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We introduce a novel method to compute a rank $m$ approximation of the inverse of the Hessian matrix in the distributed regime. By leveraging the differences in gradients and parameters of multiple Workers, we are able to efficiently…

Machine Learning · Computer Science 2017-09-18 Sébastien M. R. Arnold , Chunming Wang

All discretized numerical models contain modelling errors - this reality is amplified when reduced-order models are used. The ability to accurately approximate modelling errors informs statistics on model confidence and improves…

Computational Physics · Physics 2021-03-17 Danny Smyl , Tyler N. Tallman , Jonathan A. Black , Andreas Hauptmann , Dong Liu

Linear programming has played a crucial role in shaping decision-making, resource allocation, and cost reduction in various domains. In this paper, we investigate the application of overparametrized neural networks and their implicit bias…

Optimization and Control · Mathematics 2023-10-05 Haoyue Wang , Promit Ghosal , Rahul Mazumder

In this paper, we present linearized learning methods to accelerate the convergence of training for stationary nonlinear Navier-Stokes equations. To solve the stationary nonlinear Navier-Stokes (NS) equation, we integrate the procedure of…

Numerical Analysis · Mathematics 2021-04-06 Lizuo Liu , Bo Wang , Wei Cai

Deep learning method is of great importance in solving partial differential equations. In this paper, inspired by the failure-informed idea proposed by Gao et.al. (SIAM Journal on Scientific Computing 45(4)(2023)) and as an improvement, a…

Numerical Analysis · Mathematics 2024-04-30 Jingyong Ying , Yaqi Xie , Jiao Li , Hongqiao Wang

Inverse problems arise in a number of domains such as medical imaging, remote sensing, and many more, relying on the use of advanced signal and image processing approaches -- such as sparsity-driven techniques -- to determine their…

Machine Learning · Computer Science 2019-02-01 Jaweria Amjad , Zhaoyan Lyu , Miguel R. D. Rodrigues

In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…

Optimization and Control · Mathematics 2012-06-28 Jin-Bao Jian , Chuan-Hao Guo , Chun-Ming Tang , Yan-Qin Bai

In this paper, we propose a quasi-Newton method for solving smooth and monotone nonlinear equations, including unconstrained minimization and minimax optimization as special cases. For the strongly monotone setting, we establish two global…

Optimization and Control · Mathematics 2024-10-04 Ruichen Jiang , Aryan Mokhtari

Interior-point methods for linear programming problems require the repeated solution of a linear system of equations. Solving these linear systems is non-trivial due to the severe ill-conditioning of the matrices towards convergence. This…

Optimization and Control · Mathematics 2021-05-05 Jeffrey Cornelis , Wim Vanroose

Adversarial training can be used to learn models that are robust against perturbations. For linear models, it can be formulated as a convex optimization problem. Compared to methods proposed in the context of deep learning, leveraging the…

Machine Learning · Statistics 2025-03-20 Antônio H. RIbeiro , Thomas B. Schön , Dave Zahariah , Francis Bach

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

To enhance solution accuracy and training efficiency in neural network approximation to partial differential equations, partitioned neural networks can be used as a solution surrogate instead of a single large and deep neural network…

Numerical Analysis · Mathematics 2023-08-17 Hee Jun Yang , Hyea Hyun Kim

Solving structured systems of linear equations in a non-centralized fashion is an important step in many distributed optimization and control algorithms. Fast convergence is required in manifold applications. Known decentralized algorithms,…

Optimization and Control · Mathematics 2021-09-03 Alexander Engelmann , Timm Faulwasser

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

Solving a large-scale system of linear equations is a key step at the heart of many algorithms in machine learning, scientific computing, and beyond. When the problem dimension is large, computational and/or memory constraints make it…

Machine Learning · Computer Science 2017-12-12 Navid Azizan-Ruhi , Farshad Lahouti , Salman Avestimehr , Babak Hassibi

We propose a new technique that boosts the convergence of training generative adversarial networks. Generally, the rate of training deep models reduces severely after multiple iterations. A key reason for this phenomenon is that a deep…

Machine Learning · Statistics 2018-06-15 Atsushi Nitanda , Taiji Suzuki

In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…

Optimization and Control · Mathematics 2018-06-06 M. L. N. Gonçalves , F. R. Oliveira

We consider the task of solving generic inverse problems, where one wishes to determine the hidden parameters of a natural system that will give rise to a particular set of measurements. Recently many new approaches based upon deep learning…

Machine Learning · Computer Science 2021-10-13 Simiao Ren , Willie Padilla , Jordan Malof

In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…

Optimization and Control · Mathematics 2024-06-05 Taisei Miyaishi , Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

This paper considers the fixed point problem for a nonexpansive mapping on a real Hilbert space and proposes novel line search fixed point algorithms to accelerate the search. The termination conditions for the line search are based on the…

Optimization and Control · Mathematics 2015-09-21 Hideaki Iiduka