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This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

Optimization and Control · Mathematics 2025-05-13 Naum Dimitrieski , Jing Cao , Christian Ebenbauer

Current methods for the interpretability of discriminative deep neural networks commonly rely on the model's input-gradients, i.e., the gradients of the output logits w.r.t. the inputs. The common assumption is that these input-gradients…

Machine Learning · Computer Science 2021-03-04 Suraj Srinivas , Francois Fleuret

Distributed learning has gained significant attention due to its advantages in scalability, privacy, and fault tolerance.In this paradigm, multiple agents collaboratively train a global model by exchanging parameters only with their…

Machine Learning · Computer Science 2026-03-31 Ziqin Chen , Yongqiang Wang

Gradient boosting is a prediction method that iteratively combines weak learners to produce a complex and accurate model. From an optimization point of view, the learning procedure of gradient boosting mimics a gradient descent on a…

Machine Learning · Computer Science 2022-11-30 Erwan Fouillen , Claire Boyer , Maxime Sangnier

In recent years, the softmax model and its fast approximations have become the de-facto loss functions for deep neural networks when dealing with multi-class prediction. This loss has been extended to language modeling and recommendation,…

Machine Learning · Statistics 2019-09-19 Ugo Tanielian , Flavian Vasile

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

Implicit models, which allow for the generation of samples but not for point-wise evaluation of probabilities, are omnipresent in real-world problems tackled by machine learning and a hot topic of current research. Some examples include…

Machine Learning · Statistics 2018-04-27 Yingzhen Li , Richard E. Turner

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

Training a classifier over a large number of classes, known as 'extreme classification', has become a topic of major interest with applications in technology, science, and e-commerce. Traditional softmax regression induces a gradient cost…

Machine Learning · Statistics 2020-02-18 Robert Bamler , Stephan Mandt

Learning in models with discrete latent variables is challenging due to high variance gradient estimators. Generally, approaches have relied on control variates to reduce the variance of the REINFORCE estimator. Recent work (Jang et al.…

Machine Learning · Computer Science 2017-11-07 George Tucker , Andriy Mnih , Chris J. Maddison , Dieterich Lawson , Jascha Sohl-Dickstein

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

Policy-gradient approaches to reinforcement learning have two common and undesirable overhead procedures, namely warm-start training and sample variance reduction. In this paper, we describe a reinforcement learning method based on a…

Machine Learning · Computer Science 2017-10-17 Nan Ding , Radu Soricut

In the past few years, Softmax has become a common component in neural network frameworks. In this paper, a gradient decay hyperparameter is introduced in Softmax to control the probability-dependent gradient decay rate during training. By…

Machine Learning · Statistics 2023-10-10 Siyuan Zhang , Linbo Xie , Ying Chen

The maximum element of the vector output by the Softmax function approaches zero as the input vector size increases. Transformer-based language models rely on Softmax to compute attention scores, causing the attention distribution to…

Computation and Language · Computer Science 2025-02-03 Ken M. Nakanishi

We provide a new computationally-efficient class of estimators for risk minimization. We show that these estimators are robust for general statistical models: in the classical Huber epsilon-contamination model and in heavy-tailed settings.…

Machine Learning · Statistics 2018-04-23 Adarsh Prasad , Arun Sai Suggala , Sivaraman Balakrishnan , Pradeep Ravikumar

The Gradient Scheme framework provides a unified analysis setting for many different families of numerical methods for diffusion equations. We show in this paper that the Gradient Scheme framework can be adapted to elasticity equations, and…

Numerical Analysis · Mathematics 2014-02-18 Jerome Droniou , Bishnu P. Lamichhane

We present a new method for uncertainty estimation and out-of-distribution detection in neural networks with softmax output. We extend softmax layer with an additional constant input. The corresponding additional output is able to represent…

Machine Learning · Computer Science 2019-04-09 Marcin Możejko , Mateusz Susik , Rafał Karczewski

Gradient Boosting Machines (GBM) are hugely popular for solving tabular data problems. However, practitioners are not only interested in point predictions, but also in probabilistic predictions in order to quantify the uncertainty of the…

Machine Learning · Computer Science 2021-06-08 Olivier Sprangers , Sebastian Schelter , Maarten de Rijke

We study transformer language models, analyzing attention heads whose attention patterns are spread out, and whose attention scores depend weakly on content. We argue that the softmax denominators of these heads are stable when the…

Computation and Language · Computer Science 2025-10-07 Alex Gibson
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