Related papers: A Scalable and Extensible Framework for Superposit…
Recurrent neural networks (RNNs) have recently achieved remarkable successes in a number of applications. However, the huge sizes and computational burden of these models make it difficult for their deployment on edge devices. A practically…
We propose a new sparse regression method called the component lasso, based on a simple idea. The method uses the connected-components structure of the sample covariance matrix to split the problem into smaller ones. It then solves the…
In real applications, interaction between machine learning models and domain experts is critical; however, the classical machine learning paradigm that usually produces only a single model does not facilitate such interaction. Approximating…
The LASSO is an attractive regularisation method for linear regression that combines variable selection with an efficient computation procedure. This paper is concerned with enhancing the performance of LASSO for square-free hierarchical…
The question of how to incorporate curvature information in stochastic approximation methods is challenging. The direct application of classical quasi- Newton updating techniques for deterministic optimization leads to noisy curvature…
The Lasso has become a benchmark data analysis procedure, and numerous variants have been proposed in the literature. Although the Lasso formulations are stated so that overall prediction error is optimized, no full control over the…
We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…
We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…
Recurrent neural networks are a powerful means to cope with time series. We show how autoregressive linear, i.e., linearly activated recurrent neural networks (LRNNs) can approximate any time-dependent function f(t). The approximation can…
Lifted Relational Neural Networks (LRNNs) describe relational domains using weighted first-order rules which act as templates for constructing feed-forward neural networks. While previous work has shown that using LRNNs can lead to…
The theoretical analysis of many problems in physics, astronomy and applied mathematics requires an efficient numerical exploration of multimodal parameter spaces that exhibit broken ergodicity. Monte Carlo methods are widely used to deal…
Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…
A new statistical technique for constructing linear latent structure (LLS) models from available data, supported by well established theoretical results and an efficient algorithm, is presented. The method reduces the problem of estimating…
Leveraging on the underlying low-dimensional structure of data, low-rank and sparse modeling approaches have achieved great success in a wide range of applications. However, in many applications the data can display structures beyond simply…
Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…
Motivated by applications arising from large scale optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving unconstrained convex optimization problems. The convergence analysis of the SQN methods,…
Much work has been done recently to make neural networks more interpretable, and one obvious approach is to arrange for the network to use only a subset of the available features. In linear models, Lasso (or $\ell_1$-regularized) regression…
Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the posterior normalising constant. In this work, we significantly…
This paper proposes a composable fine-tuning method that integrates graph structural priors with modular adapters to address the high computational cost and structural instability faced by large-scale pre-trained models in multi-task…
Recent Newton-type federated learning algorithms have demonstrated linear convergence with respect to the communication rounds. However, communicating Hessian matrices is often unfeasible due to their quadratic communication complexity. In…