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In this work, we study two first-order primal-dual based algorithms, the Gradient Primal-Dual Algorithm (GPDA) and the Gradient Alternating Direction Method of Multipliers (GADMM), for solving a class of linearly constrained non-convex…

Optimization and Control · Mathematics 2018-02-27 Mingyi Hong , Jason D. Lee , Meisam Razaviyayn

For many linear and nonlinear systems that arise from the discretization of partial differential equations the construction of an efficient multigrid solver is a challenging task. Here we present a novel approach for the optimization of…

Numerical Analysis · Mathematics 2019-10-09 Jonas Schmitt , Sebastian Kuckuk , Harald Köstler

We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…

Econometrics · Economics 2024-09-11 Niko Hauzenberger , Massimiliano Marcellino , Michael Pfarrhofer , Anna Stelzer

The Alternating Direction Method of Multipliers (ADMM) has gained significant attention across a broad spectrum of machine learning applications. Incorporating the over-relaxation technique shows potential for enhancing the convergence rate…

Optimization and Control · Mathematics 2024-01-02 Jintao Song , Wenqi Lu , Yunwen Lei , Yuchao Tang , Zhenkuan Pan , Jinming Duan

Fitting concentric geometric objects to digitized data is an important problem in many areas such as iris detection, autonomous navigation, and industrial robotics operations. There are two common approaches to fitting geometric shapes to…

Computer Vision and Pattern Recognition · Computer Science 2021-03-10 Ali A. Al-Sharadqah , Lorenzo Rull

Over the past decade, stochastic algorithms have emerged as scalable and efficient tools for solving large-scale ill-posed inverse problems by randomly selecting subsets of equations at each iteration. However, due to the ill-posedness and…

Numerical Analysis · Mathematics 2025-09-09 Harshit Bajpai , Gaurav Mittal , Ankik Kumar Giri

This paper proposes a novel task named "3D part grouping". Suppose there is a mixed set containing scattered parts from various shapes. This task requires algorithms to find out every possible combination among all the parts. To address…

Computer Vision and Pattern Recognition · Computer Science 2024-05-14 Junfeng Cheng , Tania Stathaki

Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…

Optimization and Control · Mathematics 2024-12-19 Xianqi Jiao , Jia Liu , Zhiping Chen

Gaussian process (GP) is a powerful modeling method with applications in machine learning for various engineering and non-engineering fields. Despite numerous benefits of modeling using GPs, the computational complexity associated with GPs…

Graph neural networks have shown superior performance in a wide range of applications providing a powerful representation of graph-structured data. Recent works show that the representation can be further improved by auxiliary tasks.…

Machine Learning · Computer Science 2021-02-09 Dasol Hwang , Jinyoung Park , Sunyoung Kwon , Kyung-Min Kim , Jung-Woo Ha , Hyunwoo J. Kim

Federated learning, where algorithms are trained across multiple decentralized devices without sharing local data, is increasingly popular in distributed machine learning practice. Typically, a graph structure $G$ exists behind local…

Machine Learning · Statistics 2022-09-20 Huiyuan Wang , Xuyang Zhao , Wei Lin

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

We algorithmically construct multi-output Gaussian process priors which satisfy linear differential equations. Our approach attempts to parametrize all solutions of the equations using Gr\"obner bases. If successful, a push forward Gaussian…

Machine Learning · Statistics 2019-01-07 Markus Lange-Hegermann

Learning in Gaussian Process models occurs through the adaptation of hyperparameters of the mean and the covariance function. The classical approach entails maximizing the marginal likelihood yielding fixed point estimates (an approach…

Machine Learning · Statistics 2020-04-07 Vidhi Lalchand , Carl Edward Rasmussen

A self-learning algebraic multigrid method for dominant and minimal singular triplets and eigenpairs is described. The method consists of two multilevel phases. In the first, multiplicative phase (setup phase), tentative singular triplets…

Numerical Analysis · Mathematics 2011-02-07 Hans De Sterck

We present a derivation and theoretical investigation of the Adams-Bashforth and Adams-Moulton family of linear multistep methods for solving ordinary differential equations, starting from a Gaussian process (GP) framework. In the limit,…

Numerical Analysis · Mathematics 2018-10-10 Onur Teymur , Konstantinos Zygalakis , Ben Calderhead

In the context of over-parameterization, there is a line of work demonstrating that randomly initialized (stochastic) gradient descent (GD) converges to a globally optimal solution at a linear convergence rate for the quadratic loss…

Machine Learning · Computer Science 2025-06-16 Xianliang Xu , Ting Du , Wang Kong , Bin Shan , Ye Li , Zhongyi Huang

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

This paper introduces a deep learning method for solving an elliptic hemivariational inequality (HVI). In this method, an expectation minimization problem is first formulated based on the variational principle of underlying HVI, which is…

Numerical Analysis · Mathematics 2021-04-13 Jianguo Huang , Chunmei Wang , Haoqin Wang