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Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu

In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng

Many modern datasets, from areas such as neuroimaging and geostatistics, come in the form of a random sample of tensor-valued data which can be understood as noisy observations of a smooth multidimensional random function. Most of the…

Methodology · Statistics 2023-09-18 William Consagra , Arun Venkataraman , Xing Qiu

The problems of computational data processing involving regression, interpolation, reconstruction and imputation for multidimensional big datasets are becoming more important these days, because of the availability of data and their widely…

Methodology · Statistics 2017-03-22 Yuri K. Shestopaloff , Alexander Y. Shestopaloff

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

Gaussian processes are now commonly used in dimensionality reduction approaches tailored to neuroscience, especially to describe changes in high-dimensional neural activity over time. As recording capabilities expand to include neuronal…

Machine Learning · Statistics 2024-12-24 Evren Gokcen , Anna I. Jasper , Adam Kohn , Christian K. Machens , Byron M. Yu

We investigate the approximation efficiency of score functions by deep neural networks in diffusion-based generative modeling. While existing approximation theories utilize the smoothness of score functions, they suffer from the curse of…

Machine Learning · Computer Science 2023-09-21 Song Mei , Yuchen Wu

The gradient information of multilayer perceptron with a linear neuron is modified with functional derivative for the global minimum search benchmarking problems. From this approach, we show that the landscape of the gradient derived from…

Machine Learning · Computer Science 2023-03-09 Heeyuen Koh

We describe a method for approximating a single-variable function $f$ using persistence diagrams of sublevel sets of $f$ from height functions in different directions. We provide algorithms for the piecewise linear case and for the smooth…

Algebraic Topology · Mathematics 2023-02-10 Aina Ferrà , Carles Casacuberta , Oriol Pujol

We propose a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent applied to the problem of minimizing a strongly convex composite function represented as the sum of an…

Machine Learning · Computer Science 2014-10-20 Jakub Konečný , Jie Liu , Peter Richtárik , Martin Takáč

We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…

Methodology · Statistics 2018-10-25 Daniel R. Kowal , Daniel C. Bourgeois

Deep Metric Learning (DML) is a group of techniques that aim to measure the similarity between objects through the neural network. Although the number of DML methods has rapidly increased in recent years, most previous studies cannot…

Machine Learning · Computer Science 2022-12-02 Chenkang Zhang , Lei Luo , Bin Gu

A piecewise Chebyshevian spline space is good for design when it possesses a B-spline basis and this property is preserved under knot insertion. The interest in such kind of spaces is justified by the fact that, similarly as for polynomial…

Numerical Analysis · Mathematics 2021-11-12 Carolina Vittoria Beccari , Giulio Casciola , Lucia Romani

We consider inference for misaligned multivariate functional data that represents the same underlying curve, but where the functional samples have systematic differences in shape. In this paper we introduce a new class of generally…

Applications · Statistics 2023-01-23 Niels Lundtorp Olsen , Bo Markussen , Lars Lau Rakêt

Pseudospectral analysis is fundamental for quantifying the sensitivity and transient behavior of nonnormal matrices, yet its computational cost scales cubically with dimension, rendering it prohibitive for large-scale systems. While…

Numerical Analysis · Mathematics 2026-02-03 Vladimir R. Kostic , Dragana Lj. Cvetkovic , Ljiljana Cvetkovic

We present a new dimension reduction method called the global active subspace method. The method uses expected values of finite differences of the underlying function to identify the important directions, and builds a surrogate model using…

General Mathematics · Mathematics 2024-10-22 Ruilong Yue , Giray Ökten

Deep-feature-based perceptual similarity models have demonstrated strong alignment with human visual perception in Image Quality Assessment (IQA). However, most existing approaches operate at a single spatial scale, implicitly assuming that…

Computer Vision and Pattern Recognition · Computer Science 2026-04-22 Danling Kang , Xue-Hua Chen , Bin Liu , Keke Zhang , Weiling Chen , Tiesong Zhao

Data characterized by high dimensionality and sparsity are commonly used to describe real-world node interactions. Low-rank representation (LR) can map high-dimensional sparse (HDS) data to low-dimensional feature spaces and infer node…

Machine Learning · Computer Science 2024-08-30 Qicong Hu , Hao Wu

The goal of Feature Selection - comprising filter, wrapper, and embedded approaches - is to find the optimal feature subset for designated downstream tasks. Nevertheless, current feature selection methods are limited by: 1) the selection…

Machine Learning · Computer Science 2023-09-18 Meng Xiao , Dongjie Wang , Min Wu , Pengfei Wang , Yuanchun Zhou , Yanjie Fu

In this paper, we analyze several methods for approximating gradients of noisy functions using only function values. These methods include finite differences, linear interpolation, Gaussian smoothing and smoothing on a sphere. The methods…

Optimization and Control · Mathematics 2021-03-29 Albert S. Berahas , Liyuan Cao , Krzysztof Choromanski , Katya Scheinberg