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Real-time simulation of elastic structures is essential in many applications, from computer-guided surgical interventions to interactive design in mechanical engineering. The Finite Element Method is often used as the numerical method of…

Machine Learning · Computer Science 2021-09-21 Alban Odot , Ryadh Haferssas , Stéphane Cotin

A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…

Machine Learning · Statistics 2025-03-19 Logan Engstrom , Andrew Ilyas , Benjamin Chen , Axel Feldmann , William Moses , Aleksander Madry

In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…

Machine Learning · Computer Science 2016-06-17 Jonathan Ho , Jayesh K. Gupta , Stefano Ermon

Unsupervised learning is the most challenging problem in machine learning and especially in deep learning. Among many scenarios, we study an unsupervised learning problem of high economic value --- learning to predict without costly pairing…

Machine Learning · Computer Science 2016-06-16 Jianshu Chen , Po-Sen Huang , Xiaodong He , Jianfeng Gao , Li Deng

Deep learning is a powerful tool for solving nonlinear differential equations, but usually, only the solution corresponding to the flattest local minimizer can be found due to the implicit regularization of stochastic gradient descent. This…

Numerical Analysis · Mathematics 2021-03-17 Yiqi Gu , Chunmei Wang , Haizhao Yang

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

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

This material provides thorough tutorials on some optimization techniques frequently used in various engineering disciplines, including convex optimization, linearization techniques and mixed-integer linear programming, robust optimization,…

Optimization and Control · Mathematics 2020-07-28 Wei Wei

In this work, we investigate the use of data-driven equation discovery for dynamical systems to model and forecast continuous-time dynamics of unconstrained optimization problems. To avoid expensive evaluations of the objective function and…

Optimization and Control · Mathematics 2026-02-19 Grant Norman , Conor Rowan , Kurt Maute , Alireza Doostan

Deep reinforcement learning (DRL) techniques have become increasingly used in various fields for decision-making processes. However, a challenge that often arises is the trade-off between both the computational efficiency of the…

Machine Learning · Computer Science 2023-08-21 Anthony Kobanda , Valliappan C. A. , Joshua Romoff , Ludovic Denoyer

Derivative-Free Optimization (DFO) involves methods that rely solely on evaluations of the objective function. One of the earliest strategies for designing DFO methods is to adapt first-order methods by replacing gradients with…

Optimization and Control · Mathematics 2025-02-12 Timothé Taminiau , Estelle Massart , Geovani Nunes Grapiglia

Optimal input design is an important step of the identification process in order to reduce the model variance. In this work a D-optimal input design method for finite-impulse-response-type nonlinear systems is presented. The optimization of…

Systems and Control · Computer Science 2017-03-27 Alexander De Cock , Michel Gevers , Johan Schoukens

It has been verified that the linear programming (LP) is able to formulate many real-life optimization problems, which can obtain the optimum by resorting to corresponding solvers such as OptVerse, Gurobi and CPLEX. In the past decades, a…

Optimization and Control · Mathematics 2022-01-19 Xijun Li , Qingyu Qu , Fangzhou Zhu , Jia Zeng , Mingxuan Yuan , Kun Mao , Jie Wang

Federated learning (FL) is a distributed learning paradigm that enables a large number of devices to collaboratively learn a model without sharing their raw data. Despite its practical efficiency and effectiveness, the iterative on-device…

Machine Learning · Computer Science 2020-12-16 Bing Luo , Xiang Li , Shiqiang Wang , Jianwei Huang , Leandros Tassiulas

We design and analyze algorithms for online linear optimization that have optimal regret and at the same time do not need to know any upper or lower bounds on the norm of the loss vectors. Our algorithms are instances of the Follow the…

Machine Learning · Computer Science 2016-12-15 Francesco Orabona , Dávid Pál

The performance of reinforcement learning (RL) algorithms is sensitive to the choice of hyperparameters, with the learning rate being particularly influential. RL algorithms fail to reach convergence or demand an extensive number of samples…

Machine Learning · Computer Science 2024-08-09 Aida Afshar , Aldo Pacchiano

Decentralized optimization methods enable on-device training of machine learning models without a central coordinator. In many scenarios communication between devices is energy demanding and time consuming and forms the bottleneck of the…

Optimization and Control · Mathematics 2020-11-04 Dmitry Kovalev , Anastasia Koloskova , Martin Jaggi , Peter Richtarik , Sebastian U. Stich

We consider algorithmic approaches to the D-optimality problem for cases where the input design matrix is large and highly structured, in particular implicitly specified as a full quadratic or linear response-surface model in several levels…

Optimization and Control · Mathematics 2023-09-11 Gabriel Ponte , Marcia Fampa , Jon Lee

Solving inverse problems without any training involves using a pretrained generative model and making appropriate modifications to the generation process to avoid finetuning of the generative model. While recent methods have explored the…

Computer Vision and Pattern Recognition · Computer Science 2024-10-22 Ashwini Pokle , Matthew J. Muckley , Ricky T. Q. Chen , Brian Karrer

Solving partial differential equations (PDEs) with machine learning typically requires training a new neural network for every new equation. This optimization is slow. We introduce MetaColloc. It is an optimization-free and data-free…

Machine Learning · Computer Science 2026-05-13 Zichuan Yang