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We adopt an information-theoretic framework to analyze the generalization behavior of the class of iterative, noisy learning algorithms. This class is particularly suitable for study under information-theoretic metrics as the algorithms are…
The empirical evidence indicates that stochastic optimization with heavy-tailed gradient noise is more appropriate to characterize the training of machine learning models than that with standard bounded gradient variance noise. Most…
Guessing Random Additive Noise Decoding (GRAND) is a recently proposed universal decoding algorithm for linear error correcting codes. Since GRAND does not depend on the structure of the code, it can be used for any code encountered in…
The graduated optimization approach is a method for finding global optimal solutions for nonconvex functions by using a function smoothing operation with stochastic noise. This paper makes three contributions regarding graduated…
In this paper, sensor selection problems for target tracking in large sensor networks with linear equality or inequality constraints are considered. First, we derive an equivalent Kalman filter for sensor selection, i.e., generalized…
Generalized compressed sensing (GCS) is a paradigm in which a structured high-dimensional signal may be recovered from random, under-determined, and corrupted linear measurements. Generalized Lasso (GL) programs are effective for solving…
To achieve outlier-robust geometric estimation, robust objective functions are generally employed to mitigate the influence of outliers. The widely used consensus maximization(CM) is highly robust when paired with global…
Performing gradient descent in a wide neural network is equivalent to computing the posterior mean of a Gaussian Process with the Neural Tangent Kernel (NTK-GP), for a specific prior mean and with zero observation noise. However, existing…
The dichotomous coordinate descent (DCD) algorithm has been successfully used for significant reduction in the complexity of recursive least squares (RLS) algorithms. In this work, we generalize the application of the DCD algorithm to RLS…
One way to avoid overfitting in machine learning is to use model parameters distributed according to a Bayesian posterior given the data, rather than the maximum likelihood estimator. Stochastic gradient Langevin dynamics (SGLD) is one…
Stochastic Gradient (SG) Markov Chain Monte Carlo algorithms (MCMC) are popular algorithms for Bayesian sampling in the presence of large datasets. However, they come with little theoretical guarantees and assessing their empirical…
The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and…
Online Learning to Rank (OLTR) methods optimize ranking models by directly interacting with users, which allows them to be very efficient and responsive. All OLTR methods introduced during the past decade have extended on the original OLTR…
We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…
This paper is motivated by recent research in the $d$-dimensional stochastic linear bandit literature, which has revealed an unsettling discrepancy: algorithms like Thompson sampling and Greedy demonstrate promising empirical performance,…
We revisit the Bayesian online inference problems for the linear dynamic systems (LDS) under non- Gaussian environment. The noises can naturally be non-Gaussian (skewed and/or heavy tailed) or to accommodate spurious observations, noises…
Nonsmooth sparsity constrained optimization encompasses a broad spectrum of applications in machine learning. This problem is generally non-convex and NP-hard. Existing solutions to this problem exhibit several notable limitations,…
We present an efficient algorithm to compute tight upper bounds of collision probability between two objects with positional uncertainties, whose error distributions are represented with non-Gaussian forms. Our approach can handle noisy…
In this work we define a unified mathematical framework to deepen our understanding of the role of stochastic gradient (SG) noise on the behavior of Markov chain Monte Carlo sampling (SGMCMC) algorithms. Our formulation unlocks the design…
Objective: A novel ECG classification algorithm is proposed for continuous cardiac monitoring on wearable devices with limited processing capacity. Methods: The proposed solution employs a novel architecture consisting of wavelet transform…