English
Related papers

Related papers: A simple universal algorithm for high-dimensional …

200 papers

Higher-dimensional orthogonal packing problems have a wide range of practical applications, including packing, cutting, and scheduling. Combining the use of our data structure for characterizing feasible packings with our new classes of…

Data Structures and Algorithms · Computer Science 2007-05-23 Sandor P. Fekete , Joerg Schepers , Jan C. van der Veen

In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without requiring prior knowledge of the problem. Combined with an…

Optimization and Control · Mathematics 2022-11-22 Weijia Shao , Fikret Sivrikaya , Sahin Albayrak

In the field of global optimization, many existing algorithms face challenges posed by non-convex target functions and high computational complexity or unavailability of gradient information. These limitations, exacerbated by sensitivity to…

Optimization and Control · Mathematics 2023-10-16 Xinyu Zhang , Sujit Ghosh

Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algorithm configuration. Despite these successes, the approach…

Machine Learning · Statistics 2016-01-12 Ziyu Wang , Frank Hutter , Masrour Zoghi , David Matheson , Nando de Freitas

A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Statistics Theory · Mathematics 2023-04-20 Yoshihito Kazashi , Fabio Nobile

We design a Quasi-Polynomial time deterministic approximation algorithm for computing the integral of a multi-dimensional separable function, supported by some underlying hyper-graph structure, appropriately defined. Equivalently, our…

Data Structures and Algorithms · Computer Science 2024-02-14 David Gamarnik , Devin Smedira

We consider the global minimization of smooth functions based solely on function evaluations. Algorithms that achieve the optimal number of function evaluations for a given precision level typically rely on explicitly constructing an…

Optimization and Control · Mathematics 2020-12-23 Alessandro Rudi , Ulysse Marteau-Ferey , Francis Bach

We study quasi-Monte Carlo (QMC) integration over the multi-dimensional unit cube in several weighted function spaces with different smoothness classes. We consider approximating the integral of a function by the median of several integral…

Numerical Analysis · Mathematics 2024-02-20 Takashi Goda , Kosuke Suzuki , Makoto Matsumoto

In this work, we propose integral global optimality conditions for multiobjective problems not necessarily differentiable. The integral characterization, already known for single objective problems, are extended to multiobjective problems…

Optimization and Control · Mathematics 2025-09-16 Everton J. Silva , Elizabeth W. Karas , Lucelina B. Santos

Deep learning algorithms have been applied very successfully in recent years to a range of problems out of reach for classical solution paradigms. Nevertheless, there is no completely rigorous mathematical error and convergence analysis…

Numerical Analysis · Mathematics 2023-02-10 Christan Beck , Arnulf Jentzen , Benno Kuckuck

In this paper, we provide the universal first-order methods of Composite Optimization with new complexity analysis. It delivers some universal convergence guarantees, which are not linked directly to any parametric problem class. However,…

Optimization and Control · Mathematics 2025-09-26 Yurii Nesterov

We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal…

Optimization and Control · Mathematics 2019-10-29 Necdet Serhat Aybat , Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar

We propose a hybrid algorithm for the time integration of large sets of rate equations coupled by a relatively small number of degrees of freedom. A subset containing fast degrees of freedom evolves deterministically, while the rest of the…

Materials Science · Physics 2015-06-16 Marco Gherardi , Thomas Jourdan , Solène Le Bourdiec , Guy Bencteux

This paper establishes the nearly optimal rate of approximation for deep neural networks (DNNs) when applied to Korobov functions, effectively overcoming the curse of dimensionality. The approximation results presented in this paper are…

Numerical Analysis · Mathematics 2023-11-09 Yahong Yang , Yulong Lu

We propose a new weighted average estimator for the high dimensional parameters under the distributed learning system, in which the weight assigned to each coordinate is precisely proportional to the inverse of the variance of the local…

Methodology · Statistics 2025-02-06 Jun Lu , Xiaoyu Mao , Mengyao Li , Chenping Hou

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

We give a new complexity bound for calculating the complex dimension of an algebraic set. Our algorithm is completely deterministic and approaches the best recent randomized complexity bounds. We also present some new, significantly sharper…

Algebraic Geometry · Mathematics 2025-10-20 J. Maurice Rojas

Motion planning and control problems are embedded and essential in almost all robotics applications. These problems are often formulated as stochastic optimal control problems and solved using dynamic programming algorithms. Unfortunately,…

Robotics · Computer Science 2018-01-12 Alex A. Gorodetsky , Sertac Karaman , Youssef M. Marzouk

We investigate the approximation of weighted integrals over $\mathbb{R}^d$ for integrands from weighted Sobolev spaces of mixed smoothness. We prove upper and lower bounds of the convergence rate of optimal quadratures with respect to $n$…

Numerical Analysis · Mathematics 2023-05-01 Dinh Dũng

Distributed quantum computing represents at present one of the most promising approaches to scaling quantum processors. Current implementations typically partition circuits into multiple cores, each composed of several qubits, with…

Quantum Physics · Physics 2025-08-07 J. Montes , F. Borondo , Gabriel G. Carlo