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Modern recommendation systems frequently employ online learning to dynamically update their models with freshly collected data. The most commonly used optimizer for updating neural networks in these contexts is the Adam optimizer, which…

Machine Learning · Computer Science 2025-06-05 Shaowen Wang , Anan Liu , Jian Xiao , Huan Liu , Yuekui Yang , Cong Xu , Qianqian Pu , Suncong Zheng , Wei Zhang , Di Wang , Jie Jiang , Jian Li

This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…

Machine Learning · Computer Science 2014-02-04 Daniel Russo , Benjamin Van Roy

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to…

Machine Learning · Statistics 2019-11-05 Nicki S. Detlefsen , Martin Jørgensen , Søren Hauberg

We propose AdaFamily, a novel method for training deep neural networks. It is a family of adaptive gradient methods and can be interpreted as sort of a blend of the optimization algorithms Adam, AdaBelief and AdaMomentum. We perform…

Machine Learning · Computer Science 2022-03-04 Hannes Fassold

Adaptive optimization methods such as AdaGrad, RMSprop and Adam have been proposed to achieve a rapid training process with an element-wise scaling term on learning rates. Though prevailing, they are observed to generalize poorly compared…

Machine Learning · Computer Science 2019-04-22 Liangchen Luo , Yuanhao Xiong , Yan Liu , Xu Sun

Active learning, an iterative process of selecting the most informative data points for exploration, is crucial for efficient characterization of materials and chemicals property space. Neural networks excel at predicting these properties…

Disordered Systems and Neural Networks · Physics 2025-06-02 Sarah I. Allec , Maxim Ziatdinov

Regression methods are fundamental for scientific and technological applications. However, fitted models can be highly unreliable outside of their training domain, and hence the quantification of their uncertainty is crucial in many of…

Machine Learning · Statistics 2024-03-05 Filippo Bigi , Sanggyu Chong , Michele Ceriotti , Federico Grasselli

Several recently proposed stochastic optimization methods that have been successfully used in training deep networks such as RMSProp, Adam, Adadelta, Nadam are based on using gradient updates scaled by square roots of exponential moving…

Machine Learning · Computer Science 2019-04-22 Sashank J. Reddi , Satyen Kale , Sanjiv Kumar

Neural networks with binary weights are computation-efficient and hardware-friendly, but their training is challenging because it involves a discrete optimization problem. Surprisingly, ignoring the discrete nature of the problem and using…

Machine Learning · Computer Science 2020-08-19 Xiangming Meng , Roman Bachmann , Mohammad Emtiyaz Khan

We propose ${\tt AdaTS}$, a Thompson sampling algorithm that adapts sequentially to bandit tasks that it interacts with. The key idea in ${\tt AdaTS}$ is to adapt to an unknown task prior distribution by maintaining a distribution over its…

Machine Learning · Computer Science 2022-02-28 Soumya Basu , Branislav Kveton , Manzil Zaheer , Csaba Szepesvári

This paper establishes a mathematical foundation for the Adam optimizer, elucidating its connection to natural gradient descent through Riemannian and information geometry. We provide an accessible and detailed analysis of the diagonal…

Machine Learning · Computer Science 2024-09-05 Dongseong Hwang

We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…

Machine Learning · Computer Science 2022-03-21 Cuong Nguyen , Thanh-Toan Do , Gustavo Carneiro

Artificial neural networks (ANNs) are powerful machine learning methods used in many modern applications such as facial recognition, machine translation, and cancer diagnostics. A common issue with ANNs is that they usually have millions or…

Machine Learning · Statistics 2023-05-08 Lars Skaaret-Lund , Geir Storvik , Aliaksandr Hubin

Adam is one of the most influential adaptive stochastic algorithms for training deep neural networks, which has been pointed out to be divergent even in the simple convex setting via a few simple counterexamples. Many attempts, such as…

Machine Learning · Computer Science 2022-08-09 Congliang Chen , Li Shen , Fangyu Zou , Wei Liu

Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…

Machine Learning · Statistics 2018-10-15 Marko Järvenpää , Michael U. Gutmann , Arijus Pleska , Aki Vehtari , Pekka Marttinen

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Machine Learning · Computer Science 2021-09-28 Mathias Löwe , Per Lunnemann Hansen , Sebastian Risi

This paper proposes a conjugate-gradient-based Adam algorithm blending Adam with nonlinear conjugate gradient methods and shows its convergence analysis. Numerical experiments on text classification and image classification show that the…

Optimization and Control · Mathematics 2020-03-04 Yu Kobayashi , Hideaki Iiduka

We introduce a new method for learning Bayesian neural networks, treating them as a stack of multivariate Bayesian linear regression models. The main idea is to infer the layerwise posterior exactly if we know the target outputs of each…

Machine Learning · Computer Science 2024-11-20 Richard Kurle , Alexej Klushyn , Ralf Herbrich
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