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The optimization algorithms are crucial in training physics-informed neural networks (PINNs), as unsuitable methods may lead to poor solutions. Compared to the common gradient descent (GD) algorithm, implicit gradient descent (IGD)…

Machine Learning · Computer Science 2025-08-04 Xianliang Xu , Ting Du , Wang Kong , Bin Shan , Ye Li , Zhongyi Huang

Inverse problems in partial differential equations (PDEs) involve estimating the physical parameters of a system from observed spatiotemporal solution fields. Neural networks are well-suited for PDE parameter estimation due to their…

Machine Learning · Computer Science 2026-05-27 Divyam Goel , Nithin Chalapathi , Sanjeev Raja , Aditi S. Krishnapriyan

Stochastic gradient descent (SGD) has been found to be surprisingly effective in training a variety of deep neural networks. However, there is still a lack of understanding on how and why SGD can train these complex networks towards a…

Machine Learning · Computer Science 2019-01-03 Yi Zhou , Junjie Yang , Huishuai Zhang , Yingbin Liang , Vahid Tarokh

We analyze speed of convergence to global optimum for gradient descent training a deep linear neural network (parameterized as $x \mapsto W_N W_{N-1} \cdots W_1 x$) by minimizing the $\ell_2$ loss over whitened data. Convergence at a linear…

Machine Learning · Computer Science 2019-10-29 Sanjeev Arora , Nadav Cohen , Noah Golowich , Wei Hu

While there has been a significant amount of work studying gradient descent techniques for non-convex optimization problems over the last few years, all existing results establish either local convergence with good rates or global…

Numerical Analysis · Mathematics 2017-03-10 Prateek Jain , Chi Jin , Sham M. Kakade , Praneeth Netrapalli

In this paper, we study the dynamics of gradient descent in learning neural networks for classification problems. Unlike in existing works, we consider the linearly non-separable case where the training data of different classes lie in…

Machine Learning · Computer Science 2020-12-11 Ziang Long , Penghang Yin , Jack Xin

We study the overparametrization bounds required for the global convergence of stochastic gradient descent algorithm for a class of one hidden layer feed-forward neural networks, considering most of the activation functions used in…

Machine Learning · Computer Science 2022-11-17 Bartłomiej Polaczyk , Jacek Cyranka

Physics-informed neural networks (PINNs) have emerged as a prominent approach for solving partial differential equations (PDEs) by minimizing a combined loss function that incorporates both boundary loss and PDE residual loss. Despite their…

Machine Learning · Computer Science 2025-01-16 Youngsik Hwang , Dong-Young Lim

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

We prove linear convergence of gradient descent to a global optimum for the training of deep residual networks with constant layer width and smooth activation function. We show that if the trained weights, as a function of the layer index,…

Machine Learning · Computer Science 2023-01-26 Rama Cont , Alain Rossier , RenYuan Xu

We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…

Machine Learning · Computer Science 2025-07-22 Raphaël Barboni , Gabriel Peyré , François-Xavier Vialard

Throughout many fields, practitioners often rely on differential equations to model systems. Yet, for many applications, the theoretical derivation of such equations and/or accurate resolution of their solutions may be intractable. Instead,…

Machine Learning · Computer Science 2025-01-16 Grant Norman , Jacqueline Wentz , Hemanth Kolla , Kurt Maute , Alireza Doostan

Solving partial differential equations (PDEs) is a central task in scientific computing. Recently, neural network approximation of PDEs has received increasing attention due to its flexible meshless discretization and its potential for…

Machine Learning · Statistics 2024-03-18 Kejun Tang , Jiayu Zhai , Xiaoliang Wan , Chao Yang

The aim of this article is to provide a firm mathematical foundation for the application of deep gradient flow methods (DGFMs) for the solution of (high-dimensional) partial differential equations (PDEs). We decompose the generalization…

Numerical Analysis · Mathematics 2026-02-26 Chenguang Liu , Antonis Papapantoleon , Jasper Rou

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

Numerical Analysis · Mathematics 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

Solving high-dimensional partial differential equations (PDEs) is a major challenge in scientific computing. We develop a new numerical method for solving elliptic-type PDEs by adapting the Q-learning algorithm in reinforcement learning.…

Numerical Analysis · Mathematics 2023-06-27 Samuel N. Cohen , Deqing Jiang , Justin Sirignano

Many supervised machine learning methods are naturally cast as optimization problems. For prediction models which are linear in their parameters, this often leads to convex problems for which many mathematical guarantees exist. Models which…

Machine Learning · Computer Science 2021-10-18 Francis Bach , Lenaïc Chizat

Two aspects of neural networks that have been extensively studied in the recent literature are their function approximation properties and their training by gradient descent methods. The approximation problem seeks accurate approximations…

Machine Learning · Computer Science 2022-09-20 R. Gentile , G. Welper

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang