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We consider the multi-objective mean-variance-skewness-kurtosis (MVSK) problem in portfolio selection, with and without shorting and leverage. Additionally, we define a sparse variant of MVSK where feasible portfolios have supports…

Portfolio Management · Quantitative Finance 2023-02-22 Andries Steenkamp

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

Interval Markov decision processes (IMDPs) generalise classical MDPs by having interval-valued transition probabilities. They provide a powerful modelling tool for probabilistic systems with an additional variation or uncertainty that…

Systems and Control · Computer Science 2017-07-07 Ernst Moritz Hahn , Vahid Hashemi , Holger Hermanns , Morteza Lahijanian , Andrea Turrini

SoftMax is a ubiquitous ingredient of modern machine learning algorithms. It maps an input vector onto a probability simplex and reweights the input by concentrating the probability mass at large entries. Yet, as a smooth approximation to…

Machine Learning · Computer Science 2025-01-09 Yuxuan Zhou , Mario Fritz , Margret Keuper

We study a multi-objective scheduling problem on two dedicated processors. The aim is to minimize simultaneously the makespan, the total tardiness and the total completion time. This NP-hard problem requires the use of well-adapted methods.…

Data Structures and Algorithms · Computer Science 2021-01-05 Adel Kacem , Abdelaziz Dammak

Many applications in signal processing benefit from the sparsity of signals in a certain transform domain or dictionary. Synthesis sparsifying dictionaries that are directly adapted to data have been popular in applications such as image…

Machine Learning · Statistics 2015-06-23 Saiprasad Ravishankar , Yoram Bresler

We present in full detail a newly developed formalism enabling density functional perturbation theory (DFPT) calculations from a DFT+$U$ ground state. The implementation includes ultrasoft pseudopotentials and is valid for both insulating…

Strongly Correlated Electrons · Physics 2020-02-21 Andrea Floris , Iurii Timrov , Burak Himmetoglu , Nicola Marzari , Stefano de Gironcoli , Matteo Cococcioni

Catastrophic forgetting is a challenge issue in continual learning when a deep neural network forgets the knowledge acquired from the former task after learning on subsequent tasks. However, existing methods try to find the joint…

Machine Learning · Computer Science 2018-12-06 Jian Peng , Jiang Hao , Zhuo Li , Enqiang Guo , Xiaohong Wan , Deng Min , Qing Zhu , Haifeng Li

This is a follow-up of our recently proposed work on pseudopotential calculation (Ref. [21]) of atoms and molecules within DFT framework, using cartesian coordinate grid. Detailed results are presented to demonstrate the usefulness,…

Chemical Physics · Physics 2015-05-18 Amlan K. Roy

Storage systems have a strong need for substantially improving their error correction capabilities, especially for long-term storage where the accumulating errors can exceed the decoding threshold of error-correcting codes (ECCs). In this…

Information Theory · Computer Science 2018-11-12 Pulakesh Upadhyaya , Anxiao , Jiang

A typical assumption in supervised machine learning is that the train (source) and test (target) datasets follow completely the same distribution. This assumption is, however, often violated in uncertain real-world applications, which…

Machine Learning · Computer Science 2021-08-17 Masahiro Nomura , Yuta Saito

Deep neural networks are an extremely successful and widely used technique for various pattern recognition and machine learning tasks. Due to power and resource constraints, these computationally intensive networks are difficult to…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-02 Thorbjörn Posewsky , Daniel Ziener

Bilevel optimization reveals the inner structure of otherwise oblique optimization problems, such as hyperparameter tuning, neural architecture search, and meta-learning. A common goal in bilevel optimization is to minimize a…

Optimization and Control · Mathematics 2026-04-29 Lesi Chen , Jing Xu , Jingzhao Zhang

The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…

Optimization and Control · Mathematics 2016-05-23 Zeyuan Allen-Zhu , Elad Hazan

Optimization of materials performance for specific applications often requires balancing multiple aspects of materials functionality. Even for the cases where generative physical model of material behavior is known and reliable, this often…

Materials Science · Physics 2021-12-15 Arpan Biswas , Anna N. Morozovska , Maxim Ziatdinov , Eugene A. Eliseev , Sergei V. Kalinin

The goal of semi-supervised learning is to improve supervised classifiers by using additional unlabeled training examples. In this work we study a simple self-learning approach to semi-supervised learning applied to the least squares…

Machine Learning · Statistics 2016-10-13 Jesse H. Krijthe , Marco Loog

In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…

Optimization and Control · Mathematics 2018-12-17 Yang Yang , Marius Pesavento

Recently, a lot of attention has been devoted to finding physically realisable operations that realise as closely as possible certain desired transformations between quantum states, e.g. quantum cloning, teleportation, quantum gates, etc.…

Quantum Physics · Physics 2013-04-25 K. Audenaert , B. De Moor

In this paper, we study resource allocation for multiuser multiple-input single-output secondary communication systems with multiple system design objectives. We consider cognitive radio networks where the secondary receivers are able to…

Information Theory · Computer Science 2015-04-24 Derrick Wing Kwan Ng , Ernest S. Lo , Robert Schober

First principles calculations based on density functional theory are having an incerasing impact on our understanding of molecule-surface interactions. For example, calculations of the multi-dimensional potential energy surface have…

Materials Science · Physics 2007-05-23 O. Gulseren , D. M. Bird , S. E. Humphreys