Related papers: Learning Memory Kernels in Generalized Langevin Eq…
Recurrent neural network is a powerful model that learns temporal patterns in sequential data. For a long time, it was believed that recurrent networks are difficult to train using simple optimizers, such as stochastic gradient descent, due…
Consider the problem: given the data pair $(\mathbf{x}, \mathbf{y})$ drawn from a population with $f_*(x) = \mathbf{E}[\mathbf{y} | \mathbf{x} = x]$, specify a neural network model and run gradient flow on the weights over time until…
We study recursive regularized learning algorithms in the reproducing kernel Hilbert space (RKHS) with non-stationary online data streams. We introduce the concept of random Tikhonov regularization path and decompose the tracking error of…
We use Levy processes to generate joint prior distributions, and therefore penalty functions, for a location parameter as p grows large. This generalizes the class of local-global shrinkage rules based on scale mixtures of normals,…
Recently, classical kernel methods have been extended by the introduction of suitable tensor kernels so to promote sparsity in the solution of the underlying regression problem. Indeed, they solve an lp-norm regularization problem, with…
We consider the problem of predicting values of a random process or field satisfying a linear model $y(x)=\theta^\top f(x) + \varepsilon(x)$, where errors $\varepsilon(x)$ are correlated. This is a common problem in kriging, where the case…
$l^q$-regularization has been demonstrated to be an attractive technique in machine learning and statistical modeling. It attempts to improve the generalization (prediction) capability of a machine (model) through appropriately shrinking…
This paper derives error bounds for regression in continuous time over subsets of certain types of Riemannian manifolds.The regression problem is typically driven by a nonlinear evolution law taking values on the manifold, and it is cast as…
Global convolutions have shown increasing promise as powerful general-purpose sequence models. However, training long convolutions is challenging, and kernel parameterizations must be able to learn long-range dependencies without…
It is a well-known fact that adding noise to the input data often improves network performance. While the dropout technique may be a cause of memory loss, when it is applied to recurrent connections, Tikhonov regularization, which can be…
The Shapley value concept from cooperative game theory has become a popular technique for interpreting ML models, but efficiently estimating these values remains challenging, particularly in the model-agnostic setting. Here, we revisit the…
This paper studies an intriguing phenomenon related to the good generalization performance of estimators obtained by using large learning rates within gradient descent algorithms. First observed in the deep learning literature, we show that…
The Generalized Langevin Equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general non-equilibrium processes. In this approach, a part of the whole system (an…
Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and…
This paper addresses the problem of distributed learning under communication constraints, motivated by distributed signal processing in wireless sensor networks and data mining with distributed databases. After formalizing a general model…
We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…
Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…
This article describes a new class of prior distributions for nonparametric function estimation. The unknown function is modeled as a limit of weighted sums of kernels or generator functions indexed by continuous parameters that control…
The impressive generalization performance of modern neural networks is attributed in part to their ability to implicitly memorize complex training patterns. Inspired by this, we explore a novel mechanism to improve model generalization via…
In this paper, we study the statistical limits in terms of Sobolev norms of gradient descent for solving inverse problem from randomly sampled noisy observations using a general class of objective functions. Our class of objective functions…