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In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound $\Omega\left(\epsilon^{-2/(3p+1)}\right)$…

Optimization and Control · Mathematics 2022-05-20 Dmitry Kovalev , Alexander Gasnikov

The neural ordinary differential equation (ODE) framework has emerged as a powerful tool for developing accelerated surrogate models of complex physical systems governed by partial differential equations (PDEs). A popular approach for PDE…

Fluid Dynamics · Physics 2025-03-26 Ashish S. Nair , Shivam Barwey , Pinaki Pal , Jonathan F. MacArt , Troy Arcomano , Romit Maulik

Neural Jump ODEs model the conditional expectation between observations by neural ODEs and jump at arrival of new observations. They have demonstrated effectiveness for fully data-driven online forecasting in settings with irregular and…

Machine Learning · Statistics 2025-08-19 Jakob Heiss , Florian Krach , Thorsten Schmidt , Félix B. Tambe-Ndonfack

Estimating the parameters of ordinary differential equations (ODEs) is of fundamental importance in many scientific applications. While ODEs are typically approximated with deterministic algorithms, new research on probabilistic solvers…

Machine Learning · Statistics 2023-12-08 Mohan Wu , Martin Lysy

We consider linear two-time-scale stochastic approximation algorithms driven by martingale noise. Recent applications in machine learning motivate the need to understand finite-time error rates, but conventional stochastic approximation…

Machine Learning · Computer Science 2025-12-12 Seo Taek Kong , Sihan Zeng , Thinh T. Doan , R. Srikant

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

Machine Learning · Computer Science 2019-10-01 André Belotto da Silva , Maxime Gazeau

In this paper, we explain the universal approximation capabilities of deep residual neural networks through geometric nonlinear control. Inspired by recent work establishing links between residual networks and control systems, we provide a…

Machine Learning · Computer Science 2024-02-12 Paulo Tabuada , Bahman Gharesifard

Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…

Optimization and Control · Mathematics 2025-05-14 Wei Liu , Qihang Lin , Yangyang Xu

Learning to predict solutions to real-valued combinatorial graph problems promises efficient approximations. As demonstrated based on the NP-hard edge clique cover number, recurrent neural networks (RNNs) are particularly suited for this…

Machine Learning · Statistics 2019-11-20 Nil-Jana Akpinar , Bernhard Kratzwald , Stefan Feuerriegel

Previous algorithms can solve convex-concave minimax problems $\min_{x \in \mathcal{X}} \max_{y \in \mathcal{Y}} f(x,y)$ with $\mathcal{O}(\epsilon^{-2/3})$ second-order oracle calls using Newton-type methods. This result has been…

Optimization and Control · Mathematics 2025-06-11 Lesi Chen , Chengchang Liu , Luo Luo , Jingzhao Zhang

Laplace approximation is a very useful tool in Bayesian inference and it claims a nearly Gaussian behavior of the posterior. \cite{SpLaplace2022} established some rather accurate finite sample results about the quality of Laplace…

Statistics Theory · Mathematics 2023-05-17 Vladimir Spokoiny

Stochastic interpolants offer a robust framework for continuously transforming samples between arbitrary data distributions, holding significant promise for generative modeling. Despite their potential, rigorous finite-time convergence…

Machine Learning · Computer Science 2025-08-12 Yuhao Liu , Rui Hu , Yu Chen , Longbo Huang

Complex-linearization of a class of systems of second order ordinary differential equations (ODEs) has already been studied with complex symmetry analysis. Linearization of this class has been achieved earlier by complex method, however,…

Classical Analysis and ODEs · Mathematics 2016-10-31 Hina M. Dutt , M. Safdar

While first-order stationary points (FOSPs) are the traditional targets of non-convex optimization, they often correspond to undesirable strict saddle points. To circumvent this, attention has shifted towards second-order stationary points…

Computational Complexity · Computer Science 2026-04-03 Andreas Kontogiannis , Ioannis Panageas , Vasilis Pollatos

The capability of recurrent neural networks to approximate trajectories of a random dynamical system, with random inputs, on non-compact domains, and over an indefinite or infinite time horizon is considered. The main result states that…

Neural and Evolutionary Computing · Computer Science 2022-11-16 Adrian N. Bishop

Continuous deep learning models, referred to as Neural Ordinary Differential Equations (Neural ODEs), have received considerable attention over the last several years. Despite their burgeoning impact, there is a lack of formal analysis…

Machine Learning · Computer Science 2022-07-15 Diego Manzanas Lopez , Patrick Musau , Nathaniel Hamilton , Taylor T. Johnson

Proximal operators are ubiquitous in inverse problems, commonly appearing as part of algorithmic strategies to regularize problems that are otherwise ill-posed. Modern deep learning models have been brought to bear for these tasks too, as…

Computer Vision and Pattern Recognition · Computer Science 2024-03-29 Zhenghan Fang , Sam Buchanan , Jeremias Sulam

This paper develops fundamental limits of deep neural network learning by characterizing what is possible if no constraints are imposed on the learning algorithm and on the amount of training data. Concretely, we consider Kolmogorov-optimal…

Machine Learning · Computer Science 2021-03-15 Dennis Elbrächter , Dmytro Perekrestenko , Philipp Grohs , Helmut Bölcskei

Neural operators have emerged as powerful surrogates for the solution of partial differential equations (PDEs), yet their ability to handle general, highly variable boundary conditions (BCs) remains limited. Existing approaches often fail…

Machine Learning · Computer Science 2026-05-14 Sepehr Mousavi , Siddhartha Mishra , Laura De Lorenzis

Learning operators between infinitely dimensional spaces is an important learning task arising in wide applications in machine learning, imaging science, mathematical modeling and simulations, etc. This paper studies the nonparametric…

Machine Learning · Statistics 2022-01-04 Hao Liu , Haizhao Yang , Minshuo Chen , Tuo Zhao , Wenjing Liao
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