Universal Average-Case Optimality of Polyak Momentum

d2l-ai/d2l-en 19 Aug 2020

Polyak momentum (PM), also known as the heavy-ball method, is a widely used optimization method that enjoys an asymptotic optimal worst-case complexity on quadratic objectives.

Optimization and Control

Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learning

uber/causalml 12 Jun 2017

There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies.

Statistics Theory Methodology Statistics Theory

Solving N-player dynamic routing games with congestion: a mean field approach

deepmind/open_spiel AAMAS 2021

The recent emergence of navigational tools has changed traffic patterns and has now enabled new types of congestion-aware routing control like dynamic road pricing.

Dynamical Systems Systems and Control Systems and Control Optimization and Control

Computing in Operations Research using Julia

jump-dev/jump.jl 5 Dec 2013

The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as Python and MATLAB.

Optimization and Control Numerical Analysis Programming Languages

Convex optimization

cvxgrp/cvxpylayers 3 Jun 2021

First of all, the authors focused on the program of a two-semester course of lectures on convex optimization, which is given to students of MIPT.

Optimization and Control Numerical Analysis Numerical Analysis 65-01, 90-01, 65K05, 90C30, 90C90 G.1.6

Differentiating through Log-Log Convex Programs

cvxgrp/cvxpylayers 27 Apr 2020

We use the adjoint of the derivative to implement differentiable log-log convex optimization layers in PyTorch and TensorFlow.

Optimization and Control

PySINDy: A Python package for the Sparse Identification of Nonlinear Dynamics from Data

dynamicslab/pysindy 17 Apr 2020

PySINDy is a Python package for the discovery of governing dynamical systems models from data.

Dynamical Systems Computational Physics

Modalities in homotopy type theory

HoTT/HoTT 22 Jun 2017

Univalent homotopy type theory (HoTT) may be seen as a language for the category of $\infty$-groupoids.

Category Theory Logic in Computer Science Logic F.3.1, F.4.1 F.3.1; F.4.1

Experience Implementing a Performant Category-Theory Library in Coq

HoTT/HoTT 29 Jan 2014

We describe our experience implementing a broad category-theory library in Coq.

Category Theory Logic in Computer Science

Sets in homotopy type theory

HoTT/HoTT 16 May 2013

We show that both a subobject classifier and a $0$-object classifier are available for the type theoretical universe of sets.

Category Theory Logic in Computer Science 03-XX, 03B15, 18B05, 18G30 F.4.1