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Topological data analysis (TDA) provides insight into data shape. The summaries obtained by these methods are principled global descriptions of multi-dimensional data whilst exhibiting stable properties such as robustness to deformation and…
We present an adaptive regularization algorithm that can be effectively applied to the optimization problem in deep learning framework. Our regularization algorithm aims to take into account the fitness of data to the current state of model…
Neural networks can approximate solutions to partial differential equations, but they often break the very laws they are meant to model-creating mass from nowhere, drifting shocks, or violating conservation and entropy. We address this by…
The manifold hypothesis says that natural high-dimensional data lie on or around a low-dimensional manifold. The recent success of statistical and learning-based methods in very high dimensions empirically supports this hypothesis,…
The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal approximation theorem based on Barron-type…
Adaptive gradient optimizers (AdaGrad), which dynamically adjust the learning rate based on iterative gradients, have emerged as powerful tools in deep learning. These adaptive methods have significantly succeeded in various deep learning…
Traffic Engineering (TE) in large-scale networks like cloud Wide Area Networks (WANs) and Low Earth Orbit (LEO) satellite constellations is a critical challenge. Although learning-based approaches have been proposed to address the…
In this paper, based on the combination of tensor neural network and a posteriori error estimator, a novel type of machine learning method is proposed to solve high-dimensional boundary value problems with homogeneous and non-homogeneous…
Pooling layers are essential building blocks of convolutional neural networks (CNNs), to reduce computational overhead and increase the receptive fields of proceeding convolutional operations. Their goal is to produce downsampled volumes…
Classical representation systems such as Fourier series, wavelets, and fixed dictionaries provide analytically tractable basis expansions, but they are not intrinsically adapted to the empirical structure of modern high-dimensional data.…
An optimization-based approach for the Tucker tensor approximation of parameter-dependent data tensors and solutions of tensor differential equations with low Tucker rank is presented. The problem of updating the tensor decomposition is…
We introduce Tuna, a static analysis approach to optimizing deep neural network programs. The optimization of tensor operations such as convolutions and matrix multiplications is the key to improving the performance of deep neural networks.…
We study the problem of robustly estimating the posterior distribution for the setting where observed data can be contaminated with potentially adversarial outliers. We propose Rob-ULA, a robust variant of the Unadjusted Langevin Algorithm…
In this paper, we propose a new adaptive stochastic gradient Langevin dynamics (ASGLD) algorithmic framework and its two specialized versions, namely adaptive stochastic gradient (ASG) and adaptive gradient Langevin dynamics(AGLD), for…
This article studies deep neural network expression rates for optimal stopping problems of discrete-time Markov processes on high-dimensional state spaces. A general framework is established in which the value function and continuation…
We propose an algorithm for deep learning on networks and graphs. It relies on the notion that many graph algorithms, such as PageRank, Weisfeiler-Lehman, or Message Passing can be expressed as iterative vertex updates. Unlike previous…
Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…
Efficient and robust optimization is essential for neural networks, enabling scientific machine learning models to converge rapidly to very high accuracy -- faithfully capturing complex physical behavior governed by differential equations.…
Deep learning has shown that learned functions can dramatically outperform hand-designed functions on perceptual tasks. Analogously, this suggests that learned optimizers may similarly outperform current hand-designed optimizers, especially…
Neural ordinary differential equations (NODEs) -- parametrizations of differential equations using neural networks -- have shown tremendous promise in learning models of unknown continuous-time dynamical systems from data. However, every…