Related papers: Local Lipschitz Filters for Bounded-Range Function…
The subgradient method is one of the most fundamental algorithmic schemes for nonsmooth optimization. The existing complexity and convergence results for this method are mainly derived for Lipschitz continuous objective functions. In this…
We develop efficient and high-order accurate finite difference methods for elliptic partial differential equations in complex geometry in the Difference Potentials framework. The main novelty of the developed schemes is the use of local…
Overparameterized neural networks often show a benign overfitting property in the sense of achieving excellent generalization behavior despite the number of parameters exceeding the number of training examples. A promising direction to…
We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…
Using techniques from the analysis of PDEs to study the boundary behaviour of functions on domains with low boundary regularity, we extend results by Forna\ae{}ss-Wiegerinck (1989) on plurisubharmonic approximation and by Demailly (1987) on…
This paper gives some results related to the research problem about infinite-dimensional affine variational inequalities raised by N.D. Yen and X. Yang [Affine variational inequalities on normed spaces, J. Optim. Theory Appl., 178 (2018),…
In this paper, we consider the Forward--Backward proximal splitting algorithm to minimize the sum of two proper convex functions, one of which having a Lipschitz continuous gradient and the other being partly smooth relative to an active…
Computing tight Lipschitz bounds for deep neural networks is crucial for analyzing their robustness and stability, but existing approaches either produce relatively conservative estimates or rely on semidefinite programming (SDP)…
$M$-Lipschitz mappings of graphs (or equivalently graph-indexed random walks) are a generalization of standard random walk on $\mathbb{Z}$. For $M \in \N$, an \emph{$M$-Lipschitz mapping} of a connected rooted graph $G = (V,E)$ is a mapping…
We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…
An adaptive regularization algorithm using high-order models is proposed for partially separable convexly constrained nonlinear optimization problems whose objective function contains non-Lipschitzian $\ell_q$-norm regularization terms for…
Fixed-point equations with Lipschitz operators have been studied for more than a century, and are central to problems in mathematical optimization, game theory, economics, and dynamical systems, among others. When the Lipschitz constant of…
Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is…
Existing depth separation results for constant-depth networks essentially show that certain radial functions in $\mathbb{R}^d$, which can be easily approximated with depth $3$ networks, cannot be approximated by depth $2$ networks, even up…
In this paper, we introduce a class of functions that assume only a limited number $\lambda$ of values within a given Hamming $\rho$-ball and call them locally $(\rho, \lambda)$-bounded functions. We develop function-correcting codes (FCCs)…
We study the Lipschitz bandit problem, where a learner sequentially maximizes an unknown Lipschitz function $f$ over a domain $\mathcal{X} \subset [0,1]^d$ using noisy pointwise evaluations. Existing regret bounds are either worst-case,…
Benjamini, Yadin, and Yehudayoff (2007) showed that if the maximum degree of a graph $G$ is 'sub-logarithmic,' then the typical range of random $\mathbb Z$-homomorphisms is super-constant. Furthermore, they showed that there is a sharp…
We show the existence of a Locality-Sensitive Hashing (LSH) family for the angular distance that yields an approximate Near Neighbor Search algorithm with the asymptotically optimal running time exponent. Unlike earlier algorithms with this…
We introduce in this paper an optimal first-order method that allows an easy and cheap evaluation of the local Lipschitz constant of the objective's gradient. This constant must ideally be chosen at every iteration as small as possible,…
For smooth bounded domains in $\mathbb{R}$, we prove upper and lower $L^2$ bounds on the boundary data of Neumann eigenfunctions, and prove quasi-orthogonality of this boundary data in a spectral window. The bounds are tight in the sense…