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We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…

Optimization and Control · Mathematics 2022-11-03 Natasa Krejic , Natasa Krklec Jerinkic , Tijana Ostojic

We study parameter estimation in Nonlinear Factor Analysis (NFA) where the generative model is parameterized by a deep neural network. Recent work has focused on learning such models using inference (or recognition) networks; we identify a…

Machine Learning · Statistics 2017-10-18 Rahul G. Krishnan , Dawen Liang , Matthew Hoffman

We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the…

Machine Learning · Computer Science 2013-09-27 Oluwasanmi Koyejo , Joydeep Ghosh

In this paper we derive an efficient algorithm to learn the parameters of structured predictors in general graphical models. This algorithm blends the learning and inference tasks, which results in a significant speedup over traditional…

Machine Learning · Computer Science 2013-09-02 Tamir Hazan , Alexander Schwing , David McAllester , Raquel Urtasun

The existing machine learning algorithms for minimizing the convex function over a closed convex set suffer from slow convergence because their learning rates must be determined before running them. This paper proposes two machine learning…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…

Methodology · Statistics 2022-09-29 Xin Xin , Boyi Xie , Yunhai Xiao

Feature selection is important step in machine learning since it has shown to improve prediction accuracy while depressing the curse of dimensionality of high dimensional data. The neural networks have experienced tremendous success in…

Machine Learning · Computer Science 2021-07-13 Peter Bugata , Peter Drotar

Nonparametric methods are widely applicable to statistical inference problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeates benefits from variable selection and compressive…

Machine Learning · Statistics 2015-03-19 Gonzalo Mateos , Georgios B. Giannakis

We consider a discriminative learning (regression) problem, whereby the regression function is a convex combination of k linear classifiers. Existing approaches are based on the EM algorithm, or similar techniques, without provable…

Machine Learning · Computer Science 2014-08-01 Yuekai Sun , Stratis Ioannidis , Andrea Montanari

In domains like bioinformatics, information retrieval and social network analysis, one can find learning tasks where the goal consists of inferring a ranking of objects, conditioned on a particular target object. We present a general kernel…

Machine Learning · Computer Science 2013-06-11 Tapio Pahikkala , Antti Airola , Michiel Stock , Bernard De Baets , Willem Waegeman

We study the problem of learning latent variables in Gaussian graphical models. Existing methods for this problem assume that the precision matrix of the observed variables is the superposition of a sparse and a low-rank component. In this…

Machine Learning · Statistics 2017-07-12 Mohammadreza Soltani , Chinmay Hegde

While the SLIM approach obtained high ranking-accuracy in many experiments in the literature, it is also known for its high computational cost of learning its parameters from data. For this reason, we focus in this paper on variants of…

Information Retrieval · Computer Science 2019-05-01 Harald Steck

Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is…

Methodology · Statistics 2018-11-08 Britta Velten , Wolfgang Huber

This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…

Methodology · Statistics 2023-11-27 Ying Jin , Dominik Rothenhäusler

We propose a novel regularization algorithm to train deep neural networks, in which data at training time is severely biased. Since a neural network efficiently learns data distribution, a network is likely to learn the bias information to…

Computer Vision and Pattern Recognition · Computer Science 2019-04-16 Byungju Kim , Hyunwoo Kim , Kyungsu Kim , Sungjin Kim , Junmo Kim

Deep classifiers are known to rely on spurious features $\unicode{x2013}$ patterns which are correlated with the target on the training data but not inherently relevant to the learning problem, such as the image backgrounds when classifying…

Machine Learning · Computer Science 2022-10-21 Pavel Izmailov , Polina Kirichenko , Nate Gruver , Andrew Gordon Wilson

In this paper we consider a problem of searching a space of predictive models for a given training data set. We propose an iterative procedure for deriving a sequence of improving models and a corresponding sequence of sets of non-linear…

Machine Learning · Computer Science 2014-02-18 Michael Tetelman

We propose a new algorithm to learn a one-hidden-layer convolutional neural network where both the convolutional weights and the outputs weights are parameters to be learned. Our algorithm works for a general class of (potentially…

Machine Learning · Computer Science 2018-06-05 Simon S. Du , Surbhi Goel

We adapt a manifold sampling algorithm for the nonsmooth, nonconvex formulations of learning that arise when imposing robustness to outliers present in the training data. We demonstrate the approach on objectives based on trimmed loss.…

Optimization and Control · Mathematics 2018-07-10 Matt Menickelly , Stefan M. Wild

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

Optimization and Control · Mathematics 2021-12-20 Yiyuan She , Zhifeng Wang , Jiuwu Jin