Related papers: Online Heavy-tailed Change-point detection
3D semantic occupancy prediction is central to autonomous driving, yet current methods are vulnerable to long-tailed class bias and out-of-distribution (OOD) inputs, often overconfidently assigning anomalies to rare classes. We present…
We establish a data-dependent notion of algorithmic stability for Stochastic Gradient Descent (SGD), and employ it to develop novel generalization bounds. This is in contrast to previous distribution-free algorithmic stability results for…
Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…
Stochastic gradient descent (SGD) is an immensely popular approach for online learning in settings where data arrives in a stream or data sizes are very large. However, despite an ever-increasing volume of work on SGD, much less is known…
We propose a novel algorithm for distributed stochastic gradient descent (SGD) with compressed gradient communication in the parameter-server framework. Our gradient compression technique, named flattened one-bit stochastic gradient descent…
For many computational problems involving randomness, intricate geometric features of the solution space have been used to rigorously rule out powerful classes of algorithms. This is often accomplished through the lens of the multi Overlap…
Gradient clipping is a standard safeguard for training neural networks under noisy, heavy-tailed stochastic gradients; yet, most clipping rules treat all parameters as vectors and ignore the matrix structure of modern architectures. We show…
Graph Out-of-Distribution (OOD) detection aims to identify whether a test graph deviates from the distribution of graphs observed during training, which is critical for ensuring the reliability of Graph Neural Networks (GNNs) when deployed…
In this work, we study the asymptotic randomness of an algorithmic estimator of the saddle point of a globally convex-concave and locally strongly-convex strongly-concave objective. Specifically, we show that the averaged iterates of a…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…
For reliable deployment of deep-learning systems, out-of-distribution (OOD) detection is indispensable. In the real world, where test-time inputs often arrive as streaming mixtures of in-distribution (ID) and OOD samples under evolving…
We propose a novel change-point detection method based on online Dynamic Mode Decomposition with control (ODMDwC). Leveraging ODMDwC's ability to find and track linear approximation of a non-linear system while incorporating control…
The recently proposed fixed-X knockoff is a powerful variable selection procedure that controls the false discovery rate (FDR) in any finite-sample setting, yet its theoretical insights are difficult to show beyond Gaussian linear models.…
Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…
Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neural network training, is hard to analyze, theoretically. The…
This paper proposes a new test for a change point in the mean of high-dimensional data based on the spatial sign and self-normalization. The test is easy to implement with no tuning parameters, robust to heavy-tailedness and theoretically…
Modern applications in sensitive domains such as biometrics and medicine frequently require the use of non-decomposable loss functions such as precision@k, F-measure etc. Compared to point loss functions such as hinge-loss, these offer much…
We study mean change point testing problems for high-dimensional data, with exponentially- or polynomially-decaying tails. In each case, depending on the $\ell_0$-norm of the mean change vector, we separately consider dense and sparse…
Gradient clipping is commonly used in training deep neural networks partly due to its practicability in relieving the exploding gradient problem. Recently, \citet{zhang2019gradient} show that clipped (stochastic) Gradient Descent (GD)…
We develop methods for parameter estimation in settings with large-scale data sets, where traditional methods are no longer tenable. Our methods rely on stochastic approximations, which are computationally efficient as they maintain one…