Related papers: Direct loss minimization algorithms for sparse Gau…

Dynamic Mode Decomposition (DMD) yields a linear, approximate model of a system's dynamics that is built from data. We seek to reduce the order of this model by identifying a reduced set of modes that best fit the output. We adopt a model…

Robust Bayesian inference using density power divergence (DPD) has emerged as a promising approach for handling outliers in statistical estimation. Although the DPD-based posterior offers theoretical guarantees of robustness, its practical…

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The…

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Recent work has demonstrated surprisingly good performance of pre-trained LLMs on regression tasks (for example, time-series prediction), with the ability to incorporate expert prior knowledge and the information contained in textual…

Mini-batch sub-sampling (MBSS) is favored in deep neural network training to reduce the computational cost. Still, it introduces an inherent sampling error, making the selection of appropriate learning rates challenging. The sampling errors…

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without…

Distributed adaptive signal processing has attracted much attention in the recent decade owing to its effectiveness in many decentralized real-time applications in networked systems. Because many natural signals are highly sparse with most…

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Pruning has recently been widely adopted to reduce the parameter scale and improve the inference efficiency of Large Language Models (LLMs). Mainstream pruning techniques often rely on uniform layerwise pruning strategies, which can lead to…

Linear mixed models (LMMs), which incorporate fixed and random effects, are key tools for analyzing heterogeneous data, such as in personalized medicine. Nowadays, this type of data is increasingly wide, sometimes containing thousands of…

In this paper, a novel diffusion estimation algorithm is proposed from a probabilistic perspective by combining diffusion strategy and the probabilistic least-mean-squares (PLMS) at all agents. The proposed method diffusion probabilistic…

Theoretical results show that Bayesian methods can achieve lower bounds on regret for online logistic regression. In practice, however, such techniques may not be feasible especially for very large feature sets. Various approximations that,…

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

The use of directly modulated lasers (DMLs) is attractive in low-power, cost-constrained short-reach optical links. However, their limited modulation bandwidth can induce waveform distortion, undermining their data throughput. Traditional…

This work analyzes the convergence of a class of smoothing-based gradient descent methods when applied to optimization problems. In particular, Gaussian smoothing is employed to define a nonlocal gradient that reduces high-frequency noise,…

This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…

Large-language models are notoriously famous for their impressive performance across a wide range of tasks. One surprising example of such impressive performance is a recently identified capacity of LLMs to understand the governing…