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This work introduces the nested-set Hessian approximation, a second-order approximation method that can be used in any derivative-free optimization routine that requires such information. It is built on the foundation of the generalized…
We propose a relaxation time approximation for the description of the dynamics of strongly excited fermion systems. Our approach is based on time-dependent density functional theory at the level of the local density approximation. This…
Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way…
Second-order methods for neural network optimization have several advantages over methods based on first-order gradient descent, including better scaling to large mini-batch sizes and fewer updates needed for convergence. But they are…
This paper presents an efficient algorithm for the approximation of the rank-one convex hull in the context of nonlinear solid mechanics. It is based on hierarchical rank-one sequences and simultaneously provides first and second derivative…
Gradient descent and coordinate descent are well understood in terms of their asymptotic behavior, but less so in a transient regime often used for approximations in machine learning. We investigate how proper initialization can have a…
Preconditioning is a crucial operation in gradient-based numerical optimisation. It helps decrease the local condition number of a function by appropriately transforming its gradient. For a convex function, where the gradient can be…
For sufficiently low reservoir temperatures, it is known that open quantum systems subject to decoherent interactions with the reservoir relax towards their ground state in the weak coupling limit. Within the framework of quantum master…
Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…
We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…
This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…
This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…
We propose a new random sketching approach for embedding high-dimensional Hilbert-Schmidt operators, using random input-output pairs. Such operator can then be approximated in a low-dimensional subspace of operators by solving a small…
This paper outlines an energy-minimization finite-element approach to the modeling of equilibrium configurations for nematic liquid crystals in the presence of internal and external electric fields. The method targets minimization of system…
The eXtended Finite Element Method (XFEM) is an approach for solving problems with non-smooth solutions. In the XFEM, the approximate solution is locally enriched to capture discontinuities without requiring a mesh which conforms to the…
The computation of Bayesian estimates of system parameters and functions of them on the basis of observed system performance data is a common problem within system identification. This is a previously studied issue where stochastic…
We propose a novel method to fit and segment multi-structural data via convex relaxation. Unlike greedy methods --which maximise the number of inliers-- this approach efficiently searches for a soft assignment of points to models by…
In stochastic optimization, particularly in evolutionary computation and reinforcement learning, the optimization of a function $f: \Omega \to \mathbb{R}$ is often addressed through optimizing a so-called relaxation $\theta \in \Theta…
Since Nesterov's seminal 1983 work, many accelerated first-order optimization methods have been proposed, but their analyses lacks a common unifying structure. In this work, we identify a geometric structure satisfied by a wide range of…
Tuning particle accelerators is a challenging and time-consuming task that can be automated and carried out efficiently using suitable optimization algorithms, such as model-based Bayesian optimization techniques. One of the major…