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In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…

Optimization and Control · Mathematics 2024-04-19 Raghu Bollapragada , Cem Karamanli , Stefan M. Wild

Flow matching (FM) learns vector fields by regressing stochastic velocity targets along intermediate distributions $p_t$. We identify a geometric optimization bottleneck in this regression problem: when the covariance $\Sigma_t$ of $p_t$ is…

Machine Learning · Computer Science 2026-05-14 Shadab Ahamed , Eshed Gal , Md Shahriar Rahim Siddiqui , Simon Ghyselincks , Moshe Eliasof , Eldad Haber

We derive the system of differential equations for the gradient flow characterizing the training process of linear in-context learning in full generality. Next, we explore the geometric structure of the gradient flows in two instances,…

Dynamical Systems · Mathematics 2024-12-24 Songtao Lu , Yingdong Lu , Tomasz Nowicki

Recent works in deep learning have shown that integrating differentiable physics simulators into the training process can greatly improve the quality of results. Although this combination represents a more complex optimization task than…

Machine Learning · Computer Science 2022-03-22 Patrick Schnell , Philipp Holl , Nils Thuerey

Balancing convergence speed, generalization capability, and computational efficiency remains a core challenge in deep learning optimization. First-order gradient descent methods, epitomized by stochastic gradient descent (SGD) and Adam,…

Typical topology optimization methods require complex iterative calculations, which cannot meet the requirements of fast computing applications. The neural network is studied to reduce the time of computing the optimization result, however,…

Computational Physics · Physics 2024-01-12 Ce Guan , Jianyu Zhang , Zhen Li , Yongbo Deng

We show that accelerated optimization methods can be seen as particular instances of multi-step integration schemes from numerical analysis, applied to the gradient flow equation. In comparison with recent advances in this vein, the…

Optimization and Control · Mathematics 2017-02-23 Damien Scieur , Vincent Roulet , Francis Bach , Alexandre d'Aspremont

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…

Optimization and Control · Mathematics 2021-07-12 Felix Black , Philipp Schulze , Benjamin Unger

In this work, we propose the Generative Latent Flow (GLF), an algorithm for generative modeling of the data distribution. GLF uses an Auto-encoder (AE) to learn latent representations of the data, and a normalizing flow to map the…

Computer Vision and Pattern Recognition · Computer Science 2019-09-24 Zhisheng Xiao , Qing Yan , Yali Amit

Equation discovery is aimed at directly extracting physical laws from data and has emerged as a pivotal research domain. Previous methods based on symbolic mathematics have achieved substantial advancements, but often require the design of…

Machine Learning · Computer Science 2024-07-23 Mengge Du , Yuntian Chen , Zhongzheng Wang , Longfeng Nie , Dongxiao Zhang

In this paper, we develop a nonparametric system identification method for the nonlinear gradient-flow dynamics. In these systems, the vector field is the gradient field of a potential energy function. This fundamental fact about the…

Optimization and Control · Mathematics 2020-03-30 Mohammad Khosravi , Roy S. Smith

Non-convex AC optimal power flow (AC-OPF) is a fundamental optimization problem in power system analysis. The computational complexity of conventional solvers is typically high and not suitable for large-scale networks in real-time…

Systems and Control · Electrical Eng. & Systems 2022-12-09 Kejun Chen , Shourya Bose , Yu Zhang

We present a paradigm for developing arbitrarily high order, linear, unconditionally energy stable numerical algorithms for gradient flow models. We apply the energy quadratization (EQ) technique to reformulate the general gradient flow…

Numerical Analysis · Mathematics 2020-07-15 Yuezheng Gong , Jia Zhao , Qi Wang

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

We present a framework for bi-level trajectory optimization in which a system's dynamics are encoded as the solution to a constrained optimization problem and smooth gradients of this lower-level problem are passed to an upper-level…

The advancement of artificial intelligence has cast a new light on the development of optimization algorithm. This paper proposes to learn a two-phase (including a minimization phase and an escaping phase) global optimization algorithm for…

Machine Learning · Computer Science 2020-03-11 Haotian Zhang , Jianyong Sun , Zongben Xu

Diffusion models have demonstrated empirical successes in various applications and can be adapted to task-specific needs via guidance. This paper studies a form of gradient guidance for adapting a pre-trained diffusion model towards…

Machine Learning · Statistics 2024-10-17 Yingqing Guo , Hui Yuan , Yukang Yang , Minshuo Chen , Mengdi Wang

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega