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Modern computer architectures support low-precision arithmetic, which present opportunities for the adoption of mixed-precision algorithms to achieve high computational throughput and reduce energy consumption. As a growing number of…

Computation · Statistics 2024-12-02 Sahil Bhola , Karthik Duraisamy

Renewed interest in mixed-precision algorithms has emerged due to growing data capacity and bandwidth concerns, as well as the advancement of GPUs, which enable significant speedup for low precision arithmetic. In light of this, we propose…

Numerical Analysis · Mathematics 2020-12-14 Alec Michael Dunton , Alyson Fox

In optimal transport, quadratic regularization is an alternative to entropic regularization when sparse couplings or small regularization parameters are desired. Quadratic regularization penalizes transport couplings by the squared $L^2$…

Optimization and Control · Mathematics 2026-05-20 Alberto González-Sanz , Marcel Nutz , Andrés Riveros Valdevenito

The principle of Maximal Coding Rate Reduction (MCR$^2$) has recently been proposed as a training objective for learning discriminative low-dimensional structures intrinsic to high-dimensional data to allow for more robust training than…

Machine Learning · Computer Science 2022-04-04 Christina Baek , Ziyang Wu , Kwan Ho Ryan Chan , Tianjiao Ding , Yi Ma , Benjamin D. Haeffele

This work introduces a new cubic regularization method for nonconvex unconstrained multiobjective optimization problems. At each iteration of the method, a model associated with the cubic regularization of each component of the objective…

Optimization and Control · Mathematics 2025-06-11 Douglas S. Gonçalves , Max L. N. Gonçalves , Jefferson G. Melo

This paper establishes the first theoretical framework for analyzing the rounding-error effects on multigrid methods using mixed-precision iterative-refinement solvers. While motivated by the sparse symmetric positive definite (SPD) matrix…

Numerical Analysis · Mathematics 2020-07-15 Stephen F. McCormick , Joseph Benzaken , Rasmus Tamstorf

We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…

Machine Learning · Statistics 2020-03-03 Bradley S. Price , Aaron J. Molstad , Ben Sherwood

Low precision arithmetic, in particular half precision floating point arithmetic, is now available in commercial hardware. Using lower precision can offer significant savings in computation and communication costs with proportional savings…

Numerical Analysis · Mathematics 2021-11-16 Eda Oktay , Erin Carson

Deep neural networks often exhibit substantial disparities in class-wise accuracy, even when trained on class-balanced data, posing concerns for reliable deployment. While prior efforts have explored empirical remedies, a theoretical…

Machine Learning · Computer Science 2026-02-03 Beier Zhu , Kesen Zhao , Jiequan Cui , Qianru Sun , Yuan Zhou , Xun Yang , Hanwang Zhang

In this work, we study the iteration complexity of gradient methods for minimizing convex quadratic functions regularized by powers of Euclidean norms. We show that, due to the uniform convexity of the objective, gradient methods have…

Optimization and Control · Mathematics 2025-01-28 Daniel Berg Thomsen , Nikita Doikov

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

Quadratic optimization problems (QPs) are ubiquitous, and solution algorithms have matured to a reliable technology. However, the precision of solutions is usually limited due to the underlying floating-point operations. This may cause…

Optimization and Control · Mathematics 2019-08-20 Tobias Weber , Sebastian Sager , Ambros Gleixner

Regularization is a critical component in deep learning. The most commonly used approach, weight decay, applies a constant penalty coefficient uniformly across all parameters. This may be overly restrictive for some parameters, while…

Machine Learning · Computer Science 2024-12-10 Jörg K. H. Franke , Michael Hefenbrock , Gregor Koehler , Frank Hutter

In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…

Optimization and Control · Mathematics 2023-01-05 Olga Kuryatnikova , Bissan Ghaddar , Daniel K. Molzahn

Stochastic rounding (SR) is a probabilistic rounding mode that mitigates errors in large-scale numerical computations, especially when prone to stagnation effects. Beyond numerical analysis, SR has shown significant benefits in practical…

Numerical Analysis · Mathematics 2026-03-26 El-Mehdi El Arar , Massimiliano Fasi , Silviu-Ioan Filip , Mantas Mikaitis

Common regularization algorithms for linear regression, such as LASSO and Ridge regression, rely on a regularization hyperparameter that balances the tradeoff between minimizing the fitting error and the norm of the learned model…

Machine Learning · Computer Science 2023-11-27 Gabriele Maroni , Loris Cannelli , Dario Piga

Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the…

Computer Vision and Pattern Recognition · Computer Science 2015-03-18 Dai-Qiang Chen , Li-Zhi Cheng

We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modeled by differential equations. The algorithm relies…

Numerical Analysis · Mathematics 2020-07-06 Kjetil O. Lye , Siddhartha Mishra , Roberto Molinaro

Robust matrix completion aims to recover a low-rank matrix from a subset of noisy entries perturbed by complex noises, where traditional methods for matrix completion may perform poorly due to utilizing $l_2$ error norm in optimization. In…

Information Theory · Computer Science 2020-02-19 Yicong He , Fei Wang , Yingsong Li , Jing Qin , Badong Chen

Sufficient dimension reduction (SDR) methods, which often rely on class precision matrices, are widely used in supervised statistical classification problems. However, when class-specific sample sizes are small relative to the original…

Methodology · Statistics 2025-06-25 Derik T. Boonstra , Rakheon Kim , Dean M. Young
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