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Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

Targeted data selection has emerged as a crucial paradigm for efficient instruction tuning, aiming to identify a small yet influential subset of training examples for a specific target task. In practice, influence is often measured through…

Machine Learning · Computer Science 2026-05-19 Guanghui Min , Tianhao Huang , Ke Wan , Chen Chen

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

Optimization and Control · Mathematics 2020-05-05 Andrei Patrascu

Sampling from an unnormalized target distribution is an essential problem with many applications in probabilistic inference. Stein Variational Gradient Descent (SVGD) has been shown to be a powerful method that iteratively updates a set of…

Machine Learning · Computer Science 2023-02-13 Hoang Phan , Ngoc Tran , Trung Le , Toan Tran , Nhat Ho , Dinh Phung

Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…

Machine Learning · Computer Science 2026-05-19 Ziyi Liu , Phuc Luong , Mario Boley , Daniel F. Schmidt

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

For a class of cell division processes, generating tessellations of the Euclidean space $\mathbb{R}^d$, spatial consistency is investigated. This addresses the problem whether the distribution of these tessellations, restricted to a bounded…

Probability · Mathematics 2013-12-03 Werner Nagel , Eike Biehler

Ensembles of randomized decision trees, usually referred to as random forests, are widely used for classification and regression tasks in machine learning and statistics. Random forests achieve competitive predictive performance and are…

Machine Learning · Statistics 2015-02-17 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

Optimization and Control · Mathematics 2024-07-08 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

Given the necessity of connecting the unconnected, covering blind spots has emerged as a critical task in the next-generation wireless communication network. A direct solution involves obtaining a coverage manifold that visually showcases…

Networking and Internet Architecture · Computer Science 2023-12-12 Ruibo Wang , Washim Uddin Mondal , Mustafa A. Kishk , Vaneet Aggarwal , Mohamed-Slim Alouini

Random Forests have been extensively used in regression and classification, inspiring the development of various forest-based methods. Among these, Mondrian Forests, derived from the Mondrian process, mark a significant advancement.…

Statistics Theory · Mathematics 2025-02-28 Haoran Zhan , Jingli Wang , Yingcun Xia

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

Machine Learning · Computer Science 2026-05-26 Natanael Alpay , Emeric Battaglia

A random recursive cell splitting scheme of the $2$-dimensional unit sphere is considered, which is the spherical analogue of the STIT tessellation process from Euclidean stochastic geometry. First-order moments are computed for a large…

Probability · Mathematics 2017-11-06 Christian Deuß , Julia Hörrmann , Christoph Thaele

We study computational and statistical consequences of problem geometry in stochastic and online optimization. By focusing on constraint set and gradient geometry, we characterize the problem families for which stochastic- and…

Optimization and Control · Mathematics 2025-07-17 Chen Cheng , Daniel Levy , John C. Duchi

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

Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…

Machine Learning · Statistics 2023-02-14 A. Duncan , N. Nuesken , L. Szpruch

Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

Optimization and Control · Mathematics 2021-06-18 Caroline Geiersbach , Winnifried Wollner

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a…

Optimization and Control · Mathematics 2018-09-13 Tao Sun , Yuejiao Sun , Wotao Yin

Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…

Machine Learning · Statistics 2025-04-02 Eméric Gbaguidi