Related papers: Stochastic Dykstra Algorithms for Metric Learning …
Localizing more sources than sensors with a sparse linear array (SLA) has long relied on minimizing a distance between two covariance matrices and recent algorithms often utilize semidefinite programming (SDP). Although deep neural network…
Most existing distance metric learning methods assume perfect side information that is usually given in pairwise or triplet constraints. Instead, in many real-world applications, the constraints are derived from side information, such as…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…
We exploit a recently derived inversion scheme for arbitrary deep neural networks to develop a new semi-supervised learning framework that applies to a wide range of systems and problems. The approach outperforms current state-of-the-art…
Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…
We present a semi-supervised learning algorithm for learning discrete factor analysis models with arbitrary structure on the latent variables. Our algorithm assumes that every latent variable has an "anchor", an observed variable with only…
We present new differentially private algorithms for learning a large-margin halfspace. In contrast to previous algorithms, which are based on either differentially private simulations of the statistical query model or on private convex…
The Nystrom method is an efficient technique used to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…
This paper introduces an algorithm to select demonstration examples for in-context learning of a query set. Given a set of $n$ examples, how can we quickly select $k$ out of $n$ to best serve as the conditioning for downstream inference?…
Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…
The Nystrom method is an efficient technique to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…
Invariance (defined in a general sense) has been one of the most effective priors for representation learning. Direct factorization of parametric models is feasible only for a small range of invariances, while regularization approaches,…
Training deep learning neural networks often requires massive amounts of computational ressources. We propose to sequentially monitor network predictions to trigger retraining only if the predictions are no longer valid. This can reduce…
A popular method for finding the projection onto the intersection of two closed convex subsets in Hilbert space is Dykstra's algorithm. In this paper, we provide sufficient conditions for Dykstra's algorithm to converge rapidly, in finitely…
In this paper, we propose a novel deep coherence model (DCM) using a convolutional neural network architecture to capture the text coherence. The text coherence problem is investigated with a new perspective of learning sentence…
We study the problem of computationally efficient proper agnostic learning of multidimensional concept classes under the Gaussian distribution. In this setting, given i.i.d. labeled samples from an unknown distribution over $\mathbb{R}^d…
We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…
We study the problem of agnostically learning halfspaces which is defined by a fixed but unknown distribution $\mathcal{D}$ on $\mathbb{Q}^n\times \{\pm 1\}$. We define $\mathrm{Err}_{\mathrm{HALF}}(\mathcal{D})$ as the least error of a…
We introduce a new unsupervised learning problem: clustering wide-sense stationary ergodic stochastic processes. A covariance-based dissimilarity measure together with asymptotically consistent algorithms is designed for clustering offline…