Related papers: A Differential Evolution-Enhanced Latent Factor An…

Methods based on ordinary differential equations (ODEs) are widely used to build generative models of time-series. In addition to high computational overhead due to explicitly computing hidden states recurrence, existing ODE-based models…

We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

Probabilistic Latent Tensor Factorization (PLTF) is a recently proposed probabilistic framework for modelling multi-way data. Not only the common tensor factorization models but also any arbitrary tensor factorization structure can be…

In this paper, we study the sharpness of a deep learning (DL) loss landscape around local minima in order to reveal systematic mechanisms underlying the generalization abilities of DL models. Our analysis is performed across varying network…

In recent years, domain-specific accelerators (DSAs) have gained popularity for applications such as deep learning and autonomous driving. To facilitate DSA designs, programmers use high-level synthesis (HLS) to compile a high-level…

Although Mamba models significantly improve hyperspectral image (HSI) classification, one critical challenge is the difficulty in building the sequence of Mamba tokens efficiently. This paper presents a Sparse Deformable Mamba (SDMamba)…

Federated Learning (FL) aims to train machine learning models for multiple clients without sharing their own private data. Due to the heterogeneity of clients' local data distribution, recent studies explore the personalized FL that learns…

In this paper, we consider nonconvex minimax optimization, which is gaining prominence in many modern machine learning applications such as GANs. Large-scale edge-based collection of training data in these applications calls for…

Overparameterized stochastic differential equation (SDE) models have achieved remarkable success in various complex environments, such as PDE-constrained optimization, stochastic control and reinforcement learning, financial engineering,…

In recent years, there has been a growing interest in data-driven evolutionary algorithms (DDEAs) employing surrogate models to approximate the objective functions with limited data. However, current DDEAs are primarily designed for…

Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…

High-Level Synthesis (HLS) design space exploration (DSE) seeks Pareto-optimal designs within expansive pragma configuration spaces. To accelerate HLS DSE, graph neural networks (GNNs) are commonly employed as surrogates for HLS tools to…

In this paper, we establish a connection between the recently developed data-driven time-frequency analysis \cite{HS11,HS13-1} and the classical second order differential equations. The main idea of the data-driven time-frequency analysis…

In this paper we develop a novel approach for estimating large and sparse dynamic factor models using variational inference, also allowing for missing data. Inspired by Bayesian variable selection, we apply slab-and-spike priors onto the…

sparseDFM is an R package for the implementation of popular estimation methods for dynamic factor models (DFMs) including the novel Sparse DFM approach of Mosley et al. (2023). The Sparse DFM ameliorates interpretability issues of factor…

Surrogate-assisted evolutionary algorithms have been widely developed to solve complex and computationally expensive multi-objective optimization problems in recent years. However, when dealing with high-dimensional optimization problems,…

The Latent Stochastic Differential Equation (SDE) is a powerful tool for time series and sequence modeling. However, training Latent SDEs typically relies on adjoint sensitivity methods, which depend on simulation and backpropagation…

As a cornerstone in the Evolutionary Computation (EC) domain, Differential Evolution (DE) is known for its simplicity and effectiveness in handling challenging black-box optimization problems. While the advantages of DE are well-recognized,…

As a fundamental problem in machine learning and differential privacy (DP), DP linear regression has been extensively studied. However, most existing methods focus primarily on either regular data distributions or low-dimensional cases with…