Top Papers
Universal Average-Case Optimality of Polyak Momentum
d2l-ai/d2l-en
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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
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
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
A Wasserstein-type distance in the space of Gaussian Mixture Models
rflamary/POT
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In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models.
Optimization and Control
Computing in Operations Research using Julia
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
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
We use the adjoint of the derivative to implement differentiable log-log convex optimization layers in PyTorch and TensorFlow.
Optimization and Control
Implementing Hadamard Matrices in SageMath
The Hadamard conjecture states that Hadamard matrices of order $n$ exist whenever $n$ is $1$, $2$, or a multiple of $4$.
Combinatorics
PySINDy: A Python package for the Sparse Identification of Nonlinear Dynamics from Data
PySINDy is a Python package for the discovery of governing dynamical systems models from data.
Dynamical Systems Computational Physics
Gromov-Wasserstein Distances between Gaussian Distributions
MaximeVandegar/Papers-in-100-Lines-of-Code
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We also study the problem without restriction on the optimal plan, and provide lower and upper bounds for the value of the Gromov-Wasserstein distance between Gaussian distributions.
Probability
