Related papers: Error analysis based on inverse modified different…
In spite of the accomplishments of deep learning based algorithms in numerous applications and very broad corresponding research interest, at the moment there is still no rigorous understanding of the reasons why such algorithms produce…
We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equations with jumps (FBSDEJs), where the jump-diffusion…
Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…
We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…
In this work, we propose a method for object recognition and pose estimation from depth images using convolutional neural networks. Previous methods addressing this problem rely on manifold learning to learn low dimensional viewpoint…
A leading hypothesis for the surprising generalization of neural networks is that the dynamics of gradient descent bias the model towards simple solutions, by searching through the solution space in an incremental order of complexity. We…
Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…
In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…
Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…
In this paper, we design a novel distributed learning algorithm using stochastic compressed communications. In detail, we pursue a modular approach, merging ADMM and a gradient-based approach, benefiting from the robustness of the former…
We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…
Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…
Despite the advancements in learning governing differential equations from observations of dynamical systems, data-driven methods are often unaware of fundamental physical laws, such as frame invariance. As a result, these algorithms may…
System identification through learning approaches is emerging as a promising strategy for understanding and simulating dynamical systems, which nevertheless faces considerable difficulty when confronted with power systems modeled by…
Deep Metric Learning (DML) learns a non-linear semantic embedding from input data that brings similar pairs together while keeping dissimilar data away from each other. To this end, many different methods are proposed in the last decade…
Adoption of deep learning in safety-critical systems raise the need for understanding what deep neural networks do not understand after models have been deployed. The behaviour of deep neural networks is undefined for so called…
In this work, we present a novel forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs). Motivated by the fact that differential deep learning can…
The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…
This paper presents a novel deep learning framework for solving multiple optimal stopping problems in high dimensions. While deep learning has recently shown promise for single stopping problems, the multiple exercise case involves complex…
The purpose of this article is to provide a perspective -- admittedly, a rather subjective one -- of recent developments at the interface of machine learning/data-driven methods and nonlinear wave studies. We review some recent pillars of…