Related papers: DeepMartNet -- A Martingale based Deep Neural Netw…
We present a novel optimization strategy for training neural networks which we call "BitNet". The parameters of neural networks are usually unconstrained and have a dynamic range dispersed over all real values. Our key idea is to limit the…
It is well-known that decision-making problems from stochastic control can be formulated by means of a forward-backward stochastic differential equation (FBSDE). Recently, the authors of Ji et al. 2022 proposed an efficient deep learning…
Deep Neural Networks (DNNs) are analyzed via the theoretical framework of the information bottleneck (IB) principle. We first show that any DNN can be quantified by the mutual information between the layers and the input and output…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…
Neural networks have been applied to control problems, typically by combining data, differential equation residuals, and objective costs in the training loss or by incorporating auxiliary architectural components. Instead, we propose a…
This paper deals with the infinite-horizon optimal control problem for Boolean control networks (BCNs) with a discounted-cost criterion. This problem has been investigated in existing studies with algorithms characterized by high…
For an infinite-horizon control problem, the optimal control can be represented by the stable manifold of the characteristic Hamiltonian system of Hamilton-Jacobi-Bellman (HJB) equation in a semiglobal domain. In this paper, we first…
In this paper, we consider a boundary value problem (BVP) for a fourth order nonlinear functional integro-differential equation. We establish the existence and uniqueness of solution and construct a numerical method for solving it. We prove…
This paper explores the integration of Diophantine equations into neural network (NN) architectures to improve model interpretability, stability, and efficiency. By encoding and decoding neural network parameters as integer solutions to…
The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…
In this paper, based on the combination of tensor neural network and a posteriori error estimator, a novel type of machine learning method is proposed to solve high-dimensional boundary value problems with homogeneous and non-homogeneous…
In this paper, we propose a subspace method based on neural networks for eigenvalue problems with high accuracy and low cost. We first construct a neural network-based orthogonal basis by some deep learning method and dimensionality…
This paper presents a widely applicable approach to solving (multi-marginal, martingale) optimal transport and related problems via neural networks. The core idea is to penalize the optimization problem in its dual formulation and reduce it…
Since the introduction of deep learning, a wide scope of representation properties, such as decorrelation, whitening, disentanglement, rank, isotropy, and mutual information, have been studied to improve the quality of representation.…
In this paper, we propose forward and backward stochastic differential equations (FBSDEs) based deep neural network (DNN) learning algorithms for the solution of high dimensional quasilinear parabolic partial differential equations (PDEs),…
We present an approach for solving optimal Dirichlet boundary control problems of nonlinear optics by using deep learning. For computing high resolution approximations of the solution to the nonlinear wave model, we propose higher order…
In this work, we conduct the first systematic study of stochastic variational inequality (SVI) and stochastic saddle point (SSP) problems under the constraint of differential privacy (DP). We propose two algorithms: Noisy Stochastic…
We compare different training strategies for the Deep Ritz Method for elliptic equations with Dirichlet boundary conditions and highlight the problems arising from the boundary values. We distinguish between an exact resolution of the…
Boundary value problems in ODEs arise in modelling many physical situations from microscale to mega scale. Such two-point boundary value problems (BVPs) are complex and often possess no analytical closed form solutions. So, one has to rely…