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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

For stochastic differential equations (SDEs) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient, the classical explicit Euler scheme fails to converge strongly to the exact solution. Recently, an…

Numerical Analysis · Mathematics 2014-08-26 Xiaojie Wang , Siqing Gan

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

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

Despite the notable success of deep neural networks (DNNs) in solving complex tasks, the training process still remains considerable challenges. A primary obstacle is the substantial time required for training, particularly as high…

Machine Learning · Computer Science 2025-09-09 Viet Hoang Pham , Hyo-Sung Ahn

A study is conducted to evaluate four derivative estimation methods when solving a large sparse nonlinear programming problem that arises from the approximation of an optimal control problem using a direct collocation method. In particular,…

Optimization and Control · Mathematics 2020-05-29 Yunus M. Agamawi , Anil V. Rao

We construct a space-time parallel method for solving parabolic partial differential equations by coupling the Parareal algorithm in time with overlapping domain decomposition in space. The goal is to obtain a discretization consisting of…

Numerical Analysis · Mathematics 2022-01-17 Jehanzeb Chaudhry , Donald Estep , Simon Tavener

The generalization of neural networks is a central challenge in machine learning, especially concerning the performance under distributions that differ from training ones. Current methods, mainly based on the data-driven paradigm such as…

Machine Learning · Computer Science 2023-12-18 Yige Yuan , Bingbing Xu , Bo Lin , Liang Hou , Fei Sun , Huawei Shen , Xueqi Cheng

We present a lightweighted neural PDE representation to discover the hidden structure and predict the solution of different nonlinear PDEs. Our key idea is to leverage the prior of ``translational similarity'' of numerical PDE differential…

Machine Learning · Computer Science 2023-03-14 Ziqian Wu , Xingzhe He , Yijun Li , Cheng Yang , Rui Liu , Shiying Xiong , Bo Zhu

We propose TopDis (Topological Disentanglement), a method for learning disentangled representations via adding a multi-scale topological loss term. Disentanglement is a crucial property of data representations substantial for the…

Machine Learning · Computer Science 2025-03-17 Nikita Balabin , Daria Voronkova , Ilya Trofimov , Evgeny Burnaev , Serguei Barannikov

Monte Carlo methods represent a cornerstone of computer science. They allow to sample high dimensional distribution functions in an efficient way. In this paper we consider the extension of Automatic Differentiation (AD) techniques to Monte…

High Energy Physics - Lattice · Physics 2023-07-31 Guilherme Catumba , Alberto Ramos , Bryan Zaldivar

Sampling-based motion planning is the predominant paradigm in many real-world robotic applications, but its performance is immensely dependent on the quality of the samples. The majority of traditional planners are inefficient as they use…

Robotics · Computer Science 2020-10-23 Tin Lai , Fabio Ramos

Transportation processes, which play a prominent role in the life and social sciences, are typically described by discrete models on lattices. For studying their dynamics a continuous formulation of the problem via partial differential…

Symbolic Computation · Computer Science 2016-03-22 Christoph Koutschan , Helene Ranetbauer , Georg Regensburger , Marie-Therese Wolfram

Coded distributed computation has become common practice for performing gradient descent on large datasets to mitigate stragglers and other faults. This paper proposes a novel algorithm that encodes the partial derivatives themselves and…

Machine Learning · Computer Science 2022-06-22 Pedro Soto , Ilia Ilmer , Haibin Guan , Jun Li

In this paper we develop a statistical theory and an implementation of deep learning models. We show that an elegant variable splitting scheme for the alternating direction method of multipliers optimises a deep learning objective. We allow…

Machine Learning · Statistics 2015-09-22 Nicholas G. Polson , Brandon T. Willard , Massoud Heidari

In intelligent transport systems, it is common and inevitable with missing data. While complete and valid traffic speed data is of great importance to intelligent transportation systems. A latent factorization-of-tensors (LFT) model is one…

Machine Learning · Computer Science 2023-04-24 Jiajia Mi

We present a method for the approximate propagation of mean and covariance of a probability distribution through ordinary differential equations (ODE) with discontinous right-hand side. For piecewise affine systems, a normalization of the…

Optimization and Control · Mathematics 2024-03-06 Florian Messerer , Katrin Baumgärtner , Armin Nurkanović , Moritz Diehl

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

High-dimensional data, particularly in the form of high-order tensors, presents a major challenge in self-supervised learning. While MLP-based autoencoders (AE) are commonly employed, their dependence on flattening operations exacerbates…

Machine Learning · Computer Science 2025-08-12 Junjing Zheng , Chengliang Song , Weidong Jiang , Xinyu Zhang

Automatic differentiation (AD) is conventionally understood as a family of distinct algorithms, rooted in two "modes" -- forward and reverse -- which are typically presented (and implemented) separately. Can there be only one? Following up…

Programming Languages · Computer Science 2022-12-07 Alexey Radul , Adam Paszke , Roy Frostig , Matthew Johnson , Dougal Maclaurin