Related papers: Active Learning for Saddle Point Calculation

Deep Gaussian processes (DGPs) are increasingly popular as predictive models in machine learning (ML) for their non-stationary flexibility and ability to cope with abrupt regime changes in training data. Here we explore DGPs as surrogates…

High-index saddle dynamics (HiSD) is an effective approach for computing saddle points of a prescribed Morse index and constructing solution landscapes for complex nonlinear systems. However, for problems with ill-conditioned Hessians…

Spiking neural networks (SNNs), recognized as an energy-efficient alternative to traditional artificial neural networks (ANNs), have advanced rapidly through the scaling of models and datasets. However, such scaling incurs considerable…

Learning from demonstration (LfD) is an intuitive framework allowing non-expert users to easily (re-)program robots. However, the quality and quantity of demonstrations have a great influence on the generalization performances of LfD…

The Activation-Relaxation Technique nouveau (ARTn) is an eigenvector following method for systematic search of saddle points and transition pathways on a given potential energy surface. We propose a variation of this method aiming at…

We present a comprehensive theoretical analysis of first-order methods for escaping strict saddle points in smooth non-convex optimization. Our main contribution is a Perturbed Saddle-escape Descent (PSD) algorithm with fully explicit…

In this paper we propose a primal-dual proximal extragradient algorithm to solve the generalized Dantzig selector (GDS) estimation problem, based on a new convex-concave saddle-point (SP) reformulation. Our new formulation makes it possible…

When applied to training deep neural networks, stochastic gradient descent (SGD) often incurs steady progression phases, interrupted by catastrophic episodes in which loss and gradient norm explode. A possible mitigation of such events is…

This paper proposes SplitSGD, a new dynamic learning rate schedule for stochastic optimization. This method decreases the learning rate for better adaptation to the local geometry of the objective function whenever a stationary phase is…

Active learning is a machine learning paradigm designed to optimize model performance in a setting where labeled data is expensive to acquire. In this work, we propose a novel active learning method called SUPClust that seeks to identify…

This paper introduces the Multiple Greedy Quasi-Newton (MGSR1-SP) method, a novel approach to solving strongly-convex-strongly-concave (SCSC) saddle point problems. Our method enhances the approximation of the squared indefinite Hessian…

Characterizing and understanding the dynamics of stochastic gradient descent (SGD) around saddle points remains an open problem. We first show that saddle points in neural networks can be divided into two types, among which the Type-II…

This paper presents a simple primal dual method named DPD which is a flexible framework for a class of saddle point problem with or without strongly convex component. The presented method has linearized version named LDPD and exact version…

Feed-forward neural networks (NN) are a staple machine learning method widely used in many areas of science and technology. While even a single-hidden layer NN is a universal approximator, its expressive power is limited by the use of…

This paper proposes and analyzes an iterative minimization formulation for search- ing index-1 saddle points of an energy function. This formulation differs from other eigenvector-following methods by constructing a new objective function…

Solving sequential decision prediction problems, including those in imitation learning settings, requires mitigating the problem of covariate shift. The standard approach, DAgger, relies on capturing expert behaviour in all states that the…

Nesterov's accelerated gradient descent (AGD), an instance of the general family of "momentum methods", provably achieves faster convergence rate than gradient descent (GD) in the convex setting. However, whether these methods are superior…

We examine the behavior of accelerated gradient methods in smooth nonconvex unconstrained optimization, focusing in particular on their behavior near strict saddle points. Accelerated methods are iterative methods that typically step along…

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

The performance of learning-based control techniques crucially depends on how effectively the system is explored. While most exploration techniques aim to achieve a globally accurate model, such approaches are generally unsuited for systems…