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Under the reproducing kernel Hilbert spaces (RKHS), we consider the penalized least-squares of the partially functional linear models (PFLM), whose predictor contains both functional and traditional multivariate parts, and the multivariate…

Statistics Theory · Mathematics 2022-10-03 Huiming Zhang , Xiaoyu Lei

Motivated by the entropic optimal transport problem in unbounded settings, we study versions of Hilbert's projective metric for spaces of integrable functions of bounded growth. These versions of Hilbert's metric originate from cones which…

Probability · Mathematics 2025-02-21 Stephan Eckstein

In this paper, we consider the online proximal mirror descent for solving the time-varying composite optimization problems. For various applications, the algorithm naturally involves the errors in the gradient and proximal operator. We…

Optimization and Control · Mathematics 2023-04-11 Woocheol Choi , Myeong-Su Lee , Seok-Bae Yun

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Machine Learning · Statistics 2024-08-29 Steffen Grünewälder

Primal-dual algorithms for the resolution of convex-concave saddle point problems usually come with one or several step size parameters. Within the range where convergence is guaranteed, choosing well the step size can make the difference…

Optimization and Control · Mathematics 2024-03-29 Olivier Fercoq

Modeling dynamical systems with ordinary differential equations implies a mechanistic view of the process underlying the dynamics. However in many cases, this knowledge is not available. To overcome this issue, we introduce a general…

Machine Learning · Computer Science 2014-11-20 Markus Heinonen , Florence d'Alché-Buc

We study the approximation of a square-integrable function from a finite number of evaluations on a random set of nodes according to a well-chosen distribution. This is particularly relevant when the function is assumed to belong to a…

Machine Learning · Statistics 2024-11-13 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

An open challenge in supervised learning is \emph{conceptual drift}: a data point begins as classified according to one label, but over time the notion of that label changes. Beyond linear autoregressive models, transfer and meta learning…

Optimization and Control · Mathematics 2019-09-13 Amrit Singh Bedi , Alec Koppel , Ketan Rajawat , Brian M. Sadler

We implement an all-optical setup demonstrating kernel-based quantum machine learning for two-dimensional classification problems. In this hybrid approach, kernel evaluations are outsourced to projective measurements on suitably designed…

We introduce an efficient and scalable method for density-based multi-material topology optimization, integrating classical mirror descent techniques with point-wise polytopal design constraints. Such constraints arise naturally in this…

Numerical Analysis · Mathematics 2026-05-15 Peter Gangl , Brendan Keith , Dohyun Kim , Boyan S. Lazarov , Thomas M. Surowiec

We study the non-smooth optimization problems in machine learning, where both the loss function and the regularizer are non-smooth functions. Previous studies on efficient empirical loss minimization assume either a smooth loss function or…

Machine Learning · Computer Science 2013-07-29 Tianbao Yang , Mehrdad Mahdavi , Rong Jin , Shenghuo Zhu

Recent advancements in data science have significantly elevated the importance of orthogonally constrained optimization problems. The Riemannian approach has become a popular technique for addressing these problems due to the advantageous…

Optimization and Control · Mathematics 2026-04-07 Linglingzhi Zhu , Wentao Ding , Shangyuan Liu , Anthony Man-Cho So

Discrete black-box optimization problems are challenging for model-based optimization (MBO) algorithms, such as Bayesian optimization, due to the size of the search space and the need to satisfy combinatorial constraints. In particular,…

Optimization and Control · Mathematics 2022-06-15 Theodore Papalexopoulos , Christian Tjandraatmadja , Ross Anderson , Juan Pablo Vielma , David Belanger

We consider the optimization of pairwise objective functions, i.e., objective functions of the form $H(\mathbf{x}) = H(x_1,\ldots,x_N) = \sum_{1\leq i<j \leq N} H_{ij}(x_i,x_j)$ for $x_i$ in some continuous state spaces $\mathcal{X}_i$.…

Numerical Analysis · Mathematics 2020-12-21 Yian Chen , Yuehaw Khoo , Michael Lindsey

While first-order optimization methods are usually designed to efficiently reduce the function value $f(x)$, there has been recent interest in methods efficiently reducing the magnitude of $\nabla f(x)$, and the findings show that the two…

Optimization and Control · Mathematics 2024-05-16 Jaeyeon Kim , Chanwoo Park , Asuman Ozdaglar , Jelena Diakonikolas , Ernest K. Ryu

The aim of this study is to present a good modernistic strategy for solving some well-known classes of Lane-Emden type singular differential equations. The proposed approach is based on the reproducing kernel Hilbert space (RKHS) and…

Learning-to-optimize is an emerging framework that seeks to speed up the solution of certain optimization problems by leveraging training data. Learned optimization solvers have been shown to outperform classical optimization algorithms in…

Optimization and Control · Mathematics 2023-02-27 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Carola-Bibiane Schönlieb

We develop a stochastic approximation framework for learning nonlinear operators between infinite-dimensional spaces utilizing general Mercer operator-valued kernels. Our framework encompasses two key classes: (i) compact kernels, which…

Machine Learning · Statistics 2026-01-13 Jia-Qi Yang , Lei Shi

This paper explores a new framework for reinforcement learning based on online convex optimization, in particular mirror descent and related algorithms. Mirror descent can be viewed as an enhanced gradient method, particularly suited to…

Machine Learning · Computer Science 2012-10-19 Sridhar Mahadevan , Bo Liu

We consider an inertial primal-dual fixed point algorithm (IPDFP) to compute the minimizations of the following Problem (1.1). This is a full splitting approach, in the sense that the nonsmooth functions are processed individually via their…

Optimization and Control · Mathematics 2016-04-20 Meng Wen , Yu-Chao Tang , Jigen Peng