相关论文: Sequential-in-time training of nonlinear parametri…

This paper analyzes multi-step temporal difference (TD)-learning algorithms within the ``deadly triad'' scenario, characterized by linear function approximation, off-policy learning, and bootstrapping. In particular, we prove that $n$-step…

Classical neural ODEs trained with explicit methods are intrinsically limited by stability, crippling their efficiency and robustness for stiff learning problems that are common in graph learning and scientific machine learning. We present…

This paper develops a novel deep learning approach for solving evolutionary equations, which integrates sequential learning strategies with an enhanced hard constraint strategy featuring trainable parameters, addressing the low…

Reconstructing nonlinear dynamical systems (DS) from data (DSR) is a fundamental challenge in science and engineering, but it inherently relies on sequential models. Recent breakthroughs for sequential models have produced algorithms that…

Physics-informed neural networks solve partial differential equations by training neural networks. Since this method approximates infinite-dimensional PDE solutions with finite collocation points, minimizing discretization errors by…

Physics-Informed Neural Networks (PINNs) have gained popularity in solving nonlinear partial differential equations (PDEs) via integrating physical laws into the training of neural networks, making them superior in many scientific and…

The goal of this paper is to investigate distributed temporal difference (TD) learning for a networked multi-agent Markov decision process. The proposed approach is based on distributed optimization algorithms, which can be interpreted as…

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…

A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…

Value functions arise as a component of algorithms as well as performance metrics in statistics and engineering applications. Computation of the associated Bellman equations is numerically challenging in all but a few special cases. A…

Neural ordinary differential equations (NODE) have been proposed as a continuous depth generalization to popular deep learning models such as Residual networks (ResNets). They provide parameter efficiency and automate the model selection…

Neural ordinary differential equations (NODE) have been proposed as a continuous depth generalization to popular deep learning models such as Residual networks (ResNets). They provide parameter efficiency and automate the model selection…

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Time-series representation learning is a fundamental task for time-series analysis. While significant progress has been made to achieve accurate representations for downstream applications, the learned representations often lack…

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

In recent years, deep learning has been connected with optimal control as a way to define a notion of a continuous underlying learning problem. In this view, neural networks can be interpreted as a discretization of a parametric Ordinary…

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Ordinary differential equations that model technical systems often contain states, that are considered dangerous for the system. A trajectory that reaches such a state usually indicates a flaw in the design. In this paper, we present and…

Sequential Bayesian inference over predictive functions is a natural framework for continual learning from streams of data. However, applying it to neural networks has proved challenging in practice. Addressing the drawbacks of existing…