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Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. While the optimal order of these parameters…

Methodology · Statistics 2019-02-14 Henry Lam , Xinyu Zhang , Xuhui Zhang

Gradient estimation -- approximating the gradient of an expectation with respect to the parameters of a distribution -- is central to the solution of many machine learning problems. However, when the distribution is discrete, most common…

Machine Learning · Statistics 2024-04-16 Jiaxin Shi , Yuhao Zhou , Jessica Hwang , Michalis K. Titsias , Lester Mackey

Modern deep learning models generalize remarkably well in-distribution, despite being overparametrized and trained with little to no explicit regularization. Instead, current theory credits implicit regularization imposed by the choice of…

Machine Learning · Computer Science 2026-03-17 Jonathan Wenger , Beau Coker , Juraj Marusic , John P. Cunningham

We analyze the landscape and training dynamics of diagonal linear networks in a linear regression task, with the network parameters being perturbed by small isotropic normal noise. The addition of such noise may be interpreted as a…

Machine Learning · Computer Science 2025-03-18 Gabriel Clara , Sophie Langer , Johannes Schmidt-Hieber

This work develops a new method for estimating and optimizing the directed information rate between two jointly stationary and ergodic stochastic processes. Building upon recent advances in machine learning, we propose a recurrent neural…

Information Theory · Computer Science 2022-03-29 Dor Tsur , Ziv Aharoni , Ziv Goldfeld , Haim Permuter

Seeking to improve model generalization, we consider a new approach based on distributionally robust learning (DRL) that applies stochastic gradient descent to the outer minimization problem. Our algorithm efficiently estimates the gradient…

Machine Learning · Statistics 2020-12-24 Soumyadip Ghosh , Mark Squillante

We develop a probabilistic machine learning method, which formulates a class of stochastic neural networks by a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced under the stochastic…

Machine Learning · Computer Science 2021-04-06 Richard Archibald , Feng Bao , Yanzhao Cao , He Zhang

We present a method to train self-binarizing neural networks, that is, networks that evolve their weights and activations during training to become binary. To obtain similar binary networks, existing methods rely on the sign activation…

Computer Vision and Pattern Recognition · Computer Science 2019-02-05 Fayez Lahoud , Radhakrishna Achanta , Pablo Márquez-Neila , Sabine Süsstrunk

Deep neural networks are powerful parametric models that can be trained efficiently using the backpropagation algorithm. Stochastic neural networks combine the power of large parametric functions with that of graphical models, which makes…

Machine Learning · Computer Science 2016-02-26 Shixiang Gu , Sergey Levine , Ilya Sutskever , Andriy Mnih

Although deep learning has shown its powerful performance in many applications, the mathematical principles behind neural networks are still mysterious. In this paper, we consider the problem of learning a one-hidden-layer neural network…

Machine Learning · Computer Science 2019-07-17 Shuhao Xia , Yuanming Shi

In this work, we reveal a strong implicit bias of stochastic gradient descent (SGD) that drives overly expressive networks to much simpler subnetworks, thereby dramatically reducing the number of independent parameters, and improving…

Machine Learning · Computer Science 2024-05-30 Feng Chen , Daniel Kunin , Atsushi Yamamura , Surya Ganguli

When optimizing over-parameterized models, such as deep neural networks, a large set of parameters can achieve zero training error. In such cases, the choice of the optimization algorithm and its respective hyper-parameters introduces…

Machine Learning · Computer Science 2019-12-06 Gauthier Gidel , Francis Bach , Simon Lacoste-Julien

Deep neural network models, though very powerful and highly successful, are computationally expensive in terms of space and time. Recently, there have been a number of attempts on binarizing the network weights and activations. This greatly…

Neural and Evolutionary Computing · Computer Science 2018-05-11 Lu Hou , Quanming Yao , James T. Kwok

We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex function that admits a simple proximal mapping. We assume the whole…

Optimization and Control · Mathematics 2014-03-20 Lin Xiao , Tong Zhang

It is known that training deep neural networks, in particular, deep convolutional networks, with aggressively reduced numerical precision is challenging. The stochastic gradient descent algorithm becomes unstable in the presence of noisy…

Machine Learning · Computer Science 2016-07-11 Darryl D. Lin , Sachin S. Talathi

Interpretability methods for deep neural networks mainly focus on the sensitivity of the class score with respect to the original or perturbed input, usually measured using actual or modified gradients. Some methods also use a…

Computer Vision and Pattern Recognition · Computer Science 2022-06-20 Md Mahfuzur Rahman , Noah Lewis , Sergey Plis

We propose NovoGrad, an adaptive stochastic gradient descent method with layer-wise gradient normalization and decoupled weight decay. In our experiments on neural networks for image classification, speech recognition, machine translation,…

Gradient boosting from the field of statistical learning is widely known as a powerful framework for estimation and selection of predictor effects in various regression models by adapting concepts from classification theory. Current…

Methodology · Statistics 2020-11-03 Colin Griesbach , Benjamin Säfken , Elisabeth Waldmann

Stochastic-gradient sampling methods are often used to perform Bayesian inference on neural networks. It has been observed that the methods in which notions of differential geometry are included tend to have better performances, with the…

Machine Learning · Computer Science 2024-04-02 Hanlin Yu , Marcelo Hartmann , Bernardo Williams , Arto Klami

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei