32 citations · 127 across the 22 of their papers we have counts for
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math.NA2022
Monte Carlo Gradient in Optimization Constrained by Radiative Transport Equation
Qin Li, Li Wang, Yunan Yang
Can Monte Carlo (MC) solvers be directly used in gradient-based methods for PDE-constrained optimization problems? In these problems, a gradient of the loss function is typically p…
math.OC2022
An Algebraically Converging Stochastic Gradient Descent Algorithm for Global Optimization
Björn Engquist, Kui Ren, Yunan Yang
We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is th…
cs.LG2022★ 1 cited
A Generalized Weighted Optimization Method for Computational Learning and Inversion
Björn Engquist, Kui Ren, Yunan Yang
The generalization capacity of various machine learning models exhibits different phenomena in the under- and over-parameterized regimes. In this paper, we focus on regression mode…