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K. Lakshmanan

Publications and source records attributed to K. Lakshmanan.

11 recordsLinked to original sources

Learning in Function Spaces: An Unified Functional Analytic View of Supervised and Unsupervised Learning

Many machine learning algorithms can be interpreted as procedures for estimating functions defined on the data distribution. In this paper we present a conceptual framework that formulates a wide range of learning problems as variational optimization over function spaces induced by the data distribution. Within this framework the data distribution defines operators that capture structural properties of the data, such as similarity relations or statistical dependencies. Learning algorithms can then be viewed as estimating functions expressed in bases determined by these operators. This perspective provides a unified way to interpret several learning paradigms. In supervised learning the objective functional is defined using labeled data and typically corresponds to minimizing prediction risk, whereas unsupervised learning relies on structural properties of the input distribution and leads to objectives based on similarity or smoothness constraints. From this viewpoint, the distinction between learning paradigms arises primarily from the choice of the functional being optimized rather than from the underlying function space. We illustrate this framework by discussing connections with kernel methods, spectral clustering, and manifold learning, highlighting how operators induced by data distributions naturally define function representations used by learning algorithms. The goal of this work is not to introduce a new algorithm but to provide a conceptual framework that clarifies the role of function spaces and operators in modern machine learning.

cs.LG

A Short Survey of Averaging Techniques in Stochastic Gradient Methods

Stochastic gradient methods are among the most widely used algorithms for large-scale optimization and machine learning. A key technique for improving the statistical efficiency and stability of these methods is the use of averaging schemes applied to the sequence of iterates generated during optimization. Starting from the classical work on stochastic approximation, averaging techniques such as Polyak--Ruppert averaging have been shown to achieve optimal asymptotic variance and improved convergence behavior. In recent years, averaging methods have gained renewed attention in machine learning applications, particularly in the training of deep neural networks and large-scale learning systems. Techniques such as tail averaging, exponential moving averages, and stochastic weight averaging have demonstrated strong empirical performance and improved generalization properties. This paper provides a survey of averaging techniques in stochastic gradient optimization. We review the theoretical foundations of averaged stochastic approximation, discuss modern developments in stochastic gradient methods, and examine applications of averaging in machine learning. In addition, we summarize recent results on the finite-sample behavior of averaging schemes and highlight several open problems and directions for future research.

math.OC

Computational Complexity of Finding Subgroups of a Given Order

We study the problem of finding a subgroup of a given order in a finite group, where the group is represented by its Cayley table. We analyze the complexity of the problem in the special case of abelian groups and present an optimal algorithm for finding a subgroup of a given order when the input is given in the form of a Cayley table. To the best of our knowledge, no prior work has addressed the complexity of this problem under the Cayley table representation.

cs.CC

On the Minimality of the Conductor for Elliptic Curve $L$-Functions

We investigate the role of the conductor in analytic rank bounds for elliptic curves over \(\mathbb{Q}\). Let \(E/\mathbb{Q}\) be an elliptic curve with conductor \(N_E\). We consider hypothetical degree-two \(L\)-functions associated to (E) that satisfy analytic continuation, a functional equation involving an arithmetic invariant \(\Phi(E)\), and yield rank bounds of the form \[ \operatorname{rank}(E)\ll \log \Phi(E). \] Using the Modularity Theorem, we show that any such invariant must satisfy \[ \Phi(E)\ge N_E. \] Thus the conductor is minimal among arithmetic invariants that can appear in this analytic framework. In particular, the standard logarithmic rank bounds arising from the conductor cannot be improved by replacing \(N_E\) with a strictly smaller invariant while preserving the same degree-two functional equation structure. These results provide a structural explanation for the distinguished role of the conductor in analytic approaches to the rank problem.

math.NT

Primes and Bivariate Polynomials without Constant Terms: A Recursive Algorithm

We investigate the computational problem of determining whether a bivariate polynomial with non-negative coefficients and no constant term can attain a prime value. While classical conjectures such as Bouniakowsky's provide necessary conditions for univariate prime-representing polynomials, we introduce a new recursive algorithm that efficiently certifies when a bivariate polynomial form can produce no prime values at all. Our method is elementary and constructive, based on analyzing gcd-divisibility patterns arising from recursive substitutions into the polynomial. The obstruction criterion obtained leads to an efficient and elementary algorithm that certifies when a polynomial form cannot produce any prime values. The result is stronger than what is implied by the negation of Bouniakowsky's condition and applies to a wide class of polynomials, including transformations of univariate forms. We provide illustrative examples, analyze the complexity of the method, and discuss its connections to existing conjectures and possible generalizations.

