paper-with-me

홈 › Papers

Yuille-Poggio's Flow and Global Minimizer of Polynomials through Convexification by Heat Evolution

2023-01-01 · Qiao Wang

This study examines the convexification version of the backward differential flow algorithm for the global minimization of polynomials, introduced by O. Arikan \textit{et al} in \cite{ABK}. It investigates why this approach might fail with high-degree polynomials yet succeeds with quartic polynomials. We employ the heat evolution method for convexification combined with Gaussian filtering, which acts as a cumulative form of Steklov's regularization. In this context, we apply the fingerprint theory from computer vision. Originally developed by A.L. Yuille and T. Poggio in the 1980s for computer vision, the fingerprint theory, particularly the fingerprint trajectory equation, is used to illustrate the scaling (temporal) evolution of minimizers. In the case of general polynomials, our research has led to the creation of the Yuille-Poggio flow and a broader interpretation of the fingerprint concepts, in particular we establish the condition both sufficient and necessary for the convexified backward differential flow algorithms to successfully achieve global minimization. For quartic polynomials, our analysis not only reflects the results of O. Arikan et al. \cite{ABK} but also presents a significantly simpler version of Newton's method that can always globally minimize quartic polynomials without convexification.

📄 PDF Abstract BibTeX arXiv:2301.00326

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

On efficiently computable functions, deep networks and sparse compositionality

2025-10-13 · Tomaso Poggio arxiv

We show that \emph{efficient Turing computability} at any fixed input/output precision implies the existence of \emph{compositionally sparse} (bounded-fan-in, polynomial-size) DAG representations and of corresponding neu…

The option pricing model based on time values: an application of the universal approximation theory on unbounded domains

2019-10-02 · Yang Qu, Ming-Xi Wang

We propose a time value related decision function to treat a classical option pricing problem raised by Hutchinson-Lo-Poggio. In numerical experiments, the new decision function significantly improves the original model …

Identifying good directions to escape the NTK regime and efficiently learn low-degree plus sparse polynomials

2022-06-08 · Eshaan Nichani, Yu Bai, Jason D. Lee

A recent goal in the theory of deep learning is to identify how neural networks can escape the "lazy training," or Neural Tangent Kernel (NTK) regime, where the network is coupled with its first order Taylor expansion at…

On the existence of minimizers in shallow residual ReLU neural network optimization landscapes

2023-02-28 · Steffen Dereich, Arnulf Jentzen, Sebastian Kassing

In this article, we show existence of minimizers in the loss landscape for residual artificial neural networks (ANNs) with multi-dimensional input layer and one hidden layer with ReLU activation. Our work contrasts earli…

Math

Optimizing Over All Sequences of Orthogonal Polynomials

2021-01-01 · Shiva Kaul

Every length-$(n+1)$ sequence of orthogonal polynomials is uniquely represented by two length-$(n+1)$ sequences of coefficients $\alpha$ and $\beta$. We make this representation learnable by gradient-based methods. Ortho…

AllComputational Efficiency