Related papers: Bayesian Sparse learning with preconditioned stoch…
Many signal processing applications require estimation of time-varying sparse signals, potentially with the knowledge of an imperfect dynamics model. In this paper, we propose an algorithm for dynamic filtering of time-varying sparse…
Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…
Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…
Bayesian Neural Networks represent a fascinating confluence of deep learning and probabilistic reasoning, offering a compelling framework for understanding uncertainty in complex predictive models. In this paper, we investigate the use of…
The posteriors over neural network weights are high dimensional and multimodal. Each mode typically characterizes a meaningfully different representation of the data. We develop Cyclical Stochastic Gradient MCMC (SG-MCMC) to automatically…
Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has become increasingly popular for simulating posterior samples in large-scale Bayesian modeling. However, existing SG-MCMC schemes are not tailored to any specific probabilistic…
The sparse Beyesian learning (also referred to as Bayesian compressed sensing) algorithm is one of the most popular approaches for sparse signal recovery, and has demonstrated superior performance in a series of experiments. Nevertheless,…
We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…
Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…
We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…
We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…
Sparse Bayesian Learning (SBL) models are extensively used in signal processing and machine learning for promoting sparsity through hierarchical priors. The hyperparameters in SBL models are crucial for the model's performance, but they are…
The algorithms used to train neural networks, like stochastic gradient descent (SGD), have close parallels to natural processes that navigate a high-dimensional parameter space -- for example protein folding or evolution. Our study uses a…
This paper introduces a novel prior called Diversified Block Sparse Prior to characterize the widespread block sparsity phenomenon in real-world data. By allowing diversification on intra-block variance and inter-block correlation matrices,…
Sparse Bayesian learning (SBL) has emerged as a fast and competitive method to perform sparse processing. The SBL algorithm, which is developed using a Bayesian framework, approximately solves a non-convex optimization problem using fixed…
Sparsity of channel in the next generation of wireless communication for massive multiple-input-multiple-output (MIMO) systems can be exploited to reduce the overhead in the training. The multitask (MT)-sparse Bayesian learning (SBL) is…
Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data…
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…
In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the…
We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…