math.NT

The Zeta ($ζ$) Notation for Complex Asymptotes

Time Complexity is an important metric to compare algorithms based on their cardinality. The commonly used, trivial notations to qualify the same are the Big-Oh, Big-Omega, Big-Theta, Small-Oh, and Small-Omega Notations. All of them, consider time a part of the real entity, i.e., Time coincides with the horizontal axis in the argand plane. But what if the Time rather than completely coinciding with the real axis of the argand plane, makes some angle with it? We are trying to focus on the case when the Time Complexity will have both real and imaginary components. For Instance, if $T\left(n\right)=\ n\log{n}$, the existing asymptomatic notations are capable of handling that in real time But, if we come across a problem where, $T\left(n\right)=\ n\log{n}+i\cdot n^2$, where, $i=\sqrt[2]{-1}$, the existing asymptomatic notations will not be able to catch up. To mitigate the same, in this research, we would consider proposing the Zeta Notation ($ζ$), which would qualify Time in both the Real and Imaginary Axis, as per the Argand Plane.

cs.CC

A Comparative Investigation into the Operation of an Optimal Control Problem: The Maximal Stretch

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Combinatorial optimisation is the practice of selecting the best constituent from a collection of prospective possibilities according to some particular characterization. In simple cases, an optimal process problem encompasses identifying components out of a finite arrangement and establishing the function's significance in possible to lessen or achieve maximum with a functional purpose. To extrapolate optimisation theory, it employs a wide range of mathematical concepts. Optimisation, when applied to a variety of different types of optimization algorithms, necessitates determining the best consequences of the specific predetermined characteristic in a particular circumstance. In this work, we will be working on one similar problem - The Maximal Stretch Problem with computational rigour. Beginning with the Problem Statement itself, we will be developing numerous step - by - step algorithms to solve the problem, and will finally pose a comparison between them on the basis of their Computational Complexity. The article entails around the Brute Force Solution, A Recursive Approach to deal with the problem, and finally a Dynamically Programmed Approach for the same.

math.OC

A Review on Optimality Investigation Strategies for the Balanced Assignment Problem

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Accordingly, Combinatorial Optimization is a sub field of this domain of Mathematical Selection, where we generally, deal with problems subjecting to Operation Research, Artificial Intelligence and many more promising domains. In a broader sense, an optimization problem entails maximising or minimising a real function by systematically selecting input values from within an allowed set and computing the function's value. A broad region of applied mathematics is the generalisation of metaheuristic theory and methods to other formulations. More broadly, optimization entails determining the finest virtues of some fitness function, offered a fixed space, which may include a variety of distinct types of decision variables and contexts. In this work, we will be working on the famous Balanced Assignment Problem, and will propose a comparative analysis on the Complexity Metrics of Computational Time for different Notions of solving the Balanced Assignment Problem.

cs.CC

On convergence to the global optima

We show that there is no general algorithm which finds a sequence of points with finite-precision converging computably to the global optima of any continuous function.

math.OC

Global Optima is not Limit Computable

We study the limit computability of finding a global optimum of a continuous function. We give a short proof to show that the problem of checking whether a point is a global minimum is not limit computable. Thereby showing the same for the problem of finding a global minimum. In the next part, we give an algorithm that converges to the global minima when a lower bound on the size of the basin of attraction of the global minima is known. We prove the convergence of this algorithm and provide some numerical experiments.

math.OC

Accelerated Reinforcement Learning

Policy gradient methods are widely used in reinforcement learning algorithms to search for better policies in the parameterized policy space. They do gradient search in the policy space and are known to converge very slowly. Nesterov developed an accelerated gradient search algorithm for convex optimization problems. This has been recently extended for non-convex and also stochastic optimization. We use Nesterov's acceleration for policy gradient search in the well-known actor-critic algorithm and show the convergence using ODE method. We tested this algorithm on a scheduling problem. Here an incoming job is scheduled into one of the four queues based on the queue lengths. We see from experimental results that algorithm using Nesterov's acceleration has significantly better performance compared to algorithm which do not use acceleration. To the best of our knowledge this is the first time Nesterov's acceleration has been used with actor-critic algorithm.

cs.LG