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This paper presents a decentralized algorithm for a team of agents to track time-varying fixed points that are the solutions to time-varying convex optimization problems. The algorithm is first-order, and it allows for total asynchrony in…
Non-stationarity is a fundamental challenge in multivariate long-term time series forecasting, often manifested as rapid changes in amplitude and phase. These variations lead to severe distribution shifts and consequently degrade predictive…
Many data-analysis problems involve large dense matrices that describe the covariance of stationary noise processes; the computational cost of inverting these matrices, or equivalently of solving linear systems that contain them, is often a…
A rank-adaptive integrator for the approximate solution of high-order tensor differential equations by tree tensor networks is proposed and analyzed. In a recursion from the leaves to the root, the integrator updates bases and then evolves…
In this paper, we present a deep neural network based adaptive learning (DNN-AL) approach for switched systems. Currently, deep neural network based methods are actively developed for learning governing equations in unknown dynamic systems,…
Adaptive regularization methods pre-multiply a descent direction by a preconditioning matrix. Due to the large number of parameters of machine learning problems, full-matrix preconditioning methods are prohibitively expensive. We show how…
To solve high-dimensional parameter-dependent partial differential equations (pPDEs), a neural network architecture is presented. It is constructed to map parameters of the model data to corresponding finite element solutions. To improve…
Recurrent neural networks (RNNs) are powerful tools for sequential modeling, but typically require significant overparameterization and regularization to achieve optimal performance. This leads to difficulties in the deployment of large…
We consider a novel algorithm, for the completion of partially observed low-rank tensors, as a generalization of matrix completion. The proposed low-rank tensor completion (TC) method builds on the conventional nuclear norm (NN)…
Deployment of optimization algorithms over communication networks face challenges associated with time delays and corruptions. Fixed time delays can destabilize popular gradient-based algorithms, and this degradation is exacerbated by…
This paper applies the Anderson Acceleration (AA) technique to accelerate the Fenchel dual gradient method (FDGM) to solve constrained optimization problems over time-varying networks. AA is originally designed for accelerating fixed-point…
Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…
The z-transform of a sequence is a classical tool used within signal processing, control theory, computer science, and electrical engineering. It allows for studying sequences from their generating functions, with many operations that can…
The core of time series analysis lies in effectively modeling the physical laws within complex signals. Existing Transformer and Convolution Neural Network (CNN) architectures are often constrained by insufficient temporal inductive bias,…
We present Exact Gauss-Newton (EGN), a stochastic second-order optimization algorithm that combines the generalized Gauss-Newton (GN) Hessian approximation with low-rank linear algebra to compute the descent direction. Leveraging the…
A new penalty-free neural network method, PFNN-2, is presented for solving partial differential equations, which is a subsequent improvement of our previously proposed PFNN method [1]. PFNN-2 inherits all advantages of PFNN in handling the…
Test-time adaptation (TTA) refers to adjusting the model during the testing phase to cope with changes in sample distribution and enhance the model's adaptability to new environments. In real-world scenarios, models often encounter samples…
This paper describes an angular adaptivity algorithm for Boltzmann transport applications which for the first time shows evidence of $\mathcal{O}(n)$ scaling in both runtime and memory usage, where $n$ is the number of adapted angles. This…
As industrial systems become more complex and monitoring sensors for everything from surveillance to our health become more ubiquitous, multivariate time series prediction is taking an important place in the smooth-running of our society. A…
We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…