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Gradient estimation -- approximating the gradient of an expectation with respect to the parameters of a distribution -- is central to the solution of many machine learning problems. However, when the distribution is discrete, most common…

Machine Learning · Statistics 2024-04-16 Jiaxin Shi , Yuhao Zhou , Jessica Hwang , Michalis K. Titsias , Lester Mackey

Query complexity is a model of computation in which we have to compute a function $f(x_1, \ldots, x_N)$ of variables $x_i$ which can be accessed via queries. The complexity of an algorithm is measured by the number of queries that it makes.…

Quantum Physics · Physics 2017-12-19 Andris Ambainis

Variational empirical Bayes (VEB) methods provide a practically attractive approach to fitting large, sparse, multiple regression models. These methods usually use coordinate ascent to optimize the variational objective function, an…

Methodology · Statistics 2024-11-25 Saikat Banerjee , Peter Carbonetto , Matthew Stephens

This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More…

Optimization and Control · Mathematics 2023-10-03 Nikita Kornilov , Eduard Gorbunov , Mohammad Alkousa , Fedor Stonyakin , Pavel Dvurechensky , Alexander Gasnikov

Recently proposed gradient estimators enable gradient descent over stochastic programs with discrete jumps in the response surface, which are not covered by automatic differentiation (AD) alone. Although these estimators' capability to…

Machine Learning · Computer Science 2024-04-09 Philipp Andelfinger , Justin N. Kreikemeyer

Stochastic kinetic models are ubiquitous in physics, yet inferring their parameters from experimental data remains challenging. In deterministic models, parameter inference often relies on gradients, as they can be obtained efficiently…

Computational Physics · Physics 2026-04-03 Ludwig Burger , Annalena Kofler , Lukas Heinrich , Ulrich Gerland

Sampling noisy intermediate-scale quantum devices is a fundamental step that converts coherent quantum-circuit outputs to measurement data for running variational quantum algorithms that utilize gradient and Hessian methods in cost-function…

Quantum Physics · Physics 2023-07-04 Y. S. Teo

Quantum phase estimation is one of the key algorithms in the field of quantum computing, but up until now, only approximate expressions have been derived for the probability of error. We revisit these derivations, and find that by ensuring…

Quantum Physics · Physics 2012-02-13 James M. Chappell , Max A. Lohe , Lorenz von Smekal , Azhar Iqbal , Derek Abbott

We propose a quantum algorithm for `extremal learning', which is the process of finding the input to a hidden function that extremizes the function output, without having direct access to the hidden function, given only partial input-output…

Variational Bayes (VB) is a critical method in machine learning and statistics, underpinning the recent success of Bayesian deep learning. The natural gradient is an essential component of efficient VB estimation, but it is prohibitively…

Quantum Physics · Physics 2022-06-22 Anna Lopatnikova , Minh-Ngoc Tran

The generalized eigenvalue (GE) problems are of particular importance in various areas of science engineering and machine learning. We present a variational quantum algorithm for finding the desired generalized eigenvalue of the GE problem,…

Quantum Physics · Physics 2022-03-08 Jin-Min Liang , Shu-Qian Shen , Ming Li , Shao-Ming Fei

Approximate Counting refers to the problem where we are given query access to a function $f : [N] \to \{0,1\}$, and we wish to estimate $K = #\{x : f(x) = 1\}$ to within a factor of $1+\epsilon$ (with high probability), while minimizing the…

Quantum Physics · Physics 2020-10-12 Ramgopal Venkateswaran , Ryan O'Donnell

We adapt the gradient sampling algorithm to the local scoring algorithm to solve complex estimation problems based on an optimization of an objective function. This overcomes non-differentiability and non-smoothness of the objective…

Methodology · Statistics 2017-05-30 Marc-Olivier Boldi , Valérie Chavez-Demoulin

In this paper, we revisit the smooth and strongly-convex-strongly-concave minimax optimization problem. Zhang et al. (2021) and Ibrahim et al. (2020) established the lower bound $\Omega\left(\sqrt{\kappa_x\kappa_y} \log…

Optimization and Control · Mathematics 2022-05-12 Dmitry Kovalev , Alexander Gasnikov

Empirical risk minimization (ERM) is ubiquitous in machine learning and underlies most supervised learning methods. While there has been a large body of work on algorithms for various ERM problems, the exact computational complexity of ERM…

Computational Complexity · Computer Science 2017-04-11 Arturs Backurs , Piotr Indyk , Ludwig Schmidt

Let $\XX$ be a compact, smooth, connected, Riemannian manifold without boundary, $G:\XX\times\XX\to \RR$ be a kernel. Analogous to a radial basis function network, an eignet is an expression of the form $\sum_{j=1}^M a_jG(\circ,y_j)$, where…

Machine Learning · Computer Science 2009-09-29 H. N. Mhaskar

For addressing optimisation tasks on finite dimensional quantum systems, we give a comprehensive account of the foundations of gradient flows on Riemannian manifolds including new developments: we extend former results from Lie groups such…

Quantum Physics · Physics 2010-12-07 T. Schulte-Herbrueggen , S. J. Glaser , G. Dirr , U. Helmke

With rapid advancements in machine learning, first-order algorithms have emerged as the backbone of modern optimization techniques, owing to their computational efficiency and low memory requirements. Recently, the connection between…

Quantum Physics · Physics 2025-05-21 Jiaqi Leng , Bin Shi

In this work, we adopt the Gradient Projection Method (GPM) to problems of quantum control. For general $N$-level closed and open quantum systems, we derive the corresponding adjoint systems and gradients of the objective functionals, and…

Quantum Physics · Physics 2025-09-03 Oleg Morzhin , Alexander Pechen

This paper is a broad and accessible survey of the methods we have at our disposal for Monte Carlo gradient estimation in machine learning and across the statistical sciences: the problem of computing the gradient of an expectation of a…

Machine Learning · Statistics 2020-09-30 Shakir Mohamed , Mihaela Rosca , Michael Figurnov , Andriy Mnih
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