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An algorithm is said to be adaptive to a certain parameter (of the problem) if it does not need a priori knowledge of such a parameter but performs competitively to those that know it. This dissertation presents our work on adaptive…

Machine Learning · Computer Science 2023-07-10 Zhenxun Zhuang

Random features models play a distinguished role in the theory of deep learning, describing the behavior of neural networks close to their infinite-width limit. In this work, we present a thorough analysis of the generalization performance…

Disordered Systems and Neural Networks · Physics 2025-02-03 Fabián Aguirre-López , Silvio Franz , Mauro Pastore

We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…

Optimization and Control · Mathematics 2023-07-21 Lei Qin , Michael Cantoni , Ye Pu

This paper investigates asymptotic behaviors of gradient descent algorithms (particularly accelerated gradient descent and stochastic gradient descent) in the context of stochastic optimization arising in statistics and machine learning…

Machine Learning · Statistics 2019-11-13 Yazhen Wang

This paper introduces an active learning framework for manifold Gaussian Process (GP) regression, combining manifold learning with strategic data selection to improve accuracy in high-dimensional spaces. Our method jointly optimizes a…

Machine Learning · Statistics 2026-05-12 Yuanxing Cheng , Lulu Kang , Yiwei Wang , Chun Liu

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

We study the extent to which wide neural networks may be approximated by Gaussian processes when initialized with random weights. It is a well-established fact that as the width of a network goes to infinity, its law converges to that of a…

Probability · Mathematics 2021-02-18 Ronen Eldan , Dan Mikulincer , Tselil Schramm

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

Machine Learning · Statistics 2021-07-02 Raphael Gautier , Piyush Pandita , Sayan Ghosh , Dimitri Mavris

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

This article gives a new proof that fully connected neural networks with random weights and biases converge to Gaussian processes in the regime where the input dimension, output dimension, and depth are kept fixed, while the hidden layer…

Probability · Mathematics 2021-07-06 Boris Hanin

The limit of infinite width allows for substantial simplifications in the analytical study of over-parameterised neural networks. With a suitable random initialisation, an extremely large network exhibits an approximately Gaussian…

Machine Learning · Statistics 2023-02-14 Eugenio Clerico , George Deligiannidis , Arnaud Doucet

A common theoretical approach to understanding neural networks is to take an infinite-width limit, at which point the outputs become Gaussian process (GP) distributed. This is known as a neural network Gaussian process (NNGP). However, the…

Machine Learning · Statistics 2025-06-26 Ben Anson , Edward Milsom , Laurence Aitchison

Stochastic gradient algorithm is a key ingredient of many machine learning methods, particularly appropriate for large-scale learning.However, a major caveat of large data is their incompleteness.We propose an averaged stochastic gradient…

Statistics Theory · Mathematics 2020-06-09 Julie Josse , Aude Sportisse , Claire Boyer , Aymeric Dieuleveut

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

Gaussian processes are ubiquitous in nature and engineering. A case in point is a class of neural networks in the infinite-width limit, whose priors correspond to Gaussian processes. Here we perturbatively extend this correspondence to…

Machine Learning · Statistics 2020-08-28 Sho Yaida

In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…

Statistics Theory · Mathematics 2023-10-17 Rémi Leluc , François Portier

In a real Hilbert space setting, we study the convergence properties of an inexact gradient algorithm featuring both viscous and Hessian driven damping for convex differentiable optimization. In this algorithm, the gradient evaluation can…

Optimization and Control · Mathematics 2025-09-25 Harsh Choudhary , Jalal Fadili , Vyachelav Kungurtsev

The tuning of stochastic gradient algorithms (SGAs) for optimization and sampling is often based on heuristics and trial-and-error rather than generalizable theory. We address this theory--practice gap by characterizing the large-sample…

Computation · Statistics 2023-07-21 Jeffrey Negrea , Jun Yang , Haoyue Feng , Daniel M. Roy , Jonathan H. Huggins

We study quantum neural networks made by parametric one-qubit gates and fixed two-qubit gates in the limit of infinite width, where the generated function is the expectation value of the sum of single-qubit observables over all the qubits.…

Quantum Physics · Physics 2026-05-26 Filippo Girardi , Giacomo De Palma