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We propose a general modeling and inference framework that composes probabilistic graphical models with deep learning methods and combines their respective strengths. Our model family augments graphical structure in latent variables with…

Machine Learning · Statistics 2017-07-10 Matthew J. Johnson , David Duvenaud , Alexander B. Wiltschko , Sandeep R. Datta , Ryan P. Adams

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

This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the one-dimensional setting, we derive closed-form expressions…

Probability · Mathematics 2020-07-14 Christian Hirsch , Sarat B. Moka , Thomas Taimre , Dirk P. Kroese

Many applications of generative models rely on the marginalization of their high-dimensional output probability distributions. Normalization functions that yield sparse probability distributions can make exact marginalization more…

Machine Learning · Computer Science 2021-10-28 Phil Chen , Masha Itkina , Ransalu Senanayake , Mykel J. Kochenderfer

Large-batch stochastic gradient descent (SGD) is widely used for training in distributed deep learning because of its training-time efficiency, however, extremely large-batch SGD leads to poor generalization and easily converges to sharp…

Machine Learning · Computer Science 2019-06-27 Kosuke Haruki , Taiji Suzuki , Yohei Hamakawa , Takeshi Toda , Ryuji Sakai , Masahiro Ozawa , Mitsuhiro Kimura

Graph homophily has been considered an essential property for message-passing neural networks (MPNN) in node classification. Recent findings suggest that performance is more closely tied to the consistency of neighborhood class…

Machine Learning · Computer Science 2025-08-26 Marcel Hoffmann , Lukas Galke , Ansgar Scherp

Training large-scale mixture of experts models efficiently on modern hardware requires assigning datapoints in a batch to different experts, each with a limited capacity. Recently proposed assignment procedures lack a probabilistic…

Machine Learning · Computer Science 2021-12-09 Wouter Kool , Chris J. Maddison , Andriy Mnih

The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…

Computation · Statistics 2026-01-07 Samuel I. Berchuck , Youngsoo Baek , Felipe A. Medeiros , Andrea Agazzi

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

The softmax representation of probabilities for categorical variables plays a prominent role in modern machine learning with numerous applications in areas such as large scale classification, neural language modeling and recommendation…

Machine Learning · Statistics 2016-11-01 Michalis K. Titsias

This paper proposes a distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting,…

Optimization and Control · Mathematics 2021-07-23 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

In neural networks with binary activations and or binary weights the training by gradient descent is complicated as the model has piecewise constant response. We consider stochastic binary networks, obtained by adding noises in front of…

Machine Learning · Statistics 2020-11-05 Alexander Shekhovtsov , Viktor Yanush , Boris Flach

In this paper we introduce a family of stochastic gradient estimation techniques based of the perturbative expansion around the mean of the sampling distribution. We characterize the bias and variance of the resulting Taylor-corrected…

Machine Learning · Statistics 2019-11-18 Luca Ambrogioni , Marcel A. J. van Gerven

Robust estimators for generalized linear models (GLMs) are not easy to develop due to the nature of the distributions involved. Recently, there has been growing interest in robust estimation methods, particularly in contexts involving a…

Methodology · Statistics 2025-07-08 Marina Valdora , Claudio Agostinelli

The well-known Gumbel-Max Trick for sampling elements from a categorical distribution (or more generally a non-negative vector) and its variants have been widely used in areas such as machine learning and information retrieval. To sample a…

Machine Learning · Computer Science 2023-02-13 Yuanming Zhang , Pinghui Wang , Yiyan Qi , Kuankuan Cheng , Junzhou Zhao , Guangjian Tian , Xiaohong Guan

The reparameterization trick has become one of the most useful tools in the field of variational inference. However, the reparameterization trick is based on the standardization transformation which restricts the scope of application of…

Machine Learning · Computer Science 2020-02-26 Anbang Wu , Shuangxi Chen , Chunming Wu

Rating prediction is a core problem in recommender systems to quantify user's preferences towards items, however, rating imbalance naturally roots in real-world user ratings that cause biased predictions and lead to poor performance on tail…

Information Retrieval · Computer Science 2022-08-18 Yuexin Wu , Xiaolei Huang

Graphs are ubiquitous in social networks and biochemistry, where Graph Neural Networks (GNN) are the state-of-the-art models for prediction. Graphs can be evolving and it is vital to formally model and understand how a trained GNN responds…

Machine Learning · Computer Science 2024-03-12 Yazheng Liu , Xi Zhang , Sihong Xie

This paper studies the generalization performance of iterates obtained by Gradient Descent (GD), Stochastic Gradient Descent (SGD) and their proximal variants in high-dimensional robust regression problems. The number of features is…

Statistics Theory · Mathematics 2024-11-05 Kai Tan , Pierre C. Bellec
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