Related papers: Monotonic Alpha-divergence Minimisation for Variat…
We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…
Many methods that build powerful variational distributions based on unadjusted Langevin transitions exist. Most of these were developed using a wide range of different approaches and techniques. Unfortunately, the lack of a unified analysis…
Diffusion alignment aims to optimize diffusion models for the downstream objective. While existing methods based on reinforcement learning or direct backpropagation achieve considerable success in maximizing rewards, they often suffer from…
We propose a black-box variational inference method to approximate intractable distributions with an increasingly rich approximating class. Our method, termed variational boosting, iteratively refines an existing variational approximation…
Modern applications of Bayesian inference involve models that are sufficiently complex that the corresponding posterior distributions are intractable and must be approximated. The most common approximation is based on Markov chain Monte…
We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…
Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of…
We study modeling and inference with the Elliptical Gamma Distribution (EGD). We consider maximum likelihood (ML) estimation for EGD scatter matrices, a task for which we develop new fixed-point algorithms. Our algorithms are efficient and…
In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax…
A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…
Importance weighted variational inference (Burda et al., 2015) uses multiple i.i.d. samples to have a tighter variational lower bound. We believe a joint proposal has the potential of reducing the number of redundant samples, and introduce…
Nowadays, huge amounts of data are naturally collected in distributed sites due to different facts and moving these data through the network for extracting useful knowledge is almost unfeasible for either technical reasons or policies.…
From medical diagnosis to autonomous vehicles, critical applications rely on the integration of multiple heterogeneous data modalities. Multimodal Variational Autoencoders offer versatile and scalable methods for generating unobserved…
Variational inference offers scalable and flexible tools to tackle intractable Bayesian inference of modern statistical models like Bayesian neural networks and Gaussian processes. For largely over-parameterized models, however, the…
A common problem in Machine Learning and statistics consists in detecting whether the current sample in a stream of data belongs to the same distribution as previous ones, is an isolated outlier or inaugurates a new distribution of data. We…
We combine two popular optimization approaches to derive learning algorithms for generative models: variational optimization and evolutionary algorithms. The combination is realized for generative models with discrete latents by using…
We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…
Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational inequality problems in machine learning, the necessity of…
While recent state-of-the-art results for adversarial imitation-learning algorithms are encouraging, recent works exploring the imitation learning from observation (ILO) setting, where trajectories \textit{only} contain expert observations,…
The {\lambda}-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of the {\lambda}-exponential family. However, many…