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Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…

Machine Learning · Computer Science 2018-11-13 Rohitash Chandra , Konark Jain , Ratneel V. Deo , Sally Cripps

We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Tiffany Vlaar , Timothée Pouchon , Amos Storkey

Hyperparameter tuning is one of the essential steps to guarantee the convergence of machine learning models. We argue that intuition about the optimal choice of hyperparameters for stochastic gradient descent can be obtained by studying a…

Disordered Systems and Neural Networks · Physics 2025-12-12 Chanju Park , Biagio Lucini , Gert Aarts

We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Timothée Pouchon , Tiffany Vlaar , Amos Storkey

In this paper we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings. Our method uses the partial information gained during the training of a machine…

Machine Learning · Statistics 2014-06-17 Kevin Swersky , Jasper Snoek , Ryan Prescott Adams

Latent variable models are widely used in social and behavioural sciences, including education, psychology, and political science. With the increasing availability of large and complex datasets, high-dimensional latent variable models have…

Computation · Statistics 2025-12-09 Motonori Oka , Yunxiao Chen , Irini Moustaki

A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…

Machine Learning · Computer Science 2020-09-10 Rong Ge , Holden Lee , Andrej Risteski

The rise of artificial intelligence (AI) hinges on the efficient training of modern deep neural networks (DNNs) for non-convex optimization and uncertainty quantification, which boils down to a non-convex Bayesian learning problem. A…

Computation · Statistics 2023-06-01 Wei Deng

Deep learning applications require global optimization of non-convex objective functions, which have multiple local minima. The same problem is often found in physical simulations and may be resolved by the methods of Langevin dynamics with…

Machine Learning · Statistics 2021-05-24 Oleksandr Borysenko , Maksym Byshkin

The training of neural networks is a complex, high-dimensional, non-convex and noisy optimization problem whose theoretical understanding is interesting both from an applicative perspective and for fundamental reasons. A core challenge is…

Statistical Mechanics · Physics 2023-04-19 Theo Jules , Gal Brener , Tal Kachman , Noam Levi , Yohai Bar-Sinai

Motivated by decentralized approaches to machine learning, we propose a collaborative Bayesian learning algorithm taking the form of decentralized Langevin dynamics in a non-convex setting. Our analysis show that the initial KL-divergence…

Machine Learning · Statistics 2021-01-12 Anjaly Parayil , He Bai , Jemin George , Prudhvi Gurram

In industrial machine learning pipelines, data often arrive in parts. Particularly in the case of deep neural networks, it may be too expensive to train the model from scratch each time, so one would rather use a previously learned model…

Machine Learning · Statistics 2018-03-29 Max Kochurov , Timur Garipov , Dmitry Podoprikhin , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov

Adaptive or dynamic signal sampling in sensing systems can adapt subsequent sampling strategies based on acquired signals, thereby potentially improving image quality and speed. This paper proposes a Bayesian method for adaptive sampling…

Signal Processing · Electrical Eng. & Systems 2023-02-28 Guanhua Wang , Douglas C. Noll , Jeffrey A. Fessler

Backpropagation with gradient descent is a common optimization strategy employed by most neural network architectures in machine learning. However, finding optimal hyperparameters to guide training has proven challenging. While it is widely…

Machine Learning · Computer Science 2026-05-20 Vy Bui , Hang Yu , Karthik Kantipudi , Ziv Yaniv , Stefan Jaeger

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

We study stochastic optimization of nonconvex loss functions, which are typical objectives for training neural networks. We propose stochastic approximation algorithms which optimize a series of regularized, nonlinearized losses on large…

Machine Learning · Computer Science 2019-03-12 Weiran Wang , Nathan Srebro

We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…

Machine Learning · Statistics 2022-07-26 Michael Y. -S. Fang , Mayur Mudigonda , Ryan Zarcone , Amir Khosrowshahi , Bruno A. Olshausen

The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…

Machine Learning · Computer Science 2025-08-07 Chengcheng Yan , Jiawei Xu , Zheng Peng , Qingsong Wang

Effective training of deep neural networks suffers from two main issues. The first is that the parameter spaces of these models exhibit pathological curvature. Recent methods address this problem by using adaptive preconditioning for…

Machine Learning · Statistics 2015-12-25 Chunyuan Li , Changyou Chen , David Carlson , Lawrence Carin

We take a Bayesian perspective to illustrate a connection between training speed and the marginal likelihood in linear models. This provides two major insights: first, that a measure of a model's training speed can be used to estimate its…

Machine Learning · Computer Science 2020-10-28 Clare Lyle , Lisa Schut , Binxin Ru , Yarin Gal , Mark van der Wilk
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