Related papers: HawkEye: Advancing Robust Regression with Bounded,…
The key task of machine learning is to minimize the loss function that measures the model fit to the training data. The numerical methods to do this efficiently depend on the properties of the loss function. The most decisive among these…
We present a detailed study of $H$-consistency bounds for regression. We first present new theorems that generalize the tools previously given to establish $H$-consistency bounds. This generalization proves essential for analyzing…
We study adaptive aggregation for heterogeneous local SGD in convex finite-sum optimization, allowing heterogeneous local horizons, minibatch sizes, gradient noise, and participation. We introduce HEW-Local SGD, a corrected local-SGD method…
A Support Vector Method for multivariate performance measures was recently introduced by Joachims (2005). The underlying optimization problem is currently solved using cutting plane methods such as SVM-Perf and BMRM. One can show that these…
Stochastic variance reduced gradient (SVRG) is an accelerated version of stochastic gradient descent based on variance reduction, and is promising for solving large-scale inverse problems. In this work, we analyze SVRG and a regularized…
We propose a sparse vector autoregressive (VAR) hidden semi-Markov model (HSMM) for modeling temporal and contemporaneous (e.g. spatial) dependencies in multivariate nonstationary time series. The HSMM's generic state distribution is…
Many studies have examined the shortcomings of word error rate (WER) as an evaluation metric for automatic speech recognition (ASR) systems. Since WER considers only literal word-level correctness, new evaluation metrics based on semantic…
Approximating Stochastic Gradient Descent (SGD) as a Stochastic Differential Equation (SDE) has allowed researchers to enjoy the benefits of studying a continuous optimization trajectory while carefully preserving the stochasticity of SGD.…
We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…
Classification is the most important process in data analysis. However, due to the inherent non-convex and non-smooth structure of the zero-one loss function of the classification model, various convex surrogate loss functions such as hinge…
Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper,…
Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…
This paper explores adaptive variance reduction methods for stochastic optimization based on the STORM technique. Existing adaptive extensions of STORM rely on strong assumptions like bounded gradients and bounded function values, or suffer…
We investigate the topics of sensitivity and robustness in feedforward and convolutional neural networks. Combining energy landscape techniques developed in computational chemistry with tools drawn from formal methods, we produce empirical…
The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…
The performance of automatic speech recognition (ASR) systems can be significantly compromised by previously unseen conditions, which is typically due to a mismatch between training and testing distributions. In this paper, we address…
The standard smooth electrical resistivity tomography inversion produces an estimate of subsurface conductivity that has blurred boundaries, damped magnitudes, and often contains inversion artifacts. In many problems the expected…
In the context of linear regression, we construct a data-driven convex loss function with respect to which empirical risk minimisation yields optimal asymptotic variance in the downstream estimation of the regression coefficients. At the…
While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…
This paper investigates the Sensor Network Localization (SNL) problem, which seeks to determine sensor locations based on known anchor locations and partially given anchors-sensors and sensors-sensors distances. Two primary methods for…