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This paper considers continual learning of large-scale pretrained neural machine translation model without accessing the previous training data or introducing model separation. We argue that the widely used regularization-based methods,…

Computation and Language · Computer Science 2022-11-07 Shuhao Gu , Bojie Hu , Yang Feng

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is…

Mathematical Finance · Quantitative Finance 2017-04-24 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

Continual learning algorithms which keep the parameters of new tasks close to that of previous tasks, are popular in preventing catastrophic forgetting in sequential task learning settings. However, 1) the performance for the new continual…

Machine Learning · Computer Science 2023-07-21 Wei Cong , Yang Cong , Gan Sun , Yuyang Liu , Jiahua Dong

Scarcity of data and incremental learning of new tasks pose two major bottlenecks for many modern computer vision algorithms. The phenomenon of catastrophic forgetting, i.e., the model's inability to classify previously learned data after…

Computer Vision and Pattern Recognition · Computer Science 2023-09-06 Sanchar Palit , Biplab Banerjee , Subhasis Chaudhuri

One of the goals in scaling sequential machine learning methods pertains to dealing with high-dimensional data spaces. A key related challenge is that many methods heavily depend on obtaining the inverse covariance matrix of the data. It is…

Computation · Statistics 2017-07-28 Tomer Lancewicki

Estimators derived from an EM algorithm are not robust since they are based on the maximization of the likelihood function. We propose a proximal-point algorithm based on the EM algorithm which aim to minimize a divergence criterion.…

Computation · Statistics 2016-07-11 Diaa Al Mohamad , Michel Broniatowski

We consider the problem of online prediction for an unknown, non-explosive linear stochastic system. With a known system model, the optimal predictor is the celebrated Kalman filter. In the case of unknown systems, existing approaches based…

Machine Learning · Computer Science 2025-05-15 Jiachen Qian , Yang Zheng

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

Machine Learning · Computer Science 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh

Structural learning, a method to estimate the parameters for discrete energy minimization, has been proven to be effective in solving computer vision problems, especially in 3D scene parsing. As the complexity of the models increases,…

Computer Vision and Pattern Recognition · Computer Science 2017-01-13 Mengtian Li , Daniel Huber

The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…

Machine Learning · Statistics 2022-03-22 Belhal Karimi , Ping Li

We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…

Machine Learning · Computer Science 2025-05-14 Sarmad Mehrdad , Avadesh Meduri , Ludovic Righetti

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

Methodology · Statistics 2025-11-21 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

Statistical inference and information processing of high-dimensional data often require efficient and accurate estimation of their second-order statistics. With rapidly changing data, limited processing power and storage at the acquisition…

Information Theory · Computer Science 2015-03-23 Yuxin Chen , Yuejie Chi , Andrea Goldsmith

One notable weakness of current machine learning algorithms is the poor ability of models to solve new problems without forgetting previously acquired knowledge. The Continual Learning paradigm has emerged as a protocol to systematically…

Machine Learning · Computer Science 2022-11-16 Heinke Hihn , Daniel A. Braun

This paper investigates system identification problems with Gaussian inputs and quantized observations under fixed thresholds. By reinterpreting the nonlinear effects induced by quantization as the product of the unknown parameter and an…

Optimization and Control · Mathematics 2025-10-20 Xingrui Liu , Ying Wang , Yanlong Zhao

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…

Machine Learning · Statistics 2025-11-25 Man-Chung Yue , Yves Rychener , Daniel Kuhn , Viet Anh Nguyen

We propose a new modified primal-dual proximal best approximation method for solving convex not necessarily differentiable optimization problems. The novelty of the method relies on introducing memory by taking into account iterates…

Optimization and Control · Mathematics 2018-04-18 Ewa M. Bednarczuk , Anna Jezierska , Krzysztof E. Rutkowski

The tracking method based on the extreme learning machine (ELM) is efficient and effective. ELM randomly generates input weights and biases in the hidden layer, and then calculates and computes the output weights by reducing the iterative…

Machine Learning · Computer Science 2018-07-27 Jing Zhang , Huibing Wang , Yonggong Ren

We consider the problem of precision matrix estimation where, due to extraneous confounding of the underlying precision matrix, the data are independent but not identically distributed. While such confounding occurs in many scientific…

Machine Learning · Statistics 2019-07-01 Sinong Geng , Mladen Kolar , Oluwasanmi Koyejo

We study neural-linear bandits for solving problems where {\em both} exploration and representation learning play an important role. Neural-linear bandits harnesses the representation power of Deep Neural Networks (DNNs) and combines it…

Machine Learning · Computer Science 2021-06-09 Ofir Nabati , Tom Zahavy , Shie Mannor