Related papers: A Dual Optimization View to Empirical Risk Minimiz…
We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered. Since these…
Using Domain Decomposition (DD) algorithm on non--overlapping domains, we compare couplings of different discretisation models, such as Finite Element (FEM) and Reduced Order (ROM) models for separate subcomponents. In particular, we…
From the optimization point of view, a difficulty with parallel MRI with simultaneous coil sensitivity estimation is the multiplicative nature of the non-linear forward operator: the image being reconstructed and the coil sensitivities…
Duality is a foundational tool in robust and distributionally robust optimization (RO and DRO), underpinning both analytical insights and tractable reformulations. The prevailing approaches in the literature primarily rely on saddle-point…
We present a method for finding lower bounds on the global infima of integral variational problems, wherein $\int_\Omega f(x,u(x),\nabla u(x)){\rm d}x$ is minimized over functions $u\colon\Omega\subset\mathbb{R}^n\to\mathbb{R}^m$ satisfying…
This paper begins with a study on the dual representations of risk and regret measures and their impact on modeling multistage decision making under uncertainty. A relationship between risk envelopes and regret envelopes is established by…
We propose new formulations of geometric curvature flows -- referred to as \emph{dual formulations} -- that are equivalent to the original formulations but provide a novel framework for constructing linearly implicit and energy-stable…
We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…
Machine learning models often generalize poorly to out-of-distribution (OOD) data as a result of relying on features that are spuriously correlated with the label during training. Recently, the technique of Invariant Risk Minimization (IRM)…
Single-level reformulations of (non-convex) distributionally robust optimization (DRO) problems are often intractable, as they contain semiinfinite dual constraints. Based on such a semiinfinite reformulation, we present a safe…
A robust-to-dynamics optimization (RDO) problem is an optimization problem specified by two pieces of input: (i) a mathematical program (an objective function $f:\mathbb{R}^n\rightarrow\mathbb{R}$ and a feasible set…
Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…
The vast majority of Dimensionality Reduction (DR) techniques rely on second-order statistics to define their optimization objective. Even though this provides adequate results in most cases, it comes with several shortcomings. The methods…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
Differential privacy has become a cornerstone in the development of privacy-preserving learning algorithms. This work addresses optimizing differentially private kernel learning within the empirical risk minimization (ERM) framework. We…
Le Cam's method (or the two-point method) is a commonly used tool for obtaining statistical lower bound and especially popular for functional estimation problems. This work aims to explain and give conditions for the tightness of Le Cam's…
I present a novel Four-Dimensional Regularization/Renormalization approach (FDR) to ultraviolet divergences in field theories which can be interpreted as a natural separation between physical and non physical degrees of freedom. Based on…
In this paper, we study the Empirical Risk Minimization (ERM) problem in the non-interactive Local Differential Privacy (LDP) model. Previous research on this problem \citep{smith2017interaction} indicates that the sample complexity, to…
We consider a generic empirical composition optimization problem, where there are empirical averages present both outside and inside nonlinear loss functions. Such a problem is of interest in various machine learning applications, and…
Regularization is a powerful technique for extracting useful information from noisy data. Typically, it is implemented by adding some sort of norm constraint to an objective function and then exactly optimizing the modified objective…