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We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…

Optimization and Control · Mathematics 2020-06-03 Le Thi Khanh Hien , Nicolas Gillis , Panagiotis Patrinos

In neural networks, the loss function represents the core of the learning process that leads the optimizer to an approximation of the optimal convergence error. Convolutional neural networks (CNN) use the loss function as a supervisory…

Computer Vision and Pattern Recognition · Computer Science 2020-09-30 Riccardo La Grassa , Ignazio Gallo , Nicola Landro

This article aims to provide approximate solutions for the non-linear collision-induced breakage equation using two different semi-analytical schemes, i.e., variational iteration method (VIM) and optimized decomposition method (ODM). The…

Numerical Analysis · Mathematics 2024-03-14 Sanjiv Kumar Bariwal , Rajesh Kumar

We introduce two-scale loss functions for use in various gradient descent algorithms applied to classification problems via deep neural networks. This new method is generic in the sense that it can be applied to a wide range of machine…

Numerical Analysis · Mathematics 2021-09-03 Leonid Berlyand , Robert Creese , Pierre-Emmanuel Jabin

Simplex-type methods, such as the well-known Nelder-Mead algorithm, are widely used in derivative-free optimization (DFO), particularly in practice. Despite their popularity, the theoretical understanding of their convergence properties has…

Optimization and Control · Mathematics 2025-08-25 Liyuan Cao , Wei Hu , Jinxin Wang

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

Numerical Analysis · Mathematics 2016-09-06 Ben Adcock , Jésus Martín-Vaquero , Mark Richardson

Resummation methods using continued functions are implemented to converge divergent series appearing in perturbation problems related to continuous phase transitions in field theories. In some cases, better convergence properties are…

Statistical Mechanics · Physics 2023-03-09 Venkat Abhignan , R. Sankaranarayanan

Variational inequalities can in general support distinct solutions. In this paper we study an algorithm for computing distinct solutions of a variational inequality, without varying the initial guess supplied to the solver. The central idea…

Optimization and Control · Mathematics 2023-01-10 Patrick E. Farrell , Matteo Croci , Thomas M. Surowiec

Numerical Analysts and scientists working in applications often observe that once they improve their techniques to get a better accuracy, some instability creeps in through the back door. This paper shows for a large class of numerical…

Numerical Analysis · Mathematics 2022-03-18 Robert Schaback

Post-processing techniques are essential tools for enhancing the accuracy of finite element approximations and achieving superconvergence. Among these, recovery techniques stand out as vital methods, playing significant roles in both…

Numerical Analysis · Mathematics 2024-12-06 Hailong Guo , Zhimin Zhang

In Analog-to-digital (A/D) conversion, signal decimation has been proven to greatly improve the efficiency of data storage while maintaining high accuracy. When one couples signal decimation with the $\Sigma\Delta$ quantization scheme, the…

Information Theory · Computer Science 2020-02-06 Kung-Ching Lin

A new algorithm named EXPected Similarity Estimation (EXPoSE) was recently proposed to solve the problem of large-scale anomaly detection. It is a non-parametric and distribution free kernel method based on the Hilbert space embedding of…

Machine Learning · Computer Science 2015-11-18 Markus Schneider , Wolfgang Ertel , Günther Palm

Approximate solutions to functional evolution equations are constructed through a combination of series and conjugation methods, and relative errors are estimated. The methods are illustrated, both analytically and numerically, by…

Mathematical Physics · Physics 2015-03-19 Thomas Curtright , Xiang Jin , Cosmas Zachos

We study the performance of a family of randomized parallel coordinate descent methods for minimizing the sum of a nonsmooth and separable convex functions. The problem class includes as a special case L1-regularized L1 regression and the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-24 Olivier Fercoq , Peter Richtárik

A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on the variables. The proposed method iteratively selects a…

Optimization and Control · Mathematics 2019-03-06 Andrea Cristofari

This paper deals with the estimation of rare event probabilities using importance sampling (IS), where an optimal proposal distribution is computed with the cross-entropy (CE) method. Although, IS optimized with the CE method leads to an…

Computation · Statistics 2020-02-05 Patrick Héas

The Nystr\"om method is one of the most popular techniques for improving the scalability of kernel methods. However, it has not yet been derived for kernel PCA in line with classical PCA. In this paper we derive kernel PCA with the…

Machine Learning · Statistics 2022-08-22 Fredrik Hallgren

The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…

Numerical Analysis · Mathematics 2014-01-21 Carsten Carstensen , Asha K. Dond , Neela Nataraj , Amiya K. Pani

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

We study two inexact methods for solutions of random eigenvalue problems in the context of spectral stochastic finite elements. In particular, given a parameter-dependent, symmetric matrix operator, the methods solve for eigenvalues and…

Numerical Analysis · Mathematics 2018-12-27 Kookjin Lee , Bedřich Sousedík