Let be open and convex. We show that every (not necessarily Lipschitz or strongly) convex function can be approximated by real analytic convex functions, uniformly on all of . In doing so we provide a technique which transfers results on uniform approximation on bounded …
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48 results for “Convex Approximation”
New geometric proof of convex function differentiability and approximation.
problem Second-order differentiability of convex functions and their approximations.
method Elementary geometric approach to prove classical and recent results.
result New proofs of Lusin approximation of convex functions and bodies by functions.
Let be open and convex. We prove that every (not necessarily Lipschitz or strongly) convex function can be approximated by real analytic convex functions, uniformly on all of . We also show that -fine approximation of convex functions by smooth (or real analytic) conv…
We show that -fine approximation of convex functions by smooth (or real analytic) convex functions on is possible in general if and only if . Nevertheless, for we give a characterization of the class of convex functions on which can be approximated by real analytic (or just smoother) c…
Strongly convex bodies can be approximated by smooth ones.
problem Approximating strongly convex bodies with smooth ones.
method Using locally strongly convex bodies.
result Smooth approximations of strongly convex bodies exist and can be controlled in terms of Hausdorff distance.
Paper proves flexibility of specific relations using convex integration.
problem Holonomic approximation theorem in differential topology.
method Proves the holonomic approximation theorem for first order jets using convex integration.
result Relation is open and ample, leading to flexibility of the theorem.
Efficiently finds sparse solutions to max-plus equations for convex regression.
problem Finding sparse solutions to max-plus equations for convex multivariate regression.
method Polynomial-time algorithm for sparse approximate solutions.
result Optimal piecewise-linear fitting with minimum number of regions.
Uniform diffusion approximation for SGD in non-convex settings.
problem Finite-time diffusion approximation for SGD.
method Establishing uniform-in-time diffusion approximation with strong convexity and mild conditions.
result Uniform-in-time diffusion approximation of SGD without convexity of each loss function.
The problem of low-rank approximation with convex constraints, which appears in data analysis, system identification, model order reduction, low-order controller design and low-complexity modelling is considered. Given a matrix, the objective is to find a low-rank approximation that meets rank and convex constraints, w…
New neural network approximates convex option prices.
problem Approximating prices of options with convex payoffs.
method Input Convex Neural Network (ICNN) architecture, with a scrambling phase.
result Validated convergence and effectiveness in estimating option prices.
Neural network approximates weakly efficient frontier of convex vector optimization problems.
problem Approximating the weakly efficient frontier of convex vector optimization problems.
method Designing a neural network architecture to approximate the weakly efficient frontier of convex vector optimization problems (CVOP) satisfying Slater's condition.
result The proposed algorithm effectively approximates the true weakly efficient frontier of CVOPs, even for large problems.
Develops a method to approximate convexity adjustments for interest rate products.
problem Finding accurate convexity adjustments for interest rate products.
method Uses Malliavin calculus to develop an approximation method.
result Excellent numerical accuracy of the formulas for various interest rate products.
The paper gives a systematic study of the approximate versions of three greedy-type algorithms that are widely used in convex optimization. By approximate version we mean the one where some of evaluations are made with an error. Importance of such versions of greedy-type algorithms in convex optimization and in approxi…
In this paper, we propose a successive convex approximation framework for sparse optimization where the nonsmooth regularization function in the objective function is nonconvex and it can be written as the difference of two convex functions. The proposed framework is based on a nontrivial combination of the majorizatio…
Wide and shallow networks approximate convex functions well.
problem Understanding why wide and shallow neural networks perform well.
method Analyzing the epigraph of the input-output map of shallow and wide neural networks.
result The epigraph of the input-output map approximates a convex function.
Using convex integration we give a constructive proof of the well-known fact that every continuous curve in a contact -manifold can be approximated by a Legendrian curve.
Smooth approximations bound dihedral angles of convex polytopes.
problem Bounding dihedral angles of convex polytopes.
method Approximating polytopes with smooth hypersurfaces and using geometric relations.
result Established lower bounds on dihedral angles.
