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We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…

Computational Finance · Quantitative Finance 2015-09-04 Robert B. Gramacy , Mike Ludkovski

Spatially-coupled (SC) LDPC codes have recently emerged as an excellent choice for error correction in modern data storage and communication systems due to their outstanding performance. It has long been known that irregular graph codes…

Information Theory · Computer Science 2019-06-17 Homa Esfahanizadeh , Ruiyi Wu , Lara Dolecek

We introduce a novel algorithm that leverages stochastic sampling techniques to compute the perturbative triples correction in the coupled-cluster (CC) framework. By combining elements of randomness and determinism, our algorithm achieves a…

Chemical Physics · Physics 2024-05-29 Yann Damour , Alejandro Gallo , Anthony Scemama

Resource-limited robots face significant challenges in executing computationally intensive tasks, such as locomotion and manipulation, particularly for real-time optimal control algorithms like Model Predictive Control (MPC). This paper…

As datasets continue to grow, neural network (NN) applications are becoming increasingly limited by both the amount of available computational power and the ease of developing high-performance applications. Researchers often must have…

Neural and Evolutionary Computing · Computer Science 2012-07-03 Lawrence McAfee , Kunle Olukotun

In this paper, we review various end-to-end automatic speech recognition algorithms and their optimization techniques for on-device applications. Conventional speech recognition systems comprise a large number of discrete components such as…

Machine Learning · Computer Science 2021-08-30 Chanwoo Kim , Dhananjaya Gowda , Dongsoo Lee , Jiyeon Kim , Ankur Kumar , Sungsoo Kim , Abhinav Garg , Changwoo Han

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Optimization and Control · Mathematics 2024-03-08 David Newton , Raghu Bollapragada , Raghu Pasupathy , Nung Kwan Yip

Artificial Neural Networks (ANNs) have found widespread applications in tasks such as pattern recognition and image classification. However, hardware implementations of ANNs using conventional binary arithmetic units are computationally…

Neural and Evolutionary Computing · Computer Science 2017-09-14 Ankit Mondal , Ankur Srivastava

Spiking Neural Networks (SNNs), recognized as the third generation of neural networks, are known for their bio-plausibility and energy efficiency, especially when implemented on neuromorphic hardware. However, the majority of existing…

Neural and Evolutionary Computing · Computer Science 2024-07-02 Yi Jiang , Sen Lu , Abhronil Sengupta

Stochastic Optimization is a cornerstone of operations research, providing a framework to solve optimization problems under uncertainty. Despite the development of numerous algorithms to tackle these problems, several persistent challenges…

Optimization and Control · Mathematics 2025-03-28 Di Zhang , Suvrajeet Sen

Sparse coding (SC) is attracting more and more attention due to its comprehensive theoretical studies and its excellent performance in many signal processing applications. However, most existing sparse coding algorithms are nonconvex and…

Machine Learning · Computer Science 2017-09-12 Xiaodong Feng , Zhiwei Tang , Sen Wu

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the…

Numerical Analysis · Mathematics 2023-10-18 Saibal De , Reese E. Jones , Hemanth Kolla

In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. More precisely, we interpret a large class of…

Machine Learning · Statistics 2020-09-07 Andrei Kulunchakov , Julien Mairal

A new approach to designing processor accelerators is presented. A new computing model and a special kind of accelerator with dynamic (end-user programmable) architecture is suggested. The new model considers a processor, in which a newly…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-07-07 János Végh

We develop a class of algorithms, as variants of the stochastically controlled stochastic gradient (SCSG) methods (Lei and Jordan, 2016), for the smooth non-convex finite-sum optimization problem. Assuming the smoothness of each component,…

Optimization and Control · Mathematics 2019-05-17 Lihua Lei , Cheng Ju , Jianbo Chen , Michael I. Jordan

Spiking neural networks (SNNs), that operate via binary spikes distributed over time, have emerged as a promising energy efficient ML paradigm for resource-constrained devices. However, the current state-of-the-art (SOTA) SNNs require…

Computer Vision and Pattern Recognition · Computer Science 2021-12-23 Gourav Datta , Peter A. Beerel

We present a comprehensive framework for structured sparse coding and modeling extending the recent ideas of using learnable fast regressors to approximate exact sparse codes. For this purpose, we develop a novel block-coordinate proximal…

Machine Learning · Computer Science 2012-06-22 Alex Bronstein , Pablo Sprechmann , Guillermo Sapiro

The visual signal compression is a long-standing problem. Fueled by the recent advances of deep learning, exciting progress has been made. Despite better compression performance, existing end-to-end compression algorithms are still designed…

Computer Vision and Pattern Recognition · Computer Science 2021-11-22 Shurun Wang , Zhao Wang , Shiqi Wang , Yan Ye

Recently, there has been an increasing interest in end-to-end speech recognition that directly transcribes speech to text without any predefined alignments. One approach is the attention-based encoder-decoder framework that learns a mapping…

Computation and Language · Computer Science 2017-02-02 Suyoun Kim , Takaaki Hori , Shinji Watanabe

Neural networks are powerful models that have a remarkable ability to extract patterns that are too complex to be noticed by humans or other machine learning models. Neural networks are the first class of models that can train end-to-end…

Machine Learning · Computer Science 2021-08-05 Ibrahim Alshubaily
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