Related papers: Coarse-grained sensitivity for multiscale data ass…
This paper develops methodology for local sensitivity analysis based on directional derivatives associated with spatial processes. Formal gradient analysis for spatial processes was elaborated in previous papers, focusing on distribution…
Gradient-based techniques are becoming increasingly critical in quantitative fields, notably in statistics and computer science. The utility of these techniques, however, ultimately depends on how efficiently we can evaluate the derivatives…
In our work, we propose a novel yet simple approach to obtain an adaptive learning rate for gradient-based descent methods on classification tasks. Instead of the traditional approach of selecting adaptive learning rates via the decayed…
This paper proposes a simple but effective graph-based agglomerative algorithm, for clustering high-dimensional data. We explore the different roles of two fundamental concepts in graph theory, indegree and outdegree, in the context of…
A common belief in high-dimensional data analysis is that data are concentrated on a low-dimensional manifold. This motivates simultaneous dimension reduction and regression on manifolds. We provide an algorithm for learning gradients on…
The goal of multi-task learning is to enable more efficient learning than single task learning by sharing model structures for a diverse set of tasks. A standard multi-task learning objective is to minimize the average loss across all…
This paper proposes an active learning (AL) algorithm to solve regression problems based on inverse-distance weighting functions for selecting the feature vectors to query. The algorithm has the following features: (i) supports both…
In applications such as free-space optical communication, a signal is often recovered after propagation through a turbulent medium. In this setting, it is common to assume that limited information is known about the turbulent medium, such…
The article considers the discrete analogue of the method of quickest descent for an inverse Acoustics problem in case of a smooth source. The authors derived the gradient of functional in differential and discrete cases, described the…
We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…
We provide the first convergence analysis of local gradient descent for minimizing the average of smooth and convex but otherwise arbitrary functions. Problems of this form and local gradient descent as a solution method are of importance…
Stochastic optimization plays a crucial role in the advancement of deep learning technologies. Over the decades, significant effort has been dedicated to improving the training efficiency and robustness of deep neural networks, via various…
Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…
Categorical data are present in key areas such as health or supply chain, and this data require specific treatment. In order to apply recent machine learning models on such data, encoding is needed. In order to build interpretable models,…
Gradient sampling (GS) has proved to be an effective methodology for the minimization of objective functions that may be nonconvex and/or nonsmooth. The most computationally expensive component of a contemporary GS method is the need to…
Reducing the variance of the gradient estimator is known to improve the convergence rate of stochastic gradient-based optimization and sampling algorithms. One way of achieving variance reduction is to design importance sampling strategies.…
This paper explores the application of active learning strategies to adaptively learn Sobol indices for global sensitivity analysis. We demonstrate that active learning for Sobol indices poses unique challenges due to the definition of the…
Graph-based models require aggregating information in the graph from neighbourhoods of different sizes. In particular, when the data exhibit varying levels of smoothness on the graph, a multi-scale approach is required to capture the…
We propose GradTail, an algorithm that uses gradients to improve model performance on the fly in the face of long-tailed training data distributions. Unlike conventional long-tail classifiers which operate on converged - and possibly…
We consider systems of ordinary differential equations with multiple scales in time. In general, we are interested in the long time horizon of a slow variable that is coupled to solution components that act on a fast scale. Although the…