Related papers: Grassmann Stein Variational Gradient Descent
Support vector data description (SVDD) is a popular anomaly detection technique. The SVDD classifier partitions the whole data space into an inlier region, which consists of the region near the training data, and an outlier region, which…
The stochastic gradient descent (SGD) algorithm is widely used for parameter estimation, especially for huge data sets and online learning. While this recursive algorithm is popular for computation and memory efficiency, quantifying…
There has been recent interest in developing scalable Bayesian sampling methods such as stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) for big-data analysis. A standard SG-MCMC algorithm simulates samples…
When solving finite-sum minimization problems, two common alternatives to stochastic gradient descent (SGD) with theoretical benefits are random reshuffling (SGD-RR) and shuffle-once (SGD-SO), in which functions are sampled in cycles…
Stochastic gradient MCMC methods, such as stochastic gradient Langevin dynamics (SGLD), employ fast but noisy gradient estimates to enable large-scale posterior sampling. Although we can easily extend SGLD to distributed settings, it…
Full waveform inversion (FWI) enables us to obtain high-resolution velocity models of the subsurface. However, estimating the associated uncertainties in the process is not trivial. Commonly, uncertainty estimation is performed within the…
Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…
Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…
Over the last decade, a single algorithm has changed many facets of our lives - Stochastic Gradient Descent (SGD). In the era of ever decreasing loss functions, SGD and its various offspring have become the go-to optimization tool in…
Bilevel optimization has been widely used in many machine learning applications such as hyperparameter optimization and meta learning. Recently, many simple stochastic gradient descent(SGD) type algorithms(without using momentum and…
Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…
This paper considers the decision-dependent optimization problem, where the data distributions react in response to decisions affecting both the objective function and linear constraints. We propose a new method termed repeated projected…
Tensors, which give a faithful and effective representation to deliver the intrinsic structure of multi-dimensional data, play a crucial role in an increasing number of signal processing and machine learning problems. However, tensor data…
In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…
Particle-based variational inference methods (ParVIs) such as Stein variational gradient descent (SVGD) update the particles based on the kernelized Wasserstein gradient flow for the Kullback-Leibler (KL) divergence. However, the design of…
3D Gaussian Splatting (3DGS) has recently gained great attention in the 3D scene representation for its high-quality real-time rendering capabilities. However, when the input comprises sparse training views, 3DGS is prone to overfitting,…
In this paper, we propose a simple variant of the original stochastic variance reduction gradient (SVRG), where hereafter we refer to as the variance reduced stochastic gradient descent (VR-SGD). Different from the choices of the snapshot…
Stochastic gradient descent (SGD) is an estimation tool for large data employed in machine learning and statistics. Due to the Markovian nature of the SGD process, inference is a challenging problem. An underlying asymptotic normality of…
Stochastic gradient descent (SGD) is widely used in deep learning due to its computational efficiency, but a complete understanding of why SGD performs so well remains a major challenge. It has been observed empirically that most…
Optimal Transport has sparked vivid interest in recent years, in particular thanks to the Wasserstein distance, which provides a geometrically sensible and intuitive way of comparing probability measures. For computational reasons, the…