相关论文: Smoothing Methods for Automatic Differentiation Ac…

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…

Online synaptic plasticity rules derived from gradient descent achieve high accuracy on a wide range of practical tasks. However, their software implementation often requires tediously hand-derived gradients or using gradient…

Optimizing the expected values of probabilistic processes is a central problem in computer science and its applications, arising in fields ranging from artificial intelligence to operations research to statistical computing. Unfortunately,…

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

Score Distillation Sampling (SDS) is a recent but already widely popular method that relies on an image diffusion model to control optimization problems using text prompts. In this paper, we conduct an in-depth analysis of the SDS loss…

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…

The multilevel Monte Carlo (MLMC) method is highly efficient for estimating expectations of a functional of a solution to a stochastic differential equation (SDE). However, MLMC estimators may be unstable and have a poor (noncanonical)…

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…

Novel coordinate descent (CD) methods are proposed for minimizing nonconvex functions consisting of three terms: (i) a continuously differentiable term, (ii) a simple convex term, and (iii) a concave and continuous term. First, by extending…

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Objective. Algorithmic differentiation (AD) can be a useful technique to numerically optimize design and algorithmic parameters by, and quantify uncertainties in, computer simulations. However, the effectiveness of AD depends on how…

We apply the sample average approximation (SAA) method to risk-neutral optimization problems governed by nonlinear partial differential equations (PDEs) with random inputs. We analyze the consistency of the SAA optimal values and SAA…

It is well-known that the reparameterisation gradient estimator, which exhibits low variance in practice, is biased for non-differentiable models. This may compromise correctness of gradient-based optimisation methods such as stochastic…

The so-called Mild Cognitive Impairment (MCI) or cognitive loss appears in a previous stage before Alzheimer's Disease (AD), but it does not seem sufficiently severe to interfere in independent abilities of daily life, so it usually does…

Gaining insight into how deep convolutional neural network models perform image classification and how to explain their outputs have been a concern to computer vision researchers and decision makers. These deep models are often referred to…

Automatic segmentation of an image to identify all meaningful parts is one of the most challenging as well as useful tasks in a number of application areas. This is widely studied. Selective segmentation, less studied, aims to use limited…

Recently a machine learning approach to Monte-Carlo simulations called Neural Markov Chain Monte-Carlo (NMCMC) is gaining traction. In its most popular form it uses neural networks to construct normalizing flows which are then trained to…

This paper considers a class of convex constrained nonsmooth convex stochastic composite optimization problems whose objective function is given by the summation of a differentiable convex component, together with a general nonsmooth but…