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Machine Learning and Computational Mathematics

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Abstract

Neural network-based machine learning is capable of approximating functions\nin very high dimension with unprecedented efficiency and accuracy. This has\nopened up many exciting new possibilities, not just in traditional areas of\nartificial intelligence, but also in scientific computing and computational\nscience. At the same time, machine learning has also acquired the reputation of\nbeing a set of "black box" type of tricks, without fundamental principles. This\nhas been a real obstacle for making further progress in machine learning. In\nthis article, we try to address the following two very important questions: (1)\nHow machine learning has already impacted and will further impact computational\nmathematics, scientific computing and computational science? (2) How\ncomputational mathematics, particularly numerical analysis, {can} impact\nmachine learning? We describe some of the most important progress that has been\nmade on these issues. Our hope is to put things into a perspective that will\nhelp to integrate machine learning with computational mathematics.\n

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