相关论文: Adaptive Newton Method for Empirical Risk Minimiza…

Many real-world systems can be described by mathematical models that are human-comprehensible, easy to analyze and help explain the system's behavior. Symbolic regression is a method that can automatically generate such models from data.…

Adversarial training is by far the most successful strategy for improving robustness of neural networks to adversarial attacks. Despite its success as a defense mechanism, adversarial training fails to generalize well to unperturbed test…

We study large-scale classification problems in changing environments where a small part of the dataset is modified, and the effect of the data modification must be quickly incorporated into the classifier. When the entire dataset is large,…

We introduce adaptive learn-then-test (aLTT), an efficient hyperparameter selection procedure that provides finite-sample statistical guarantees on the population risk of AI models. Unlike the existing learn-then-test (LTT) technique, which…

In this paper, we study the deep Ritz method for solving the linear elasticity equation from a numerical analysis perspective. A modified Ritz formulation using the $H^{1/2}(\Gamma_D)$ norm is introduced and analyzed for linear elasticity…

This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the…

Adaptive algorithms like AdaGrad and AMSGrad are successful in nonconvex optimization owing to their parameter-agnostic ability -- requiring no a priori knowledge about problem-specific parameters nor tuning of learning rates. However, when…

In this paper, an idea to solve nonlinear equations is presented. During the solution of any problem with Newton's Method, it might happen that some of the unknowns satisfy the convergence criteria where the others fail. The convergence…

In stochastic optimization, the population risk is generally approximated by the empirical risk. However, in the large-scale setting, minimization of the empirical risk may be computationally restrictive. In this paper, we design an…

Meta learning is a promising paradigm to enable skill transfer across tasks. Most previous methods employ the empirical risk minimization principle in optimization. However, the resulting worst fast adaptation to a subset of tasks can be…

A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…

We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main…

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…

This study proposes a method to enhance neural network performance when training data and application data are not very similar, e.g., out of distribution problems, as well as pattern and regime shifts. The method consists of three main…

Variance reduction is a family of powerful mechanisms for stochastic optimization that appears to be helpful in many machine learning tasks. It is based on estimating the exact gradient with some recursive sequences. Previously, many papers…

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to…

We propose a first-order stochastic optimization algorithm incorporating adaptive regularization applicable to machine learning problems in deep learning framework. The adaptive regularization is imposed by stochastic process in determining…

We build a theoretical framework for designing and understanding practical meta-learning methods that integrates sophisticated formalizations of task-similarity with the extensive literature on online convex optimization and sequential…