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Related papers: Importance Sampling for Minibatches

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Traditionally, in supervised machine learning, (a significant) part of the available data (usually 50% to 80%) is used for training and the rest for validation. In many problems, however, the data is highly imbalanced in regard to different…

Machine Learning · Computer Science 2020-04-21 Xiaowei Gu , Plamen P Angelov , Eduardo Almeida Soares

The pairwise objective paradigms are an important and essential aspect of machine learning. Examples of machine learning approaches that use pairwise objective functions include differential network in face recognition, metric learning,…

Machine Learning · Computer Science 2022-10-04 Hilal AlQuabeh , Aliakbar Abdurahimov

(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…

Machine Learning · Computer Science 2018-10-09 Jingchang Liu , Linli Xu

Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the…

Machine Learning · Computer Science 2020-10-21 Anant Raj , Cameron Musco , Lester Mackey , Nicolo Fusi

The ability to train complex and highly effective models often requires an abundance of training data, which can easily become a bottleneck in cost, time, and computational resources. Batch active learning, which adaptively issues batched…

We study the problem of minimizing the average of a very large number of smooth functions, which is of key importance in training supervised learning models. One of the most celebrated methods in this context is the SAGA algorithm. Despite…

Machine Learning · Computer Science 2019-01-28 Xu Qian , Zheng Qu , Peter Richtárik

In this paper, we introduce AdaSelection, an adaptive sub-sampling method to identify the most informative sub-samples within each minibatch to speed up the training of large-scale deep learning models without sacrificing model performance.…

Machine Learning · Computer Science 2023-06-21 Minghe Zhang , Chaosheng Dong , Jinmiao Fu , Tianchen Zhou , Jia Liang , Jia Liu , Bo Liu , Michinari Momma , Bryan Wang , Yan Gao , Yi Sun

Deep Neural Networks (DNNs) thrive in recent years in which Batch Normalization (BN) plays an indispensable role. However, it has been observed that BN is costly due to the reduction operations. In this paper, we propose alleviating this…

Machine Learning · Computer Science 2018-11-05 Zhaodong Chen , Lei Deng , Guoqi Li , Jiawei Sun , Xing Hu , Xin Ma , Yuan Xie

The marginal likelihood is a central tool for drawing Bayesian inference about the number of components in mixture models. It is often approximated since the exact form is unavailable. A bias in the approximation may be due to an incomplete…

Computation · Statistics 2014-11-14 Jeong Eun Lee , Christian P. Robert

Importance sampling, which involves sampling from a probability density function (PDF) proportional to the product of an importance weight function and a base PDF, is a powerful technique with applications in variance reduction, biased or…

Machine Learning · Computer Science 2025-02-10 Heasung Kim , Taekyun Lee , Hyeji Kim , Gustavo de Veciana

Learning with few samples is a major challenge for parameter-rich models like deep networks. In contrast, people learn complex new concepts even from very few examples, suggesting that the sample complexity of learning can often be reduced.…

Machine Learning · Computer Science 2019-06-11 Roman Visotsky , Yuval Atzmon , Gal Chechik

Importance sampling is a central idea underlying off-policy prediction in reinforcement learning. It provides a strategy for re-weighting samples from a distribution to obtain unbiased estimates under another distribution. However,…

Machine Learning · Computer Science 2023-06-28 Kristopher De Asis , Eric Graves , Richard S. Sutton

Deep neural networks have gained tremendous popularity in last few years. They have been applied for the task of classification in almost every domain. Despite the success, deep networks can be incredibly slow to train for even moderate…

Machine Learning · Computer Science 2018-10-11 Gaurav Singh , John Shawe-Taylor

Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal…

Optimization and Control · Mathematics 2023-10-05 Enric Ribera Borrell , Jannes Quer , Lorenz Richter , Christof Schütte

Gibbs sampling is a Markov chain Monte Carlo method that is often used for learning and inference on graphical models. Minibatching, in which a small random subset of the graph is used at each iteration, can help make Gibbs sampling scale…

Machine Learning · Computer Science 2019-11-25 Ruqi Zhang , Christopher De Sa

Importance sampling is a popular variance reduction method for Monte Carlo estimation, where a notorious question is how to design good proposal distributions. While in most cases optimal (zero-variance) estimators are theoretically…

Statistics Theory · Mathematics 2021-02-22 Carsten Hartmann , Lorenz Richter

Training neural networks is traditionally done by providing a sequence of random mini-batches sampled uniformly from the entire training data. In this work, we analyze the effect of curriculum learning, which involves the non-uniform…

Machine Learning · Computer Science 2020-12-03 Guy Hacohen , Daphna Weinshall

Most reinforcement learning algorithms take advantage of an experience replay buffer to repeatedly train on samples the agent has observed in the past. Not all samples carry the same amount of significance and simply assigning equal…

Machine Learning · Computer Science 2023-11-02 Shivakanth Sujit , Somjit Nath , Pedro H. M. Braga , Samira Ebrahimi Kahou

In the field of computational physics and material science, the efficient sampling of rare events occurring at atomic scale is crucial. It aids in understanding mechanisms behind a wide range of important phenomena, including protein…

Machine Learning · Computer Science 2024-01-17 Xinru Hua , Rasool Ahmad , Jose Blanchet , Wei Cai

Spiking neural networks (SNNs) are a promising candidate for biologically-inspired and energy efficient computation. However, their simulation is notoriously time consuming, and may be seen as a bottleneck in developing competitive training…

Neural and Evolutionary Computing · Computer Science 2019-09-06 Daniel J. Saunders , Cooper Sigrist , Kenneth Chaney , Robert Kozma , Hava T. Siegelmann