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Bayesian inference plays an important role in advancing machine learning, but faces computational challenges when applied to complex models such as deep neural networks. Variational inference circumvents these challenges by formulating…

Machine Learning · Statistics 2018-08-03 Mohammad Emtiyaz Khan , Didrik Nielsen

Natural gradient methods significantly accelerate the training of Physics-Informed Neural Networks (PINNs), but are often prohibitively costly. We introduce a suite of techniques to improve the accuracy and efficiency of energy natural…

Machine Learning · Computer Science 2025-10-24 Andrés Guzmán-Cordero , Felix Dangel , Gil Goldshlager , Marius Zeinhofer

We propose efficient numerical schemes for implementing the natural gradient descent (NGD) for a broad range of metric spaces with applications to PDE-based optimization problems. Our technique represents the natural gradient direction as a…

Optimization and Control · Mathematics 2023-01-12 Levon Nurbekyan , Wanzhou Lei , Yunan Yang

Optimization drives advances in quantum science and machine learning, yet most generative models aim to mimic data rather than to discover optimal answers to challenging problems. Here we present a variational generative optimization…

Quantum Physics · Physics 2025-08-19 Lingxia Zhang , Xiaodie Lin , Peidong Wang , Kaiyan Yang , Xiao Zeng , Zhaohui Wei , Zizhu Wang

Sampling-based algorithms, which eliminate ''unimportant'' computations during forward and/or back propagation (BP), offer potential solutions to accelerate neural network training. However, since sampling introduces approximations to…

Machine Learning · Computer Science 2024-02-28 Ziteng Wang , Jianfei Chen , Jun Zhu

A new method for learning variational autoencoders (VAEs) is developed, based on Stein variational gradient descent. A key advantage of this approach is that one need not make parametric assumptions about the form of the encoder…

Machine Learning · Computer Science 2017-11-20 Yunchen Pu , Zhe Gan , Ricardo Henao , Chunyuan Li , Shaobo Han , Lawrence Carin

Essential to visual generation is efficient modeling of visual data priors. Conventional next-token prediction methods define the process as learning the conditional probability distribution of successive tokens. Recently, next-scale…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Jinhua Zhang , Wei Long , Minghao Han , Weiyi You , Shuhang Gu

Variational Physics-Informed Neural Networks often suffer from poor convergence when using stochastic gradient-descent-based optimizers. By introducing a Least Squares solver for the weights of the last layer of the neural network, we…

Numerical Analysis · Mathematics 2025-03-20 Carlos Uriarte , Manuela Bastidas , David Pardo , Jamie M. Taylor , Sergio Rojas

The optimal power flow (OPF) problem, as a critical component of power system operations, becomes increasingly difficult to solve due to the variability, intermittency, and unpredictability of renewable energy brought to the power system.…

Machine Learning · Computer Science 2024-01-18 Yuxuan Li , Chaoyue Zhao , Chenang Liu

Uncertainty computation in deep learning is essential to design robust and reliable systems. Variational inference (VI) is a promising approach for such computation, but requires more effort to implement and execute compared to…

Machine Learning · Statistics 2018-08-03 Mohammad Emtiyaz Khan , Didrik Nielsen , Voot Tangkaratt , Wu Lin , Yarin Gal , Akash Srivastava

In this study, an efficient stochastic gradient-free method, the ensemble neural networks (ENN), is developed. In the ENN, the optimization process relies on covariance matrices rather than derivatives. The covariance matrices are…

Machine Learning · Statistics 2019-11-11 Yuntian Chen , Haibin Chang , Meng Jin , Dongxiao Zhang

Achieving invariance to nuisance transformations is a fundamental challenge in the construction of robust and reliable vision systems. Existing approaches to invariance scale exponentially with the dimension of the family of…

Computer Vision and Pattern Recognition · Computer Science 2022-03-11 Sam Buchanan , Jingkai Yan , Ellie Haber , John Wright

This paper presents a novel method for accelerating path-planning tasks in unknown scenes with obstacles by utilizing Wasserstein Generative Adversarial Networks (WGANs) with Gradient Penalty (GP) to approximate the distribution of…

Robotics · Computer Science 2025-01-14 Jorge Ocampo Jimenez , Wael Suleiman

We introduce Primal-Dual Wasserstein GAN, a new learning algorithm for building latent variable models of the data distribution based on the primal and the dual formulations of the optimal transport (OT) problem. We utilize the primal…

Machine Learning · Statistics 2018-05-25 Mevlana Gemici , Zeynep Akata , Max Welling

This paper introduces the Metric-Free Natural Gradient (MFNG) algorithm for training Boltzmann Machines. Similar in spirit to the Hessian-Free method of Martens [8], our algorithm belongs to the family of truncated Newton methods and…

Machine Learning · Computer Science 2013-03-19 Guillaume Desjardins , Razvan Pascanu , Aaron Courville , Yoshua Bengio

Due to the intractable partition function, training energy-based models (EBMs) by maximum likelihood requires Markov chain Monte Carlo (MCMC) sampling to approximate the gradient of the Kullback-Leibler divergence between data and model…

Machine Learning · Statistics 2021-12-28 Jianwen Xie , Zilong Zheng , Ping Li

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…

Machine Learning · Statistics 2017-11-01 Yihao Feng , Dilin Wang , Qiang Liu

Approximating complex probability densities is a core problem in modern statistics. In this paper, we introduce the concept of Variational Inference (VI), a popular method in machine learning that uses optimization techniques to estimate…

Machine Learning · Computer Science 2021-11-23 Ankush Ganguly , Samuel W. F. Earp

We present practical Levenberg-Marquardt variants of Gauss-Newton and natural gradient methods for solving non-convex optimization problems that arise in training deep neural networks involving enormous numbers of variables and huge data…

Machine Learning · Computer Science 2019-06-07 Yi Ren , Donald Goldfarb

Stochastic natural gradient variational inference (NGVI) is a popular and efficient algorithm for Bayesian inference. Despite empirical success, the convergence of this method is still not fully understood. In this work, we define and study…

Methodology · Statistics 2026-04-02 Thomas Guilmeau , Hadrien Hendrikx , Florence Forbes