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Gradient descent method, as one of the major methods in numerical optimization, is the key ingredient in many machine learning algorithms. As one of the most fundamental way to solve the optimization problems, it promises the function value…

Quantum Physics · Physics 2021-02-01 Keren Li , Shijie Wei , Feihao Zhang , Pan Gao , Zengrong Zhou , Tao Xin , Xiaoting Wang , Guilu Long

In order to function reliably, synthetic molecular circuits require mechanisms that allow them to adapt to environmental disturbances. Least mean squares (LMS) schemes, such as commonly encountered in signal processing and control, provide…

Molecular Networks · Quantitative Biology 2017-01-04 Christoph Zechner , Mustafa Khammash

Nested multi-step stochastic correction offers a possibility to improve updating algorithms for numerical simulations of lattice gauge theories with fermions. The corresponding generalisations of the two-step multi-boson (TSMB) algorithm as…

High Energy Physics - Lattice · Physics 2009-11-11 I. Montvay , E. Scholz

We introduce two kinds of quantum algorithms to explore microcanonical and canonical properties of many-body systems. The first one is a hybrid quantum algorithm that, given an efficiently preparable state, computes expectation values in a…

Quantum Physics · Physics 2021-05-19 Sirui Lu , Mari Carmen Bañuls , J. Ignacio Cirac

Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the approximation of the conditional expectation of future rewards by…

Optimization and Control · Mathematics 2022-03-28 Christian Bayer , Denis Belomestny , Paul Hager , Paolo Pigato , John Schoenmakers , Vladimir Spokoiny

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

We report on simulations with two flavors of O(a) improved degenerate Wilson fermions with Schroedinger functional boundary conditions. The algorithm which is used is Hybrid Monte Carlo with two pseudo-fermion fields as proposed by M.…

High Energy Physics - Lattice · Physics 2009-11-10 M. Della Morte , F. Knechtli , J. Rolf , R. Sommer , I. Wetzorke , U. Wolff

We develop a new least squares method for solving the second-order elliptic equations in non-divergence form. Two least-squares-type functionals are proposed for solving the equations in two steps. We first obtain a numerical approximation…

Numerical Analysis · Mathematics 2020-04-02 Ruo Li , Fanyi Yang

Under the Solvency II regime, life insurance companies are asked to derive their solvency capital requirements from the full loss distributions over the coming year. Since the industry is currently far from being endowed with sufficient…

Methodology · Statistics 2019-09-06 Anne-Sophie Krah , Zoran Nikolić , Ralf Korn

We consider the least-squares finite element method (lsfem) for systems of nonlinear ordinary differential equations and establish an optimal error estimate for this method when piecewise linear elements are used. The main assumptions are…

Numerical Analysis · Mathematics 2021-10-01 Matthias Chung , Justin Krueger , Honghu Liu

In this paper we propose a variant of the linear least squares model allowing practitioners to partition the input features into groups of variables that they require to contribute similarly to the final result. The output allows…

Machine Learning · Computer Science 2024-07-17 Roberto Esposito , Mattia Cerrato , Marco Locatelli

A general framework of least squares support vector machine with low rank kernels, referred to as LR-LSSVM, is introduced in this paper. The special structure of low rank kernels with a controlled model size brings sparsity as well as…

Machine Learning · Computer Science 2019-10-22 Di Xu , Manjing Fang , Xia Hong , Junbin Gao

This study reviews popular stochastic gradient-based schemes based on large least-square problems. These schemes, often called optimizers in machine learning, play a crucial role in finding better model parameters. Hence, this study focuses…

Machine Learning · Computer Science 2025-03-05 Ramkrishna Acharya

We construct least squares formulations of PDEs with inhomogeneous essential boundary conditions, where boundary residuals are not measured in unpractical fractional Sobolev norms, but which formulations nevertheless are shown to yield a…

Numerical Analysis · Mathematics 2025-05-12 Harald Monsuur , Robin Smeets , Rob Stevenson

In the paper we consider the problem of multivariate function approximation in polynomial basis. In order to solve this problem, we adjust the least squares method (LSM) by adding information about derivatives of the function. This…

Numerical Analysis · Mathematics 2018-02-06 Gleb Ryzhakov , Ivan Oseledets

This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…

Numerical Analysis · Mathematics 2015-01-27 Farbod Roosta-Khorasani , Gábor J. Székely , Uri Ascher

Quantum Monte Carlo simulations, while being efficient for bosons, suffer from the "negative sign problem'' when applied to fermions - causing an exponential increase of the computing time with the number of particles. A polynomial time…

Statistical Mechanics · Physics 2007-05-23 Matthias Troyer , Uwe-Jens Wiese

We present a variational algorithm for solving the classical inverse Sturm-Liouville problem in one dimension when two spectra are given. All critical points of the least squares functional are at global minima, which which suggests…

Numerical Analysis · Mathematics 2009-11-11 Norbert Roehrl

We present a quantum algorithm for finding the minimum of a function based on multistep quantum computation and apply it for optimization problems with continuous variables, in which the variables of the problem are discretized to form the…

Quantum Physics · Physics 2023-07-03 Hefeng Wang , Hua Xiang

Minimal annihilating polynomials are very useful in a wide variety of algorithms in exact linear algebra. A new efficient method is proposed for calculating the minimal annihilating polynomials for all the unit vectors, for a square matrix…

Commutative Algebra · Mathematics 2018-06-13 Shinichi Tajima , Katsuyoshi Ohara , Akira Terui