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Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging…

Methodology · Statistics 2016-10-10 Adelchi Azzalini

Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic…

Optimization and Control · Mathematics 2023-11-08 Tommaso Giovannelli , Griffin Dean Kent , Luis Nunes Vicente

Multitask learning aims at solving a set of related tasks simultaneously, by exploiting the shared knowledge for improving the performance on individual tasks. Hence, an important aspect of multitask learning is to understand the…

Machine Learning · Computer Science 2019-10-22 Changjian Shui , Mahdieh Abbasi , Louis-Émile Robitaille , Boyu Wang , Christian Gagné

Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…

Optimization and Control · Mathematics 2021-11-11 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

If computational tractability were not an issue, multi-object estimation should integrate all measurements from multiple sensors across multiple scans. In this article, we propose an efficient numerical solution to the multi-scan…

Computational Engineering, Finance, and Science · Computer Science 2022-12-05 D. Moratuwage , B. -N. Vo , B. -T. Vo , C. Shim

Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these…

Analysis of PDEs · Mathematics 2019-11-11 Olivier Zahm , Paul Constantine , Clémentine Prieur , Youssef Marzouk

Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…

Optimization and Control · Mathematics 2016-12-22 Ketan Rajawat , Sandeep Kumar

In this paper we provide new methodology for inference of the geometric features of a multivariate density in deconvolution. Our approach is based on multiscale tests to detect significant directional derivatives of the unknown density at…

Methodology · Statistics 2016-11-21 Konstantin Eckle , Nicolai Bissantz , Holger Dette

In recent years, log-concave density estimation via maximum likelihood estimation has emerged as a fascinating alternative to traditional nonparametric smoothing techniques, such as kernel density estimation, which require the choice of one…

Methodology · Statistics 2017-09-12 Richard J. Samworth

Multi--task learning seeks to improve the generalization error by leveraging the common information shared by multiple related tasks. One challenge in multi--task learning is identifying formulations capable of uncovering the common…

Machine Learning · Computer Science 2026-03-06 Ayed M. Alrashdi , Oussama Dhifallah , Houssem Sifaou

Many iterative procedures in stochastic optimization exhibit a transient phase followed by a stationary phase. During the transient phase the procedure converges towards a region of interest, and during the stationary phase the procedure…

Machine Learning · Statistics 2018-02-26 Jerry Chee , Panos Toulis

We study the problem of meta-learning through the lens of online convex optimization, developing a meta-algorithm bridging the gap between popular gradient-based meta-learning and classical regularization-based multi-task transfer methods.…

Machine Learning · Computer Science 2019-05-17 Mikhail Khodak , Maria-Florina Balcan , Ameet Talwalkar

The study of multi-task learning has drawn great attention from the community. Despite the remarkable progress, the challenge of optimally learning different tasks simultaneously remains to be explored. Previous works attempt to modify the…

Computer Vision and Pattern Recognition · Computer Science 2022-03-08 Yuanze Li , Yiwen Guo , Qizhang Li , Hongzhi Zhang , Wangmeng Zuo

Multilayer graphs are appealing mathematical tools for modeling multiple types of relationship in the data. In this paper, we aim at analyzing multilayer graphs by properly combining the information provided by individual layers, while…

Machine Learning · Computer Science 2020-10-30 Mireille El Gheche , Pascal Frossard

We present an algorithm for learning decision trees using stochastic gradient information as the source of supervision. In contrast to previous approaches to gradient-based tree learning, our method operates in the incremental learning…

Machine Learning · Statistics 2019-09-25 Henry Gouk , Bernhard Pfahringer , Eibe Frank

Multi-task learning is a framework that enforces different learning tasks to share their knowledge to improve their generalization performance. It is a hot and active domain that strives to handle several core issues; particularly, which…

Machine Learning · Computer Science 2021-02-23 Johnny Torres , Guangji Bai , Junxiang Wang , Liang Zhao , Carmen Vaca , Cristina Abad

In this paper, we propose a density estimation algorithm called \textit{Gradient Boosting Histogram Transform} (GBHT), where we adopt the \textit{Negative Log Likelihood} as the loss function to make the boosting procedure available for the…

Machine Learning · Statistics 2021-06-11 Jingyi Cui , Hanyuan Hang , Yisen Wang , Zhouchen Lin

We propose a novel approach to the problem of multilevel clustering, which aims to simultaneously partition data in each group and discover grouping patterns among groups in a potentially large hierarchically structured corpus of data. Our…

Machine Learning · Statistics 2017-06-14 Nhat Ho , XuanLong Nguyen , Mikhail Yurochkin , Hung Hai Bui , Viet Huynh , Dinh Phung

Bi-level optimization, especially the gradient-based category, has been widely used in the deep learning community including hyperparameter optimization and meta-knowledge extraction. Bi-level optimization embeds one problem within another…

Machine Learning · Computer Science 2023-07-11 Can Chen , Xi Chen , Chen Ma , Zixuan Liu , Xue Liu

We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…

Optimization and Control · Mathematics 2019-08-20 Jemin George , Tao Yang , He Bai , Prudhvi Gurram