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In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to…

Machine Learning · Computer Science 2019-04-11 Ran Xin , Anit Kumar Sahu , Usman A. Khan , Soummya Kar

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

This research presents a novel method using an adversarial neural network to solve the eigenvalue topology optimization problems. The study focuses on optimizing the first eigenvalues of second-order elliptic and fourth-order biharmonic…

Optimization and Control · Mathematics 2024-05-13 Xindi Hu , Jiaming Weng , Shengfeng Zhu

High-Order, High-Dimension, and Sparse Tensor (HOHDST) data originates from real industrial applications, i.e., social networks, recommender systems, bio-information, and traffic information. Sparse Tensor Decomposition (STD) can project…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-04-15 Zixuan Li

Higher-order tensor decompositions are analogous to the familiar Singular Value Decomposition (SVD), but they transcend the limitations of matrices (second-order tensors). SVD is a powerful tool that has achieved impressive results in…

Machine Learning · Computer Science 2007-11-14 Peter D. Turney

Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some…

Machine Learning · Statistics 2024-01-30 Christian Yeo

Artificial Neural Networks (ANNs) can be viewed as nonlinear sieves that can approximate complex functions of high dimensional variables more effectively than linear sieves. We investigate the performance of various ANNs in nonparametric…

Econometrics · Economics 2022-10-06 Jiafeng Chen , Xiaohong Chen , Elie Tamer

High-order optimization methods, including Newton's method and its variants as well as alternating minimization methods, dominate the optimization algorithms for tensor decompositions and tensor networks. These tensor methods are used for…

Mathematical Software · Computer Science 2020-12-29 Linjian Ma , Jiayu Ye , Edgar Solomonik

Tensor decompositions, which represent an $N$-order tensor using approximately $N$ factors of much smaller dimensions, can significantly reduce the number of parameters. This is particularly beneficial for high-order tensors, as the number…

Machine Learning · Computer Science 2025-06-23 Zhen Qin , Michael B. Wakin , Zhihui Zhu

Tensor parallelism is an essential technique for distributed training of large neural networks. However, automatically determining an optimal tensor parallel strategy is challenging due to the gigantic search space, which grows…

Machine Learning · Computer Science 2025-08-06 Ziji Shi , Le Jiang , Ang Wang , Jie Zhang , Chencan Wu , Yong Li , Xiaokui Xiao , Wei Lin , Jialin Li

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this study, novel physics-informed neural network (PINN) methods for coupling neighboring support points and their derivative terms which are obtained by automatic differentiation (AD), are proposed to allow efficient training with…

Machine Learning · Computer Science 2022-12-16 Pao-Hsiung Chiu , Jian Cheng Wong , Chinchun Ooi , My Ha Dao , Yew-Soon Ong

The depth of networks plays a crucial role in the effectiveness of deep learning. However, the memory requirement for backpropagation scales linearly with the number of layers, which leads to memory bottlenecks during training. Moreover,…

Numerical Analysis · Mathematics 2025-02-20 Sofya Maslovskaya , Sina Ober-Blöbaum , Christian Offen , Pranav Singh , Boris Wembe

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

Deep neural networks (DNNs) are sensitive to adversarial examples, resulting in fragile and unreliable performance in the real world. Although adversarial training (AT) is currently one of the most effective methodologies to robustify DNNs,…

Machine Learning · Computer Science 2023-03-01 Yize Li , Pu Zhao , Xue Lin , Bhavya Kailkhura , Ryan Goldhahn

We consider the problem of decomposing higher-order moment tensors, i.e., the sum of symmetric outer products of data vectors. Such a decomposition can be used to estimate the means in a Gaussian mixture model and for other applications in…

Numerical Analysis · Mathematics 2020-10-06 Samantha Sherman , Tamara G. Kolda

The curse-of-dimensionality taxes computational resources heavily with exponentially increasing computational cost as the dimension increases. This poses great challenges in solving high-dimensional PDEs, as Richard E. Bellman first pointed…

Machine Learning · Computer Science 2024-05-20 Zheyuan Hu , Khemraj Shukla , George Em Karniadakis , Kenji Kawaguchi

A key appeal of the recently proposed Neural Ordinary Differential Equation (ODE) framework is that it seems to provide a continuous-time extension of discrete residual neural networks. As we show herein, though, trained Neural ODE models…

Machine Learning · Computer Science 2023-09-12 Katharina Ott , Prateek Katiyar , Philipp Hennig , Michael Tiemann

Contracting tensor networks is often computationally demanding. Well-designed contraction sequences can dramatically reduce the contraction cost. We explore the performance of simulated annealing and genetic algorithms, two common discrete…

Neural and Evolutionary Computing · Computer Science 2021-03-10 Frank Schindler , Adam S. Jermyn

Deep neural networks (DNNs) although achieving human-level performance in many domains, have very large model size that hinders their broader applications on edge computing devices. Extensive research work have been conducted on DNN model…

Machine Learning · Computer Science 2018-11-06 Shaokai Ye , Tianyun Zhang , Kaiqi Zhang , Jiayu Li , Kaidi Xu , Yunfei Yang , Fuxun Yu , Jian Tang , Makan Fardad , Sijia Liu , Xiang Chen , Xue Lin , Yanzhi Wang