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We show that the cone multiplier satisfies local $L^p$-$L^q$ bounds only in the trivial range $1\leq q\leq 2\leq p\leq\infty$. To do so, we suitably adapt to this setting the proof of Fefferman for the ball multiplier. As a consequence we answer negatively a question by B\'ekoll\'e and Bonami (Colloq. Math. 68, 1995, 81-100), regarding the continuity from $L^p\to L^q$ of the Cauchy-Szeg\"o projections associated with a class of bounded symmetric domains in $\mathbb{C}^n$ with rank $r\geq2$., Comment: Pages 19, Figures 3. Minor corrections. To appear in Jour London Math Soc

We propose digital-analog quantum kernels for enhancing the detection of complex features in the classification of images. We consider multipartite-entangled analog blocks, stemming from native Ising interactions in neutral-atom quantum processors, and individual operations as digital steps to implement the protocol. To further improving the detection of complex features, we apply multiple quantum kernels by varying the qubit connectivity according to the hardware constraints. An architecture that combines non-trainable quantum kernels and standard convolutional neural networks is used to classify realistic medical images, from breast cancer and pneumonia diseases, with a significantly reduced number of parameters. Despite this fact, the model exhibits better performance than its classical counterparts and achieves comparable metrics according to public benchmarks. These findings demonstrate the relevance of digital-analog encoding, paving the way for surpassing classical models in image recognition approaching us to quantum-advantage regimes., Comment: 7 pages, 3 figures

In this paper, we consider a deterministic online linear regression model where we allow the responses to be multivariate. To address this problem, we introduce MultiVAW, a method that extends the well-known Vovk-Azoury-Warmuth algorithm to the multivariate setting, and show that it also enjoys logarithmic regret in time. We apply our results to the online hierarchical forecasting problem and recover an algorithm from this literature as a special case, allowing us to relax the hypotheses usually made for its analysis.

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training data, learning under privacy constraints, or even heavy-tailed noise due to the dynamics of the algorithm itself. Here we study SGD with robust gradient estimators based on estimating the median. We first consider computing the median gradient across samples, and show that the resulting method can converge even under heavy-tailed, state-dependent noise. We then derive iterative methods based on the stochastic proximal point method for computing the geometric median and generalizations thereof. Finally we propose an algorithm estimating the median gradient across iterations, and find that several well known methods - in particular different forms of clipping - are particular cases of this framework.

We introduce a novel methodology that leverages the strength of Physics-Informed Neural Networks (PINNs) to address the counterdiabatic (CD) protocol in the optimization of quantum circuits comprised of systems with $N_{Q}$ qubits. The primary objective is to utilize physics-inspired deep learning techniques to accurately solve the time evolution of the different physical observables within the quantum system. To accomplish this objective, we embed the necessary physical information into an underlying neural network to effectively tackle the problem. In particular, we impose the hermiticity condition on all physical observables and make use of the principle of least action, guaranteeing the acquisition of the most appropriate counterdiabatic terms based on the underlying physics. The proposed approach offers a dependable alternative to address the CD driving problem, free from the constraints typically encountered in previous methodologies relying on classical numerical approximations. Our method provides a general framework to obtain optimal results from the physical observables relevant to the problem, including the external parameterization in time known as scheduling function, the gauge potential or operator involving the non-adiabatic terms, as well as the temporal evolution of the energy levels of the system, among others. The main applications of this methodology have been the $\mathrm{H_{2}}$ and $\mathrm{LiH}$ molecules, represented by a 2-qubit and 4-qubit systems employing the STO-3G basis. The presented results demonstrate the successful derivation of a desirable decomposition for the non-adiabatic terms, achieved through a linear combination utilizing Pauli operators. This attribute confers significant advantages to its practical implementation within quantum computing algorithms., Comment: 28 pages, 10 figures, 1 algorithm, 1 table

Here we develop variants of SGD (stochastic gradient descent) with an adaptive step size that make use of the sampled loss values. In particular, we focus on solving a finite sum-of-terms problem, also known as empirical risk minimization. We first detail an idealized adaptive method called $\texttt{SPS}_+$ that makes use of the sampled loss values and assumes knowledge of the sampled loss at optimality. This $\texttt{SPS}_+$ is a minor modification of the SPS (Stochastic Polyak Stepsize) method, where the step size is enforced to be positive. We then show that $\texttt{SPS}_+$ achieves the best known rates of convergence for SGD in the Lipschitz non-smooth. We then move onto to develop $\texttt{FUVAL}$, a variant of $\texttt{SPS}_+$ where the loss values at optimality are gradually learned, as opposed to being given. We give three viewpoints of $\texttt{FUVAL}$, as a projection based method, as a variant of the prox-linear method, and then as a particular online SGD method. We then present a convergence analysis of $\texttt{FUVAL}$ and experimental results. The shortcomings of our work is that the convergence analysis of $\texttt{FUVAL}$ shows no advantage over SGD. Another shortcomming is that currently only the full batch version of $\texttt{FUVAL}$ shows a minor advantages of GD (Gradient Descent) in terms of sensitivity to the step size. The stochastic version shows no clear advantage over SGD. We conjecture that large mini-batches are required to make $\texttt{FUVAL}$ competitive. Currently the new $\texttt{FUVAL}$ method studied in this paper does not offer any clear theoretical or practical advantage. We have chosen to make this draft available online nonetheless because of some of the analysis techniques we use, such as the non-smooth analysis of $\texttt{SPS}_+$, and also to show an apparently interesting approach that currently does not work., Comment: 38 pages, 2 figures

We study multi-product inventory control problems where a manager makes sequential replenishment decisions based on partial historical information in order to minimize its cumulative losses. Our motivation is to consider general demands, losses and dynamics to go beyond standard models which usually rely on newsvendor-type losses, fixed dynamics, and unrealistic i.i.d. demand assumptions. We propose MaxCOSD, an online algorithm that has provable guarantees even for problems with non-i.i.d. demands and stateful dynamics, including for instance perishability. We consider what we call non-degeneracy assumptions on the demand process, and argue that they are necessary to allow learning.

