Related papers: Learning Globally Smooth Functions on Manifolds
We study a Bayesian approach to estimating a smooth function in the context of regression or classification problems on large graphs. We derive theoretical results that show how asymptotically optimal Bayesian regularization can be achieved…
We consider a composite optimization problem where the sum of a continuously differentiable and a merely lower semicontinuous function has to be minimized. The proximal gradient algorithm is the classical method for solving such a problem…
Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…
Manifold learning aims to discover and represent low-dimensional structures underlying high-dimensional data while preserving critical topological and geometric properties. Existing methods often fail to capture local details with global…
Nonconvex penalties are utilized for regularization in high-dimensional statistical learning algorithms primarily because they yield unbiased or nearly unbiased estimators for the parameters in the model. Nonconvex penalties existing in the…
The growing prevalence of nonsmooth optimization problems in machine learning has spurred significant interest in generalized smoothness assumptions. Among these, the (L0, L1)-smoothness assumption has emerged as one of the most prominent.…
In this paper we present a new method for solving optimization problems involving the sum of two proper, convex, lower semicontinuous functions, one of which has Lipschitz continuous gradient. The proposed method has a hybrid nature that…
We propose a multidimensional smoothing spline algorithm in the context of manifold learning. We generalize the bending energy penalty of thin-plate splines to a quadratic form on the Sobolev space of a flat manifold, based on the Frobenius…
We investigate global solvability, in the framework of smooth functions and Schwartz distributions, of certain sums of squares of vector fields defined on a product of compact Riemannian manifolds $T \times G$, where $G$ is further assumed…
Smooth parametrization consists in a subdivision of the mathematical objects under consideration into simple pieces, and then parametric representation of each piece, while keeping control of high order derivatives. The main goal of the…
We present a framework for learning probability distributions on topologically non-trivial manifolds, utilizing normalizing flows. Current methods focus on manifolds that are homeomorphic to Euclidean space, enforce strong structural priors…
Model-based reinforcement learning improves sample efficiency by learning a world model. However, existing latent world models such as DreamerV3 do not explicitly enforce local smoothness in their learned transition dynamics, leaving a…
High-dimensional data with intrinsic low-dimensional structure is ubiquitous in machine learning and data science. While various approaches allow one to learn a data manifold with a Riemannian structure from finite samples, performing…
We show that any Lipschitz projection-valued function p on a connected closed Riemannian manifold can be approximated uniformly by smooth projection-valued functions q with Lipschitz constant close to that of p. This answers a question of…
We establish the global gradient bounds for weak solutions to the elliptic variational inequality with two-sided obstructions, associated with a $p(x)$-Laplacian type operator involving degenerate or singular matrix weights. Under the…
Motivated by the analysis of high-dimensional neuroimaging signals located over the cortical surface, we introduce a novel Principal Component Analysis technique that can handle functional data located over a two-dimensional manifold. For…
Random smoothing data augmentation is a unique form of regularization that can prevent overfitting by introducing noise to the input data, encouraging the model to learn more generalized features. Despite its success in various…
We consider the problem of minimizing the average of a large number of smooth but possibly non-convex functions. In the context of most machine learning applications, each loss function is non-negative and thus can be expressed as the…
We establish generic uniform convergence guarantees for Gaussian data in terms of the Rademacher complexity of the hypothesis class and the Lipschitz constant of the square root of the scalar loss function. We show how these guarantees…
We introduce a class of stochastic algorithms for minimizing weakly convex functions over proximally smooth sets. As their main building blocks, the algorithms use simplified models of the objective function and the constraint set, along…