Related papers: An Energy Stable Approach for Learning Derivative …
We present a fully conservative, skew-symmetric finite difference scheme on transformed grids. The skew-symmetry preserves the kinetic energy by first principles, simultaneously avoiding a central instability mechanism and numerical…
We present a numerical framework for learning unknown stochastic dynamical systems using measurement data. Termed stochastic flow map learning (sFML), the new framework is an extension of flow map learning (FML) that was developed for…
Real-time calibration of stochastic volatility models (SVMs) is computationally bottlenecked by the need to repeatedly solve coupled partial differential equations (PDEs). In this work, we propose DeepSVM, a physics-informed Deep Operator…
Charge dynamics play essential role in many practical applications such as semiconductors, electrochemical devices and transmembrane ion channels. A Maxwell-Amp\`{e}re Nernst-Planck (MANP) model that describes charge dynamics via…
We study the problem of learning associative memory -- a system which is able to retrieve a remembered pattern based on its distorted or incomplete version. Attractor networks provide a sound model of associative memory: patterns are stored…
Streaming Dynamic Mode Decomposition (sDMD) (Hemati et al., Phys. Fluids 26(2014)) is a low-storage version of Dynamic Mode Decomposition (DMD) (Schmid, J. Fluid Mech. 656 (2010)), a data-driven method to extract spatio-temporal flow…
In this article, a stochastic gradient based online learning algorithm for Extreme Learning Machines (ELM) is developed (SG-ELM). A stability criterion based on Lyapunov approach is used to prove both asymptotic stability of estimation…
We propose a data-driven algorithm for the maximum a posteriori (MAP) estimation of stochastic processes from noisy observations. The primary statistical properties of the sought signal is specified by the penalty function (i.e., negative…
This paper introduces an active learning (AL) framework for anomalous sound detection (ASD) in machine condition monitoring system. Typically, ASD models are trained solely on normal samples due to the scarcity of anomalous data, leading to…
Anomalous sound detection (ASD) in the wild requires robustness to distribution shifts such as unseen low-SNR input mixtures of machine and noise types. State-of-the-art systems extract embeddings from an adapted audio encoder and detect…
We address the problem of learning the parameters of a mean square stable switched linear systems (SLS) with unknown latent space dimension, or \textit{order}, from its noisy input--output data. In particular, we focus on learning a good…
We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…
This paper delves into the realm of stochastic optimization for compositional minimax optimization - a pivotal challenge across various machine learning domains, including deep AUC and reinforcement learning policy evaluation. Despite its…
Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…
Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…
The Alternating Direction Method of Multipliers (ADMM) has been studied for years. The traditional ADMM algorithm needs to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a…
We consider stochastic convex optimization problems where the objective is an expectation over smooth functions. For this setting we suggest a novel gradient estimate that combines two recent mechanism that are related to notion of…
In this paper, a novel architecture for a deep recurrent neural network, residual LSTM is introduced. A plain LSTM has an internal memory cell that can learn long term dependencies of sequential data. It also provides a temporal shortcut…
This study proposes an algorithm for modeling compressible flows in spherical shells in nearly incompressible and weakly compressible regimes based on an implicit direction splitting approach. The method retains theoretically expected…
With the growing interest and applications in machine learning and data science, finding an efficient method to sparse analysis the high-dimensional data and optimizing a dimension reduction model to extract lower dimensional features has…