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We propose an efficient transfer Bayesian optimization method, which finds the maximum of an expensive-to-evaluate black-box function by using data on related optimization tasks. Our method uses auxiliary information that represents the…

Machine Learning · Statistics 2019-09-18 Tomoharu Iwata , Takuma Otsuka

Simulation of surface processes is a key part of computational chemistry that offers atomic-scale insights into mechanisms of heterogeneous catalysis, diffusion dynamics, as well as quantum tunneling phenomena. The most common theoretical…

Chemical Physics · Physics 2023-05-01 Wei Fang , Yu-Cheng Zhu , Yi-Han Cheng , Yi-Ping Hao , Jeremy O. Richardson

Despite the recent growth of theoretical studies and empirical successes of neural networks, gradient backpropagation is still the most widely used algorithm for training such networks. On the one hand, we have deterministic or full…

Machine Learning · Computer Science 2023-10-20 Pascal Junior Tikeng Notsawo

We extend our gauge-covariant stochastic neural-field framework by promoting architecture-level parameters to slow stochastic variables evolving in function space. Our effective theory is formulated in terms of classical commuting fields…

Neural and Evolutionary Computing · Computer Science 2026-04-23 Rodrigo Carmo Terin

A trivializing map is a field transformation whose Jacobian determinant exactly cancels the interaction terms in the action, providing a representation of the theory in terms of a deterministic transformation of a distribution from which…

High Energy Physics - Lattice · Physics 2022-01-03 Luigi Del Debbio , Joe Marsh Rossney , Michael Wilson

Recent large scale genome wide association analysis involves large scale linear mixed models. Quantifying (co)-variance parameters in the mixed models with a restricted maximum likelihood method results in a score function which is the…

Numerical Analysis · Mathematics 2016-08-26 Shengxin Zhu

Among various approaches in proving gauge independence, models containing an explicit gauge dependence are convenient. The well-known example is the gauge parameter in the covariant gauge fixing which is of course most suitable for the…

High Energy Physics - Theory · Physics 2009-10-30 T. Kashiwa , N. Tanimura

Bayesian probabilistic numerical methods for numerical integration offer significant advantages over their non-Bayesian counterparts: they can encode prior information about the integrand, and can quantify uncertainty over estimates of an…

Machine Learning · Statistics 2023-09-12 Katharina Ott , Michael Tiemann , Philipp Hennig , François-Xavier Briol

Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural…

Machine Learning · Computer Science 2021-09-07 Weilin Cong , Rana Forsati , Mahmut Kandemir , Mehrdad Mahdavi

Finding optimal paths in connected graphs requires determining the smallest total cost for traveling along the graph's edges. This problem can be solved by several classical algorithms where, usually, costs are predefined for all edges.…

Machine Learning · Computer Science 2023-11-03 Tomas Kulvicius , Minija Tamosiunaite , Florentin Wörgötter

We consider a graphical model where a multivariate normal vector is associated with each node of the underlying graph and estimate the graphical structure. We minimize a loss function obtained by regressing the vector at each node on those…

Machine Learning · Statistics 2017-09-19 Xingqi Du , Subhashis Ghosal

We analyze the Jacobian of the logit mapping for stochastic user equilibrium (SUE) and use it to develop two improved algorithms for path-based SUE. We show that the Jacobian decomposes into two matrices: one that annihilates differences of…

Optimization and Control · Mathematics 2026-05-25 Debojjal Bagchi , Stephen D. Boyles

Graph neural networks are often used to model interacting dynamical systems since they gracefully scale to systems with a varying and high number of agents. While there has been much progress made for deterministic interacting systems,…

Machine Learning · Computer Science 2023-05-04 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimate the objective function and variable sample size strategy…

Optimization and Control · Mathematics 2022-08-09 Natasa Krejic , Natasa Krklec Jerinkic , Tijana Ostojic

The efficient computation of Jacobians represents a fundamental challenge in computational science and engineering. Large-scale modular numerical simulation programs can be regarded as sequences of evaluations of in our case differentiable…

Numerical Analysis · Mathematics 2020-10-13 Uwe Naumann

We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…

Soft Condensed Matter · Physics 2017-08-18 Cristian Micheletti , Henri Orland

This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-dependent options driven by Gaussian vectors. The precision of the method depends on the choice…

Computational Finance · Quantitative Finance 2010-04-29 Benjamin Jourdain , Bernard Lapeyre , Piergiacomo Sabino

Solving complex optimization problems in engineering and the physical sciences requires repetitive computation of multi-dimensional function derivatives. Commonly, this requires computationally-demanding numerical differentiation such as…

Numerical Analysis · Mathematics 2021-05-12 Danny Smyl , Tyler N. Tallman , Dong Liu , Andreas Hauptmann

We present a general class of unbiased improved estimators for physical observables in lattice gauge theory computations which significantly reduces statistical errors at modest computational cost. The error reduction techniques, referred…

High Energy Physics - Lattice · Physics 2013-11-13 Thomas Blum , Taku Izubuchi , Eigo Shintani

Monte Carlo simulations away from half-filling suffer from a sign problem that can be reduced by deforming the contour of integration. Such a transformation, which induces a Jacobian determinant in the Boltzmann weight, can be implemented…

Computational Physics · Physics 2022-09-30 Marcel Rodekamp , Evan Berkowitz , Christoph Gäntgen , Stefan Krieg , Thomas Luu , Johann Ostmeyer