Related papers: Stability properties of gradient flow dynamics for…
Recently, significant progress has been made in understanding the generalization of neural networks (NNs) trained by gradient descent (GD) using the algorithmic stability approach. However, most of the existing research has focused on…
Finding latent structures in data is drawing increasing attention in diverse fields such as image and signal processing, fluid dynamics, and machine learning. In this work we examine the problem of finding the main modes of gradient flows.…
Sparse inversion and classification problems are ubiquitous in modern data science and imaging. They are often formulated as non-smooth minimisation problems. In sparse inversion, we minimise, e.g., the sum of a data fidelity term and an…
It has been observed in a variety of contexts that gradient descent methods have great success in solving low-rank matrix factorization problems, despite the relevant problem formulation being non-convex. We tackle a particular instance of…
Fitting a function by using linear combinations of a large number $N$ of `simple' components is one of the most fruitful ideas in statistical learning. This idea lies at the core of a variety of methods, from two-layer neural networks to…
We propose an adaptive optimization algorithm for solving unconstrained scaled gradient flow problems that achieves fast convergence by controlling the optimization trajectory shape and the discretization step sizes. Under a broad class of…
Bilevel optimization is a key framework in hierarchical decision-making, where one problem is embedded within the constraints of another. In this work, we propose a control-theoretic approach to solving bilevel optimization problems. Our…
This paper considers general rank-constrained optimization problems that minimize a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To tackle the rank constraint and also to…
This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…
We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…
We show that parametric models trained by a stochastic gradient method (SGM) with few iterations have vanishing generalization error. We prove our results by arguing that SGM is algorithmically stable in the sense of Bousquet and Elisseeff.…
For addressing optimisation tasks on finite dimensional quantum systems, we give a comprehensive account of the foundations of gradient flows on Riemannian manifolds including new developments: we extend former results from Lie groups such…
Recent research in neural networks and machine learning suggests that using many more parameters than strictly required by the initial complexity of a regression problem can result in more accurate or faster-converging models -- contrary to…
Continuous-time projected dynamical systems are an elementary class of discontinuous dynamical systems with trajectories that remain in a feasible domain by means of projecting outward-pointing vector fields. They are essential when…
Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
The algorithms used to train neural networks, like stochastic gradient descent (SGD), have close parallels to natural processes that navigate a high-dimensional parameter space -- for example protein folding or evolution. Our study uses a…
Verifying nonlinear stability of a laminar fluid flow against all perturbations is a central challenge in fluid dynamics. Past results rely on monotonic decrease of a perturbation energy or a similar quadratic generalized energy. None show…
In this work, we consider smooth unconstrained optimization problems and we deal with the class of gradient methods with momentum, i.e., descent algorithms where the search direction is defined as a linear combination of the current…