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An interior-point stochastic approximation method and an L1-regularized delta rule

Peter Carbonetto, Mark Schmidt, Nando de Freitas
2008 Neural Information Processing Systems  
We establish the stability of a stochastic interior-point approximation method both analytically and empirically, and demonstrate its utility by deriving an on-line learning algorithm that also performs  ...  We propose that interior-point methods are a natural solution.  ...  Thanks to Ewout van den Berg, Matt Hoffman and Firas Hamze.  ... 
dblp:conf/nips/CarbonettoSF08 fatcat:fj3i7u3cp5antkibc3kqoac4ly

PySDTest: a Python Package for Stochastic Dominance Tests [article]

Kyungho Lee, Yoon-Jae Whang
2023 arXiv   pre-print
We briefly give an overview of the concepts of stochastic dominance and testing methods. We then provide a practical guidance for using PySDTest.  ...  PySDTest provides several options to compute the critical values including bootstrap, subsampling, and numerical delta methods.  ...  () #------------------------------------------- Step size ϵ N for numerical approximation Numerical delta method (NDM) float form Type of functional (KS, L1, and L2) Numerical delta method (NDM) str  ... 
arXiv:2307.10694v1 fatcat:d46ecso6afdtrgfiisxyp6heyi

Inverse Path Tracing for Joint Material and Lighting Estimation [article]

Dejan Azinović, Tzu-Mao Li, Anton Kaplanyan, Matthias Nießner
2019 arXiv   pre-print
This enables joint optimization for physically correct light transport and material models using a tailored stochastic gradient descent.  ...  The key contribution of this work is an accurate and simultaneous retrieval of light sources and physically based material properties (e.g., diffuse reflectance, specular reflectance, roughness, etc.)  ...  We would also like to thank Angela Dai for the video voice over and Abhimitra Meka for the LIME comparison.  ... 
arXiv:1903.07145v1 fatcat:exp5b2tqo5dadpwnu6duoooocy

14th International Symposium on Mathematical Programming

1990 Mathematical programming  
It is shown that for the success of the variant dom must ful ll a regularity property and that the choice of the normal vectors must meet some demands.Both requirements are ful lled if dom is polyhedral  ...  If we use a decomposition approach in order to solve a minimization problem we often get an objective function in such a w a y that its domain dom 6 = n is not given explicitely to us.  ...  interior point methods.  ... 
doi:10.1007/bf01580875 fatcat:3jtclwmntzgjxkqs5uecombdaa

Challenges in the Application of Mathematical Programming in the Enterprise-wide Optimization of Process Industries

Ignacio E. Grossmann
2014 Теоретические основы химической технологии  
Barton Solving L1-CTA in 3D tables by an interior-point method for block-angular problems Jordi Cuesta, Jordi Castro 2 -Optimal Data-Independent Noise for Differential Privacy Josep Domingo-Ferrer, Jordi  ...  windows by an interior point branch-price-and-cut framework Pedro Munari, Jacek Gondzio -A Parallel Algorithm for Vehicle Routing Problem on GPUs ErdenerÖzçetin, Gurkan Ozturk Paper added to session  ...  An application to the U.S. financial sector using stochastic frontier models Hanns de la Fuente Paper added to session -Efficiency evaluation and analysis of Third Party Logistics in Brazil Mariana  ... 
doi:10.7868/s0040357114050054 fatcat:kli7aeuyxbaplfhup2t6nmuyxq

Challenges in the application of mathematical programming in the enterprise-wide optimization of process industries

Ignacio E. Grossmann
2014 Theoretical foundations of chemical engineering  
Barton Solving L1-CTA in 3D tables by an interior-point method for block-angular problems Jordi Cuesta, Jordi Castro 2 -Optimal Data-Independent Noise for Differential Privacy Josep Domingo-Ferrer, Jordi  ...  windows by an interior point branch-price-and-cut framework Pedro Munari, Jacek Gondzio -A Parallel Algorithm for Vehicle Routing Problem on GPUs ErdenerÖzçetin, Gurkan Ozturk Paper added to session  ...  An application to the U.S. financial sector using stochastic frontier models Hanns de la Fuente Paper added to session -Efficiency evaluation and analysis of Third Party Logistics in Brazil Mariana  ... 
doi:10.1134/s0040579514050182 fatcat:3ra5yqooyzgmroo5qccbnauftm

Stochastic Collapsed Variational Bayesian Inference for Latent Dirichlet Allocation [article]

James Foulds, Levi Boyles, Christopher Dubois, Padhraic Smyth, Max Welling
2013 arXiv   pre-print
We propose a stochastic algorithm for collapsed variational Bayesian inference for LDA, which is simpler and more efficient than the state of the art method.  ...  In experiments on large-scale text corpora, the algorithm was found to converge faster and often to a better solution than the previous method.  ...  and convergence of a stochastic approximation algorithm.  ... 
arXiv:1305.2452v1 fatcat:vcl23akbfnerbf5z73afg2iby4

