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Physics-informed machine learning and inverse modeling require the solution of ill-conditioned non-convex optimization problems. First-order methods, such as SGD and ADAM, and quasi-Newton methods, such as BFGS and L-BFGS, have been applied…

Numerical Analysis · Mathematics 2021-05-18 Kailai Xu , Eric Darve

We consider a general class of nonsmooth optimal control problems with partial differential equation (PDE) constraints, which are very challenging due to its nonsmooth objective functionals and the resulting high-dimensional and…

Optimization and Control · Mathematics 2023-07-26 Yongcun Song , Xiaoming Yuan , Hangrui Yue

Classical numerical methods for solving partial differential equations suffer from the curse dimensionality mainly due to their reliance on meticulously generated spatio-temporal grids. Inspired by modern deep learning based techniques for…

Machine Learning · Statistics 2018-04-20 Maziar Raissi

We present a novel architecture for learning geometry-aware preconditioners for linear partial differential equations (PDEs). We show that a deep operator network (Deeponet) can be trained on a simple geometry and remain a robust…

Numerical Analysis · Mathematics 2024-11-21 Idan Versano , Eli Turkel

Neural networks have revolutionized the field of data science, yielding remarkable solutions in a data-driven manner. For instance, in the field of mathematical imaging, they have surpassed traditional methods based on convex…

Spectral Theory · Mathematics 2022-08-16 Leon Bungert , Ester Hait-Fraenkel , Nicolas Papadakis , Guy Gilboa

Primal-dual algorithm (PDA) is a classic and popular scheme for convex-concave saddle point problems. It is universally acknowledged that the proximal terms in the subproblems about the primal and dual variables are crucial to the…

Optimization and Control · Mathematics 2025-04-24 Shuning Liu , Zexian Liu

We introduce a novel algorithm for solving learning problems where both the loss function and the regularizer are non-convex but belong to the class of difference of convex (DC) functions. Our contribution is a new general purpose proximal…

Machine Learning · Computer Science 2015-07-03 Alain Rakotomamonjy , Remi Flamary , Gilles Gasso

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

A broad class of problems at the core of computational imaging, sensing, and low-level computer vision reduces to the inverse problem of extracting latent images that follow a prior distribution, from measurements taken under a known…

Computer Vision and Pattern Recognition · Computer Science 2018-12-20 Steven Diamond , Vincent Sitzmann , Felix Heide , Gordon Wetzstein

Recovering images from undersampled linear measurements typically leads to an ill-posed linear inverse problem, that asks for proper statistical priors. Building effective priors is however challenged by the low train and test overhead…

Artificial Intelligence · Computer Science 2017-11-29 Morteza Mardani , Hatef Monajemi , Vardan Papyan , Shreyas Vasanawala , David Donoho , John Pauly

The Langevin algorithms are frequently used to sample the posterior distributions in Bayesian inference. In many practical problems, however, the posterior distributions often consist of non-differentiable components, posing challenges for…

Numerical Analysis · Mathematics 2023-04-11 Ziruo Cai , Jinglai Li , Xiaoqun Zhang

The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…

Numerical Analysis · Mathematics 2025-01-30 Santiago Badia , Wei Li , Alberto F. Martín

Regularization plays a pivotal role in integrating prior information into inverse problems. While many deep learning methods have been proposed to solve inverse problems, determining where to apply regularization remains a crucial…

Numerical Analysis · Mathematics 2024-03-22 Ke Chen , Chunmei Wang , Haizhao Yang

To sidestep the curse of dimensionality when computing solutions to Hamilton-Jacobi-Bellman partial differential equations (HJB PDE), we propose an algorithm that leverages a neural network to approximate the value function. We show that…

Machine Learning · Computer Science 2017-03-28 Frank Jiang , Glen Chou , Mo Chen , Claire J. Tomlin

We address two major challenges in scientific machine learning (SciML): interpretability and computational efficiency. We increase the interpretability of certain learning processes by establishing a new theoretical connection between…

Machine Learning · Computer Science 2024-05-08 Paula Chen , Tingwei Meng , Zongren Zou , Jérôme Darbon , George Em Karniadakis

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen

In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…

Optimization and Control · Mathematics 2020-07-21 Ilan Adler , Zhiyue Tom Hu , Tianyi Lin

Deep learning is emerging as a new paradigm for solving inverse imaging problems. However, the deep learning methods often lack the assurance of traditional physics-based methods due to the lack of physical information considerations in…

Image and Video Processing · Electrical Eng. & Systems 2020-07-20 Dongdong Chen , Mike E. Davies

In recent years, implicit deep learning has emerged as a method to increase the effective depth of deep neural networks. While their training is memory-efficient, they are still significantly slower to train than their explicit…

Machine Learning · Computer Science 2023-03-13 Zaccharie Ramzi , Florian Mannel , Shaojie Bai , Jean-Luc Starck , Philippe Ciuciu , Thomas Moreau

Continuous-time stochastic processes underlie many natural and engineered systems. In healthcare, autonomous driving, and industrial control, direct interaction with the environment is often unsafe or impractical, motivating offline…

Machine Learning · Statistics 2025-11-14 Nicolas Hoischen , Petar Bevanda , Max Beier , Stefan Sosnowski , Boris Houska , Sandra Hirche