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This paper studies the robust Hankel recovery problem, which simultaneously removes the sparse outliers and fulfills missing entries from the partial observation. We propose a novel non-convex algorithm, coined Hankel Structured Newton-Like…

Machine Learning · Statistics 2026-01-28 HanQin Cai , Longxiu Huang , Xiliang Lu , Juntao You

The diffusion strategy for distributed learning from streaming data employs local stochastic gradient updates along with exchange of iterates over neighborhoods. In Part I [2] of this work we established that agents cluster around a network…

Multiagent Systems · Computer Science 2019-07-04 Stefan Vlaski , Ali H. Sayed

Sensor-to-segment calibration is a crucial step in inertial motion tracking. When two segments are connected by a hinge joint, for example in human knee and finger joints as well as in many robotic limbs, then the joint axis vector must be…

Systems and Control · Computer Science 2019-03-19 Fredrik Olsson , Thomas Seel , Dustin Lehmann , Kjartan Halvorsen

Large-scale non-convex optimization problems are expensive to solve due to computational and memory costs. To reduce the costs, first-order (computationally efficient) and asynchronous-parallel (memory efficient) algorithms are necessary to…

Optimization and Control · Mathematics 2022-11-21 Marco Bornstein , Jin-Peng Liu , Jingling Li , Furong Huang

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

We provide new complexity information for the convergence of the Hybrid Steepest Descent Method for solving the Variational Inequality Problem for a strict contraction on Hilbert space over a closed convex set C given either as the fixed…

Logic · Mathematics 2016-10-04 Daniel Körnlein

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

Hybrid systems are traditionally difficult to identify and analyze using classical dynamical systems theory. Moreover, recently developed model identification methodologies largely focus on identifying a single set of governing equations…

Dynamical Systems · Mathematics 2019-06-19 Niall M Mangan , Travis Askham , Steven L Brunton , J Nathan Kutz , Joshua L Proctor

In this paper, we design an inertial accelerated primal-dual algorithm to address the convex-concave saddle point problem, which is formulated as $\min_{x}\max_{y} f(x) + \langle Kx, y \rangle - g(y)$. Remarkably, both functions $f$ and $g$…

Optimization and Control · Mathematics 2024-04-17 X. He , N. J. Huang , Y. P. Fang

A novel stochastic fluid model is proposed with non-ideal structure factor consistent with compressibility, and adjustable transport coefficients. This Stochastic Hard Sphere Dynamics (SHSD) algorithm is a modification of the Direct…

Statistical Mechanics · Physics 2009-11-13 Aleksandar Donev , Berni J. Alder , Alejandro L. Garcia

We explore a reinforcement learning strategy to automate and accelerate h/p-multigrid methods in high-order solvers. Multigrid methods are very efficient but require fine-tuning of numerical parameters, such as the number of smoothing…

Machine Learning · Computer Science 2024-07-24 David Huergo , Laura Alonso , Saumitra Joshi , Adrian Juanicoteca , Gonzalo Rubio , Esteban Ferrer

Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…

Numerical Analysis · Mathematics 2019-12-17 Kailai Xu , Dongzhuo Li , Eric Darve , Jerry M. Harris

We propose heavy ball neural ordinary differential equations (HBNODEs), leveraging the continuous limit of the classical momentum accelerated gradient descent, to improve neural ODEs (NODEs) training and inference. HBNODEs have two…

Machine Learning · Computer Science 2021-10-12 Hedi Xia , Vai Suliafu , Hangjie Ji , Tan M. Nguyen , Andrea L. Bertozzi , Stanley J. Osher , Bao Wang

Fall risk prediction among hospitalized patients is a critical aspect of patient safety in clinical settings, and accurate models can help prevent adverse events. The Hester Davis Score (HDS) is commonly used to assess fall risk, with…

Machine Learning · Computer Science 2025-01-14 Hojjat Salehinejad , Ricky Rojas , Kingsley Iheasirim , Mohammed Yousufuddin , Bijan Borah

We investigate a primal-dual (PD) method for the saddle point problem (SPP) that uses a linear approximation of the primal function instead of the standard proximal step, resulting in a linearized PD (LPD) method. For convex-strongly…

Optimization and Control · Mathematics 2023-05-19 Mohammad Khalafi , Digvijay Boob

The dynamic formulation of optimal transport has attracted growing interests in scientific computing and machine learning, and its computation requires to solve a PDE-constrained optimization problem. The classical Eulerian discretization…

Machine Learning · Computer Science 2022-05-17 Wei Wan , Yuejin Zhang , Chenglong Bao , Bin Dong , Zuoqiang Shi

In this paper, acceleration of gradient methods for convex optimization problems with weak levels of convexity and smoothness is considered. Starting from the universal fast gradient method which was designed to be an optimal method for…

Optimization and Control · Mathematics 2022-06-10 Jongho Park

Momentum methods such as Polyak's heavy ball (HB) method, Nesterov's accelerated gradient (AG) as well as accelerated projected gradient (APG) method have been commonly used in machine learning practice, but their performance is quite…

Machine Learning · Statistics 2019-08-20 Bugra Can , Mert Gurbuzbalaban , Lingjiong Zhu

This research explores the development and application of the High-Order Dynamic Integration Method for solving integro-differential equations, with a specific focus on turbulent fluid dynamics. Traditional numerical methods, such as the…

A saliency guided hierarchical visual tracking (SHT) algorithm containing global and local search phases is proposed in this paper. In global search, a top-down saliency model is novelly developed to handle abrupt motion and appearance…

Computer Vision and Pattern Recognition · Computer Science 2018-12-24 Fangwen Tu , Shuzhi Sam Ge , Yazhe Tang , Chang Chieh Hang
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