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This work considers the question: what convergence guarantees does the stochastic subgradient method have in the absence of smoothness and convexity? We prove that the stochastic subgradient method, on any semialgebraic locally Lipschitz…

Optimization and Control · Mathematics 2018-05-29 Damek Davis , Dmitriy Drusvyatskiy , Sham Kakade , Jason D. Lee

Lipschitz constants are connected to many properties of neural networks, such as robustness, fairness, and generalization. Existing methods for computing Lipschitz constants either produce relatively loose upper bounds or are limited to…

Machine Learning · Computer Science 2022-10-17 Zhouxing Shi , Yihan Wang , Huan Zhang , Zico Kolter , Cho-Jui Hsieh

In this work, we propose a dissipativity-based method for Lipschitz constant estimation of 1D convolutional neural networks (CNNs). In particular, we analyze the dissipativity properties of convolutional, pooling, and fully connected layers…

Machine Learning · Computer Science 2023-06-21 Patricia Pauli , Dennis Gramlich , Frank Allgöwer

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon

Diffusion models, which employ stochastic differential equations to sample images through integrals, have emerged as a dominant class of generative models. However, the rationality of the diffusion process itself receives limited attention,…

Computer Vision and Pattern Recognition · Computer Science 2024-12-17 Zhantao Yang , Ruili Feng , Han Zhang , Yujun Shen , Kai Zhu , Lianghua Huang , Yifei Zhang , Yu Liu , Deli Zhao , Jingren Zhou , Fan Cheng

A fundamental small-noise sensitivity analysis of spike localization in the presence of adversarial perturbations and an arbitrary point spread function (PSF) is presented. The analysis leverages the local Lipschitz property of the inverse…

Signal Processing · Electrical Eng. & Systems 2024-07-24 Meghna Kalra , Maxime Ferreira Da Costa , Kiryung Lee

We consider the problem of minimizing a $d$-dimensional Lipschitz convex function using a stochastic gradient oracle. We introduce and motivate a setting where the noise of the stochastic gradient is isotropic in that it is bounded in every…

Optimization and Control · Mathematics 2025-10-24 Annie Marsden , Liam O'Carroll , Aaron Sidford , Chenyi Zhang

In this paper we discuss the stability properties of convolutional neural networks. Convolutional neural networks are widely used in machine learning. In classification they are mainly used as feature extractors. Ideally, we expect similar…

Machine Learning · Computer Science 2017-01-20 Radu Balan , Maneesh Singh , Dongmian Zou

The Lipschitz constant of a response surface function upper bounds the sensitivity of a dependent variable to changes in the independent ones. Traditionally, such constants have found much implicit and abstract use in mathematically…

Optimization and Control · Mathematics 2017-01-17 Gene A. Bunin , Grégory François

To improve the predictive capacity of system models in the input-output sense, this paper presents a framework for model updating via learning of modeling uncertainties in locally (and thus also in globally) Lipschitz nonlinear systems.…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Farhad Ghanipoor , Carlos Murguia , Peyman Mohajerin Esfahani , Nathan van de Wouw

In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…

Optimization and Control · Mathematics 2025-12-11 Spyridon Pougkakiotis , Dionysis Kalogerias

The recent discovery of polymer diffusive instability (PDI) by Beneitez et al. (Phys. Rev. Fluids, 2023, 8: L101901) poses challenges in implementing artificial conformation diffusion (ACD) in transition simulations of viscoelastic…

Fluid Dynamics · Physics 2025-10-01 Ming Dong , Dongdong Wan

This paper presents a stochastic block-coordinate proximal Newton method for minimizing the sum of a blockwise Lipschitz-continuously differentiable function and a separable nonsmooth convex function. At each iteration, the method randomly…

Optimization and Control · Mathematics 2026-03-25 Hong Zhu , Xun Qian

We propose a method to remedy finite sample coverage problems and improve upon the efficiency of commonly employed procedures for the construction of nonparametric confidence intervals in regression kink designs. The proposed interval is…

Econometrics · Economics 2021-11-23 Majed Dodin

In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge,…

Statistics Theory · Mathematics 2013-01-15 Felix Abramovich , Marianna Pensky , Yves Rozenholc

We consider stochastic optimization problems involving an expected value of a nonlinear function of a base random vector and a conditional expectation of another function depending on the base random vector, a dependent random vector, and…

Optimization and Control · Mathematics 2024-05-20 Andrzej Ruszczyński , Shangzhe Yang

Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…

Information Theory · Computer Science 2012-05-07 Serdar Yüksel

We analyze the prediction error of ridge regression in an asymptotic regime where the sample size and dimension go to infinity at a proportional rate. In particular, we consider the role played by the structure of the true regression…

Statistics Theory · Mathematics 2021-03-09 Dominic Richards , Jaouad Mourtada , Lorenzo Rosasco

The Lipschitz constant plays a crucial role in certifying the robustness of neural networks to input perturbations. Since calculating the exact Lipschitz constant is NP-hard, efforts have been made to obtain tight upper bounds on the…

Machine Learning · Computer Science 2024-10-30 Yuezhu Xu , S. Sivaranjani

This paper establishes a general topological condition under which the semilocal stability of a set-valued mapping can be exactly determined by its local stability properties. Specifically, we investigate the relationship between the…

Optimization and Control · Mathematics 2026-03-12 J. Camacho
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