Related papers: Smoothing Methods for Automatic Differentiation Ac…

In this paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multilevel Monte Carlo (MLMC) in the SAA setup to enhance the…

The score function estimator is widely used for estimating gradients of stochastic objectives in stochastic computation graphs (SCG), eg, in reinforcement learning and meta-learning. While deriving the first-order gradient estimators by…

Automatic differentiation (AD) is a set of techniques that systematically applies the chain rule to compute the gradients of functions without requiring human intervention. Although the fundamentals of this technology were established…

Science and engineering problems subject to uncertainty are frequently both computationally expensive and feature nonsmooth parameter dependence, making standard Monte Carlo too slow, and excluding efficient use of accelerated uncertainty…

We propose a novel stochastic smoothing accelerated gradient (SSAG) method for general constrained nonsmooth convex composite optimization, and analyze the convergence rates. The SSAG method allows various smoothing techniques, and can deal…

Alzheimer's Disease (AD) detection employs machine learning classification models to distinguish between individuals with AD and those without. Different from conventional classification tasks, we identify within-class variation as a…

This paper introduces a general method to approximate the convolution of an arbitrary program with a Gaussian kernel. This process has the effect of smoothing out a program. Our compiler framework models intermediate values in the program…

We develop a novel gradient-based algorithm for optimizing nonsmooth nonconvex functions where nonsmoothness arises from explicit nonsmooth operators in the objective's analytical form. Our key innovation involves encoding active smooth…

We develop universal gradient methods for Stochastic Convex Optimization (SCO). Our algorithms automatically adapt not only to the oracle's noise but also to the H\"older smoothness of the objective function without a priori knowledge of…

We consider a smoothed online convex optimization (SOCO) problem with predictions, where the learner has access to a finite lookahead window of time-varying stage costs, but suffers a switching cost for changing its actions at each stage.…

Supervised Semantic Differential (SSD) is a mixed quantitative-interpretive method that models how text meaning varies with continuous individual-difference variables by estimating a semantic gradient in an embedding space and interpreting…

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Integrated Gradients as an attribution method for deep neural network models offers simple implementability. However, it suffers from noisiness of explanations which affects the ease of interpretability. The SmoothGrad technique is proposed…

In this paper, we consider a class of nonconvex and nonsmooth fractional programming problems, that involve the sum of a convex, possibly nonsmooth function composed with a linear operator and a differentiable, possibly nonconvex function…

Automatic differentiation is involved for long in applied mathematics as an alternative to finite difference to improve the accuracy of numerical computation of derivatives. Each time a numerical minimization is involved, automatic…

We propose a gradient-free deep reinforcement learning algorithm to solve high-dimensional, finite-horizon stochastic control problems. Although the recently developed deep reinforcement learning framework has achieved great success in…

Stochastic optimization in learning and inference often relies on Markov chain Monte Carlo (MCMC) to approximate gradients when exact computation is intractable. However, finite-time MCMC estimators are biased, and reducing this bias…

We propose several adaptive algorithmic methods for problems of non-smooth convex optimization. The first of them is based on a special artificial inexactness. Namely, the concept of inexact ($ \delta, \Delta, L$)-model of objective…

This article introduces a novel family of optimization algorithms - Anisotropic Gaussian Smoothing Gradient Descent (AGS-GD), AGS-Stochastic Gradient Descent (AGS-SGD), and AGS-Adam - that employ anisotropic Gaussian smoothing to enhance…

In this paper, we propose a new paradigm for program optimization which is based on aggressive aggregation, i.e., on a partial evaluation-based decomposition of acyclic program fragments into a pair of computationally optimal structures: an…