12 papers
Natural gradient descent with momentum
Anthony Nouy, AgustÃn Somacal
We consider the problem of approximating a function by an element of a nonlinear manifold which admits a differentiable parametrization, typical examples being neural networks with…
Random sketching of operators with application to learning preconditioners
Oleg Balabanov, Anthony Nouy, Alexandre Pasco
We propose a new random sketching approach for embedding high-dimensional Hilbert-Schmidt operators, using random input-output pairs. Such operator can then be approximated in a lo…
Surrogate to Poincaré inequalities on manifolds for structured dimension reduction in nonlinear feature spaces
Alexandre Pasco, Anthony Nouy
This paper is concerned with the approximation of continuously differentiable functions with high-dimensional input by a composition of two functions: a feature map that extracts f…
Surrogate to Poincaré inequalities on manifolds for dimension reduction in nonlinear feature spaces
Anthony Nouy, Alexandre Pasco
We aim to approximate a continuously differentiable function by a composition of functions where $g:\mathbb{R}^d \rightarrow \mat…
Optimal sampling for stochastic and natural gradient descent
Robert Gruhlke, Anthony Nouy, Philipp Trunschke
We consider the problem of optimising the expected value of a loss functional over a nonlinear model class of functions, assuming that we have only access to realisations of the gr…
Boosted optimal weighted least-squares
Cécile Haberstich, Anthony Nouy, Guillaume Perrin
This paper is concerned with the approximation of a function in a given approximation space of dimension from evaluations of the function at suitably chosen point…