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Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

We present a novel kernel-based method for learning multivariate stochastic differential equations (SDEs). The method follows a two-step procedure: we first estimate the drift term function, then the (matrix-valued) diffusion function given…

Machine Learning · Statistics 2025-12-22 Michael L. Wells , Kamel Lahouel , Bruno Jedynak

We propose a novel fine-tuning method to achieve multi-operator learning through training a distributed neural operator with diverse function data and then zero-shot fine-tuning the neural network using physics-informed losses for…

Machine Learning · Computer Science 2024-11-12 Zecheng Zhang , Christian Moya , Lu Lu , Guang Lin , Hayden Schaeffer

Uncertainty in biological neural systems appears to be computationally beneficial rather than detrimental. However, in neuromorphic computing systems, device variability often limits performance, including accuracy and efficiency. In this…

Neural and Evolutionary Computing · Computer Science 2026-02-10 Huannan Zheng , Jingli Liu , Kezhou Yang

It is well-known that deep neural networks (DNNs) have shown remarkable success in many fields. However, when adding an imperceptible magnitude perturbation on the model input, the model performance might get rapid decrease. To address this…

Machine Learning · Computer Science 2022-01-04 Hao Yang , Min Wang , Zhengfei Yu , Yun Zhou

Stochastic gradient descent (SGD), a widely used algorithm in deep-learning neural networks has attracted continuing studies for the theoretical principles behind its success. A recent work reports an anomaly (inverse) relation between the…

Adaptation and Self-Organizing Systems · Physics 2023-08-16 Xia Xiong , Yong-Cong Chen , Chunxiao Shi , Ping Ao

Power distribution networks are approaching their voltage stability boundaries due to the severe voltage violations and the inadequate reactive power reserves caused by the increasing renewable generations and dynamic loads. In the broad…

Optimization and Control · Mathematics 2022-08-18 Wanjun Huang , Changhong Zhao

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Observations from dynamical systems often exhibit irregularities, such as censoring, where values are recorded only if they fall within a certain range. Censoring is ubiquitous in practice, due to saturating sensors, limit-of-detection…

Machine Learning · Computer Science 2023-10-10 Orestis Plevrakis

Operator learning techniques have recently emerged as a powerful tool for learning maps between infinite-dimensional Banach spaces. Trained under appropriate constraints, they can also be effective in learning the solution operator of…

Machine Learning · Computer Science 2021-10-13 Sifan Wang , Hanwen Wang , Paris Perdikaris

We introduce a novel optimization problem formulation that departs from the conventional way of minimizing machine learning model loss as a black-box function. Unlike traditional formulations, the proposed approach explicitly incorporates…

Machine Learning · Computer Science 2026-01-07 Yury Demidovich , Grigory Malinovsky , Egor Shulgin , Peter Richtárik

Nowadays stochastic approximation methods are one of the major research direction to deal with the large-scale machine learning problems. From stochastic first order methods, now the focus is shifting to stochastic second order methods due…

Machine Learning · Computer Science 2019-12-30 Vinod Kumar Chauhan , Anuj Sharma , Kalpana Dahiya

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

Operator regression provides a powerful means of constructing discretization-invariant emulators for partial-differential equations (PDEs) describing physical systems. Neural operators specifically employ deep neural networks to approximate…

Machine Learning · Computer Science 2023-04-18 Katiana Kontolati , Somdatta Goswami , George Em Karniadakis , Michael D. Shields

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

Deep linear networks (DLNs) are used as an analytically tractable model of the training dynamics of deep neural networks. While gradient descent in DLNs is known to exhibit saddle-to-saddle dynamics, the impact of stochastic gradient…

Machine Learning · Computer Science 2026-04-09 Guillaume Corlouer , Avi Semler , Alexander Strang , Alexander Gietelink Oldenziel

Stochastic partial differential equations (SPDEs) are significant tools for modeling dynamics in many areas including atmospheric sciences and physics. Neural Operators, generations of neural networks with capability of learning maps…

Machine Learning · Computer Science 2022-07-19 Peiyan Hu , Qi Meng , Bingguang Chen , Shiqi Gong , Yue Wang , Wei Chen , Rongchan Zhu , Zhi-Ming Ma , Tie-Yan Liu

The loss function is crucial to machine learning, especially in supervised learning frameworks. It is a fundamental component that controls the behavior and general efficacy of learning algorithms. However, despite their widespread use,…

Machine Learning · Computer Science 2026-02-09 Soumi Mahato , Lineesh M. C

We introduce a mathematically rigorous framework based on rough path theory to model stochastic spiking neural networks (SSNNs) as stochastic differential equations with event discontinuities (Event SDEs) and driven by c\`adl\`ag rough…

Machine Learning · Statistics 2024-05-24 Christian Holberg , Cristopher Salvi
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