Presented are two neural network architectures for convex functions, demonstrating competitive performance.
problem Approximating convex functions efficiently and accurately.
method Developed two neural network architectures: one based on linear-by-part representation and the other on cubic splines.
result Cubic ICKAN networks produce results similar to classical ICNNs in solving convex approximation problems.
Paper tackles non-convex optimization for higher moments in portfolio management.
problem Complexity of higher moments in optimization problems.
method Method of successive convex approximation.
result Solves mean-variance-skewness problem using non-convex optimization.
Optimal neural network approximation for Wasserstein gradient direction via convex optimization.
problem Approximating Wasserstein gradient direction with limited data.
method Two-layer networks with squared-ReLU activations, SDP relaxation.
result Optimal approximation of Wasserstein gradient direction in two-layer networks.
Optimizers find approximate global minima in non-convex problems.
problem Understanding why local methods solve non-convex optimization problems.
method Formalizing the hypothesis that many local minima are approximately global minima.
result Most local minima of practical non-convex objectives are approximately global minima.
We introduce the Variational Holder (VH) bound as an alternative to Variational Bayes (VB) for approximate Bayesian inference. Unlike VB which typically involves maximization of a non-convex lower bound with respect to the variational parameters, the VH bound involves minimization of a convex upper bound to the intract…
Study convexity and AFPP in digital images.
problem Relationship between convexity and AFPP in digital images.
method Examined in Z^2 digital images.
result Relationship between convexity and AFPP in digital images.
Diminishing-returns (DR) submodular optimization is an important field with many real-world applications in machine learning, economics and communication systems. It captures a subclass of non-convex optimization that provides both practical and theoretical guarantees. In this paper, we study the fundamental problem of…
Proposes a new method for optimizing large-scale models using Nyström approximation of the Hessian.
problem Optimizing non-convex functions like deep learning models using second-order methods.
method Nyström-approximated curvature for stochastic optimization of large-scale empirical risk minimization.
result The proposed method achieves performance competitive with state-of-the-art first-order and stochastic quasi-Newton methods.
Study convexity of Mabuchi functional in big cohomology classes.
problem Convexity of Mabuchi functional in big cohomology classes.
method Defined an invariant related to transcendental Fujita approximations and established convexity under vanishing of this invariant.
result Established almost convexity along weak geodesics in big cohomology classes.
In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a subclass of non-convex optimization that provides both theoretical and practical guar…
This paper is a follow up to the previous author's paper on convex optimization. In that paper we began the process of adjusting greedy-type algorithms from nonlinear approximation for finding sparse solutions of convex optimization problems. We modified there three the most popular in nonlinear approximation in Banach…
Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate constraints or objective functions for optimization. Ensemble methods, like bagging, sm…
Billiard trajectories and geodesics are closely related geometrically.
problem Understanding the relationship between billiard trajectories and geodesics on surfaces.
method Establishing mutual approximation results for billiard trajectories and geodesic segments on surfaces.
result For Riemannian billiard tables, there are families of fold-type surfaces such that every sequence of geodesic segments on these surfaces has a subsequence that converges to a billiard trajectory.
The approximability of a convex body is a number which measures the difficulty to approximate that body by polytopes. We prove that twice the approximability is equal to the volume entropy for a Hilbert geometry in dimension two end three and that in higher dimension it is a lower bound of the entropy. As a corollary w…
Weak Convergence of Approximate reflection coupling and its Application to Non-convex Optimizationmath.PR
Paper proposes a weak approximation of reflection coupling for non-convex optimization.
problem Non-convex optimization problems with different drift terms.
method Proposes an approximate reflection coupling (ARC) for stochastic differential equations (SDEs).
result ARC converges weakly to the reflection coupling and can be applied to non-convex optimization.
This paper tackles the computational complexity of finding approximate stationary points in non-convex optimization.
problem Finding approximate stationary points in non-convex optimization problems.
method PLS-completeness, zero-order algorithms, and gradient queries.
result The query complexity of finding approximate stationary points is Θ(1/ε) for d=2.
Improved Nyström approximation for kernel quadrature with theoretical guarantees.
problem Efficiently approximating positive definite kernels for large datasets.
method Refined sampling and subspace selection in Nyström approximation.
result Novel theoretical guarantees for non-i.i.d. landmark points in kernel quadrature.
