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This paper focuses on parameter selection issues of kernel ridge regression (KRR). Due to special spectral properties of KRR, we find that delicate subdivision of the parameter interval shrinks the difference between two successive KRR…

Machine Learning · Computer Science 2023-12-12 Shao-Bo Lin

The stochastic shortest path problem (SSPP) asks to resolve the non-deterministic choices in a Markov decision process (MDP) such that the expected accumulated weight before reaching a target state is maximized. This paper addresses the…

Optimization and Control · Mathematics 2022-04-27 Jakob Piribauer , Ocan Sankur , Christel Baier

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

Optimization and Control · Mathematics 2020-05-05 Andrei Patrascu

The propagation of a beneficial mutation in a spatially extended population is usually studied using the phenomenological stochastic Fisher-Kolmogorov (SFKPP) equation. We derive here an individual based, stochastic model founded on the…

Biological Physics · Physics 2017-08-02 Bahram Houchmandzadeh , Marcel Vallade

In this work we analyze how quadrature rules of different precisions and piecewise polynomial test functions of different degrees affect the convergence rate of Variational Physics Informed Neural Networks (VPINN) with respect to mesh…

Numerical Analysis · Mathematics 2022-08-02 Stefano Berrone , Claudio Canuto , Moreno Pintore

Second order stochastic optimization methods, such as the linear method, couple the updates of different parameters and, in so doing, allow statistical uncertainty in one parameter to affect the update of other parameters. In simple tests,…

Chemical Physics · Physics 2025-08-26 Trine Kay Quady , Eric Neuscamman

We perform the analysis of a hyperbolic model which is the analog of the Fisher-KPP equation. This model accounts for particles that move at maximal speed $\epsilon^{-1}$ ($\epsilon\textgreater{}0$), and proliferate according to a reaction…

Analysis of PDEs · Mathematics 2016-11-22 Emeric Bouin , Vincent Calvez , Grégoire Nadin

A convincing feature of least-squares finite element methods is the built-in a posteriori error estimator for any conforming discretization. In order to generalize this property to discontinuous finite element ansatz functions, this paper…

Numerical Analysis · Mathematics 2025-02-18 Philipp Bringmann

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

Probability · Mathematics 2018-12-11 Kenneth Uda

Variational methods in imaging are nowadays developing towards a quite universal and flexible tool, allowing for highly successful approaches on tasks like denoising, deblurring, inpainting, segmentation, super-resolution, disparity, and…

Optimization and Control · Mathematics 2014-12-16 Martin Burger , Alex Sawatzky , Gabriele Steidl

We present an iterative generalisation of the quantum subspace expansion algorithm used with a Krylov basis. The iterative construction connects a sequence of subspaces via their lowest energy states. Diagonalising a Hamiltonian in a given…

Quantum Physics · Physics 2025-05-07 Tom O'Leary , Lewis W. Anderson , Dieter Jaksch , Martin Kiffner

We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kinetic-based optimization methods rely on a consensus mechanism…

Optimization and Control · Mathematics 2025-07-08 Sabrina Bonandin , Michael Herty

Conventional magneto-static finite element analysis of electrical machine design is time-consuming and computationally expensive. Since each machine topology has a distinct set of parameters, design optimization is commonly performed…

Machine Learning · Computer Science 2022-10-05 Vivek Parekh , Dominik Flore , Sebastian Schöps

Random features (RFs) are a popular technique to scale up kernel methods in machine learning, replacing exact kernel evaluations with stochastic Monte Carlo estimates. They underpin models as diverse as efficient transformers (by…

Machine Learning · Statistics 2024-10-04 Isaac Reid , Stratis Markou , Krzysztof Choromanski , Richard E. Turner , Adrian Weller

A mathematical characterization of serially-pruned permutations (SPPs) employed in variable-length permuters and their associated fast pruning algorithms and architectures are proposed. Permuters are used in many signal processing systems…

Information Theory · Computer Science 2014-10-21 Mohammad M. Mansour

We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…

Machine Learning · Statistics 2019-01-30 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

Random feature mapping (RFM) is a popular method for speeding up kernel methods at the cost of losing a little accuracy. We study kernel ridge regression with random feature mapping (RFM-KRR) and establish novel out-of-sample error upper…

Machine Learning · Statistics 2019-09-26 Shusen Wang

We design two variational algorithms to optimize specific 2-local Hamiltonians defined on graphs. Our algorithms are inspired by the Quantum Approximate Optimization Algorithm. We develop formulae to analyze the energy achieved by these…

Quantum Physics · Physics 2024-12-20 Kunal Marwaha , Adrian She , James Sud

This article is concerned with the rigorous validation of anomalous spreading speeds in a system of coupled Fisher-KPP equations of cooperative type. Anomalous spreading refers to a scenario wherein the coupling of two equations leads to…

Analysis of PDEs · Mathematics 2015-07-22 Matt Holzer

In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…

Machine Learning · Computer Science 2019-05-28 Kwang-Sung Jun , Ashok Cutkosky , Francesco Orabona
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