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The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Guo-Rong Wu , Chuan-Xi Zhu

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

We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…

Optimization and Control · Mathematics 2019-12-12 Jelena Diakonikolas , Lorenzo Orecchia

This work deals with Lipschitz stability for a parametric version of the general second order Ordinary Differential Equation (ODE) initial-value Cauchy problem. We first establish a Lipschitz stability result for this problem under a…

Optimization and Control · Mathematics 2024-01-23 Z. Mazgouri , A. El Ayoubi

Much is known about when a locally optimal solution depends in a single-valued Lipschitz continuous way on the problem's parameters, including tilt perturbations. Much less is known, however, about when that solution and a uniquely…

Optimization and Control · Mathematics 2024-01-02 Matus Benko , R. Tyrrell Rockafellar

After introducing the concept of commutativity for continuous-time linear time-varying systems, the related literature and the results obtained so far are presented. For a simple introduction of the commutativity of discrete-time linear…

Systems and Control · Computer Science 2020-08-13 Mehmet Emir Koksal

We study the behavior of deterministic methods for solving inverse problems in imaging. These methods are commonly designed to achieve two goals: (1) attaining high perceptual quality, and (2) generating reconstructions that are consistent…

Image and Video Processing · Electrical Eng. & Systems 2024-06-11 Guy Ohayon , Tomer Michaeli , Michael Elad

The analysis of gradient descent-type methods typically relies on the Lipschitz continuity of the objective gradient. This generally requires an expensive hyperparameter tuning process to appropriately calibrate a stepsize for a given…

Optimization and Control · Mathematics 2023-11-16 Albert S. Berahas , Lindon Roberts , Fred Roosta

We study the robustness of classifiers to various kinds of random noise models. In particular, we consider noise drawn uniformly from the $\ell\_p$ ball for $p \in [1, \infty]$ and Gaussian noise with an arbitrary covariance matrix. We…

Machine Learning · Computer Science 2018-06-25 Jean-Yves Franceschi , Alhussein Fawzi , Omar Fawzi

This paper characterizes the minimax linear estimator of the value of an unknown function at a boundary point of its domain in a Gaussian white noise model under the restriction that the first-order derivative of the unknown function is…

Econometrics · Economics 2017-10-19 Wayne Yuan Gao

We obtain a uniform stability of recovering entire functions of a special form from their zeros. To this form, one can reduce the characteristic determinants of strongly regular differential operators and pencils of the first and the second…

Spectral Theory · Mathematics 2021-10-04 Sergey Buterin

In this paper, a continuous finite-time-convergent differentiator is presented based on a strong Lyapunov function. The continuous differentiator can reduce chattering phenomenon sufficiently than normal sliding mode differentiator, and the…

Systems and Control · Computer Science 2013-06-21 Xinhua Wang , Hai Lin

The Lipschitz constant of the map between the input and output space represented by a neural network is a natural metric for assessing the robustness of the model. We present a new method to constrain the Lipschitz constant of dense deep…

Machine Learning · Computer Science 2023-08-22 Ouail Kitouni , Niklas Nolte , Mike Williams

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

Optimization and Control · Mathematics 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

We construct new, efficient, and accurate high-order finite differencing operators which satisfy summation by parts. Since these operators are not uniquely defined, we consider several optimization criteria: minimizing the bandwidth, the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Peter Diener , Ernst Nils Dorband , Erik Schnetter , Manuel Tiglio

Machine learning pipelines often rely on optimization procedures to make discrete decisions (e.g., sorting, picking closest neighbors, or shortest paths). Although these discrete decisions are easily computed, they break the…

Machine Learning · Computer Science 2020-06-11 Quentin Berthet , Mathieu Blondel , Olivier Teboul , Marco Cuturi , Jean-Philippe Vert , Francis Bach

Beside the minimization of the prediction error, two of the most desirable properties of a regression scheme are stability and interpretability. Driven by these principles, we propose continuous-domain formulations for one-dimensional…

Machine Learning · Computer Science 2021-12-28 Shayan Aziznejad , Thomas Debarre , Michael Unser

Differentiation is an important task in control, observation and fault detection. Levant's differentiator is unique, since it is able to estimate exactly and robustly the derivatives of a signal with a bounded high-order derivative.…

Optimization and Control · Mathematics 2020-11-05 Jaime A. Moreno

The equivalence between integral-chain differentiator and usual high-gain differentiator is given under suitable coordinate transformation. Integral-chain differentiator can restrain noises more thoroughly than usual high-gain linear…

Systems and Control · Computer Science 2011-02-15 Xinhua Wang

We present two first-order, sequential optimization algorithms to solve constrained optimization problems. We consider a black-box setting with a priori unknown, non-convex objective and constraint functions that have Lipschitz continuous…

Optimization and Control · Mathematics 2020-11-19 Abraham P. Vinod , Arie Israel , Ufuk Topcu