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Stochastic-gradient sampling methods are often used to perform Bayesian inference on neural networks. It has been observed that the methods in which notions of differential geometry are included tend to have better performances, with the…
We consider how to learn multi-step predictions efficiently. Conventional algorithms wait until observing actual outcomes before performing the computations to update their predictions. If predictions are made at a high rate or span over a…
In gradient descent, changing how we parametrize the model can lead to drastically different optimization trajectories, giving rise to a surprising range of meaningful inductive biases: identifying sparse classifiers or reconstructing…
Asynchronous computation and gradient compression have emerged as two key techniques for achieving scalability in distributed optimization for large-scale machine learning. This paper presents a unified analysis framework for distributed…
The rapid progress in machine learning in recent years has been based on a highly productive connection to gradient-based optimization. Further progress hinges in part on a shift in focus from pattern recognition to decision-making and…
Given any deep fully connected neural network, initialized with random Gaussian parameters, we bound from above the quadratic Wasserstein distance between its output distribution and a suitable Gaussian process. Our explicit inequalities…
An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…
The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…
We present a deterministic method to compute the Gaussian average of neural networks used in regression and classification. Our method is based on an equivalence between training with a particular regularized loss, and the expected values…
Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…
Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…
We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…
Natural gradient descent is a principled method for adapting the parameters of a statistical model on-line using an underlying Riemannian parameter space to redefine the direction of steepest descent. The algorithm is examined via methods…
We showcase important features of the dynamics of the Stochastic Gradient Descent (SGD) in the training of neural networks. We present empirical observations that commonly used large step sizes (i) lead the iterates to jump from one side of…
Over the last decade, a wave of research has characterized the exact asymptotic risk of many high-dimensional models in the proportional regime. Two foundational results have driven this progress: Gaussian universality, which shows that the…
Distributed learning has gained significant attention due to its advantages in scalability, privacy, and fault tolerance.In this paradigm, multiple agents collaboratively train a global model by exchanging parameters only with their…
Understanding the impact of data structure on the computational tractability of learning is a key challenge for the theory of neural networks. Many theoretical works do not explicitly model training data, or assume that inputs are drawn…
We prove that Riemannian contraction in a supervised learning setting implies generalization. Specifically, we show that if an optimizer is contracting in some Riemannian metric with rate $\lambda > 0$, it is uniformly algorithmically…
We present new large-scale algorithms for fitting a subgradient regularized multivariate convex regression function to $n$ samples in $d$ dimensions -- a key problem in shape constrained nonparametric regression with applications in…
Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…