Numerical Analysis · Mathematics 2025-12-08 Juan Zhang , Junyue Luo

Many machine learning solutions are framed as optimization problems which rely on good hyperparameters. Algorithms for tuning these hyperparameters usually assume access to exact solutions to the underlying learning problem, which is…

Machine Learning · Computer Science 2020-11-09 Matthias J. Ehrhardt , Lindon Roberts

We develop a method for solving elliptic partial differential equations on surfaces described by CAD patches that may have gaps/overlaps. The method is based on hybridization using a three-dimensional mesh that covers the gap/overlap…

Numerical Analysis · Mathematics 2023-03-28 Tobias Jonsson , Mats G. Larson , Karl Larsson

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

A simple and efficient interface-fitted mesh generation algorithm is developed in this paper. This algorithm can produce a local anisotropic fitting mixed mesh which consists of both triangles and quadrilaterals near the interface. A new…

Numerical Analysis · Mathematics 2020-05-13 Jun Hu , Hua Wang

Motivated by extreme multi-label classification applications, we consider training deep learning models over sparse data in multi-GPU servers. The variance in the number of non-zero features across training batches and the intrinsic GPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-15 Yujing Ma , Florin Rusu , Kesheng Wu , Alexander Sim

We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…

Machine Learning · Statistics 2025-03-12 Yindong Chen , Yiwei Wang , Lulu Kang , Chun Liu

Manipulating objects with varying geometries and deformable objects is a major challenge in robotics. Tasks such as insertion with different objects or cloth hanging require precise control and effective modelling of complex dynamics. In…

Machine Learning · Computer Science 2025-04-17 Tai Hoang , Huy Le , Philipp Becker , Vien Anh Ngo , Gerhard Neumann
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