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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…

Variant Stochastic cracking is a significantly more resilient approach to adaptive indexing. It showed [1]that Stochastic cracking uses each query as a hint on how to reorganize data, but not blindly so; it gains resilience and avoids…

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…

Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Large-scale numerical computations make increasing use of low-precision (LP) floating point formats and mixed precision arithmetic, which can be enhanced by the technique of stochastic rounding (SR), that is, rounding an intermediate…

It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…

Our proposal is on a new stochastic optimizer for non-convex and possibly non-smooth objective functions typically defined over large dimensional design spaces. Towards this, we have tried to bridge noise-assisted global search and faster…

Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Using the theory of modified equations for numerical…

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Speaker diarization based on bottom-up clustering of speech segments by acoustic similarity is often highly sensitive to the choice of hyperparameters, such as the initial number of clusters and feature weighting. Optimizing these…

Estimating probabilistic deformable template models is a new approach in the fields of computer vision and probabilistic atlases in computational anatomy. A first coherent statistical framework modelling the variability as a hidden random…

Machine learning pipelines often rely on optimization procedures to make discrete decisions (e.g., sorting, picking closest neighbors, or shortest paths). Although these discrete decisions are easily computed, they break the…

Difference of convex (DC) functions cover a broad family of non-convex and possibly non-smooth and non-differentiable functions, and have wide applications in machine learning and statistics. Although deterministic algorithms for DC…

Stochastic regularization of neural networks (e.g. dropout) is a wide-spread technique in deep learning that allows for better generalization. Despite its success, continuous-time models, such as neural ordinary differential equation (ODE),…

Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…

(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

In this paper, we propose a new technique named \textit{Stochastic Path-Integrated Differential EstimatoR} (SPIDER), which can be used to track many deterministic quantities of interest with significantly reduced computational cost. We…

Eliciting reliable human feedback is essential for many machine learning tasks, such as learning from noisy labels and aligning AI systems with human preferences. Peer prediction mechanisms incentivize truthful reporting without ground…