Black-box variational inference is widely used in situations where there is no proof that its stochastic optimization succeeds. We suggest this is due to a theoretical gap in existing stochastic optimization proofs: namely the challenge of gradient estimators with unusual noise bounds, and a composite non-smooth objective. For dense Gaussian variational families, we observe that existing gradient estimators based on reparameterization satisfy a quadratic noise bound and give novel convergence guarantees for proximal and projected stochastic gradient descent using this bound. This provides rigorous guarantees that methods similar to those used in practice converge on realistic inference problems., Comment: Accepted at NeurIPS 2023

We consider Haar multiplier operators $T_m$ acting on Sobolev spaces, and more generally Triebel-Lizorkin spaces $F^s_{p,q}(\mathbb{R})$, for indices in which the Haar system is not unconditional. When $m$ depends only on the Haar frequency, we give a sufficient condition for the boundedness of $T_m$ in $F^s_{p,q}$, in terms of the variation norms $\|m\|_{V_u}$, which is optimal in $u$ (up to endpoints) when $p, q> 1$., Comment: 13 pages, 5 figures

This is a handbook of simple proofs of the convergence of gradient and stochastic gradient descent type methods. We consider functions that are Lipschitz, smooth, convex, strongly convex, and/or Polyak-{\L}ojasiewicz functions. Our focus is on ``good proofs'' that are also simple. Each section can be consulted separately. We start with proofs of gradient descent, then on stochastic variants, including minibatching and momentum. Then move on to nonsmooth problems with the subgradient method, the proximal gradient descent and their stochastic variants. Our focus is on global convergence rates and complexity rates. Some slightly less common proofs found here include that of SGD (Stochastic gradient descent) with a proximal step, with momentum, and with mini-batching without replacement., Comment: From v2 to v3: Added new sections about SSP (Stochastic Proximal Point) and SPS (Stochastic Polyak Stepsize). Added proof for SGD for nonconvex functions. Simplified some statements for SGD. Corrected various errors and misprints

This short note gathers known results to state that the squared distance function to a (nonconvex) closed set of an Euclidean space is Polyak-{\L}ojasiewicz. As a fuzzy reciprocate, we also recall that every Polyak-{\L}ojasiewicz function can be bounded from below by the squared distance function to its set of minimizers., Comment: 8 pages, 2 figures

This survey is a slightly extended version of the lecture given by the author at the \emph{VI International Course of Mathematical Analysis in Andaluc\'\i a} (CIDAMA), in September 2014. Most results are contained (in a slightly less general setting) in the earlier paper [3] (Garrig\'os, Hartzstein, Signes, Torrea and Viviani, Pointwise convergence to initial data of heat and Laplace equations, Trans. Amer. Math. Soc. 368 (9) (2016), 6575-6600)., Comment: 17 pages. This is a preprint version of survey paper published in Advanced courses of mathematical analysis VI, 153-171, World Sci. Publ., Hackensack, NJ, 2017

When $L$ is the Hermite or the Ornstein-Uhlenbeck operator, we find minimal integrability and smoothness conditions on a function $f$ so that the fractional power $L^\sigma f(x_0)$ is well-defined at a given point $x_0$. We illustrate the optimality of the conditions with various examples. Finally, we obtain similar results for the fractional operators $(-\Delta+R)^\sigma$, with $R>0$., Comment: 19 pages. This paper is dedicated to the memory of Eleonor (Pola) Harboure. Revised version, to appear in Rev Uni\'on Matem Argentina

We present some new results concerning Lebesgue-type inequalities for the Weak Chebyshev Greedy Algorithm (WCGA) in uniformly smooth Banach spaces $\mathbb{X}$. First, we generalize a result of Temlyakov to cover situations in which the modulus of smoothness and the so called A3 parameter are not necessarily power functions. Secondly, we apply this new theorem to the Zygmund spaces $\mathbb{X}=L^p(\log L)^\alpha$, with $10$, takes the form $\phi(N)\approx \log(\log N)$., Comment: 29 pages. Also available at webs.um.es/gustavo.garrigos

We study the behavior of Haar coefficients in Besov and Triebel-Lizorkin spaces on $\mathbb{R}$, for a parameter range in which the Haar system is not an unconditional basis. First, we obtain a range of parameters, extending up to smoothness $s<1$, in which the spaces $F^s_{p,q}$ and $B^s_{p,q}$ are characterized in terms of doubly oversampled Haar coefficients (Haar frames). Secondly, in the case that $1/p

We present a principled approach for designing stochastic Newton methods for solving finite sum optimization problems. Our approach has two steps. First, we re-write the stationarity conditions as a system of nonlinear equations that associates each data point to a new row. Second, we apply a Subsampled Newton Raphson method to solve this system of nonlinear equations. Using our approach, we develop a new Stochastic Average Newton (SAN) method, which is incremental by design, in that it requires only a single data point per iteration. It is also cheap to implement when solving regularized generalized linear models, with a cost per iteration of the order of the number of the parameters. We show through extensive numerical experiments that SAN requires no knowledge about the problem, neither parameter tuning, while remaining competitive as compared to classical variance reduced gradient methods (e.g. SAG and SVRG), incremental Newton and quasi-Newton methods (e.g. SNM, IQN)., Comment: Accepted at AISTATS 2022