Related papers: Non-Smooth Integrability Theory
In view of training increasingly complex learning architectures, we establish a nonsmooth implicit function theorem with an operational calculus. Our result applies to most practical problems (i.e., definable problems) provided that a…
It was established in [8] that Lipschitz inf-compact functions are uniquely determined by their local slope and critical values. Compactness played a paramount role in this result, ensuring in particular the existence of critical points. We…
Constrained optimization problems where both the objective and constraints may be nonsmooth and nonconvex arise across many learning and data science settings. In this paper, we show for any Lipschitz, weakly convex objectives and…
We consider stochastic optimization problems involving an expected value of a nonlinear function of a base random vector and a conditional expectation of another function depending on the base random vector, a dependent random vector, and…
To answer questions of "causes of effects", the probability of necessity is introduced for assessing whether or not an observed outcome was caused by an earlier treatment. However, the statistical inference for probability of necessity is…
The goal of this note is to prove that every real-valued Lipschitz function on a Banach space can be pointwise approximated on a given $\sigma$-compact set by smooth cylindrical functions whose asymptotic Lipschitz constants are controlled.…
Newtonian spaces generalize first-order Sobolev spaces to abstract metric measure spaces. In this paper, we study regularity of Newtonian functions based on quasi-Banach function lattices. Their (weak) quasi-continuity is established,…
A hypodifferential is a compact family of affine mappings that defines a local max-type approximation of a nonsmooth convex function. We present a general theory of hypodifferentials of nonsmooth convex functions defined on a Banach space.…
We use ideas from quantitative homogenization to show that nonconstant harmonic functions on the percolation cluster cannot satisfy certain structural constraints, for example, a Lipschitz bound. These unique-continuation-type results are…
We show that any smooth bi-Lipschitz $h$ can be represented exactly as a composition $h_m \circ ... \circ h_1$ of functions $h_1,...,h_m$ that are close to the identity in the sense that each $\left(h_i-\mathrm{Id}\right)$ is Lipschitz, and…
We provide sufficient conditions under which a utility function may be recovered from a finite choice experiment. Identification, as is commonly understood in decision theory, is not enough. We provide a general recoverability result that…
In this paper, we consider a class of structured nonconvex nonsmooth optimization problems, in which the objective function is formed by the sum of a possibly nonsmooth nonconvex function and a differentiable function whose gradient is…
The classical McShane-Whitney extension theorem for Lipschitz functions is refined by showing that for a closed subset of the domain, it remains valid for any interval of the real line. This result is also extended to the setting of locally…
In the article the necessary and sufficient conditions for a representation of Lipschitz function of more than two variables as a difference of two convex functions are formulated. An algorithm of this representation is given. The outcome…
In this paper, we analyze the mirror descent algorithm for non-smooth optimization problems in which the objective function is relatively strongly convex, without relying on the standard Lipschitz continuity assumption commonly used in the…
We show that the subgradient method converges only to local minimizers when applied to generic Lipschitz continuous and subdifferentially regular functions that are definable in an o-minimal structure. At a high level, the argument we…
In this paper, we address stochastic optimization problems involving a composition of a non-smooth outer function and a smooth inner function, a formulation frequently encountered in machine learning and operations research. To deal with…
Non-convex functions that yet satisfy a condition of uniform convexity for non-close points can arise in discrete constructions. We prove that this sort of discrete uniform convexity is inherited by the convex envelope, which is the key to…
We propose a class of locally Lipschitz functions with piecewise structure for use as Lyapunov functions for hybrid dynamical systems. Subject to some regularity of the dynamics, we show that Lyapunov inequalities can be checked only on a…
On metric spaces equipped with doubling measures, we prove that a differentiability theorem holds for Lipschitz functions if and only if the space supports nontrivial (metric) derivations in the sense of Weaver that satisfy an additional…