Locally adaptive fitting of semiparametric models to nonstationary time series

Rainer Dahlhaus, Michael H. Neumann
2001 Stochastic Processes and their Applications  
This method is fully automatic and adapts to di erent smoothness classes. It is shown that usual rates of convergence in Besov smoothness classes are attained up to a logarithmic factor.  ...  Whereas the mean function is estimated by a usual kernel estimator, each component of Â(·) is estimated by a nonlinear wavelet method.  ...  (iii) Assume in the following that both k;inf and˜ k are interior points.  ... 
doi:10.1016/s0304-4149(00)00060-0 fatcat:7ypi5rxkirey5lahuu3jtsef6u

Tests for almost stochastic dominance [article]

Amparo Baíllo, Javier Cárcamo, Carlos Mora-Corral
2024 arXiv   pre-print
As an application, we develop consistent bootstrap testing procedures for almost stochastic dominance. The performance of the tests is checked via simulations and the analysis of real data.  ...  We introduce a 2-dimensional stochastic dominance (2DSD) index to characterize both strict and almost stochastic dominance.  ...  Acknowledgements We are very grateful to the Editor, Associate Editor and two reviewers for all the comments on the first version of the paper.  ... 
arXiv:2403.15258v1 fatcat:lfy576jb2rbblpqw72qnmerlk4

Inverse-Dirichlet Weighting Enables Reliable Training of Physics Informed Neural Networks [article]

Suryanarayana Maddu, Dominik Sturm, Christian L. Müller, Ivo F. Sbalzarini
2021 arXiv   pre-print
Their training amounts to solving an optimization problem over a weighted sum of data-fidelity and equation-fidelity objectives.  ...  We explain the training pathology arising from this and propose a simple yet effective inverse-Dirichlet weighting strategy to alleviate the issue.  ...  ACKNOWLEDGMENTS This work was supported by the German Research Foundation (DFG) -EXC-2068, Cluster of Excellence "Physics of Life", and by the Center for Scalable Data Analytics and Artificial Intelligence  ... 
arXiv:2107.00940v1 fatcat:tucharqqmve6hiz6625bswhg4m

A δ

Yuting Yang, Connelly Barnes, Andrew Adams, Adam Finkelstein
2022 ACM Transactions on Graphics  
We describe when such approximation rules are first-order correct, and show that this correctness criterion applies to a relatively broad class of functions.  ...  Our compiler outputs gradient programs in TensorFlow, PyTorch (for quick prototypes) and Halide with an optional auto-scheduler (for efficiency).  ...  Therefore in this section, we compare our method with finite difference and its stochastic variant SPSA [Spall 1992 ].  ... 
doi:10.1145/3528223.3530125 fatcat:y6vxpv3trnffjcgvjn6pe4pwhu

A Deep Fourier Residual Method for solving PDEs using Neural Networks [article]

Jamie M. Taylor, David Pardo, Ignacio Muga
2022 arXiv   pre-print
The resulting Deep Fourier-based Residual (DFR) method efficiently and accurately approximate solutions to PDEs.  ...  This is particularly useful when solutions lack H^2 regularity and methods involving strong formulations of the PDE fail.  ...  200 equispaced integration points in the collocation method with a mid-point integration rule.  ... 
arXiv:2210.14129v1 fatcat:6lt6ps7wyngorddfjnsgjpc7om

Neural Networks are Convex Regularizers: Exact Polynomial-time Convex Optimization Formulations for Two-layer Networks [article]

Mert Pilanci, Tolga Ergen
2020 arXiv   pre-print
Our theory utilizes semi-infinite duality and minimum norm regularization. We show that ReLU networks trained with standard weight decay are equivalent to block ℓ_1 penalized convex models.  ...  exact representations of training two-layer neural networks with rectified linear units (ReLUs) in terms of a single convex program with number of variables polynomial in the number of training samples and  ...  Acknowledgements This work was supported in part by the National Science Foundation under grant IIS-1838179 and Stanford SystemX Alliance.  ... 
arXiv:2002.10553v2 fatcat:4jcbffe2p5bqbmeq4in5baikju

Online Dynamics Learning for Predictive Control with an Application to Aerial Robots [article]

Tom Z. Jiahao, Kong Yao Chee, M. Ani Hsieh
2022 arXiv   pre-print
In this offline setting, training data is first collected and a prediction model is learned through an elaborated training procedure.  ...  To improve the adaptiveness of the model and the controller, we propose an online dynamics learning framework that continually improves the accuracy of the dynamic model during deployment.  ...  The authors would also like to thank all reviewers and the area chair for their reviews and comments.  ... 
arXiv:2207.09344v2 fatcat:hdxjgafnurcgxoiderpcv4riy4

Learning Positive Functions with Pseudo Mirror Descent

Yingxiang Yang, Haoxiang Wang, Negar Kiyavash, Niao He
2019 Neural Information Processing Systems  
The algorithm guarantees positivity by performing mirror descent with an appropriately selected Bregman divergence, and a pseudo-gradient is adopted to speed up the gradient evaluation procedure in practice  ...  The nonparametric learning of positive-valued functions appears widely in machine learning, especially in the context of estimating intensity functions of point processes.  ...  Consider an iterative algorithm initialized at x (0) and with intermediate updates x (1) , . . . , x (k) , where each x (k) is generated from some given rule r(x (k−1) , g (k) ) with a random direction  ... 
dblp:conf/nips/YangWKH19 fatcat:24wunft5bzejheobtc7f74e73u
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