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We develop a weak adversarial approach to solving obstacle problems using neural networks. By employing (generalised) regularised gap functions and their properties we rewrite the obstacle problem (which is an elliptic variational…

Optimization and Control · Mathematics 2024-11-28 Amal Alphonse , Michael Hintermüller , Alexander Kister , Chin Hang Lun , Clemens Sirotenko

Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including…

Training neural networks involves solving large-scale non-convex optimization problems. This task has long been believed to be extremely difficult, with fear of local minima and other obstacles motivating a variety of schemes to improve…

Neural and Evolutionary Computing · Computer Science 2015-05-25 Ian J. Goodfellow , Oriol Vinyals , Andrew M. Saxe

In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…

We propose an alternative approach to neural network training using the monotone vector field, an idea inspired by the seminal work of Juditsky and Nemirovski [Juditsky & Nemirovsky, 2019] developed originally to solve parameter estimation…

Machine Learning · Statistics 2024-03-13 Chen Xu , Xiuyuan Cheng , Yao Xie

The optimization problem behind neural networks is highly non-convex. Training with stochastic gradient descent and variants requires careful parameter tuning and provides no guarantee to achieve the global optimum. In contrast we show…

Machine Learning · Computer Science 2016-10-31 Antoine Gautier , Quynh Nguyen , Matthias Hein

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

Building up on classical linear formulations, we posit that a broad class of problems in signal synthesis and in signal recovery are reducible to the basic task of finding a point in a closed convex subset of a Hilbert space that satisfies…

Optimization and Control · Mathematics 2021-05-18 Patrick L. Combettes , Zev C. Woodstock

Training a classifier under non-convex constraints has gotten increasing attention in the machine learning community thanks to its wide range of applications such as algorithmic fairness and class-imbalanced classification. However, several…

Machine Learning · Statistics 2022-10-31 You-Lin Chen , Zhaoran Wang , Mladen Kolar

We start out by demonstrating that an elementary learning task, corresponding to the training of a single linear neuron in a convolutional neural network, can be solved for feature spaces of very high dimensionality. In a second step,…

Computer Vision and Pattern Recognition · Computer Science 2017-07-11 Marco Loog , François Lauze

The neural network-based approach to solving partial differential equations has attracted considerable attention due to its simplicity and flexibility in representing the solution of the partial differential equation. In training a neural…

Machine Learning · Computer Science 2022-01-10 Jihun Han , Yoonsang Lee

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

Training neural networks is an optimization problem, and finding a decent set of parameters through gradient descent can be a difficult task. A host of techniques has been developed to aid this process before and during the training phase.…

Machine Learning · Computer Science 2020-08-19 Divya Gaur , Joachim Folz , Andreas Dengel

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

A novel solve-training framework is proposed to train neural network in representing low dimensional solution maps of physical models. Solve-training framework uses the neural network as the ansatz of the solution map and train the network…

Numerical Analysis · Mathematics 2020-10-16 Yingzhou Li , Jianfeng Lu , Anqi Mao

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…

Machine Learning · Computer Science 2026-01-07 Aneesh Barthakur , Luiz F. O. Chamon

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

Training deep neural networks is known to require a large number of training samples. However, in many applications only few training samples are available. In this work, we tackle the issue of training neural networks for classification…

Machine Learning · Computer Science 2017-12-25 Soufiane Belharbi , Clément Chatelain , Romain Hérault , Sébastien Adam

A novel multi-level method for partial differential equations with uncertain parameters is proposed. The principle behind the method is that the error between grid levels in multi-level methods has a spatial structure that is by good…

Numerical Analysis · Mathematics 2020-04-29 Yous van Halder , Benjamin Sanderse , Barry Koren
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