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Provably solving stochastic convex optimization problems with constraints is essential for various problems in science, business, and statistics. Recently proposed XOR-Stochastic Gradient Descent (XOR-SGD) provides a convergence rate…

Optimization and Control · Mathematics 2022-03-23 Fan Ding , Yijie Wang , Jianzhu Ma , Yexiang Xue

The autoencoder model typically uses an encoder to map data to a lower dimensional latent space and a decoder to reconstruct it. However, relying on an encoder for inversion can lead to suboptimal representations, particularly limiting in…

Machine Learning · Statistics 2025-01-07 Kyriakos Flouris , Anna Volokitin , Gustav Bredell , Ender Konukoglu

Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…

Machine Learning · Computer Science 2014-11-21 Nathaniel Korda , Prashanth L. A. , Rémi Munos

This paper proposes a subspace decomposition method based on an over-complete dictionary in sparse representation, called "Sparse Signal Subspace Decomposition" (or 3SD) method. This method makes use of a novel criterion based on the…

Machine Learning · Statistics 2016-10-28 Hong Sun , Chengwei Sang , Didier Le Ruyet

We introduce data structures for solving robust regression through stochastic gradient descent (SGD) by sampling gradients with probability proportional to their norm, i.e., importance sampling. Although SGD is widely used for large scale…

Machine Learning · Computer Science 2022-07-19 Sepideh Mahabadi , David P. Woodruff , Samson Zhou

In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for…

Statistics Theory · Mathematics 2024-07-09 Anru Zhang , Rungang Han

Classical machine learning models such as deep neural networks are usually trained by using Stochastic Gradient Descent-based (SGD) algorithms. The classical SGD can be interpreted as a discretization of the stochastic gradient flow. In…

Optimization and Control · Mathematics 2023-10-03 Valentin Leplat , Daniil Merkulov , Aleksandr Katrutsa , Daniel Bershatsky , Olga Tsymboi , Ivan Oseledets

In this work, we develop an efficient decoding method for graph codes, a class of stabilizer quantum error-correcting codes constructed from graph states. While optimal decoding is generally NP-hard, we propose a faster decoder exploiting…

Quantum Physics · Physics 2026-02-17 Nirupam Basak , Goutam Paul

We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement…

Methodology · Statistics 2019-04-25 Filip Tronarp , Hans Kersting , Simo Särkkä , Philipp Hennig

This paper propose a novel decomposable graphical model to accommodate skew Gaussian graphical models. We encode conditional independence structure among the components of the multivariate closed skew normal random vector by means of a…

Methodology · Statistics 2013-09-23 Hamid Zareifard , Havard Rue , Majid Jafari Khaledi , Finn Lindgren

This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Gradient Descent (SGD). To achieve computational efficiency, we…

Machine Learning · Statistics 2026-03-31 Francisco Delgado-Vences , José Julián Pavón-Español , Arelly Ornelas

Embedding nonlinear dynamical systems into artificial neural networks is a powerful new formalism for machine learning. By parameterizing ordinary differential equations (ODEs) as neural network layers, these Neural ODEs are…

Machine Learning · Computer Science 2024-10-28 Mikko Lehtimäki , Lassi Paunonen , Marja-Leena Linne

Recent progress in quantum computing is paving the way for the realization of early fault-tolerant quantum computers. To maximize the utility of these devices, it is important to develop quantum algorithms that match their capabilities and…

Quantum Physics · Physics 2023-10-02 Gumaro Rendon , Peter D. Johnson

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

We consider a distributed learning problem in which the computation is carried out on a system consisting of a master node and multiple worker nodes. In such systems, the existence of slow-running machines called stragglers will cause a…

Information Theory · Computer Science 2019-01-16 Shunsuke Horii , Takahiro Yoshida , Manabu Kobayashi , Toshiyasu Matsushima

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

In this paper, we propose a fast decoder algorithm for uniquely decodable (errorless) code sets for overloaded synchronous optical code-division multiple-access (O-CDMA) systems. The proposed decoder is designed in a such a way that the…

Information Theory · Computer Science 2019-02-27 Michel Kulhandjian , Hovannes Kulhandjian , Claude D'Amours , Halim Yanikomeroglu , Gurgen Khachatrian

As machine learning becomes increasingly prevalent in impactful decisions, recognizing when inference data is outside the model's expected input distribution is paramount for giving context to predictions. Out-of-distribution (OOD)…

Machine Learning · Computer Science 2024-01-19 Anish Lakkapragada , Amol Khanna , Edward Raff , Nathan Inkawhich

We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…

Numerical Analysis · Mathematics 2020-05-19 Oleg Balabanov , Anthony Nouy

Estimating the parameters of ordinary differential equations (ODEs) is of fundamental importance in many scientific applications. While ODEs are typically approximated with deterministic algorithms, new research on probabilistic solvers…

Machine Learning · Statistics 2023-12-08 Mohan Wu , Martin Lysy
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