Neural Legendre-Fenchel

Neural Legendre-Fenchel transform with Hessian Preconditioning

Announce Type: new Abstract: The Legendre-Fenchel (LF) transform is a fundamental tool in convex analysis and machine learning that maps lower semi-continuous functions to their convex conjugates. In practice, when closed-form formula are not available for expressing convex conjugates of given functions, one must approximate them using various techniques. One recent such versatile numerical method is the deep Legendre transform method which relies on neural networks although it remains...