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The increasing reliance on numerical methods for controlling dynamical systems and training machine learning models underscores the need to devise algorithms that dependably and efficiently navigate complex optimization landscapes. Classical gradient descent methods offer strong theoretical guarantees for convex problems; however, they demand meticulous hyperparameter tuning for non-convex ones. The emerging paradigm of learning to optimize (L2O) automates the discovery of algorithms with optimized performance leveraging learning models and data - yet, it lacks a theoretical framework to analyze convergence of the learned algorithms. In this paper, we fill this gap by harnessing nonlinear system theory. Specifically, we propose an unconstrained parametrization of all convergent algorithms for smooth non-convex objective functions. Notably, our framework is directly compatible with automatic differentiation tools, ensuring convergence by design while learning to optimize.

We study three systems of equations, together with a way to count the number of solutions. One of the results was used in the recent computation of D(9), the others have potential to speed up existing techniques in the future.

Approximation of solutions to partial differential equations (PDE) is an important problem in computational science and engineering. Using neural networks as an ansatz for the solution has proven a challenge in terms of training time and approximation accuracy. In this contribution, we discuss how sampling the hidden weights and biases of the ansatz network from data-agnostic and data-dependent probability distributions allows us to progress on both challenges. In most examples, the random sampling schemes outperform iterative, gradient-based optimization of physics-informed neural networks regarding training time and accuracy by several orders of magnitude. For time-dependent PDE, we construct neural basis functions only in the spatial domain and then solve the associated ordinary differential equation with classical methods from scientific computing over a long time horizon. This alleviates one of the greatest challenges for neural PDE solvers because it does not require us to parameterize the solution in time. For second-order elliptic PDE in Barron spaces, we prove the existence of sampled networks with $L^2$ convergence to the solution. We demonstrate our approach on several time-dependent and static PDEs. We also illustrate how sampled networks can effectively solve inverse problems in this setting. Benefits compared to common numerical schemes include spectral convergence and mesh-free construction of basis functions.

Quantum machine learning requires powerful, flexible and efficiently trainable models to be successful in solving challenging problems. In this work, we present density quantum neural networks, a learning model incorporating randomisation over a set of trainable unitaries. These models generalise quantum neural networks using parameterised quantum circuits, and allow a trade-off between expressibility and efficient trainability, particularly on quantum hardware. We demonstrate the flexibility of the formalism by applying it to two recently proposed model families. The first are commuting-block quantum neural networks (QNNs) which are efficiently trainable but may be limited in expressibility. The second are orthogonal (Hamming-weight preserving) quantum neural networks which provide well-defined and interpretable transformations on data but are challenging to train at scale on quantum devices. Density commuting QNNs improve capacity with minimal gradient complexity overhead, and density orthogonal neural networks admit a quadratic-to-constant gradient query advantage with minimal to no performance loss. We conduct numerical experiments on synthetic translationally invariant data and MNIST image data with hyperparameter optimisation to support our findings. Finally, we discuss the connection to post-variational quantum neural networks, measurement-based quantum machine learning and the dropout mechanism.

Differential abundance analysis is a key component of microbiome studies. While dozens of methods for it exist, currently, there is no consensus on the preferred methods. Correctness of results in differential abundance analysis is an ambiguous concept that cannot be evaluated without employing simulated data, but we argue that consistency of results across datasets should be considered as an essential quality of a well-performing method. We compared the performance of 14 differential abundance analysis methods employing datasets from 54 taxonomic profiling studies based on 16S rRNA gene or shotgun sequencing. For each method, we examined how the results replicated between random partitions of each dataset and between datasets from independent studies. While certain methods showed good consistency, some widely used methods were observed to produce a substantial number of conflicting findings. Overall, the highest consistency without unnecessary reduction in sensitivity was attained by analyzing relative abundances with a non-parametric method (Wilcoxon test or ordinal regression model) or linear regression (MaAsLin2). Comparable performance was also attained by analyzing presence/absence of taxa with logistic regression.

