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A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…

Optimization and Control · Mathematics 2023-03-01 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

Fractional programming (FP) arises in various communications and signal processing problems because several key quantities in the field are fractionally structured, e.g., the Cram\'{e}r-Rao bound, the Fisher information, and the…

Information Theory · Computer Science 2024-05-29 Kaiming Shen , Ziping Zhao , Yannan Chen , Zepeng Zhang , Hei Victor Cheng

Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…

Machine Learning · Computer Science 2016-06-13 Furong Huang

Convolution is a broadly useful operation with applications including signal processing, machine learning, probability, optics, polynomial multiplication, and efficient parsing. Usually, however, this operation is understood and implemented…

Programming Languages · Computer Science 2019-03-27 Conal Elliott

Tensor networks provide compact and scalable representations of high-dimensional data, enabling efficient computation in fields such as quantum physics, numerical partial differential equations (PDEs), and machine learning. This paper…

Numerical Analysis · Mathematics 2025-08-28 Julia Wei , Alec Dektor , Chungen Shen , Zaiwen Wen , Chao Yang

Over recent years, the Transformer has become a fundamental building block for sequence modeling architectures. Yet at its core is the use of self-attention, whose memory and computational cost grow quadratically with the sequence length…

Machine Learning · Computer Science 2025-04-02 Qiuhao Zeng , Jerry Huang , Peng Lu , Gezheng Xu , Boxing Chen , Charles Ling , Boyu Wang

The Short-Time Fourier Transform (STFT) has been a staple of signal processing, often being the first step for many audio tasks. A very familiar process when using the STFT is the search for the best STFT parameters, as they often have…

Audio and Speech Processing · Electrical Eng. & Systems 2021-05-17 An Zhao , Krishna Subramani , Paris Smaragdis

Transformers have achieved great success across a wide range of applications, yet the theoretical foundations underlying their success remain largely unexplored. To demystify the strong capacities of transformers applied to versatile…

Machine Learning · Computer Science 2026-03-25 Chenyang Zhang , Qingyue Zhao , Quanquan Gu , Yuan Cao

Transformers have achieved remarkable success in sequence modeling and beyond but suffer from quadratic computational and memory complexities with respect to the length of the input sequence. Leveraging techniques include sparse and linear…

Machine Learning · Computer Science 2022-08-02 Tan Nguyen , Richard G. Baraniuk , Robert M. Kirby , Stanley J. Osher , Bao Wang

We introduce novel convergence results for asynchronous iterations that appear in the analysis of parallel and distributed optimization algorithms. The results are simple to apply and give explicit estimates for how the degree of asynchrony…

Optimization and Control · Mathematics 2023-04-04 Hamid Reza Feyzmahdavian , Mikael Johansson

Neural networks have been able to achieve groundbreaking accuracy at tasks conventionally considered only doable by humans. Using stochastic gradient descent, optimization in many dimensions is made possible, albeit at a relatively high…

Machine Learning · Computer Science 2017-07-17 Hirsh R. Agarwal , Andrew Huang

We develop a geometric account of sequence modelling that links patterns in the data to measurable properties of the loss landscape in transformer networks. First, we cast conditional sequence distributions into a Hilbert-space framework…

Machine Learning · Computer Science 2025-04-28 Zhongtian Chen , Daniel Murfet

Fine-tuning pre-trained transformers is a powerful technique for enhancing the performance of base models on specific tasks. From early applications in models like BERT to fine-tuning Large Language Models (LLMs), this approach has been…

Computation and Language · Computer Science 2025-02-25 Suneel Nadipalli

Inspired by two basic mechanisms in animal visual systems, we introduce a feature transform technique that imposes invariance properties in the training of deep neural networks. The resulting algorithm requires less parameter tuning, trains…

Computer Vision and Pattern Recognition · Computer Science 2021-12-10 Chengxi Ye , Xiong Zhou , Tristan McKinney , Yanfeng Liu , Qinggang Zhou , Fedor Zhdanov

We introduce a constrained optimization framework for training transformers that behave like optimization descent algorithms. Specifically, we enforce layerwise descent constraints on the objective function and replace standard empirical…

Machine Learning · Computer Science 2026-01-27 Javier Porras-Valenzuela , Samar Hadou , Alejandro Ribeiro

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

Simple regression methods provide robust, near-optimal solutions for optimal switching problems, including high-dimensional ones (up to 50). While the theory requires solving intractable PDE systems, the Longstaff-Schwartz algorithm with…

Optimization and Control · Mathematics 2026-04-02 Martin Andersson , Benny Avelin , Marcus Olofsson

Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…

Numerical Analysis · Mathematics 2018-12-05 Bangti Jin , Xiliang Lu

This paper derives high-SNR asymptotic average error rates over fading channels by relating them to the outage probability, under mild assumptions. The analysis is based on the Tauberian theorem for Laplace-Stieltjes transforms which is…

Information Theory · Computer Science 2012-01-24 Yuan Zhang , Cihan Tepedelenlioglu

In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in terms of the characteristic function of the…

Statistics Theory · Mathematics 2013-10-17 José E. Chacón , Pablo Monfort , Carlos Tenreiro