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Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

We review some old and new methods of reduction of the number of degrees of freedom from ~N^2 to ~N in the multi-matrix integrals.

High Energy Physics - Theory · Physics 2007-05-23 V. A. Kazakov

Regularization is a popular technique to solve the overfitting problem of machine learning algorithms. Most regularization technique relies on parameter selection of the regularization coefficient. Plug-in method and cross-validation…

Machine Learning · Computer Science 2022-05-24 Hao Wang

We show how to evaluate one-dimensional Minkowski-region Mellin-Barnes representations arising from massive loop integrals, by modifying the contours of integration. We implement an exact solution to the differential equation determining…

High Energy Physics - Phenomenology · Physics 2017-05-03 Janusz Gluza , Tomasz Jelinski , David A. Kosower

In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…

Optimization and Control · Mathematics 2024-06-05 Taisei Miyaishi , Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

A unified approach to parametrization of the mixing matrix for $N$ generations is developed. This approach not only has a clear geometrical underpinning but also has the advantage of being economical and recursive and leads in a natural way…

High Energy Physics - Phenomenology · Physics 2015-06-25 S. Chaturvedi , N. Mukunda

We present results of existence, regularity and uniqueness of solutions of the master equation associated with the mean field planning problem in the finite state space case, in the presence of a common noise. The results hold under…

Analysis of PDEs · Mathematics 2021-07-21 Charles Bertucci , Jean-Michel Lasry , Pierre-Louis Lions

We exhibit an explicit, deterministic algorithm for finding a canonical form for a positive definite matrix under unimodular integral transformations. We use characteristic sets of short vectors and partition-backtracking graph software.…

Number Theory · Mathematics 2020-11-17 Mathieu Dutour Sikirić , Anna Haensch , John Voight , Wessel P. J. van Woerden

Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available.…

Numerical Analysis · Mathematics 2015-06-19 Julianne Chung , Matthias Chung

Matrix completion has received vast amount of attention and research due to its wide applications in various study fields. Existing methods of matrix completion consider only nonlinear (or linear) relations among entries in a data matrix…

Machine Learning · Computer Science 2021-07-16 Saeid Mehrdad , Mohammad Hossein Kahaei

We show that the large N reduction holds on group manifolds. Large N field theories defined on group manifolds are equivalent to some corresponding matrix models. For instance, gauge theories on S^3 can be regularized in a gauge invariant…

High Energy Physics - Theory · Physics 2010-08-02 Hikaru Kawai , Shinji Shimasaki , Asato Tsuchiya

We further develop an algorithmic and diagrammatic computational framework for very general exact renormalization groups, where the embedded regularisation scheme, parametrised by a general cutoff function and infinitely many higher point…

High Energy Physics - Theory · Physics 2009-11-10 Stefano Arnone , Antonio Gatti , Tim R. Morris , Oliver J. Rosten

Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low-rank estimation for the underlying data. However, such max-norm regularized problems are typically formulated and solved in a batch manner,…

Machine Learning · Statistics 2016-05-17 Jie Shen , Huan Xu , Ping Li

The multiplicative update (MU) algorithm has been extensively used to estimate the basis and coefficient matrices in nonnegative matrix factorization (NMF) problems under a wide range of divergences and regularizers. However, theoretical…

Optimization and Control · Mathematics 2017-06-08 Renbo Zhao , Vincent Y. F. Tan

We present a unified framework to construct well-posed formulations for large classes of linear operator equations including elliptic, parabolic and hyperbolic partial differential equations. This general approach incorporates known weak…

Numerical Analysis · Mathematics 2025-08-08 Moritz Feuerle , Richard Löscher , Olaf Steinbach , Karsten Urban

Nonnegative matrix factorization (NMF) methods have proved to be powerful across a wide range of real-world clustering applications. Integrating multiple types of measurements for the same objects/subjects allows us to gain a deeper…

Machine Learning · Computer Science 2014-09-16 Daniel Hidru , Anna Goldenberg

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

Machine Learning · Statistics 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

Many applications in science and engineering require the solution of large linear discrete ill-posed problems that are obtained by the discretization of a Fredholm integral equation of the first kind in several space-dimensions. The matrix…

Numerical Analysis · Mathematics 2017-05-19 Laura Dykes , Guangxin Huang , Silvia Noschese , Lothar Reichel

Recent developments in higher order calculations within the framework of Dimensional Reduction, the preferred regularization scheme for supersymmetric theories, are reported on. Special emphasis is put on the treatment of evanescent…

High Energy Physics - Phenomenology · Physics 2007-06-21 Robert Harlander , Philipp Kant , Luminita Mihaila , Matthias Steinhauser

Adaptive cubic regularization methods have emerged as a credible alternative to linesearch and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general/new class of…

Optimization and Control · Mathematics 2018-11-20 Coralia Cartis , Nicholas I. M. Gould , Philippe L. Toint