New algorithm finds approximate stationary points in non-convex optimization.
problem Finding approximate stationary points in non-convex stochastic optimization.
method Design of an algorithm using stochastic gradient and Hessian-vector products.
result Optimal rate of for finding -approximate stationary points, matching lower bounds.
Paper analyzes normal approximation for two-timescale stochastic algorithms, revealing interaction between fast and slow timescales.
problem Non-asymptotic bounds for accuracy of normal approximation in linear two-timescale stochastic approximation algorithms.
method Established bounds for normal approximation in terms of convex distance, focusing on last iterate and Polyak-Ruppert averaging.
result Normal approximation rate for the last iterate improves with increased timescale separation, while it decreases in the averaged setting.
The Bethe free energy approximation is reliable when convex on a submanifold, the 'Bethe box'.
problem Accuracy of the Bethe free energy approximation in probabilistic inference.
method Analysis of convexity and verification conditions based on the Bethe Hessian matrix.
result The Bethe approximation is mostly accurate if it is convex on a submanifold, the 'Bethe box'.
Paper solves optimization problems with convex expectation constraints using a new algorithm.
problem Minimizing convex expectation functions with inequality convex expectation constraints.
method Stochastic Augmented Lagrangian-Type Algorithm (Stochastic Linearized Proximal Method of Multipliers).
result Algorithm achieves convergence rates for objective reduction and constraint violation.
New method approximates Gaussian curvature on discrete surfaces.
problem Approximating solutions to the prescribed Gaussian curvature problem.
method Discrete conformality and convex functional minimization.
result Efficient numerical method to compute solutions.
Generative operators solve many convex problems with minimal parameters.
problem Worst-case parameter bounds limit the practical use of neural operators.
method Developed generative equilibrium operators (GEOs) using realizable finite-dimensional layers.
result GEOs can uniformly approximate solutions to convex optimization problems with logarithmic growth in parameters.
New algorithms solve large-scale convex regression problems.
problem Large-scale convex regression with subgradient regularization.
method Active set type algorithm on dual QP, approximate optimization, randomized augmentation.
result Solves problems with n=10^5 and d=10 in minutes.
Dual-ISL improves implicit generative model training with convex optimization and explicit density approximation.
problem Training implicit generative models with robust and practical likelihood-free objectives.
method Introduces dual-ISL, a novel likelihood-free objective using a convex divergence derived from the invariant statistical loss (ISL) framework.
result Dual-ISL yields a convex optimization problem in the space of model densities, providing explicit density approximation and improved training stability.
We design a non-convex second-order optimization algorithm that is guaranteed to return an approximate local minimum in time which scales linearly in the underlying dimension and the number of training examples. The time complexity of our algorithm to find an approximate local minimum is even faster than that of gradie…
Paper introduces -DER for regression tasks using morphological operators and convex-concave procedure.
problem Developing a universal approximator for regression tasks.
method Introduces -DER model, trains it using a convex-concave procedure (CCP) to minimize least-squares.
result Outperforms other hybrid morphological models and state-of-the-art approaches.
We introduce an iterative optimization scheme for convex objectives consisting of a linear loss and a non-separable penalty, based on the expectation-consistent approximation and the vector approximate message-passing (VAMP) algorithm. Specifically, the penalties we approach are convex on a linear transformation of the…
Adaptive approximations improve variational inference for complex models.
problem Efficiently approximate marginal distributions and partition functions in complex probabilistic models.
method Two classes of adaptive approximations that include Bethe, tree-reweighted, and convex free energies.
result Proposed approximations automatically adapt to a given model and outperform existing methods.
We provide a framework to approximate the 2-Wasserstein distance and the optimal transport map, amenable to efficient training as well as statistical and geometric analysis. With the quadratic cost and considering the Kantorovich dual form of the optimal transportation problem, the Brenier theorem states that the optim…
This article concerns the expressive power of depth in neural nets with ReLU activations and bounded width. We are particularly interested in the following questions: what is the minimal width so that ReLU nets of width (and arbitrary depth) can approximate any continuous functio…