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Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

Stochastic bilevel optimization finds widespread applications in machine learning, including meta-learning, hyperparameter optimization, and neural architecture search. To extend stochastic bilevel optimization to distributed data, several…

Machine Learning · Computer Science 2026-05-26 Yihan Zhang , My T. Thai , Jie Wu , Hongchang Gao

In this paper, we adopt a probability distribution estimation perspective to explore the optimization mechanisms of supervised classification using deep neural networks. We demonstrate that, when employing the Fenchel-Young loss, despite…

Machine Learning · Computer Science 2025-04-01 Binchuan Qi , Wei Gong , Li Li

The ability to efficiently solve topology optimization problems is of great importance for many practical applications. Hence, there is a demand for efficient solution algorithms. In this paper, we propose novel quasi-Newton methods for…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth , Kevin Sturm

Bilevel Optimization Programming is used to model complex and conflicting interactions between agents, for example in Robust AI or Privacy-preserving AI. Integrating bilevel mathematical programming within deep learning is thus an essential…

Machine Learning · Computer Science 2023-03-01 Francesco Alesiani

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

Variational regularization techniques are dominant in the field of mathematical imaging. A drawback of these techniques is that they are dependent on a number of parameters which have to be set by the user. A by now common strategy to…

Optimization and Control · Mathematics 2020-12-10 Matthias J. Ehrhardt , Lindon Roberts

In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…

Numerical Analysis · Mathematics 2022-09-13 He Zhang , Ran Zhang , Tao Zhou

We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…

Optimization and Control · Mathematics 2018-09-27 Mostafa Amini , Farzad Yousefian

We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…

Methodology · Statistics 2018-04-17 Kangrui Wang , Dalia Chakrabarty

This study proposes a Newton based multiple objective optimization algorithm for hyperparameter search. The first order differential (gradient) is calculated using finite difference method and a gradient matrix with vectorization is formed…

Optimization and Control · Mathematics 2024-01-09 Qinwu Xu

Bilevel hyperparameter optimization has received growing attention thanks to the fast development of machine learning. Due to the tremendous size of data sets, the scale of bilevel hyperparameter optimization problem could be extremely…

Optimization and Control · Mathematics 2025-10-27 Yixin Wang , Qingna Li , Liwei Zhang

Physics-informed neural networks (PINNs) is becoming a popular alternative method for solving partial differential equations (PDEs). However, they require dedicated manual modifications to the hyperparameters of the network, the sampling…

Computational Engineering, Finance, and Science · Computer Science 2025-04-15 Rui Zhang , Liang Li , Stéphane Lanteri , Hao Kang , Jiaqi Li

In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…

Machine Learning · Computer Science 2025-03-20 Sara Venturini , Marianna de Santis , Jordan Patracone , Francesco Rinaldi , Saverio Salzo , Martin Schmidt

In this work, we propose a novel backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs), where the deep neural network (DNN) models are trained not only…

Numerical Analysis · Mathematics 2024-04-15 Lorenc Kapllani , Long Teng

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…

Machine Learning · Computer Science 2023-03-16 Meng Ding , Mingxi Lei , Yunwen Lei , Di Wang , Jinhui Xu

Real-world systems are often formulated as constrained optimization problems. Techniques to incorporate constraints into Neural Networks (NN), such as Neural Ordinary Differential Equations (Neural ODEs), have been used. However, these…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

Training neural networks for neuromorphic deployment is non-trivial. There have been a variety of approaches proposed to adapt back-propagation or back-propagation-like algorithms appropriate for training. Considering that these networks…

Physics-informed machine learning (PIML) has emerged as a promising alternative to conventional numerical methods for solving partial differential equations (PDEs). PIML models are increasingly built via deep neural networks (NNs) whose…

Machine Learning · Computer Science 2024-09-30 Carlos Mora , Amin Yousefpour , Shirin Hosseinmardi , Ramin Bostanabad