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In this paper we develop a statistical theory and an implementation of deep learning models. We show that an elegant variable splitting scheme for the alternating direction method of multipliers optimises a deep learning objective. We allow…

Machine Learning · Statistics 2015-09-22 Nicholas G. Polson , Brandon T. Willard , Massoud Heidari

This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…

Neural and Evolutionary Computing · Computer Science 2018-02-14 Dianhui Wang , Ming Li

Many applications in machine learning or signal processing involve nonsmooth optimization problems. This nonsmoothness brings a low-dimensional structure to the optimal solutions. In this paper, we propose a randomized proximal gradient…

Optimization and Control · Mathematics 2020-04-29 Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

In this paper we present a practical Bayesian self-supervised learning method with Cyclical Stochastic Gradient Hamiltonian Monte Carlo (cSGHMC). Within this framework, we place a prior over the parameters of a self-supervised learning…

Machine Learning · Computer Science 2023-08-03 Masoumeh Javanbakhat , Christoph Lippert

Deep models are designed to operate on huge volumes of high dimensional data such as images. In order to reduce the volume of data these models must process, we propose a set-based two-stage end-to-end neural subsampling model that is…

Machine Learning · Computer Science 2022-05-31 Bruno Andreis , Seanie Lee , A. Tuan Nguyen , Juho Lee , Eunho Yang , Sung Ju Hwang

Stochastic differential equations have been an important tool in modeling complex financial relations, equipped with the possibility of being multidimensional to better oversee complexities inherent in finance. This multidimensionality,…

Mathematical Finance · Quantitative Finance 2025-08-22 Ahmet Umur Özsoy

Foundation models enable prompt-based classifiers for zero-shot and few-shot learning. Nonetheless, the conventional method of employing fixed prompts suffers from distributional shifts that negatively impact generalizability to unseen…

Machine Learning · Computer Science 2024-10-29 Yingjun Du , Gaowen Liu , Yuzhang Shang , Yuguang Yao , Ramana Kompella , Cees G. M. Snoek

Unsupervised text embedding methods, such as Skip-gram and Paragraph Vector, have been attracting increasing attention due to their simplicity, scalability, and effectiveness. However, comparing to sophisticated deep learning architectures…

Computation and Language · Computer Science 2015-08-04 Jian Tang , Meng Qu , Qiaozhu Mei

Representation learning is a fundamental building block for analyzing entities in a database. While the existing embedding learning methods are effective in various data mining problems, their applicability is often limited because these…

Machine Learning · Computer Science 2020-09-24 Chin-Chia Michael Yeh , Dhruv Gelda , Zhongfang Zhuang , Yan Zheng , Liang Gou , Wei Zhang

Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…

Machine Learning · Statistics 2019-06-21 Atanas Mirchev , Baris Kayalibay , Maximilian Soelch , Patrick van der Smagt , Justin Bayer

Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques…

Machine Learning · Computer Science 2023-03-08 Dennis Ulmer , Christian Hardmeier , Jes Frellsen

In the context of supervised statistical learning, it is typically assumed that the training set comes from the same distribution that draws the test samples. When this is not the case, the behavior of the learned model is unpredictable and…

Machine Learning · Computer Science 2022-05-12 Antonio-Javier Gallego , Jorge Calvo-Zaragoza , Robert B. Fisher

Stochastic versions of proximal methods have gained much attention in statistics and machine learning. These algorithms tend to admit simple, scalable forms, and enjoy numerical stability via implicit updates. In this work, we propose and…

Machine Learning · Statistics 2024-09-09 Haoyu Jiang , Jason Xu

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Numerical Analysis · Mathematics 2018-11-27 Truong-Vinh Hoang , Hermann G. Matthies

Most approaches in few-shot learning rely on costly annotated data related to the goal task domain during (pre-)training. Recently, unsupervised meta-learning methods have exchanged the annotation requirement for a reduction in few-shot…

Machine Learning · Computer Science 2020-06-23 Carlos Medina , Arnout Devos , Matthias Grossglauser

There has been an intense recent activity in embedding of very high dimensional and nonlinear data structures, much of it in the data science and machine learning literature. We survey this activity in four parts. In the first part we cover…

Machine Learning · Statistics 2022-09-01 Dag Tjøstheim , Martin Jullum , Anders Løland

We develop a new randomized iterative algorithm---stochastic dual ascent (SDA)---for finding the projection of a given vector onto the solution space of a linear system. The method is dual in nature: with the dual being a non-strongly…

Numerical Analysis · Mathematics 2016-01-29 Robert Mansel Gower , Peter Richtarik

Data clustering, the task of grouping observations according to their similarity, is a key component of unsupervised learning -- with real world applications in diverse fields such as biology, medicine, and social science. Often in these…

Machine Learning · Computer Science 2023-09-20 Anne Sophie Riis Damstrup , Sofie Tosti Madsen , Michele Coscia

We introduce a method for embedding words as probability densities in a low-dimensional space. Rather than assuming that a word embedding is fixed across the entire text collection, as in standard word embedding methods, in our Bayesian…

Computation and Language · Computer Science 2018-06-12 Arthur Bražinskas , Serhii Havrylov , Ivan Titov