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The deep Kolmogorov method is a simple and popular deep learning based method for approximating solutions of partial differential equations (PDEs) of the Kolmogorov type. In this work we provide an error analysis for the deep Kolmogorov…

Numerical Analysis · Mathematics 2025-11-25 Iulian Cîmpean , Thang Do , Lukas Gonon , Arnulf Jentzen , Ionel Popescu

Neural-net-induced Gaussian process (NNGP) regression inherits both the high expressivity of deep neural networks (deep NNs) as well as the uncertainty quantification property of Gaussian processes (GPs). We generalize the current NNGP to…

Machine Learning · Computer Science 2019-03-27 Guofei Pang , Liu Yang , George Em Karniadakis

Partial differential equations (PDEs) with uncertain or random inputs have been considered in many studies of uncertainty quantification. In forward uncertainty quantification, one is interested in analyzing the stochastic response of the…

Numerical Analysis · Mathematics 2023-12-19 Philipp A. Guth , Vesa Kaarnioja

Gradient regularization (GR) is a method that penalizes the gradient norm of the training loss during training. While some studies have reported that GR can improve generalization performance, little attention has been paid to it from the…

Machine Learning · Computer Science 2023-02-06 Ryo Karakida , Tomoumi Takase , Tomohiro Hayase , Kazuki Osawa

We analyze the convergence rate of gradient flows on objective functions induced by Dropout and Dropconnect, when applying them to shallow linear Neural Networks (NNs) - which can also be viewed as doing matrix factorization using a…

Machine Learning · Computer Science 2020-12-04 Albert Senen-Cerda , Jaron Sanders

The gradient descent (GD) method has been used widely to solve parameter estimation in generalized linear models (GLMs), a generalization of linear models when the link function can be non-linear. In GLMs with a polynomial link function, it…

Optimization and Control · Mathematics 2024-03-15 Qiujiang Jin , Tongzheng Ren , Nhat Ho , Aryan Mokhtari

Machine learning is a rapidly advancing field with diverse applications across various domains. One prominent area of research is the utilization of deep learning techniques for solving partial differential equations(PDEs). In this work, we…

Numerical Analysis · Mathematics 2024-05-21 Yuling Jiao , Yanming Lai , Yang Wang

The optimization foundations of deep linear networks have recently received significant attention. However, due to their inherent non-convexity and hierarchical structure, analyzing the loss functions of deep linear networks remains a…

Optimization and Control · Mathematics 2025-09-24 Po Chen , Rujun Jiang , Peng Wang

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Optimization and Control · Mathematics 2026-05-19 Begoña García Malaxechebarría , Courtney Paquette , Maryam Fazel , Dmitriy Drusvyatskiy

This study focuses on a Wasserstein-type gradient flow, which represents an optimization process of a continuous model of a Deep Neural Network (DNN). First, we establish the existence of a minimizer for an average loss of the model under…

Machine Learning · Computer Science 2024-04-16 Noboru Isobe

This paper is concerned with error estimates of the fully discrete generalized finite element method (GFEM) with optimal local approximation spaces for solving elliptic problems with heterogeneous coefficients. The local approximation…

Numerical Analysis · Mathematics 2021-10-01 Chupeng Ma , Robert Scheichl

Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…

Machine Learning · Computer Science 2025-03-19 Jiangxuan Long , Zhao Song , Chiwun Yang

Although deep learning based approximation algorithms have been applied very successfully to numerous problems, at the moment the reasons for their performance are not entirely understood from a mathematical point of view. Recently,…

Machine Learning · Computer Science 2023-04-13 Arnulf Jentzen , Adrian Riekert

Gradient-based optimization methods have shown remarkable empirical success, yet their theoretical generalization properties remain only partially understood. In this paper, we establish a generalization bound for gradient flow that aligns…

Machine Learning · Computer Science 2025-06-16 Yilan Chen , Zhichao Wang , Wei Huang , Andi Han , Taiji Suzuki , Arya Mazumdar

There have been extensive studies on solving differential equations using physics-informed neural networks. While this method has proven advantageous in many cases, a major criticism lies in its lack of analytical error bounds. Therefore,…

Neural and Evolutionary Computing · Computer Science 2022-07-05 Shuheng Liu , Xiyue Huang , Pavlos Protopapas

Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

When using Neural Networks as trial functions to numerically solve PDEs, a key choice to be made is the loss function to be minimised, which should ideally correspond to a norm of the error. In multiple problems, this error norm coincides…

Numerical Analysis · Mathematics 2022-10-26 Jamie M. Taylor , David Pardo , Ignacio Muga

In this work, we address a foundational question in the theoretical analysis of the Deep Ritz Method (DRM) under the over-parameteriztion regime: Given a target precision level, how can one determine the appropriate number of training…

Numerical Analysis · Mathematics 2024-07-15 Yuling Jiao , Ruoxuan Li , Peiying Wu , Jerry Zhijian Yang , Pingwen Zhang

In this work we propose a deep adaptive sampling (DAS) method for solving partial differential equations (PDEs), where deep neural networks are utilized to approximate the solutions of PDEs and deep generative models are employed to…

Numerical Analysis · Mathematics 2022-07-06 Kejun Tang , Xiaoliang Wan , Chao Yang

The training of neural networks by gradient descent methods is a cornerstone of the deep learning revolution. Yet, despite some recent progress, a complete theory explaining its success is still missing. This article presents, for…

Machine Learning · Statistics 2026-04-15 Etienne Boursier , Loucas Pillaud-Vivien , Nicolas Flammarion
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