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The present study proposes incorporating non-parametric knowledge into the diffusion least-mean-squares algorithm in the framework of a maximum a posteriori (MAP) estimation. The proposed algorithm leads to a robust estimation of an unknown…

Machine Learning · Computer Science 2023-12-05 Soheil Ashkezari-Toussi , Hadi sadoghi-Yazdi

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

Recently, orthogonal recurrent neural networks (RNNs) have emerged as state-of-the-art models for learning long-term dependencies. This class of models mitigates the exploding and vanishing gradients problem by design. In this work, we…

Machine Learning · Computer Science 2021-02-22 Omri Azencot , N. Benjamin Erichson , Mirela Ben-Chen , Michael W. Mahoney

A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…

Optimization and Control · Mathematics 2023-03-01 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

The Partition of Unity (PU) method, performed with local Radial Basis Function (RBF) approximants, has been proved to be an effective tool for solving large scattered data interpolation problems. However, in order to achieve a good…

Numerical Analysis · Mathematics 2017-03-14 Roberto Cavoretto , Alessandra De Rossi , Emma Perracchione

Some response surface functions in complex engineering systems are usually highly nonlinear, unformed, and expensive-to-evaluate. To tackle this challenge, Bayesian optimization, which conducts sequential design via a posterior distribution…

Machine Learning · Statistics 2021-09-23 Areej AlBahar , Inyoung Kim , Xiaowei Yue

We examine a wide class of stochastic approximation algorithms for solving (stochastic) nonlinear problems on Riemannian manifolds. Such algorithms arise naturally in the study of Riemannian optimization, game theory and optimal transport,…

Optimization and Control · Mathematics 2022-12-29 Mohammad Reza Karimi , Ya-Ping Hsieh , Panayotis Mertikopoulos , Andreas Krause

We present a non-intrusive gradient and a non-intrusive BFGS algorithm for parameter estimation problems in non-stationary elasticity. To avoid multiple (and potentially expensive) solutions of the underlying partial differential equation…

Numerical Analysis · Mathematics 2024-08-19 Stefan Frei , Jan Reichle , Stefan Volkwein

This work presents study on regularized and non-regularized versions of perceptron learning and least squares algorithms for classification problems. Fr'echet derivatives for regularized least squares and perceptron learning algorithms are…

Numerical Analysis · Mathematics 2020-09-23 L. Beilina

We present two new classes of orthogonal functions, log orthogonal functions (LOFs) and generalized log orthogonal functions (GLOFs), which are constructed by applying a $\log$ mapping to Laguerre polynomials. We develop basic approximation…

Numerical Analysis · Mathematics 2020-03-04 Sheng Chen , Jie Shen

The partial least squares algorithm for dependent data realisations is considered. Consequences of ignoring the dependence for the algorithm performance are studied both theoretically and in simulations. It is shown that ignoring certain…

Statistics Theory · Mathematics 2016-03-07 Marco Singer , Tatyana Krivobokova , Bert L. de Groot , Axel Munk

We introduce a novel approach to perform first-order optimization with orthogonal and unitary constraints. This approach is based on a parametrization stemming from Lie group theory through the exponential map. The parametrization…

Machine Learning · Computer Science 2019-09-23 Mario Lezcano-Casado , David Martínez-Rubio

Random feature (RF) method is a powerful kernel approximation technique, but is typically equipped with fixed activation functions, limiting its adaptability across diverse tasks. To overcome this limitation, we introduce the Random Feature…

Machine Learning · Computer Science 2025-11-06 Zailin Ma , Jiansheng Yang , Yaodong Yang

This paper analyzes local convergence of the block Newton (BN) method introduced in [5, 6] for one-dimensional shallow neural network approximation to functions and diffusion-reaction problems. The BN method consists of the 2x2 block…

Numerical Analysis · Mathematics 2026-03-13 Zhiqiang Cai , Anastassia Doktorova , Robert D. Falgout , César Herrera

We present a comprehensive study of radial basis function (RBF) approximations for elliptic and obstacle-type boundary value problems under a variational formulation. Our focus is on practical accuracy, robustness and efficiency. To address…

Numerical Analysis · Mathematics 2026-04-23 Tan Phuong Dong Le , Giang Tran , Hans De Sterck

In this paper, we study the equality constrained nonlinear least squares problem, where the Jacobian matrices of the objective function and constraints are unavailable or expensive to compute. We approximate the Jacobian matrices via…

Optimization and Control · Mathematics 2025-07-09 Xi Chen , Jinyan Fan

Radial basis function generated finite-difference (RBF-FD) methods have recently gained popularity due to their flexibility with irregular node distributions. However, the convergence theories in the literature, when applied to nonuniform…

Numerical Analysis · Mathematics 2024-01-09 Siqing LI , Leevan Ling , Xin Liu , Pankaj K Mishra , Mrinal K Sen , Jing Zhang

We develop a corrective mechanism for neural network approximation: the total available non-linear units are divided into multiple groups and the first group approximates the function under consideration, the second group approximates the…

Machine Learning · Computer Science 2020-06-23 Guy Bresler , Dheeraj Nagaraj

Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address…

Machine Learning · Statistics 2021-05-05 Ruoxi Wang , Yingzhou Li , Michael W. Mahoney , Eric Darve

Let $f\in L^1(\R^d)$ be real. The Rudin-Osher-Fatemi model is to minimize $\|u\|_{\dot{BV}}+\lambda\|f-u\|_{L^2}^2$, in which one thinks of $f$ as a given image, $\lambda > 0$ as a "tuning parameter", $u$ as an optimal "cartoon"…

Analysis of PDEs · Mathematics 2012-04-06 John B. Garnett , Triet M. Le , Luminita A. Vese