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Gradient-based methods enable efficient search capabilities in high dimensions. However, in order to apply them effectively in offline optimization paradigms such as offline Reinforcement Learning (RL) or Imitation Learning (IL), we require…

Machine Learning · Computer Science 2023-10-18 H. J. Terry Suh , Glen Chou , Hongkai Dai , Lujie Yang , Abhishek Gupta , Russ Tedrake

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

Statistics Theory · Mathematics 2014-12-16 Jacob Steinhardt , Stefan Wager , Percy Liang

For statistical modeling wherein the data regime is unfavorable in terms of dimensionality relative to the sample size, finding hidden sparsity in the ground truth can be critical in formulating an accurate statistical model. The so-called…

Optimization and Control · Mathematics 2025-08-04 Matteo Bergamaschi , Andrea Cristofari , Vyacheslav Kungurtsev , Francesco Rinaldi

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Machine Learning · Statistics 2015-03-10 Yarin Gal , Yutian Chen , Zoubin Ghahramani

We consider the problem of selecting $k$ seed nodes in a network to maximize the minimum probability of activation under an independent cascade beginning at these seeds. The motivation is to promote fairness by ensuring that even the least…

Social and Information Networks · Computer Science 2025-02-20 Dennis Robert Windham , Caroline J. Wendt , Alex Crane , Madelyn J Warr , Freda Shi , Sorelle A. Friedler , Blair D. Sullivan , Aaron Clauset

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

We provide tight finite-time convergence bounds for gradient descent and stochastic gradient descent on quadratic functions, when the gradients are delayed and reflect iterates from $\tau$ rounds ago. First, we show that without stochastic…

Optimization and Control · Mathematics 2018-06-28 Yossi Arjevani , Ohad Shamir , Nathan Srebro

Estimating structures in "big data" and clustering them are among the most fundamental problems in computer vision, pattern recognition, data mining, and many other other research fields. Over the past few decades, many studies have been…

Machine Learning · Computer Science 2019-01-09 Maryam Jaberi , Marianna Pensky , Hassan Foroosh

Quantile regression, a robust method for estimating conditional quantiles, has advanced significantly in fields such as econometrics, statistics, and machine learning. In high-dimensional settings, where the number of covariates exceeds…

Machine Learning · Statistics 2024-09-04 The Tien Mai

Neighborhood selection is a widely used method used for estimating the support set of sparse precision matrices, which helps determine the conditional dependence structure in undirected graphical models. However, reporting only point…

Methodology · Statistics 2023-12-29 Yiling Huang , Snigdha Panigrahi , Walter Dempsey

Self-paced learning and hard example mining re-weight training instances to improve learning accuracy. This paper presents two improved alternatives based on lightweight estimates of sample uncertainty in stochastic gradient descent (SGD):…

Machine Learning · Statistics 2018-01-09 Haw-Shiuan Chang , Erik Learned-Miller , Andrew McCallum

State-of-the-art optimization is steadily shifting towards massively parallel pipelines with extremely large batch sizes. As a consequence, CPU-bound preprocessing and disk/memory/network operations have emerged as new performance…

Machine Learning · Computer Science 2020-10-27 Naman Agarwal , Rohan Anil , Tomer Koren , Kunal Talwar , Cyril Zhang

Active learning enables efficient model training by leveraging interactions between machine learning agents and human annotators. We study and propose a novel framework that formulates batch active learning from the sparse approximation's…

Machine Learning · Computer Science 2022-11-08 Maohao Shen , Bowen Jiang , Jacky Yibo Zhang , Oluwasanmi Koyejo

A reinforcement learning agent that needs to pursue different goals across episodes requires a goal-conditional policy. In addition to their potential to generalize desirable behavior to unseen goals, such policies may also enable…

Machine Learning · Computer Science 2019-02-21 Paulo Rauber , Avinash Ummadisingu , Filipe Mutz , Juergen Schmidhuber

Rare events can potentially occur in many applications. When manifested as opportunities to be exploited, risks to be ameliorated, or certain features to be extracted, such events become of paramount significance. Due to their sporadic…

Information Theory · Computer Science 2012-10-10 Ali Tajer , H. Vincent Poor

The Iterative Hard Thresholding (IHT) algorithm has been considered extensively as an effective deterministic algorithm for solving sparse optimizations. The IHT algorithm benefits from the information of the batch (full) gradient at each…

Machine Learning · Computer Science 2022-09-30 Saeed Damadi , Jinglai Shen

Applying Differentially Private Stochastic Gradient Descent (DPSGD) to training modern, large-scale neural networks such as transformer-based models is a challenging task, as the magnitude of noise added to the gradients at each iteration…

Machine Learning · Computer Science 2022-07-07 Ryuichi Ito , Seng Pei Liew , Tsubasa Takahashi , Yuya Sasaki , Makoto Onizuka

We propose a novel strategy for extracting features in supervised learning that can be used to construct a classifier which is more robust to small perturbations in the input space. Our method builds upon the idea of the information…

Machine Learning · Computer Science 2019-10-16 Ankit Pensia , Varun Jog , Po-Ling Loh

Nonresponse frequently arises in practice, and simply ignoring it may lead to erroneous inference. Besides, the number of collected covariates may increase as the sample size in modern statistics, so parametric imputation or propensity…

Methodology · Statistics 2022-09-29 Xin He , Xiaojun Mao , Zhonglei Wang

Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical…

Machine Learning · Statistics 2018-04-11 Nico S. Gorbach , Stefan Bauer , Joachim M. Buhmann
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