This paper analyzes the trajectories of stochastic gradient descent (SGD) to help understand the algorithm’s convergence properties in non-convex problems. We first show that the sequence of iterates generated by SGD remains bounded and converges with prob ...
This paper introduces a new algorithm for consensus optimization in a multi-agent network, where all agents collaboratively find a minimizer for the sum of their private functions. All decentralized algorithms rely on communications between adjacent nodes. ...
It is well known and readily seen that the maximum of n independent and uniformly on [0, 1] distributed random variables, suitably standardised, converges in total variation distance, as n increases, to the standard negative exponential distribution. We ex ...
Multiscale problems, such as modelling flows through porous media or predicting the mechanical properties of composite materials, are of great interest in many scientific areas. Analytical models describing these phenomena are rarely available, and one mus ...
The ever-growing number of edge devices (e.g., smartphones) and the exploding volume of sensitive data they produce, call for distributed machine learning techniques that are privacy-preserving. Given the increasing computing capabilities of modern edge de ...
In this paper, we develop a stochastic-gradient learning algorithm for situations involving streaming data that arise from an underlying clustered structure. In such settings, the variance of gradient noise can be decomposed into the in-cluster variance si ...
We study an optimization program over nonnegative Borel measures that encourages sparsity in its solution. Efficient solvers for this program are in increasing demand, as it arises when learning from data generated by a "continuum-of-subspaces" model, a re ...
This thesis work focuses on optimal control of partial differential equations (PDEs) with uncertain parameters, treated as a random variables. In particular, we assume that the random parameters are not observable and look for a deterministic control which ...
In this work we present a residual based a posteriori error estimation for a heat equation with a random forcing term and a random diffusion coefficient which is assumed to depend affinely on a finite number of independent random variables. The problem is ...
A new numerical method based on numerical homogenization and model order reduction is introduced for the solution of multiscale inverse problems. We consider a class of elliptic problems with highly oscillatory tensors that varies on a microscopic scale. W ...
