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Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…

Machine Learning · Statistics 2023-07-06 Pierre Houdouin , Matthieu Jonkcheere , Frederic Pascal

The choice of batch-size in a stochastic optimization algorithm plays a substantial role for both optimization and generalization. Increasing the batch-size used typically improves optimization but degrades generalization. To address the…

Machine Learning · Computer Science 2020-03-03 Yeming Wen , Kevin Luk , Maxime Gazeau , Guodong Zhang , Harris Chan , Jimmy Ba

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

High-throughput data analyses are becoming common in biology, communications, economics and sociology. The vast amounts of data are usually represented in the form of matrices and can be considered as knowledge networks. Spectra-based…

Quantitative Methods · Quantitative Biology 2010-01-06 Viet-Anh Nguyen , Zdena Koukolikova-Nicola , Franco Bagnoli , Pietro Lio

We consider the prediction of weak effects in a multiple-output regression setup, when covariates are expected to explain a small amount, less than $\approx 1%$, of the variance of the target variables. To facilitate the prediction of the…

Ensemble Learning methods combine multiple algorithms performing the same task to build a group with superior quality. These systems are well adapted to the distributed setup, where each peer or machine of the network hosts one algorithm…

Machine Learning · Computer Science 2021-10-19 Gaëlle Candel , David Naccache

The expectation-maximization (EM) and space-alternating generalized EM (SAGE) algorithms have been applied to direction of arrival (DOA) estimation in known noise. In this work, the two algorithms are proposed for DOA estimation in unknown…

Signal Processing · Electrical Eng. & Systems 2022-08-17 Ming-yan Gong , Bin Lyu

Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…

Machine Learning · Statistics 2026-04-10 Takuro Kutsuna

Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…

Artificial Intelligence · Computer Science 2011-04-19 Salah Rifai , Xavier Glorot , Yoshua Bengio , Pascal Vincent

Clustering algorithms are a cornerstone of machine learning applications. Recently, a quantum algorithm for clustering based on the k-means algorithm has been proposed by Kerenidis, Landman, Luongo and Prakash. Based on their work, we…

Quantum Physics · Physics 2020-01-23 Hideyuki Miyahara , Kazuyuki Aihara , Wolfgang Lechner

The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…

Numerical Analysis · Mathematics 2016-05-05 Shanglin Ye , Elias Aboutanios

Model fitting is possibly the most extended problem in science. Classical approaches include the use of least-squares fitting procedures and maximum likelihood methods to estimate the value of the parameters in the model. However, in recent…

Instrumentation and Methods for Astrophysics · Physics 2022-04-12 J. Lopez-Santiago , L. Martino , J. Miguez , M. A. Vazquez

Bayesian optimisation is a sample-efficient search methodology that holds great promise for accelerating drug and materials discovery programs. A frequently-overlooked modelling consideration in Bayesian optimisation strategies however, is…

The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given…

Machine Learning · Statistics 2022-10-26 Diego Martinez-Taboada , Dino Sejdinovic

We propose a Bayesian optimization algorithm for objective functions that are sums or integrals of expensive-to-evaluate functions, allowing noisy evaluations. These objective functions arise in multi-task Bayesian optimization for tuning…

Machine Learning · Computer Science 2018-03-26 Saul Toscano-Palmerin , Peter I. Frazier

We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…

Machine Learning · Computer Science 2022-01-03 Raul Astudillo , Peter I. Frazier

Numerous empirical evidence has corroborated that the noise plays a crucial rule in effective and efficient training of neural networks. The theory behind, however, is still largely unknown. This paper studies this fundamental problem…

Machine Learning · Computer Science 2019-09-10 Mo Zhou , Tianyi Liu , Yan Li , Dachao Lin , Enlu Zhou , Tuo Zhao

Data noising is an effective technique for regularizing neural network models. While noising is widely adopted in application domains such as vision and speech, commonly used noising primitives have not been developed for discrete…

Machine Learning · Computer Science 2017-03-09 Ziang Xie , Sida I. Wang , Jiwei Li , Daniel Lévy , Aiming Nie , Dan Jurafsky , Andrew Y. Ng

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

We study momentum-based first-order optimization algorithms in which the iterations utilize information from the two previous steps and are subject to an additive white noise. This setup uses noise to account for uncertainty in either…

Optimization and Control · Mathematics 2024-06-21 Hesameddin Mohammadi , Meisam Razaviyayn , Mihailo R. Jovanović
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