Related papers: Optimizing Millions of Hyperparameters by Implicit…
A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…
In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…
Large language models are typically post-trained using supervised fine-tuning (SFT) and reinforcement learning (RL), yet effectively unifying efficient knowledge injection with robust generalization remains challenging. In this work, we…
In the recent years, various gradient descent algorithms including the methods of gradient descent, gradient descent with momentum, adaptive gradient (AdaGrad), root-mean-square propagation (RMSProp) and adaptive moment estimation (Adam)…
This paper proposes an efficient hypergraph partitioning framework based on a novel multi-objective non-convex constrained relaxation model. A modified accelerated proximal gradient algorithm is employed to generate diverse $k$-dimensional…
We introduce a machine-learning framework to learn the hyperparameter sequence of first-order methods (e.g., the step sizes in gradient descent) to quickly solve parametric convex optimization problems. Our computational architecture…
Overparameterized models have proven to be powerful tools for solving various machine learning tasks. However, overparameterization often leads to a substantial increase in computational and memory costs, which in turn requires extensive…
Hyperparameter Optimization (HPO) can lift the burden of tuning hyperparameters (HPs) of neural networks. HPO algorithms from the Population Based Training (PBT) family are efficient thanks to dynamically adjusting HPs every few steps of…
Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…
We present a novel statistical inference framework for convex empirical risk minimization, using approximate stochastic Newton steps. The proposed algorithm is based on the notion of finite differences and allows the approximation of a…
Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but…
Weight normalization (WeightNorm) is widely used in practice for the training of deep neural networks and modern deep learning libraries have built-in implementations of it. In this paper, we provide the first theoretical characterizations…
Adversarial attacks are usually expressed in terms of a gradient-based operation on the input data and model, this results in heavy computations every time an attack is generated. In this work, we solidify the idea of representing…
Recent research towards understanding neural networks probes models in a top-down manner, but is only able to identify model tendencies that are known a priori. We propose Susceptibility Identification through Fine-Tuning (SIFT), a novel…
In this paper, we introduce an efficient backpropagation scheme for non-constrained implicit functions. These functions are parametrized by a set of learnable weights and may optionally depend on some input; making them perfectly suitable…
When training deep learning models, the performance depends largely on the selected hyperparameters. However, hyperparameter optimization (HPO) is often one of the most expensive parts of model design. Classical HPO methods treat this as a…
We introduce a new algorithm for approximate inference that combines reparametrization, Markov chain Monte Carlo and variational methods. We construct a very flexible implicit variational distribution synthesized by an arbitrary Markov…
We investigate the fundamental optimization question of minimizing a target function $f$, whose gradients are expensive to compute or have limited availability, given access to some auxiliary side function $h$ whose gradients are cheap or…
Differentiable optimization layers enable learning systems to make decisions by solving embedded optimization problems. However, computing gradients via implicit differentiation requires solving a linear system with Hessian terms, which is…
State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…