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In order to safely deploy Deep Neural Networks (DNNs) within the perception pipelines of real-time decision making systems, there is a need for safeguards that can detect out-of-training-distribution (OoD) inputs both efficiently and…

Machine Learning · Computer Science 2021-02-26 Apoorva Sharma , Navid Azizan , Marco Pavone

We propose a deep neural-operator framework for a general class of probability models. Under global Lipschitz conditions on the operator over the entire Euclidean space-and for a broad class of probabilistic models-we establish a universal…

Machine Learning · Computer Science 2025-11-11 Erhan Bayraktar , Qi Feng , Zecheng Zhang , Zhaoyu Zhang

In this paper, we investigate the applications of operator learning, specifically DeepONet, for solving nonlinear partial differential equations (PDEs). Unlike conventional function learning methods that require training separate neural…

Machine Learning · Computer Science 2025-09-30 Yahong Yang

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…

Machine Learning · Computer Science 2023-10-05 Artem Ryzhikov , Mikhail Hushchyn , Denis Derkach

Classical machine learning models such as deep neural networks are usually trained by using Stochastic Gradient Descent-based (SGD) algorithms. The classical SGD can be interpreted as a discretization of the stochastic gradient flow. In…

Optimization and Control · Mathematics 2023-10-03 Valentin Leplat , Daniil Merkulov , Aleksandr Katrutsa , Daniel Bershatsky , Olga Tsymboi , Ivan Oseledets

The analysis in Part I revealed interesting properties for subgradient learning algorithms in the context of stochastic optimization when gradient noise is present. These algorithms are used when the risk functions are non-smooth and…

Optimization and Control · Mathematics 2017-04-21 Bicheng Ying , Ali H. Sayed

Stochastic neurons and hard non-linearities can be useful for a number of reasons in deep learning models, but in many cases they pose a challenging problem: how to estimate the gradient of a loss function with respect to the input of such…

Machine Learning · Computer Science 2013-08-16 Yoshua Bengio , Nicholas Léonard , Aaron Courville

Simulating and predicting multiscale problems that couple multiple physics and dynamics across many orders of spatiotemporal scales is a great challenge that has not been investigated systematically by deep neural networks (DNNs). Herein,…

Computational Physics · Physics 2021-03-31 Chensen Lin , Zhen Li , Lu Lu , Shengze Cai , Martin Maxey , George Em Karniadakis

Operator learning has emerged as a powerful tool in scientific computing for approximating mappings between infinite-dimensional function spaces. A primary application of operator learning is the development of surrogate models for the…

Machine Learning · Statistics 2025-04-07 Unique Subedi , Ambuj Tewari

In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…

Machine Learning · Computer Science 2022-10-14 Mingrui Liu , Zhenxun Zhuang , Yunwei Lei , Chunyang Liao

In numerous contexts, high-resolution solutions to partial differential equations are required to capture faithfully essential dynamics which occur at small spatiotemporal scales, but these solutions can be very difficult and slow to obtain…

Machine Learning · Computer Science 2024-04-09 Valentin Duruisseaux , Amit Chakraborty

In this paper, we propose a new methodology for state constrained stochastic optimal control (SOC) problems. The solution is based on past work in solving SOC problems using forward-backward stochastic differential equations (FBSDE). Our…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Bolun Dai , Prashanth Krishnamurthy , Andrew Papanicolaou , Farshad Khorrami

Accurate modeling of spatiotemporal dynamics is crucial to understanding complex phenomena across science and engineering. However, this task faces a fundamental challenge when the governing equations are unknown and observational data are…

Computational Physics · Physics 2025-12-15 Rui Zhang , Han Wan , Yang Liu , Hao Sun

A novel approach to approximate solutions of Stochastic Differential Equations (SDEs) by Deep Neural Networks is derived and analysed. The architecture is inspired by the notion of Deep Operator Networks (DeepONets), which is based on…

Numerical Analysis · Mathematics 2025-12-23 Martin Eigel , Charles Miranda

We introduce a foundational model for brain dynamics that utilizes stochastic optimal control (SOC) and amortized inference. Our method features a continuous-discrete state space model (SSM) that can robustly handle the intricate and noisy…

Machine Learning · Computer Science 2025-02-10 Joonhyeong Park , Byoungwoo Park , Chang-Bae Bang , Jungwon Choi , Hyungjin Chung , Byung-Hoon Kim , Juho Lee

Stochastic differential equations (SDEs) are used to describe a wide variety of complex stochastic dynamical systems. Learning the hidden physics within SDEs is crucial for unraveling fundamental understanding of these systems' stochastic…

Machine Learning · Computer Science 2022-07-26 Jared O'Leary , Joel A. Paulson , Ali Mesbah

Stochastic gradient descent (SGD), which updates the model parameters by adding a local gradient times a learning rate at each step, is widely used in model training of machine learning algorithms such as neural networks. It is observed…

Machine Learning · Computer Science 2017-06-01 Chang Xu , Tao Qin , Gang Wang , Tie-Yan Liu

Accurately learning solution operators for time-dependent partial differential equations (PDEs) from sparse and irregular data remains a challenging task. Recurrent DeepONet extensions inherit the discrete-time limitations of…

Computational Engineering, Finance, and Science · Computer Science 2025-07-04 Diab W. Abueidda , Mbebo Nonna , Panos Pantidis , Mostafa E. Mobasher

Neural operators (NOs) provide a new paradigm for efficiently solving partial differential equations (PDEs), but their training depends on costly high-fidelity data from numerical solvers, limiting applications in complex systems. We…

Computational Physics · Physics 2026-05-18 Wen You , Shaoqian Zhou , Xuhui Meng

The massive size of modern neural networks has motivated substantial recent interest in neural network quantization. We introduce Stochastic Markov Gradient Descent (SMGD), a discrete optimization method applicable to training quantized…

Machine Learning · Computer Science 2020-12-23 Jonathan Ashbrock , Alexander M. Powell