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We study the stochastic Riemannian gradient algorithm for matrix eigen-decomposition. The state-of-the-art stochastic Riemannian algorithm requires the learning rate to decay to zero and thus suffers from slow convergence and sub-optimal…

Machine Learning · Computer Science 2016-05-30 Zhiqiang Xu , Yiping Ke

We study the solution of the relativistic Schr\"odinger equation for a point particle in 1-d under $\delta$-function potential by using cutoff regularization. We show that the problem is renormalizable, and the results are exactly the same…

High Energy Physics - Theory · Physics 2014-06-24 M. H. Al-Hashimi , Abouzeid M. Shalaby

Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…

Machine Learning · Computer Science 2022-07-12 Anthony Vento , Qingyu Zhao , Robert Paul , Kilian M. Pohl , Ehsan Adeli

We propose a deep learning algorithm for high dimensional optimal stopping problems. Our method is inspired by the penalty method for solving free boundary PDEs. Within our approach, the penalized PDE is approximated using the Deep BSDE…

Mathematical Finance · Quantitative Finance 2026-04-07 Yunfei Peng , Pengyu Wei , Wei Wei

We study general singular value shrinkage estimators in high-dimensional regression and classification, when the number of features and the sample size both grow proportionally to infinity. We allow models with general covariance matrices…

Statistics Theory · Mathematics 2020-04-01 Panagiotis Lolas

While the exterior Helmholtz problem with Dirichlet boundary conditions is always well-posed, the associated standard boundary integral equations are not if the squared wavenumber agrees with an eigenvalue of the interior Dirichlet problem.…

Numerical Analysis · Mathematics 2025-08-19 Théophile Chaumont-Frelet , Gregor Gantner

Initial-boundary value problems for integrable nonlinear partial differential equations have become tractable in recent years due to the development of so-called unified transform techniques. The main obstruction to applying these methods…

Analysis of PDEs · Mathematics 2014-12-16 Peter D. Miller , Zhenyun Qin

Deep reinforcement learning excels in numerous large-scale practical applications. However, existing performance analyses ignores the unique characteristics of continuous-time control problems, is unable to directly estimate the…

Machine Learning · Computer Science 2024-03-08 Shuyu Yin , Qixuan Zhou , Fei Wen , Tao Luo

In this paper, we derive upper bounds on generalization errors for deep neural networks with Markov datasets. These bounds are developed based on Koltchinskii and Panchenko's approach for bounding the generalization error of combined…

Machine Learning · Statistics 2022-10-13 Lan V. Truong

The asymptotically precise estimation of the generalization of kernel methods has recently received attention due to the parallels between neural networks and their associated kernels. However, prior works derive such estimates for training…

Machine Learning · Computer Science 2024-03-19 Maksim Velikanov , Maxim Panov , Dmitry Yarotsky

We consider a commonly studied supervised classification of a synthetic dataset whose labels are generated by feeding a one-layer neural network with random iid inputs. We study the generalization performances of standard classifiers in the…

Machine Learning · Statistics 2021-02-18 Benjamin Aubin , Florent Krzakala , Yue M. Lu , Lenka Zdeborová

We present a general approach, based on exponential inequalities, to derive bounds on the generalization error of randomized learning algorithms. Using this approach, we provide bounds on the average generalization error as well as bounds…

Machine Learning · Computer Science 2023-03-10 Fredrik Hellström , Giuseppe Durisi

The configuration interaction approach provides a conceptually simple and powerful approach to solve the Schr\"odinger equation for realistic molecules and materials but is characterized by an unfavourable scaling, which strongly limits its…

Chemical Physics · Physics 2022-08-16 B. Herzog , B. Casier , S. Lebègue , D. Rocca

Let (M,g) be a n-dimensional compact Riemannian manifold. We consider the magnetic deformations of semiclassical Schrodinger operators on M for a family of magnetic potentials that depends smoothly on $k$ parameters $u$, for $k \geq n$, and…

Spectral Theory · Mathematics 2012-07-31 Suresh Eswarathasan , John A. Toth

We consider the resolution of learning problems involving $\ell_0$-regularization via Branch-and-Bound (BnB) algorithms. These methods explore regions of the feasible space of the problem and check whether they do not contain solutions…

Optimization and Control · Mathematics 2024-06-07 Theo Guyard , Cédric Herzet , Clément Elvira , Ayşe-Nur Arslan

We propose a numerical method for evaluating eigenvalues and eigenfunctions of Schr\"odinger operators with general confining potentials. The method is selective in the sense that only the eigenvalue closest to a chosen input energy is…

Quantum Physics · Physics 2009-10-28 Carlo Presilla , Ubaldo Tambini

Subspace methods are commonly used for finding approximate eigenvalues and singular values of large-scale matrices. Once a subspace is found, the Rayleigh-Ritz method (for symmetric eigenvalue problems) and Petrov-Galerkin projection (for…

Numerical Analysis · Mathematics 2025-10-07 Irina-Beatrice Haas , Yuji Nakatsukasa

Algorithm unfolding or unrolling is the technique of constructing a deep neural network (DNN) from an iterative algorithm. Unrolled DNNs often provide better interpretability and superior empirical performance over standard DNNs in signal…

Machine Learning · Statistics 2024-02-21 Carter Lyons , Raghu G. Raj , Margaret Cheney

We implement the Numerical Unified Transform Method to solve the Nonlinear Schr\"odinger equation on the half-line. For so-called linearizable boundary conditions, the method solves the half-line problems with comparable complexity as the…

Numerical Analysis · Mathematics 2021-06-28 Xin Yang , Bernard Deconinck , Thomas Trogdon

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Machine Learning · Computer Science 2021-04-08 Danica J. Sutherland , Jeff Schneider
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