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We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

Data selection improves computational efficiency by choosing informative subsets of training samples. However, existing methods ignore the compute budget, treating data selection and importance evaluation independently of compute budget…

Machine Learning · Computer Science 2025-11-04 Weilin Wan , Weizhong Zhang , Cheng Jin

In this paper, we propose forward and backward stochastic differential equations (FBSDEs) based deep neural network (DNN) learning algorithms for the solution of high dimensional quasilinear parabolic partial differential equations (PDEs),…

Numerical Analysis · Mathematics 2021-05-10 Wenzhong Zhang , Wei Cai

Variational regularization methods are commonly used to approximate solutions of inverse problems. In recent years, model-based variational regularization methods have often been replaced with data-driven ones such as the fields-of-expert…

Optimization and Control · Mathematics 2024-01-17 Danilo Riccio , Matthias J. Ehrhardt , Martin Benning

Bilevel optimization has arisen as a powerful tool for many machine learning problems such as meta-learning, hyperparameter optimization, and reinforcement learning. In this paper, we investigate the nonconvex-strongly-convex bilevel…

Machine Learning · Computer Science 2021-08-30 Kaiyi Ji , Junjie Yang , Yingbin Liang

When training deep learning models, the performance depends largely on the selected hyperparameters. However, hyperparameter optimization (HPO) is often one of the most expensive parts of model design. Classical HPO methods treat this as a…

This paper studies numerical solutions for parameterized partial differential equations (P-PDEs) with deep learning (DL). P-PDEs arise in many important application areas and the computational cost using traditional numerical schemes can be…

Numerical Analysis · Mathematics 2020-11-03 Yuyan Chen , Bin Dong , Jinchao Xu

We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

Machine Learning · Computer Science 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

We present a geometric multilevel optimization approach that smoothly incorporates box constraints. Given a box constrained optimization problem, we consider a hierarchy of models with varying discretization levels. Finer models are…

Optimization and Control · Mathematics 2024-04-23 Sebastian Müller , Stefania Petra , Matthias Zisler

This paper aims to devise an adaptive neural network basis method for numerically solving a second-order semilinear partial differential equation (PDE) with low-regular solutions in two/three dimensions. The method is obtained by combining…

Numerical Analysis · Mathematics 2024-11-05 Jianguo Huang , Haohao Wu , Tao Zhou

Bayesian optimization is popular for optimizing time-consuming black-box objectives. Nonetheless, for hyperparameter tuning in deep neural networks, the time required to evaluate the validation error for even a few hyperparameter settings…

Machine Learning · Computer Science 2019-03-13 Jian Wu , Saul Toscano-Palmerin , Peter I. Frazier , Andrew Gordon Wilson

The numerical solution of differential equations using machine learning-based approaches has gained significant popularity. Neural network-based discretization has emerged as a powerful tool for solving differential equations by…

Numerical Analysis · Mathematics 2024-01-23 Wenrui Hao , Qingguo Hong , Xianlin Jin

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

Phase recovery from the bispectrum is a central problem in speckle interferometry which can be posed as an optimization problem minimizing a weighted nonlinear least-squares objective function. We look at two different formulations of the…

Numerical Analysis · Mathematics 2019-06-26 James L. Herring , James Nagy , Lars Ruthotto

We consider the bilevel optimisation approach proposed by De Los Reyes, Sch\"onlieb (2013) for learning the optimal parameters in a Total Variation (TV) denoising model featuring for multiple noise distributions. In applications, the use of…

Optimization and Control · Mathematics 2014-06-24 Luca Calatroni , Juan Carlos De Los Reyes , Carola-Bibiane Schönlieb

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

We present the Deep Picard Iteration (DPI) method, a new deep learning approach for solving high-dimensional partial differential equations (PDEs). The core innovation of DPI lies in its use of Picard iteration to reformulate the typically…

Numerical Analysis · Mathematics 2025-07-08 Jiequn Han , Wei Hu , Jihao Long , Yue Zhao

This paper introduces a computationally efficient algorithm in system theory for solving inverse problems governed by linear partial differential equations (PDEs). We model solutions of linear PDEs using Gaussian processes with priors…

Machine Learning · Statistics 2025-06-16 Xin Li , Markus Lange-Hegermann , Bogdan Raiţă

Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…

Quantum Physics · Physics 2019-05-20 Zhikuan Zhao , Alejandro Pozas-Kerstjens , Patrick Rebentrost , Peter Wittek

Solving partial differential equations (PDEs) is the canonical approach for understanding the behavior of physical systems. However, large scale solutions of PDEs using state of the art discretization techniques remains an expensive…

Computational Engineering, Finance, and Science · Computer Science 2021-01-14 Xiaoxuan Zhang , Krishna Garikipati
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