Related papers: Grassmann Stein Variational Gradient Descent
This paper theoretically reanalyzes the convergence of the mini-batch stochastic gradient descent (SGD) for a structured minimization problem involving a finite-sum function with its gradient being stochastically approximated, and an…
Distribution Matching Distillation (DMD) is a widely used paradigm for accelerating inference in few-step video diffusion models. However, DMD-style video distillation faces two coupled challenges: the fake score must track a continuously…
In this paper, we propose projected gradient descent (PGD) algorithms for signal estimation from noisy nonlinear measurements. We assume that the unknown $p$-dimensional signal lies near the range of an $L$-Lipschitz continuous generative…
We derive finite-particle rates for the regularized Stein variational gradient descent (R-SVGD) algorithm introduced by He et al. (2024) that corrects the constant-order bias of the SVGD by applying a resolvent-type preconditioner to the…
Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…
Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…
Gradient estimation -- approximating the gradient of an expectation with respect to the parameters of a distribution -- is central to the solution of many machine learning problems. However, when the distribution is discrete, most common…
We introduce Group Spike-and-slab Variational Bayes (GSVB), a scalable method for group sparse regression. A fast co-ordinate ascent variational inference (CAVI) algorithm is developed for several common model families including Gaussian,…
Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…
Stochastic gradient descent~(SGD) and its variants have become more and more popular in machine learning due to their efficiency and effectiveness. To handle large-scale problems, researchers have recently proposed several parallel SGD…
We consider stochastic gradient descent (SGD) for least-squares regression with potentially several passes over the data. While several passes have been widely reported to perform practically better in terms of predictive performance on…
Sign stochastic gradient descent (signSGD) is a communication-efficient method that transmits only the sign of stochastic gradients for parameter updating. Existing literature has demonstrated that signSGD can achieve a convergence rate of…
Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…
We formalize an equivalence between two popular methods for Bayesian inference: Stein variational gradient descent (SVGD) and black-box variational inference (BBVI). In particular, we show that BBVI corresponds precisely to SVGD when the…
Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projections of the data and parameters, allowing high-dimensional…
Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC algorithm for Bayesian learning from large scale datasets. While SGLD with decreasing step sizes converges weakly to the posterior distribution, the algorithm is often…
Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…
Score distillation has emerged as one of the most prevalent approaches for text-to-3D asset synthesis. Essentially, score distillation updates 3D parameters by lifting and back-propagating scores averaged over different views. In this…
We present Constrained Stein Variational Trajectory Optimization (CSVTO), an algorithm for performing trajectory optimization with constraints on a set of trajectories in parallel. We frame constrained trajectory optimization as a novel…
Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…