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Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

Accurate state and uncertainty estimation is imperative for mobile robots and self driving vehicles to achieve safe navigation in pedestrian rich environments. A critical component of state and uncertainty estimation for robot navigation is…

Robotics · Computer Science 2021-04-08 Kapil D. Katyal , I-Jeng Wang , Gregory D. Hager

Advances in differentiable numerical integrators have enabled the use of gradient descent techniques to learn ordinary differential equations (ODEs). In the context of machine learning, differentiable solvers are central for Neural ODEs…

Machine Learning · Computer Science 2021-07-06 Weiming Zhi , Tin Lai , Lionel Ott , Edwin V. Bonilla , Fabio Ramos

We study aleatoric and epistemic uncertainty estimation in a learned regressive system dynamics model. Disentangling aleatoric uncertainty (the inherent randomness of the system) from epistemic uncertainty (the lack of data) is crucial for…

Machine Learning · Computer Science 2025-03-21 Zhiyu An , Zhibo Hou , Wan Du

We propose a simple interpolation-based method for the efficient approximation of gradients in neural ODE models. We compare it with the reverse dynamic method (known in the literature as "adjoint method") to train neural ODEs on…

Neural and Evolutionary Computing · Computer Science 2020-11-03 Talgat Daulbaev , Alexandr Katrutsa , Larisa Markeeva , Julia Gusak , Andrzej Cichocki , Ivan Oseledets

Many scientific problems focus on observed patterns of change or on how to design a system to achieve particular dynamics. Those problems often require fitting differential equation models to target trajectories. Fitting such models can be…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

Neuroscientists fit morphologically and biophysically detailed neuron simulations to physiological data, often using evolutionary algorithms. However, such gradient-free approaches are computationally expensive, making convergence slow when…

Neurons and Cognition · Quantitative Biology 2024-07-23 Ilenna Simone Jones , Konrad Paul Kording

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

Machine Learning · Computer Science 2025-02-14 Yuchen Hu , Xi Chen , Weidong Liu , Xiaojun Mao

One of the challenges for neural networks in real-life applications is the overconfident errors these models make when the data is not from the original training distribution. Addressing this issue is known as Out-of-Distribution (OOD)…

Computer Vision and Pattern Recognition · Computer Science 2024-07-24 Sina Sharifi , Taha Entesari , Bardia Safaei , Vishal M. Patel , Mahyar Fazlyab

Safe navigation in new environments requires autonomous vehicles and robots to accurately interpret their surroundings, relying on LiDAR scene segmentation, out-of-distribution (OOD) obstacle detection, and uncertainty computation. We…

Machine Learning · Computer Science 2024-10-14 Hanieh Shojaei , Qianqian Zou , Max Mehltretter

We consider the problem of detecting out-of-distribution (OOD) samples in deep reinforcement learning. In a value based reinforcement learning setting, we propose to use uncertainty estimation techniques directly on the agent's value…

Machine Learning · Computer Science 2019-01-09 Andreas Sedlmeier , Thomas Gabor , Thomy Phan , Lenz Belzner , Claudia Linnhoff-Popien

Multi-Modal Learning (MML) integrates information from diverse modalities to improve predictive accuracy. While existing optimization strategies have made significant strides by mitigating gradient direction conflicts, we revisit MML from a…

Machine Learning · Computer Science 2026-02-09 Peizheng Guo , Jingyao Wang , Wenwen Qiang , Jiahuan Zhou , Changwen Zheng , Gang Hua

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

Deep neural networks can be roughly divided into deterministic neural networks and stochastic neural networks.The former is usually trained to achieve a mapping from input space to output space via maximum likelihood estimation for the…

For many practical, high-risk applications, it is essential to quantify uncertainty in a model's predictions to avoid costly mistakes. While predictive uncertainty is widely studied for neural networks, the topic seems to be under-explored…

Machine Learning · Computer Science 2021-04-05 Andrey Malinin , Liudmila Prokhorenkova , Aleksei Ustimenko

Uncertainty estimation aims to evaluate the confidence of a trained deep neural network. However, existing uncertainty estimation approaches rely on low-dimensional distributional assumptions and thus suffer from the high dimensionality of…

Machine Learning · Computer Science 2023-10-26 Tsai Hor Chan , Kin Wai Lau , Jiajun Shen , Guosheng Yin , Lequan Yu

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

Bayesian neural networks (BNN) and deep ensembles are principled approaches to estimate the predictive uncertainty of a deep learning model. However their practicality in real-time, industrial-scale applications are limited due to their…

Machine Learning · Computer Science 2020-10-27 Jeremiah Zhe Liu , Zi Lin , Shreyas Padhy , Dustin Tran , Tania Bedrax-Weiss , Balaji Lakshminarayanan

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu