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Long-tail learning has garnered widespread attention and achieved significant progress in recent times. However, even with pre-trained prior knowledge, models still exhibit weaker generalization performance on tail classes. The promising…
We introduce the \textsc{Tailed-Uniform} proposal distribution for generating training simulations in simulation-based inference. Instead of sampling parameters uniformly within bounded regions, we extend the distribution beyond prior…
Many tasks are accomplished via random processes. The completion time of such a task can be profoundly affected by restart: the occasional resetting of the task's underlying random process. Consequently, determining when restart will impede…
Weight averaging has become a standard technique for enhancing model performance. However, methods such as Stochastic Weight Averaging (SWA) and Latest Weight Averaging (LAWA) often require manually designed procedures to sample from the…
Current meta-learning methods are constrained to narrow task distributions with fixed feature and label spaces, limiting applicability. Moreover, the current meta-learning literature uses key terms like "universal" and "general-purpose"…
We propose adaptive weight decay, which automatically tunes the hyper-parameter for weight decay during each training iteration. For classification problems, we propose changing the value of the weight decay hyper-parameter on the fly based…
In this paper, we design, analyze, and implement a variant of the two-loop L-shaped algorithms for solving two-stage stochastic programming problems that arise from important application areas including revenue management and power systems.…
We develop an efficient simulation algorithm for computing the tail probabilities of the infinite series $S = \sum_{n \geq 1} a_n X_n$ when random variables $X_n$ are heavy-tailed. As $S$ is the sum of infinitely many random variables, any…
The purpose of this research is to devise a tactic that can closely track the daily cumulative volume-weighted average price (VWAP) using reinforcement learning. Previous studies often choose a relatively short trading horizon to implement…
Overparameterization refers to the important phenomenon where the width of a neural network is chosen such that learning algorithms can provably attain zero loss in nonconvex training. The existing theory establishes such global convergence…
Recent thinking models solve complex reasoning tasks by scaling test-time compute, but this scaling must be allocated in line with task difficulty. On one hand, short reasoning (underthinking) leads to errors on harder problems that require…
In this work, we deal with unconstrained nonlinear optimization problems. Specifically, we are interested in methods carrying out updates possibly along directions not of descent, like Polyak's heavy-ball algorithm. Instead of enforcing…
It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized…
We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions instead about only finitely-many moments. We focus on how…
We consider deep neural networks in a Bayesian framework with a prior distribution sampling the network weights at random. Following a recent idea of Agapiou and Castillo (2023), who show that heavy-tailed prior distributions achieve…
Balancing training on long-tail data distributions remains a long-standing challenge in deep learning. While methods such as re-weighting and re-sampling help alleviate the imbalance issue, limited sample diversity continues to hinder…
In the realm of edge computing, the increasing demand for high Quality of Service (QoS), particularly in dynamic multimedia streaming applications (e.g., Augmented Reality/Virtual Reality and online gaming), has prompted the need for…
We consider the problem of estimating the tail index $\alpha$ of a distribution satisfying a $(\alpha, \beta)$ second-order Pareto-type condition, where \beta is the second-order coefficient. When $\beta$ is available, it was previously…
Expected risk minimization (ERM) is at the core of many machine learning systems. This means that the risk inherent in a loss distribution is summarized using a single number - its average. In this paper, we propose a general approach to…
Fine-tuning pre-trained diffusion and flow models to optimize downstream utilities is central to real-world deployment. Existing entropy-regularized methods primarily maximize expected reward, providing no mechanism to shape tail behavior.…