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We propose a new approach to constructing a neural network for predicting expectations of stochastic differential equations. The proposed method does not need data sets of inputs and outputs; instead, the information obtained from the…

Machine Learning · Computer Science 2023-09-13 Naoki Sugishita , Jun Ohkubo

Forward Gradients - the idea of using directional derivatives in forward differentiation mode - have recently been shown to be utilizable for neural network training while avoiding problems generally associated with backpropagation gradient…

Machine Learning · Computer Science 2023-06-13 Louis Fournier , Stéphane Rivaud , Eugene Belilovsky , Michael Eickenberg , Edouard Oyallon

Deep kernel learning combines the non-parametric flexibility of kernel methods with the inductive biases of deep learning architectures. We propose a novel deep kernel learning model and stochastic variational inference procedure which…

Machine Learning · Statistics 2016-11-03 Andrew Gordon Wilson , Zhiting Hu , Ruslan Salakhutdinov , Eric P. Xing

Stochastic gradient methods are central to large-scale learning, but they treat mini-batch gradients as unbiased estimators, which classical decision theory shows are inadmissible in high dimensions. We formulate gradient computation as a…

Machine Learning · Computer Science 2026-02-10 M. Arashi , M. Amintoosi

Heteroscedastic regression models a Gaussian variable's mean and variance as a function of covariates. Parametric methods that employ neural networks for these parameter maps can capture complex relationships in the data. Yet, optimizing…

Machine Learning · Computer Science 2022-12-20 Andrew Stirn , Hans-Hermann Wessels , Megan Schertzer , Laura Pereira , Neville E. Sanjana , David A. Knowles

Scalable algorithms of posterior approximation allow Bayesian nonparametrics such as Dirichlet process mixture to scale up to larger dataset at fractional cost. Recent algorithms, notably the stochastic variational inference performs local…

Machine Learning · Computer Science 2025-02-25 Kart-Leong Lim , Xudong Jiang

Considering a probability distribution over parameters is known as an efficient strategy to learn a neural network with non-differentiable activation functions. We study the expectation of a probabilistic neural network as a predictor by…

Machine Learning · Computer Science 2023-04-17 Louis Fortier-Dubois , Gaël Letarte , Benjamin Leblanc , François Laviolette , Pascal Germain

Stochastic gradient descent with backpropagation is the workhorse of artificial neural networks. It has long been recognized that backpropagation fails to be a biologically plausible algorithm. Fundamentally, it is a non-local procedure --…

Machine Learning · Statistics 2021-12-24 Ganlin Song , Ruitu Xu , John Lafferty

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…

Optimization and Control · Mathematics 2025-07-22 Raghu Bollapragada , Shagun Gupta

The choice of step-size used in Stochastic Gradient Descent (SGD) optimization is empirically selected in most training procedures. Moreover, the use of scheduled learning techniques such as Step-Decaying, Cyclical-Learning, and Warmup to…

Machine Learning · Computer Science 2020-06-12 Mahdi S. Hosseini , Konstantinos N. Plataniotis

Training activation quantized neural networks involves minimizing a piecewise constant function whose gradient vanishes almost everywhere, which is undesirable for the standard back-propagation or chain rule. An empirical way around this…

Machine Learning · Computer Science 2019-09-26 Penghang Yin , Jiancheng Lyu , Shuai Zhang , Stanley Osher , Yingyong Qi , Jack Xin

Attaining reliable profile gradients is of utmost relevance for many physical systems. In most situations, the estimation of gradient can be inaccurate due to noise. It is common practice to first estimate the underlying system and then…

Data Analysis, Statistics and Probability · Physics 2021-05-31 Kushani De Silva , Carlo Cafaro , Adom Giffin

A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive…

Machine Learning · Computer Science 2024-02-05 Luca Della Libera , Jacopo Andreoli , Davide Dalle Pezze , Mirco Ravanelli , Gian Antonio Susto

We introduce a method to train Binarized Neural Networks (BNNs) - neural networks with binary weights and activations at run-time. At training-time the binary weights and activations are used for computing the parameters gradients. During…

Machine Learning · Computer Science 2016-03-18 Matthieu Courbariaux , Itay Hubara , Daniel Soudry , Ran El-Yaniv , Yoshua Bengio

In this paper, a new gradient-based optimization approach by automatically adjusting the learning rate is proposed. This approach can be applied to design non-adaptive learning rate and adaptive learning rate. Firstly, I will introduce the…

Machine Learning · Computer Science 2022-07-07 Xin Cao

Neuroscientists have long criticised deep learning algorithms as incompatible with current knowledge of neurobiology. We explore more biologically plausible versions of deep representation learning, focusing here mostly on unsupervised…

Machine Learning · Computer Science 2016-08-10 Yoshua Bengio , Dong-Hyun Lee , Jorg Bornschein , Thomas Mesnard , Zhouhan Lin

We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Tiffany Vlaar , Timothée Pouchon , Amos Storkey

As an adaptive, interpretable, robust, and accurate meta-algorithm for arbitrary differentiable loss functions, gradient tree boosting is one of the most popular machine learning techniques, though the computational expensiveness severely…

Machine Learning · Computer Science 2019-11-21 Daniel Chao Zhou , Zhongming Jin , Tong Zhang

Ordinary stochastic neural networks mostly rely on the expected values of their weights to make predictions, whereas the induced noise is mostly used to capture the uncertainty, prevent overfitting and slightly boost the performance through…

Machine Learning · Statistics 2019-02-19 Kirill Neklyudov , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov