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We propose a new \emph{Transformed Risk Minimization} (TRM) framework as an extension of classical risk minimization. In TRM, we optimize not only over predictive models, but also over data transformations; specifically over distributions…

Machine Learning · Computer Science 2023-10-09 Evangelos Chatzipantazis , Stefanos Pertigkiozoglou , Kostas Daniilidis , Edgar Dobriban

We consider the problem of reconstructing a signal from multi-layered (possibly) non-linear measurements. Using non-rigorous but standard methods from statistical physics we present the Multi-Layer Approximate Message Passing (ML-AMP)…

Information Theory · Computer Science 2020-01-22 Andre Manoel , Florent Krzakala , Marc Mézard , Lenka Zdeborová

Sharpness-aware Minimization (SAM) has been proposed recently to improve model generalization ability. However, SAM calculates the gradient twice in each optimization step, thereby doubling the computation costs compared to stochastic…

Computer Vision and Pattern Recognition · Computer Science 2024-03-15 Jiaxin Deng , Junbiao Pang , Baochang Zhang , Tian Wang

We present a new algorithm for stochastic variational inference that targets at models with non-differentiable densities. One of the key challenges in stochastic variational inference is to come up with a low-variance estimator of the…

Machine Learning · Computer Science 2018-10-26 Wonyeol Lee , Hangyeol Yu , Hongseok Yang

The use of adaptive mesh refinement (AMR) techniques is crucial for accurate and efficient simulation of higher dimensional spacetimes. In this work we develop an adaptive algorithm tailored to the integration of finite difference…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Frans Pretorius , Luis Lehner

Stochastic gradient-based optimisation for discrete latent variable models is challenging due to the high variance of gradients. We introduce a variance reduction technique for score function estimators that makes use of double control…

Machine Learning · Statistics 2022-06-07 Michalis K. Titsias , Jiaxin Shi

We propose a variance reduction framework for variational inference using the Multilevel Monte Carlo (MLMC) method. Our framework is built on reparameterized gradient estimators and "recycles" parameters obtained from past update history in…

Machine Learning · Statistics 2021-12-03 Masahiro Fujisawa , Issei Sato

We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-order ARMA approximations in the state space representation,…

Econometrics · Economics 2020-11-10 Tobias Hartl , Roland Weigand

Model merging has emerged as a cost-efficient approximation to multitask learning. Among merging strategies, task arithmetic is notable for its simplicity and effectiveness. In this work, we provide a theoretical motivation for task vectors…

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

We show a connection between the Fourier spectrum of Boolean functions and the REINFORCE gradient estimator for binary latent variable models. We show that REINFORCE estimates (up to a factor) the degree-1 Fourier coefficients of a Boolean…

Machine Learning · Computer Science 2018-08-14 Adeel Pervez

Autoregressive models (ARMs) currently hold state-of-the-art performance in likelihood-based modeling of image and audio data. Generally, neural network based ARMs are designed to allow fast inference, but sampling from these models is…

Machine Learning · Computer Science 2020-07-09 Auke Wiggers , Emiel Hoogeboom

We introduce \emph{Adaptive RAG Memory} (ARM), a retrieval-augmented generation (RAG) framework that replaces a static vector index with a \emph{dynamic} memory substrate governed by selective remembrance and decay. Frequently retrieved…

Information Retrieval · Computer Science 2026-01-07 Okan Bursa

Recent image-to-3D reconstruction models have greatly advanced geometry generation, but they still struggle to faithfully generate realistic appearance. To address this, we introduce ARM, a novel method that reconstructs high-quality 3D…

Computer Vision and Pattern Recognition · Computer Science 2024-11-19 Xiang Feng , Chang Yu , Zoubin Bi , Yintong Shang , Feng Gao , Hongzhi Wu , Kun Zhou , Chenfanfu Jiang , Yin Yang

Reducing the variance of the gradient estimator is known to improve the convergence rate of stochastic gradient-based optimization and sampling algorithms. One way of achieving variance reduction is to design importance sampling strategies.…

Machine Learning · Computer Science 2021-03-24 Ayoub El Hanchi , David A. Stephens

Model merging aims to combine multiple task-specific expert models into a single model while preserving generalization across diverse tasks. However, interference among experts, especially when they are trained on different objectives,…

Computation and Language · Computer Science 2026-04-09 Bo Xu , Haotian Wu , Hehai Lin , Weiquan Huang , Beier Zhu , Yao Shu , Chengwei Qin

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

Numerical Analysis · Computer Science 2023-04-25 Chao Zhang , Zebang Shen , Hui Qian , Tengfei Zhou , Jianya Zhou , Jianying Zhou

We present an extension of Vapnik's classical empirical risk minimizer (ERM) where the empirical risk is replaced by a median-of-means (MOM) estimator, the new estimators are called MOM minimizers. While ERM is sensitive to corruption of…

Statistics Theory · Mathematics 2018-08-10 Guillaume Lecué , Matthieu Lerasle , Timothée Mathieu

In compressed sensing, measurements are typically contaminated by additive noise, and therefore, information about the noise variance is often needed to design algorithms. In this paper, we propose a method for estimating the unknown noise…

Signal Processing · Electrical Eng. & Systems 2025-03-24 Ryo Hayakawa

Neural networks produced by standard training are known to suffer from poor accuracy on rare subgroups despite achieving high accuracy on average, due to the correlations between certain spurious features and labels. Previous approaches…

Machine Learning · Computer Science 2024-04-10 Gaotang Li , Jiarui Liu , Wei Hu