Related papers: Learning to Optimize with Dynamic Mode Decompositi…
Optimization is an integral part of modern deep learning. Recently, the concept of learned optimizers has emerged as a way to accelerate this optimization process by replacing traditional, hand-crafted algorithms with meta-learned…
The identification of reduced-order models from high-dimensional data is a challenging task, and even more so if the identified system should not only be suitable for a certain data set, but generally approximate the input-output behavior…
Training deep neural networks is a highly nontrivial task, involving carefully selecting appropriate training algorithms, scheduling step sizes and tuning other hyperparameters. Trying different combinations can be quite labor-intensive and…
Much as replacing hand-designed features with learned functions has revolutionized how we solve perceptual tasks, we believe learned algorithms will transform how we train models. In this work we focus on general-purpose learned optimizers…
In modern deep learning, the models are learned by applying gradient updates using an optimizer, which transforms the updates based on various statistics. Optimizers are often hand-designed and tuning their hyperparameters is a big part of…
The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…
The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…
Learned optimizers -- neural networks that are trained to act as optimizers -- have the potential to dramatically accelerate training of machine learning models. However, even when meta-trained across thousands of tasks at huge…
Scaling model capacity has been vital in the success of deep learning. For a typical network, necessary compute resources and training time grow dramatically with model size. Conditional computation is a promising way to increase the number…
Mode-based model-reduction is used to reduce the degrees of freedom of high dimensional systems, often by describing the system state by a linear combination of spatial modes. Transport dominated phenomena, ubiquitous in technical and…
We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…
The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…
Answering complex questions often requires multi-step reasoning in order to obtain the final answer. Most research into decompositions of complex questions involves open-domain systems, which have shown success in using these decompositions…
Decomposing knowledge into interchangeable pieces promises a generalization advantage when there are changes in distribution. A learning agent interacting with its environment is likely to be faced with situations requiring novel…
The Predict-Then-Optimize framework uses machine learning models to predict unknown parameters of an optimization problem from exogenous features before solving. This setting is common to many real-world decision processes, and recently it…
Decentralized optimization enables multiple devices to learn a global machine learning model while each individual device only has access to its local dataset. By avoiding the need for training data to leave individual users' devices, it…
Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…
A core issue with learning to optimize neural networks has been the lack of generalization to real world problems. To address this, we describe a system designed from a generalization-first perspective, learning to update optimizer…
As neural networks grow in scale, their training becomes both computationally demanding and rich in dynamics. Amidst the flourishing interest in these training dynamics, we present a novel observation: Parameters during training exhibit…
Learning-to-optimize is an emerging framework that leverages training data to speed up the solution of certain optimization problems. One such approach is based on the classical mirror descent algorithm, where the mirror map is modelled…