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Federated learning performed by a decentralized networks of agents is becoming increasingly important with the prevalence of embedded software on autonomous devices. Bayesian approaches to learning benefit from offering more information as…

Machine Learning · Computer Science 2021-07-16 Vyacheslav Kungurtsev , Adam Cobb , Tara Javidi , Brian Jalaian

Meta-learning involves training models on a variety of training tasks in a way that enables them to generalize well on new, unseen test tasks. In this work, we consider meta-learning within the framework of high-dimensional multivariate…

Statistics Theory · Mathematics 2024-04-01 Yanhao Jin , Krishnakumar Balasubramanian , Debashis Paul

Deep distance metric learning (DDML), which is proposed to learn image similarity metrics in an end-to-end manner based on the convolution neural network, has achieved encouraging results in many computer vision tasks.$L2$-normalization in…

Computer Vision and Pattern Recognition · Computer Science 2018-03-29 Xuefei Zhe , Shifeng Chen , Hong Yan

Importance sampling has been successfully used to accelerate stochastic optimization in many convex problems. However, the lack of an efficient way to calculate the importance still hinders its application to Deep Learning. In this paper,…

Machine Learning · Computer Science 2017-09-14 Angelos Katharopoulos , François Fleuret

This paper introduces the Metric-Free Natural Gradient (MFNG) algorithm for training Boltzmann Machines. Similar in spirit to the Hessian-Free method of Martens [8], our algorithm belongs to the family of truncated Newton methods and…

Machine Learning · Computer Science 2013-03-19 Guillaume Desjardins , Razvan Pascanu , Aaron Courville , Yoshua Bengio

A new algorithm based on bayesian inference for learning local graph conductance based on Gaussian Process(GP) is given that uses advanced MCMC convergence ideas to create a scalable and fast algorithm for convergence to stationary…

Machine Learning · Computer Science 2022-04-28 Farshad Noravesh

Bayesian inverse problems highly rely on efficient and effective inference methods for uncertainty quantification (UQ). Infinite-dimensional MCMC algorithms, directly defined on function spaces, are robust under refinement of physical…

Computation · Statistics 2019-05-22 Shiwei Lan

Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…

Optimization and Control · Mathematics 2021-11-11 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

Langevin algorithms are gradient descent methods with additive noise. They have been used for decades in Markov chain Monte Carlo (MCMC) sampling, optimization, and learning. Their convergence properties for unconstrained non-convex…

Machine Learning · Computer Science 2020-12-23 Andrew Lamperski

In this work, we initiate the study of Hamiltonian learning for positive temperature bosonic Gaussian states, the quantum generalization of the widely studied problem of learning Gaussian graphical models. We obtain efficient protocols,…

Quantum Physics · Physics 2025-04-08 Marco Fanizza , Cambyse Rouzé , Daniel Stilck França

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

Machine Learning · Computer Science 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

Gradient-based Monte Carlo sampling algorithms, like Langevin dynamics and Hamiltonian Monte Carlo, are important methods for Bayesian inference. In large-scale settings, full-gradients are not affordable and thus stochastic gradients…

Machine Learning · Computer Science 2019-06-25 Zhize Li , Tianyi Zhang , Shuyu Cheng , Jun Zhu , Jian Li

Sketching is a dimensionality reduction technique where one compresses a matrix by linear combinations that are chosen at random. A line of work has shown how to sketch the Hessian to speed up each iteration in a second order method, but…

Machine Learning · Computer Science 2021-10-07 Yi Li , Honghao Lin , David P. Woodruff

Second-order optimizers hold intriguing potential for deep learning, but suffer from increased cost and sensitivity to the non-convexity of the loss surface as compared to gradient-based approaches. We introduce a coordinate descent method…

Machine Learning · Computer Science 2020-06-19 Ravi G. Patel , Nathaniel A. Trask , Mamikon A. Gulian , Eric C. Cyr

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…

Numerical Analysis · Mathematics 2023-08-08 Tony Lelièvre , Régis Santet , Gabriel Stoltz

In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…

Optimization and Control · Mathematics 2021-01-26 Junqi Tang , Karen Egiazarian , Mohammad Golbabaee , Mike Davies

Gaussian mixture models (GMM) are powerful parametric tools with many applications in machine learning and computer vision. Expectation maximization (EM) is the most popular algorithm for estimating the GMM parameters. However, EM…

Computer Vision and Pattern Recognition · Computer Science 2017-11-17 Soheil Kolouri , Gustavo K. Rohde , Heiko Hoffmann

Riemannian manifold Hamiltonian Monte Carlo (RMHMC) is a sampling algorithm that seeks to adapt proposals to the local geometry of the posterior distribution. The specific form of the Hamiltonian used in RMHMC necessitates {\it…

Computation · Statistics 2021-11-22 James A. Brofos , Roy R. Lederman

Deep learning (DL)-based methods have achieved state-of-the-art performance for many medical image segmentation tasks. Nevertheless, recent studies show that deep neural networks (DNNs) can be miscalibrated and overconfident, leading to…

Image and Video Processing · Electrical Eng. & Systems 2024-06-28 Yidong Zhao , Joao Tourais , Iain Pierce , Christian Nitsche , Thomas A. Treibel , Sebastian Weingärtner , Artur M. Schweidtmann , Qian Tao

We present a mathematical construction for the restricted Boltzmann machine (RBM) that doesn't require specifying the number of hidden units. In fact, the hidden layer size is adaptive and can grow during training. This is obtained by first…

Machine Learning · Computer Science 2016-03-21 Marc-Alexandre Côté , Hugo Larochelle