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We present a new particle filtering algorithm for nonlinear systems in the discrete-time setting. Our algorithm is based on the Stein variational gradient descent (SVGD) framework, which is a general approach to sample from a target…

Computational Engineering, Finance, and Science · Computer Science 2021-06-22 Jiaojiao Fan , Amirhossein Taghvaei , Yongxin Chen

Group equivariance has emerged as a valuable inductive bias in deep learning, enhancing generalization, data efficiency, and robustness. Classically, group equivariant methods require the groups of interest to be known beforehand, which may…

In this paper, we attack the anomaly detection problem by directly modeling the data distribution with deep architectures. We propose deep structured energy based models (DSEBMs), where the energy function is the output of a deterministic…

Machine Learning · Computer Science 2016-06-17 Shuangfei Zhai , Yu Cheng , Weining Lu , Zhongfei Zhang

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

Robotics · Computer Science 2022-03-01 Eric Heiden , Christopher E. Denniston , David Millard , Fabio Ramos , Gaurav S. Sukhatme

Incorporating group symmetries via equivariance into neural networks has emerged as a robust approach for overcoming the efficiency and data demands of modern deep learning. While most existing approaches, such as group convolutions and…

Recent advances in fast sampling methods for diffusion models have demonstrated significant potential to accelerate generation on image modalities. We apply these methods to 3-dimensional molecular conformations by building on the recently…

Quantitative Methods · Quantitative Biology 2024-04-23 Romain Lacombe , Neal Vaidya

With the prosperity of mobile devices, the distributed learning approach enabling model training with decentralized data has attracted wide research. However, the lack of training capability for edge devices significantly limits the energy…

Machine Learning · Computer Science 2021-05-14 Ziyang Hong , C. Patrick Yue

Normalizing flows are exact-likelihood generative neural networks which approximately transform samples from a simple prior distribution to samples of the probability distribution of interest. Recent work showed that such generative models…

Machine Learning · Statistics 2020-10-27 Jonas Köhler , Leon Klein , Frank Noé

Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution…

Machine Learning · Statistics 2021-05-24 Anna Korba , Pierre-Cyril Aubin-Frankowski , Szymon Majewski , Pierre Ablin

Stochastic gradient descent samples uniformly the training set to build an unbiased gradient estimate with a limited number of samples. However, at a given step of the training process, some data are more helpful than others to continue…

Machine Learning · Computer Science 2023-03-30 Thibault Lahire

This paper examines the spatial coverage optimization problem for multiple sensors in a known convex environment, where the coverage service of each sensor is heterogeneous and anisotropic. We introduce the Stein Coverage algorithm, a…

Multiagent Systems · Computer Science 2023-12-13 Donipolo Ghimire , Solmaz S. Kia

Steerable networks, which process data with intrinsic symmetries, often use Fourier-based nonlinearities that require sampling from the entire group, leading to a need for discretization in continuous groups. As the number of samples…

Machine Learning · Computer Science 2024-09-16 Berfin Inal , Gabriele Cesa

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

We present Generalized Contrastive Divergence (GCD), a novel objective function for training an energy-based model (EBM) and a sampler simultaneously. GCD generalizes Contrastive Divergence (Hinton, 2002), a celebrated algorithm for…

Machine Learning · Computer Science 2023-12-07 Sangwoong Yoon , Dohyun Kwon , Himchan Hwang , Yung-Kyun Noh , Frank C. Park

Rare event simulation and rare event probability estimation are important tasks within the analysis of systems subject to uncertainty and randomness. Simultaneously, accurately estimating rare event probabilities is an inherently difficult…

Methodology · Statistics 2024-07-18 Max Ehre , Iason Papaioannou , Daniel Straub

Convolutions encode equivariance symmetries into neural networks leading to better generalisation performance. However, symmetries provide fixed hard constraints on the functions a network can represent, need to be specified in advance, and…

Machine Learning · Computer Science 2023-10-11 Tycho F. A. van der Ouderaa , Alexander Immer , Mark van der Wilk

In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…

Computer Vision and Pattern Recognition · Computer Science 2023-05-01 Yang Wu , Pengxu Wei , Liang Lin

Learning a stationary diffusion amounts to estimating the parameters of a stochastic differential equation whose stationary distribution matches a target distribution. We build on the recently introduced kernel deviation from stationarity…

Machine Learning · Statistics 2026-01-30 Fabian Bleile , Sarah Lumpp , Mathias Drton

We propose an adaptive step size with an energy approach for a suitable class of preconditioned gradient descent methods. We focus on settings where the preconditioning is applied to address the constraints in optimization problems, such as…

Optimization and Control · Mathematics 2024-06-17 Hailiang Liu , Levon Nurbekyan , Xuping Tian , Yunan Yang