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Although deep learning based approximation algorithms have been applied very successfully to numerous problems, at the moment the reasons for their performance are not entirely understood from a mathematical point of view. Recently,…

Machine Learning · Computer Science 2023-04-13 Arnulf Jentzen , Adrian Riekert

Stochastic optimization lies at the core of most statistical learning models. The recent great development of stochastic algorithmic tools focused significantly onto proximal gradient iterations, in order to find an efficient approach for…

Machine Learning · Computer Science 2020-03-31 Andrei Patrascu , Ciprian Paduraru , Paul Irofti

We introduce a new second-order inertial optimization method for machine learning called INNA. It exploits the geometry of the loss function while only requiring stochastic approximations of the function values and the generalized…

Machine Learning · Computer Science 2021-08-17 Camille Castera , Jérôme Bolte , Cédric Févotte , Edouard Pauwels

Q-learning methods represent a commonly used class of algorithms in reinforcement learning: they are generally efficient and simple, and can be combined readily with function approximators for deep reinforcement learning (RL). However, the…

Machine Learning · Computer Science 2019-02-28 Justin Fu , Aviral Kumar , Matthew Soh , Sergey Levine

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Using deep neural nets as function approximator for reinforcement learning tasks have recently been shown to be very powerful for solving problems approaching real-world complexity. Using these results as a benchmark, we discuss the role…

Machine Learning · Computer Science 2016-01-21 Vincent François-Lavet , Raphael Fonteneau , Damien Ernst

The stochastic gradient descent (SGD) method and its variants are algorithms of choice for many Deep Learning tasks. These methods operate in a small-batch regime wherein a fraction of the training data, say $32$-$512$ data points, is…

Machine Learning · Computer Science 2017-02-13 Nitish Shirish Keskar , Dheevatsa Mudigere , Jorge Nocedal , Mikhail Smelyanskiy , Ping Tak Peter Tang

Normalization techniques such as Batch Normalization have been applied successfully for training deep neural networks. Yet, despite its apparent empirical benefits, the reasons behind the success of Batch Normalization are mostly…

Machine Learning · Statistics 2018-10-09 Jonas Kohler , Hadi Daneshmand , Aurelien Lucchi , Ming Zhou , Klaus Neymeyr , Thomas Hofmann

We propose a novel explanation method that explains the decisions of a deep neural network by investigating how the intermediate representations at each layer of the deep network were refined during the training process. This way we can a)…

Machine Learning · Computer Science 2021-09-14 Lukas Pfahler , Katharina Morik

The Laplace approximation provides a scalable and efficient means of quantifying weight-space uncertainty in deep neural networks, enabling the application of Bayesian tools such as predictive uncertainty and model selection via Occam's…

Machine Learning · Computer Science 2025-07-24 Tobias Weber , Bálint Mucsányi , Lenard Rommel , Thomas Christie , Lars Kasüschke , Marvin Pförtner , Philipp Hennig

Careful tuning of the learning rate, or even schedules thereof, can be crucial to effective neural net training. There has been much recent interest in gradient-based meta-optimization, where one tunes hyperparameters, or even learns an…

Machine Learning · Computer Science 2018-03-07 Yuhuai Wu , Mengye Ren , Renjie Liao , Roger Grosse

In supervised learning, understanding an input's proximity to the training data can help a model decide whether it has sufficient evidence for reaching a reliable prediction. While powerful probabilistic models such as Gaussian Processes…

Machine Learning · Computer Science 2024-06-19 Ifigeneia Apostolopoulou , Benjamin Eysenbach , Frank Nielsen , Artur Dubrawski

Several numerical approximation strategies for the expectation-propagation algorithm are studied in the context of large-scale learning: the Laplace method, a faster variant of it, Gaussian quadrature, and a deterministic version of…

Computation · Statistics 2016-11-16 Alexis Roche

Mini-batch gradient descent based methods are the de facto algorithms for training neural network architectures today. We introduce a mini-batch selection strategy based on submodular function maximization. Our novel submodular formulation…

Machine Learning · Computer Science 2019-06-21 K J Joseph , Vamshi Teja R , Krishnakant Singh , Vineeth N Balasubramanian

This paper develops a randomized approach for incrementally building deep neural networks, where a supervisory mechanism is proposed to constrain the random assignment of the weights and biases, and all the hidden layers have direct links…

Machine Learning · Computer Science 2018-03-19 Dianhui Wang , Ming Li

Most theoretical studies explaining the regularization effect in deep learning have only focused on gradient descent with a sufficient small learning rate or even gradient flow (infinitesimal learning rate). Such researches, however, have…

Machine Learning · Computer Science 2020-12-17 Wei Huang , Weitao Du , Richard Yi Da Xu , Chunrui Liu

Laplace approximations are popular techniques for endowing deep networks with epistemic uncertainty estimates as they can be applied without altering the predictions of the trained network, and they scale to large models and datasets. While…

Machine Learning · Computer Science 2024-11-01 Tristan Cinquin , Marvin Pförtner , Vincent Fortuin , Philipp Hennig , Robert Bamler

Due to the limited number of bits in floating-point or fixed-point arithmetic, rounding is a necessary step in many computations. Although rounding methods can be tailored for different applications, round-off errors are generally…

Numerical Analysis · Mathematics 2020-06-02 Lu Xia , Martijn Anthonissen , Michiel Hochstenbach , Barry Koren

As deep learning models become tasked with more and more decisions that impact human lives, such as criminal recidivism, loan repayment, and face recognition for law enforcement, bias is becoming a growing concern. Debiasing algorithms are…

Machine Learning · Computer Science 2022-04-12 Yash Savani , Colin White , Naveen Sundar Govindarajulu

Second-order methods are emerging as promising alternatives to standard first-order optimizers such as gradient descent and ADAM for training neural networks. Though the advantages of including curvature information in computing…

Machine Learning · Computer Science 2025-10-15 Conor Rowan
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