Related papers: AdaptGrad: Adaptive Sampling to Reduce Noise
Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…
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…
Stochastic variance reduced methods have shown strong performance in solving finite-sum problems. However, these methods usually require the users to manually tune the step-size, which is time-consuming or even infeasible for some…
Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this…
Stochastic gradient descent is the method of choice for large scale optimization of machine learning objective functions. Yet, its performance is greatly variable and heavily depends on the choice of the stepsizes. This has motivated a…
We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…
To improve the off-sample generalization of classical procedures minimizing the empirical risk under potentially heavy-tailed data, new robust learning algorithms have been proposed in recent years, with generalized median-of-means…
Gradients play a pivotal role in neural networks explanation. The inherent high dimensionality and structural complexity of neural networks result in the original gradients containing a significant amount of noise. While several approaches…
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…
Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…
This paper considers a class of convex constrained nonsmooth convex stochastic composite optimization problems whose objective function is given by the summation of a differentiable convex component, together with a general nonsmooth but…
We aim to make stochastic gradient descent (SGD) adaptive to (i) the noise $\sigma^2$ in the stochastic gradients and (ii) problem-dependent constants. When minimizing smooth, strongly-convex functions with condition number $\kappa$, we…
We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when…
Any classifier can be "smoothed out" under Gaussian noise to build a new classifier that is provably robust to $\ell_2$-adversarial perturbations, viz., by averaging its predictions over the noise via randomized smoothing. Under the…
Adaptive gradient methods like AdaGrad are widely used in optimizing neural networks. Yet, existing convergence guarantees for adaptive gradient methods require either convexity or smoothness, and, in the smooth setting, only guarantee…
This paper introduces WaveGrad, a conditional model for waveform generation which estimates gradients of the data density. The model is built on prior work on score matching and diffusion probabilistic models. It starts from a Gaussian…
This paper studies interpretability of convolutional networks by means of saliency maps. Most approaches based on Class Activation Maps (CAM) combine information from fully connected layers and gradient through variants of backpropagation.…
We study the foundations of variational inference, which frames posterior inference as an optimisation problem, for probabilistic programming. The dominant approach for optimisation in practice is stochastic gradient descent. In particular,…
The classical AdaGrad method adapts the learning rate by dividing by the square root of a sum of squared gradients. Because this sum on the denominator is increasing, the method can only decrease step sizes over time, and requires a…
In the rapidly evolving field of 3D reconstruction, 3D Gaussian Splatting (3DGS) and 2D Gaussian Splatting (2DGS) represent significant advancements. Although 2DGS compresses 3D Gaussian primitives into 2D Gaussian surfels to effectively…