Related papers: SEBOOST - Boosting Stochastic Learning Using Subsp…
Recent observations have advanced our understanding of the neural network optimization landscape, revealing the existence of (1) paths of high accuracy containing diverse solutions and (2) wider minima offering improved performance.…
We address the challenge of optimizing meta-parameters (hyperparameters) in machine learning, a key factor for efficient training and high model performance. Rather than relying on expensive meta-parameter search methods, we introduce…
It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…
Bayesian optimization has become a successful tool for hyperparameter optimization of machine learning algorithms, such as support vector machines or deep neural networks. Despite its success, for large datasets, training and validating a…
Deep multitask learning boosts performance by sharing learned structure across related tasks. This paper adapts ideas from deep multitask learning to the setting where only a single task is available. The method is formalized as pseudo-task…
Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…
Realizing high-throughput aberration-corrected Scanning Transmission Electron Microscopy (STEM) exploration of atomic structures requires rapid tuning of multipole probe correctors while compensating for the inevitable drift of the optical…
Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…
We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…
Multi-turn interaction remains challenging for online reinforcement learning. A common solution is trajectory-level optimization, which treats each trajectory as a single training sample. However, this approach can be inefficient and yield…
Despite over two decades of progress, imbalanced data is still considered a significant challenge for contemporary machine learning models. Modern advances in deep learning have magnified the importance of the imbalanced data problem. The…
We tackle the general differentiable meta learning problem that is ubiquitous in modern deep learning, including hyperparameter optimization, loss function learning, few-shot learning, invariance learning and more. These problems are often…
This paper proposes a semi-sequential probabilistic model (SSP) that applies an additional short term memory to enhance the performance of the probabilistic indoor localization. The conventional probabilistic methods normally treat the…
Well-known for its simplicity and effectiveness in classification, AdaBoost, however, suffers from overfitting when class-conditional distributions have significant overlap. Moreover, it is very sensitive to noise that appears in the…
Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Using the theory of modified equations for numerical…
Data rebalancing techniques, including oversampling and undersampling, are a common approach to addressing the challenges of imbalanced data. To tackle unresolved problems related to both oversampling and undersampling, we propose a new…
Momentum method has been used extensively in optimizers for deep learning. Recent studies show that distributed training through K-step averaging has many nice properties. We propose a momentum method for such model averaging approaches. At…
For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…
In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…
Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…