English
Related papers

Related papers: Learning Memory Kernels in Generalized Langevin Eq…

200 papers

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…

Neural and Evolutionary Computing · Computer Science 2015-04-20 Tomas Mikolov , Armand Joulin , Sumit Chopra , Michael Mathieu , Marc'Aurelio Ranzato

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…

Machine Learning · Statistics 2020-07-27 Xialiang Dou , Tengyuan Liang

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…

Machine Learning · Computer Science 2025-10-24 Xiwei Zhang , Yan Chen , Tao Li

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,…

Methodology · Statistics 2011-04-26 Nicholas G. Polson , James G. Scott

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…

Machine Learning · Computer Science 2020-03-25 Feliks Hibraj , Marcello Pelillo , Saverio Salzo , Massimiliano Pontil

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…

Statistics Theory · Mathematics 2019-08-13 Holger Dette , Andrey Pepelyshev , Anatoly Zhigljavsky

$l^q$-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…

Machine Learning · Computer Science 2023-06-14 Shaobo Lin , Chen Xu , Jingshan Zeng , Jian Fang

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…

Dynamical Systems · Mathematics 2022-09-09 Nathan Powell , Jia Guo , Sai Tej Parachuri , John Burns , Boone Estes , Andrew Kurdila

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…

Machine Learning · Computer Science 2024-08-20 Harry Jake Cunningham , Giorgio Giannone , Mingtian Zhang , Marc Peter Deisenroth

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…

Machine Learning · Computer Science 2017-08-11 Andrei Turkin

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…

Machine Learning · Computer Science 2021-04-26 Ian Covert , Su-In Lee

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…

Machine Learning · Statistics 2022-06-06 Gaspard Beugnot , Julien Mairal , Alessandro Rudi

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…

Statistical Mechanics · Physics 2014-04-23 L. Stella , C. D. Lorenz , L. Kantorovich

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…

Machine Learning · Statistics 2026-04-30 Albert Saiapin , Kim Batselier

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…

Machine Learning · Computer Science 2016-11-15 Joel B. Predd , Sanjeev R. Kulkarni , H. Vincent Poor

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…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

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…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

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…

Statistics Theory · Mathematics 2011-12-15 Robert L. Wolpert , Merlise A. Clyde , Chong Tu

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…

Numerical Analysis · Mathematics 2022-09-20 Yiping Lu , Jose Blanchet , Lexing Ying