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Optimization with noisy gradients has become ubiquitous in statistics and machine learning. Reparameterization gradients, or gradient estimates computed via the "reparameterization trick," represent a class of noisy gradients often used in…

Machine Learning · Statistics 2017-05-23 Andrew C. Miller , Nicholas J. Foti , Alexander D'Amour , Ryan P. Adams

In this paper, we characterize the noise of stochastic gradients and analyze the noise-induced dynamics during training deep neural networks by gradient-based optimizers. Specifically, we firstly show that the stochastic gradient noise…

Machine Learning · Computer Science 2021-09-22 Yixin Wu , Rui Luo , Chen Zhang , Jun Wang , Yaodong Yang

Stochastic gradients closely relate to both optimization and generalization of deep neural networks (DNNs). Some works attempted to explain the success of stochastic optimization for deep learning by the arguably heavy-tail properties of…

Machine Learning · Computer Science 2023-10-23 Zeke Xie , Qian-Yuan Tang , Mingming Sun , Ping Li

Gradient boosting, a method of building additive ensembles from weak learners, has established itself as a practical and theoretically-motivated approach to approximate functions, especially using decision tree weak learners. Comparable…

Machine Learning · Computer Science 2026-03-26 Abhijit Chowdhary , Elizabeth Newman , Deepanshu Verma

In this paper, we present a stochastic gradient algorithm for minimizing a smooth objective function that is an expectation over noisy cost samples, and only the latter are observed for any given parameter. Our algorithm employs a gradient…

Optimization and Control · Mathematics 2023-07-03 Akash Mondal , Prashanth L. A. , Shalabh Bhatnagar

In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…

Optimization and Control · Mathematics 2019-10-01 Charikleia Iakovidou , Ermin Wei

Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…

Machine Learning · Computer Science 2021-06-23 Abhinav Sagar

We introduce a principled method to train end-to-end analog neural networks by stochastic gradient descent. In these analog neural networks, the weights to be adjusted are implemented by the conductances of programmable resistive devices…

Neural and Evolutionary Computing · Computer Science 2020-06-11 Jack Kendall , Ross Pantone , Kalpana Manickavasagam , Yoshua Bengio , Benjamin Scellier

Spiking neural networks (SNNs) are brain-inspired models that enable energy-efficient implementation on neuromorphic hardware. However, the supervised training of SNNs remains a hard problem due to the discontinuity of the spiking neuron…

Neural and Evolutionary Computing · Computer Science 2021-12-20 Mingqing Xiao , Qingyan Meng , Zongpeng Zhang , Yisen Wang , Zhouchen Lin

The choice of activation function can significantly influence the performance of neural networks. The lack of guiding principles for the selection of activation function is lamentable. We try to address this issue by introducing our…

Machine Learning · Computer Science 2018-10-16 Yiwei Li , Enzhi Li

Compared to conventional artificial neurons that produce dense and real-valued responses, biologically-inspired spiking neurons transmit sparse and binary information, which can also lead to energy-efficient implementations. Recent research…

Computation and Language · Computer Science 2023-02-17 Alexandre Bittar , Philip N. Garner

Stochastic nonlinear dynamical systems are ubiquitous in modern, real-world applications. Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem. The majority of existing methods…

Machine Learning · Statistics 2022-05-06 Anubhab Ghosh , Mohamed Abdalmoaty , Saikat Chatterjee , Håkan Hjalmarsson

This paper considers stochastic optimization problems for a large class of objective functions, including convex and continuous submodular. Stochastic proximal gradient methods have been widely used to solve such problems; however, their…

Optimization and Control · Mathematics 2018-11-13 Aryan Mokhtari , Hamed Hassani , Amin Karbasi

We introduce a mathematically rigorous framework based on rough path theory to model stochastic spiking neural networks (SSNNs) as stochastic differential equations with event discontinuities (Event SDEs) and driven by c\`adl\`ag rough…

Machine Learning · Statistics 2024-05-24 Christian Holberg , Cristopher Salvi

Discrete and especially binary random variables occur in many machine learning models, notably in variational autoencoders with binary latent states and in stochastic binary networks. When learning such models, a key tool is an estimator of…

Machine Learning · Computer Science 2021-10-18 Alexander Shekhovtsov

The widespread use of neural networks across different scientific domains often involves constraining them to satisfy certain symmetries, conservation laws, or other domain knowledge. Such constraints are often imposed as soft penalties…

Machine Learning · Computer Science 2020-01-15 Sifan Wang , Yujun Teng , Paris Perdikaris

In the last few years, various communication compression techniques have emerged as an indispensable tool helping to alleviate the communication bottleneck in distributed learning. However, despite the fact biased compressors often show…

Machine Learning · Computer Science 2024-01-17 Aleksandr Beznosikov , Samuel Horváth , Peter Richtárik , Mher Safaryan

Stochastic variational inference (SVI) lets us scale up Bayesian computation to massive data. It uses stochastic optimization to fit a variational distribution, following easy-to-compute noisy natural gradients. As with most traditional…

Machine Learning · Statistics 2014-11-19 Stephan Mandt , David Blei

Predictive coding (PC) is a general theory of cortical function. The local, gradient-based learning rules found in one kind of PC model have recently been shown to closely approximate backpropagation. This finding suggests that this…

Neural and Evolutionary Computing · Computer Science 2021-12-09 Nick Alonso , Emre Neftci

We consider stochastic gradient descent and its averaging variant for binary classification problems in a reproducing kernel Hilbert space. In the traditional analysis using a consistency property of loss functions, it is known that the…

Machine Learning · Statistics 2022-07-26 Atsushi Nitanda , Taiji Suzuki