Related papers: Online Heavy-tailed Change-point detection

In the educational domain, identifying students at risk of dropping out is essential for allowing educators to intervene effectively, improving both academic outcomes and overall student well-being. Data in educational settings often…

Stochastic gradient algorithms are often unstable when applied to functions that do not have Lipschitz-continuous and/or bounded gradients. Gradient clipping is a simple and effective technique to stabilize the training process for problems…

In order to safely deploy Deep Neural Networks (DNNs) within the perception pipelines of real-time decision making systems, there is a need for safeguards that can detect out-of-training-distribution (OoD) inputs both efficiently and…

We study scalable alternatives to robust gradient descent (RGD) techniques that can be used when the losses and/or gradients can be heavy-tailed, though this will be unknown to the learner. The core technique is simple: instead of trying to…

The problem of stopping stochastic gradient descent (SGD) in an online manner, based solely on the observed trajectory, is a challenging theoretical problem with significant consequences for applications. While SGD is routinely monitored as…

The aim of online change-point detection is for a accurate, timely discovery of structural breaks. As data dimension outgrows the number of data in observation, online detection becomes challenging. Existing methods typically test only the…

Recent vision-language pre-trained models (VL-PTMs) have shown remarkable success in open-vocabulary tasks. However, downstream use cases often involve further fine-tuning of VL-PTMs, which may distort their general knowledge and impair…

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

We introduce a general framework for nonlinear stochastic gradient descent (SGD) for the scenarios when gradient noise exhibits heavy tails. The proposed framework subsumes several popular nonlinearity choices, like clipped, normalized,…

Graph-based change point detection (CPD) play an irreplaceable role in discovering anomalous graphs in the time-varying network. While several techniques have been proposed to detect change points by identifying whether there is a…

Differentially Private Stochastic Gradient Descent (DP-SGD) is a widely adopted technique for privacy-preserving deep learning. A critical challenge in DP-SGD is selecting the optimal clipping threshold C, which involves balancing the…

We analyze stochastic gradient algorithms for optimizing nonconvex problems. In particular, our goal is to find local minima (second-order stationary points) instead of just finding first-order stationary points which may be some bad…

Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the…

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…

Under interpolation-type assumptions such as the strong growth condition, stochastic optimization methods can attain convergence rates comparable to full-batch methods, but their performance, particularly for SGD, remains highly sensitive…

In existing distributed stochastic optimization studies, it is usually assumed that the gradient noise has a bounded variance. However, recent research shows that the heavy-tailed noise, which allows an unbounded variance, is closer to…

We study convergence in high-probability of SGD-type methods in non-convex optimization and the presence of heavy-tailed noise. To combat the heavy-tailed noise, a general black-box nonlinear framework is considered, subsuming…

This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily satisfy the bounded variance assumption. Instead, it satisfies…

Detecting out-of-distribution (OOD) data is essential for safe deployment of deep neural networks (DNNs). This problem becomes particularly challenging in the presence of long-tailed in-distribution (ID) datasets, often leading to high…

Current out-of-distribution (OOD) detection methods typically assume balanced in-distribution (ID) data, while most real-world data follow a long-tailed distribution. Previous approaches to long-tailed OOD detection often involve balancing…