The problems of optimal recovering univariate functions and their derivatives are studied. To solve these problems, two variants of the truncation method are constructed, which are order-optimal both in the sense of accuracy and in terms of the amount of involved Galerkin information. For numerical summation, it has been established how the parameters characterizing the problem being solved affect its stability.

Identifiability of statistical models is a key notion in unsupervised representation learning. Recent work of nonlinear independent component analysis (ICA) employs auxiliary data and has established identifiable conditions. This paper proposes a statistical model of two latent vectors with single auxiliary data generalizing nonlinear ICA, and establishes various identifiability conditions. Unlike previous work, the two latent vectors in the proposed model can have arbitrary dimensions, and this property enables us to reveal an insightful dimensionality relation among two latent vectors and auxiliary data in identifiability conditions. Furthermore, surprisingly, we prove that the indeterminacies of the proposed model has the same as \emph{linear} ICA under certain conditions: The elements in the latent vector can be recovered up to their permutation and scales. Next, we apply the identifiability theory to a statistical model for graph data. As a result, one of the identifiability conditions includes an appealing implication: Identifiability of the statistical model could depend on the maximum value of link weights in graph data. Then, we propose a practical method for identifiable graph embedding. Finally, we numerically demonstrate that the proposed method well-recovers the latent vectors and model identifiability clearly depends on the maximum value of link weights, which supports the implication of our theoretical results

Bilevel reinforcement learning (RL), which features intertwined two-level problems, has attracted growing interest recently. The inherent non-convexity of the lower-level RL problem is, however, to be an impediment to developing bilevel optimization methods. By employing the fixed point equation associated with the regularized RL, we characterize the hyper-gradient via fully first-order information, thus circumventing the assumption of lower-level convexity. This, remarkably, distinguishes our development of hyper-gradient from the general AID-based bilevel frameworks since we take advantage of the specific structure of RL problems. Moreover, we propose both model-based and model-free bilevel reinforcement learning algorithms, facilitated by access to the fully first-order hyper-gradient. Both algorithms are provable to enjoy the convergence rate $\mathcal{O}(\epsilon^{-1})$. To the best of our knowledge, this is the first time that AID-based bilevel RL gets rid of additional assumptions on the lower-level problem. In addition, numerical experiments demonstrate that the hyper-gradient indeed serves as an integration of exploitation and exploration.

The recent 1/2-equation model of turbulence is a simplification of the standard Kolmogorov-Prandtl 1-equation URANS model. Surprisingly, initial numerical tests indicated that the 1/2-equation model produces comparable velocity statistics at reduced cost. It is also a test problem and first step for developing numerical analysis to address a full 1-equation model. This report begins the numerical analysis of the 1/2 equation model. Stability, convergence and error estimates are proven for a semi-discrete and fully discrete approximation. Finally, numerical tests are conducted to validate our convergence theory.

The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite giving a near-perfect fit to training data without any explicit effort to control model complexity, these methods exhibit excellent predictive accuracy. We conjecture that specific principles underlie these phenomena: that overparametrization allows gradient methods to find interpolating solutions, that these methods implicitly impose regularization, and that overparametrization leads to benign overfitting. We survey recent theoretical progress that provides examples illustrating these principles in simpler settings. We first review classical uniform convergence results and why they fall short of explaining aspects of the behavior of deep learning methods. We give examples of implicit regularization in simple settings, where gradient methods lead to minimal norm functions that perfectly fit the training data. Then we review prediction methods that exhibit benign overfitting, focusing on regression problems with quadratic loss. For these methods, we can decompose the prediction rule into a simple component that is useful for prediction and a spiky component that is useful for overfitting but, in a favorable setting, does not harm prediction accuracy. We focus specifically on the linear regime for neural networks, where the network can be approximated by a linear model. In this regime, we demonstrate the success of gradient flow, and we consider benign overfitting with two-layer networks, giving an exact asymptotic analysis that precisely demonstrates the impact of overparametrization. We conclude by highlighting the key challenges that arise in extending these insights to realistic deep learning settings.