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Many applications produce massive complex networks whose analysis would benefit from parallel processing. Parallel algorithms, in turn, often require a suitable network partition. For solving optimization tasks such as graph partitioning on…

Considering generating samples with high rewards, we focus on optimizing deep neural networks parameterized stochastic differential equations (SDEs), the advanced generative models with high expressiveness, with policy gradient, the leading…

Many discrete optimization problems are amenable to constrained shortest-path reformulations in an extended network space, a technique that has been key in convexification, bound strengthening, and search. In this paper, we propose a…

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…

Complex single-objective bounded problems are often difficult to solve. In evolutionary computation methods, since the proposal of differential evolution algorithm in 1997, it has been widely studied and developed due to its simplicity and…

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

We introduce an $r-$adaptive algorithm to solve Partial Differential Equations using a Deep Neural Network. The proposed method restricts to tensor product meshes and optimizes the boundary node locations in one dimension, from which we…

This paper proposes a machine-learning-based solution approach for solving multi-horizon stochastic programs. The approach embeds a deep learning neural network into a multi-horizon stochastic program to approximate the recourse operational…

Carotid artery stenosis is the narrowing of carotid arteries, which supplies blood to the neck and head. In this work, we train a model to predict the severity of the stenosis blockage based on SRUC criteria variables and other patient…

Reliable motion estimation and strain analysis using 3D+time echocardiography (4DE) for localization and characterization of myocardial injury is valuable for early detection and targeted interventions. However, motion estimation is…

In this paper, we present an artificial neural network framework for portfolio compression of a large portfolio of European options with varying maturities (target portfolio) by a significantly smaller portfolio of European options with…

Robust topology optimization (RTO), as a class of topology optimization problems, identifies a design with the best average performance while reducing the response sensitivity to input uncertainties, e.g. load uncertainty. Solving RTO is…

In this paper, we propose a deep learning based numerical scheme for strongly coupled FBSDEs, stemming from stochastic control. It is a modification of the deep BSDE method in which the initial value to the backward equation is not a free…

Two-stage robust optimization problems constitute one of the hardest optimization problem classes. One of the solution approaches to this class of problems is K-adaptability. This approach simultaneously seeks the best partitioning of the…

We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which…

In our work, we bridge deep neural network design with numerical differential equations. We show that many effective networks, such as ResNet, PolyNet, FractalNet and RevNet, can be interpreted as different numerical discretizations of…

In deep neural nets, lower level embedding layers account for a large portion of the total number of parameters. Tikhonov regularization, graph-based regularization, and hard parameter sharing are approaches that introduce explicit biases…

Training a neural network (NN) typically relies on some type of curve-following method, such as gradient descent (GD) (and stochastic gradient descent (SGD)), ADADELTA, ADAM or limited memory algorithms. Convergence for these algorithms…

Deep neural networks have exhibited remarkable performance in image super-resolution (SR) tasks by learning a mapping from low-resolution (LR) images to high-resolution (HR) images. However, the SR problem is typically an ill-posed problem…