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The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…

Statistics Theory · Mathematics 2009-02-26 Christophe Crambes , Alois Kneip , Pascal Sarda

Sharpness-aware Minimization (SAM) has been proposed recently to improve model generalization ability. However, SAM calculates the gradient twice in each optimization step, thereby doubling the computation costs compared to stochastic…

Computer Vision and Pattern Recognition · Computer Science 2024-03-15 Jiaxin Deng , Junbiao Pang , Baochang Zhang , Tian Wang

This paper is concerned with function reconstruction from samples. The sampling points used in several approaches are (1) structured points connected with fast algorithms or (2) unstructured points coming from, e.g., an initial random draw…

Numerical Analysis · Mathematics 2023-06-07 Felix Bartel , Lutz Kämmerer , Daniel Potts , Tino Ullrich

Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning.…

Machine Learning · Statistics 2019-01-25 Luigi Carratino , Alessandro Rudi , Lorenzo Rosasco

Score-based generative models have demonstrated significant practical success in data-generating tasks. The models establish a diffusion process that perturbs the ground truth data to Gaussian noise and then learn the reverse process to…

Machine Learning · Computer Science 2024-05-24 Ziqing Wen , Xiaoge Deng , Ping Luo , Tao Sun , Dongsheng Li

Most zeroth-order optimization algorithms mimic a first-order algorithm but replace the gradient of the objective function with some gradient estimator that can be computed from a small number of function evaluations. This estimator is…

Optimization and Control · Mathematics 2026-01-12 Wouter Jongeneel , Man-Chung Yue , Daniel Kuhn

Transferring knowledge from a cross-encoder teacher via Knowledge Distillation (KD) has become a standard paradigm for training retrieval models. While existing studies have largely focused on mining hard negatives to improve…

Information Retrieval · Computer Science 2026-04-29 Youngjoon Jang , Seongtae Hong , Hyeonseok Moon , Heuiseok Lim

State-of-the-art methods for Convolutional Sparse Coding usually employ Fourier-domain solvers in order to speed up the convolution operators. However, this approach is not without shortcomings. For example, Fourier-domain representations…

Image and Video Processing · Electrical Eng. & Systems 2019-09-04 Jinhui Xiong , Peter Richtárik , Wolfgang Heidrich

Observational cohort studies with oversampled exposed subjects are typically implemented to understand the causal effect of a rare exposure. Because the distribution of exposed subjects in the sample differs from the source population,…

Methodology · Statistics 2019-02-14 Sherri Rose

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Modern ML systems ingest data aggregated from diverse sources, such as synthetic, human-annotated, and live customer traffic. Understanding \textit{which} examples are important to the performance of a learning algorithm is crucial for…

Machine Learning · Computer Science 2023-11-29 Nikhil Anand , Joshua Tan , Maria Minakova

Stochastic kinetic models are ubiquitous in physics, yet inferring their parameters from experimental data remains challenging. In deterministic models, parameter inference often relies on gradients, as they can be obtained efficiently…

Computational Physics · Physics 2026-04-03 Ludwig Burger , Annalena Kofler , Lukas Heinrich , Ulrich Gerland

We study the distribution of hard-, soft-, and adaptive soft-thresholding estimators within a linear regression model where the number of parameters k can depend on sample size n and may diverge with n. In addition to the case of known…

Statistics Theory · Mathematics 2012-01-04 Benedikt M. Pötscher , Ulrike Schneider

We study the data selection problem, whose aim is to select a small representative subset of data that can be used to efficiently train a machine learning model. We present a new data selection approach based on $k$-means clustering and…

We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…

Optimization and Control · Mathematics 2018-12-18 Vikram Krishnamurthy , Felisa Vazquez Abad

Stochastic optimization problems with unknown decision-dependent distributions have attracted increasing attention in recent years due to its importance in applications. Since the gradient of the objective function is inaccessible as a…

Optimization and Control · Mathematics 2025-10-30 Yuya Hikima , Akiko Takeda

A recent trend in the signal/image processing literature is the optimization of Fourier sampling schemes for specific datasets of signals. In this paper, we explain why choosing optimal non Cartesian Fourier sampling patterns is a difficult…

Optimization and Control · Mathematics 2022-07-22 Frédéric de Gournay , Alban Gossard , Pierre Weiss

We introduce inference methods for score decompositions, which partition scoring functions for predictive assessment into three interpretable components: miscalibration, discrimination, and uncertainty. Our estimation and inference relies…

Econometrics · Economics 2026-03-05 Timo Dimitriadis , Marius Puke

In this paper we focus on the linear functionals defining an approximate version of the gradient of a function. These functionals are often used when dealing with optimization problems where the computation of the gradient of the objective…

Optimization and Control · Mathematics 2021-05-21 Marco Boresta , Tommaso Colombo , Alberto De Santis , Stefano Lucidi

We study the problem of estimating a manifold from random samples. In particular, we consider piecewise constant and piecewise linear estimators induced by k-means and k-flats, and analyze their performance. We extend previous results for…

Machine Learning · Computer Science 2015-03-20 Guillermo D. Canas , Tomaso Poggio , Lorenzo Rosasco
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