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Stochastic variance reduced methods have shown strong performance in solving finite-sum problems. However, these methods usually require the users to manually tune the step-size, which is time-consuming or even infeasible for some…

Optimization and Control · Mathematics 2023-10-10 Binghui Xie , Chenhan Jin , Kaiwen Zhou , James Cheng , Wei Meng

Continual learning methods used to force neural networks to process sequential tasks in isolation, preventing them from leveraging useful inter-task relationships and causing them to repeatedly relearn similar features or overly…

Machine Learning · Computer Science 2025-11-14 Hyung-Jun Moon , Sung-Bae Cho

We propose a Multi-step Screening Procedure (MSP) for the recovery of sparse linear models in high-dimensional data. This method is based on a repeated small penalty strategy that quickly converges to an estimate within a few iterations.…

Methodology · Statistics 2019-12-13 Yuehan Yang , Ji Zhu , Edward I. George

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…

Probability · Mathematics 2017-05-03 Michèle Thieullen , Alexis Vigot

We prove closed-form equations for the exact high-dimensional asymptotics of a family of first order gradient-based methods, learning an estimator (e.g. M-estimator, shallow neural network, ...) from observations on Gaussian data with…

Mathematical Physics · Physics 2025-11-24 Cedric Gerbelot , Emanuele Troiani , Francesca Mignacco , Florent Krzakala , Lenka Zdeborova

We study numerical integration of functions depending on an infinite number of variables. We provide lower error bounds for general deterministic linear algorithms and provide matching upper error bounds with the help of suitable multilevel…

Numerical Analysis · Mathematics 2021-02-09 Josef Dick , Michael Gnewuch

Multi-step (also called n-step) methods in reinforcement learning (RL) have been shown to be more efficient than the 1-step method due to faster propagation of the reward signal, both theoretically and empirically, in tasks exploiting…

Artificial Intelligence · Computer Science 2020-06-24 Lingheng Meng , Rob Gorbet , Dana Kulić

A standard way to move particles in a SMC sampler is to apply several steps of a MCMC (Markov chain Monte Carlo) kernel. Unfortunately, it is not clear how many steps need to be performed for optimal performance. In addition, the output of…

Computation · Statistics 2021-08-24 Hai-Dang Dau , Nicolas Chopin

We propose $\textit{iterative inversion}$ -- an algorithm for learning an inverse function without input-output pairs, but only with samples from the desired output distribution and access to the forward function. The key challenge is a…

Machine Learning · Computer Science 2023-05-31 Gal Leibovich , Guy Jacob , Or Avner , Gal Novik , Aviv Tamar

This paper presents an Impedance Primitive-augmented hierarchical reinforcement learning framework for efficient robotic manipulation in sequential contact tasks. We leverage this hierarchical structure to sequentially execute behavior…

Robotics · Computer Science 2025-08-28 Amin Berjaoui Tahmaz , Ravi Prakash , Jens Kober

We present the Insertion Transformer, an iterative, partially autoregressive model for sequence generation based on insertion operations. Unlike typical autoregressive models which rely on a fixed, often left-to-right ordering of the…

Computation and Language · Computer Science 2019-02-12 Mitchell Stern , William Chan , Jamie Kiros , Jakob Uszkoreit

Many numerical methods for multiscale differential equations require a scale separation between the larger and the smaller scales to achieve accuracy and computational efficiency. In the area of multiscale dynamical systems, so-called,…

Numerical Analysis · Mathematics 2025-07-01 Ziheng Chen , Björn Engquist

An algorithm of searching a zero of an unknown undimensional function is considered, measured at a point x with some error. The step sizes are random positive values and are calculated according to the rule: if two consecutive iterations…

Statistics Theory · Mathematics 2007-06-13 Alexander Plakhov , Pedro Cruz

Conjugate gradient minimization methods (CGM) and their accelerated variants are widely used. We focus on the use of cubic regularization to improve the CGM direction independent of the step length computation. In this paper, we propose the…

Optimization and Control · Mathematics 2024-08-29 Cassidy K. Buhler , Hande Y. Benson , David F. Shanno

This paper is concerned with mixed finite element method (FEM) for solving the two-dimensional, nonlinear fourth-order active fluid equations. By introducing an auxiliary variable $w=-\Delta u$, the original fourth problem is transformed…

Numerical Analysis · Mathematics 2025-07-30 Nan Zheng , Xu Guo , Wenlong Pei , Wenju Zhao

Single-stage or single-step high-order temporal discretizations of partial differential equations (PDEs) have shown great promise in delivering high-order accuracy in time with efficient use of computational resources. There has been much…

Numerical Analysis · Mathematics 2021-03-02 Youngjun Lee , Dongwook Lee , Adam Reyes

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

Recent years have seen a paradigm shift towards multi-task learning. This calls for memory and energy-efficient solutions for inference in a multi-task scenario. We propose an algorithm-hardware co-design approach called MIME. MIME reuses…

Machine Learning · Computer Science 2022-06-22 Abhiroop Bhattacharjee , Yeshwanth Venkatesha , Abhishek Moitra , Priyadarshini Panda

Many problems in applied mathematics require root finding algorithms. Unfortunately, root finding methods have limitations. Firstly, regarding the convergence, there is a trade-off between the size of it's domain and it's rate. Secondly the…

Numerical Analysis · Mathematics 2023-09-06 Komi Agbalenyo , Vincent Cailliez , Jonathan Cailliez