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We consider the problem of unconstrained minimization of a smooth objective function in $\R^n$ in a setting where only function evaluations are possible. While importance sampling is one of the most popular techniques used by machine…

Optimization and Control · Mathematics 2020-04-03 Adel Bibi , El Houcine Bergou , Ozan Sener , Bernard Ghanem , Peter Richtárik

I study the estimation of semiparametric monotone index models in the scenario where the number of observation points $n$ is extremely large and conventional approaches fail to work due to heavy computational burdens. Motivated by the…

Econometrics · Economics 2023-10-31 Qingsong Yao

Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence rates for regression and classification problems. However,…

Statistics Theory · Mathematics 2021-08-10 Ilsang Ohn , Yongdai Kim

To fully uncover the great potential of deep neural networks (DNNs), various learning algorithms have been developed to improve the model's generalization ability. Recently, sharpness-aware minimization (SAM) establishes a generic scheme…

Computer Vision and Pattern Recognition · Computer Science 2022-11-22 Tao Li , Weihao Yan , Zehao Lei , Yingwen Wu , Kun Fang , Ming Yang , Xiaolin Huang

Selective forgetting or removing information from deep neural networks (DNNs) is essential for continual learning and is challenging in controlling the DNNs. Such forgetting is crucial also in a practical sense since the deployed DNNs may…

Machine Learning · Statistics 2021-01-01 Tomohiro Hayase , Suguru Yasutomi , Takashi Katoh

Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…

Machine Learning · Computer Science 2022-05-06 Kirill Fedyanin , Evgenii Tsymbalov , Maxim Panov

Deep neural network models have demonstrated their effectiveness in classifying multi-label data from various domains. Typically, they employ a training mode that combines mini-batches with optimizers, where each sample is randomly selected…

Machine Learning · Computer Science 2024-03-28 Ao Zhou , Bin Liu , Jin Wang , Grigorios Tsoumakas

Importance sampling is a promising variance reduction technique for Monte Carlo simulation based derivative pricing. Existing importance sampling methods are based on a parametric choice of the proposal. This article proposes an algorithm…

Applications · Statistics 2009-04-14 Jan C. Neddermeyer

Several sampling algorithms with variance reduction have been proposed for accelerating the training of Graph Convolution Networks (GCNs). However, due to the intractable computation of optimal sampling distribution, these sampling…

Machine Learning · Computer Science 2020-06-12 Ziqi Liu , Zhengwei Wu , Zhiqiang Zhang , Jun Zhou , Shuang Yang , Le Song , Yuan Qi

The convergence speed of stochastic gradient descent (SGD) can be improved by actively selecting mini-batches. We explore sampling schemes where similar data points are less likely to be selected in the same mini-batch. In particular, we…

Machine Learning · Statistics 2018-06-21 Cheng Zhang , Cengiz Öztireli , Stephan Mandt , Giampiero Salvi

Deep neural networks have been shown to be very powerful modeling tools for many supervised learning tasks involving complex input patterns. However, they can also easily overfit to training set biases and label noises. In addition to…

Machine Learning · Computer Science 2019-05-07 Mengye Ren , Wenyuan Zeng , Bin Yang , Raquel Urtasun

(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…

Machine Learning · Computer Science 2018-10-09 Jingchang Liu , Linli Xu

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

Deep neural networks have yielded superior performance in many applications; however, the gradient computation in a deep model with millions of instances lead to a lengthy training process even with modern GPU/TPU hardware acceleration. In…

Machine Learning · Computer Science 2019-05-10 Jiong Zhang , Hsiang-fu Yu , Inderjit S. Dhillon

The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…

Optimization and Control · Mathematics 2020-04-29 Xin Qian , Diego Klabjan

Energy-efficient deep neural network (DNN) accelerators are prone to non-idealities that degrade DNN performance at inference time. To mitigate such degradation, existing methods typically add perturbations to the DNN weights during…

Machine Learning · Computer Science 2023-03-22 Gonçalo Mordido , Sébastien Henwood , Sarath Chandar , François Leduc-Primeau

Inspired by two basic mechanisms in animal visual systems, we introduce a feature transform technique that imposes invariance properties in the training of deep neural networks. The resulting algorithm requires less parameter tuning, trains…

Computer Vision and Pattern Recognition · Computer Science 2021-12-10 Chengxi Ye , Xiong Zhou , Tristan McKinney , Yanfeng Liu , Qinggang Zhou , Fedor Zhdanov

Consistency training is a popular method to improve deep learning models in computer vision and natural language processing. Graph neural networks (GNNs) have achieved remarkable performance in a variety of network science learning tasks,…

Machine Learning · Computer Science 2021-10-14 Cole Hawkins , Vassilis N. Ioannidis , Soji Adeshina , George Karypis

The enormous inference cost of deep neural networks can be scaled down by network compression. Pruning is one of the predominant approaches used for deep network compression. However, existing pruning techniques have one or more of the…

Machine Learning · Computer Science 2020-10-13 Sai Aparna Aketi , Sourjya Roy , Anand Raghunathan , Kaushik Roy

We explore the applications of random matrix theory (RMT) in the training of deep neural networks (DNNs), focusing on layer pruning that is reducing the number of DNN parameters (weights). Our numerical results show that this pruning leads…

Machine Learning · Computer Science 2024-09-10 Leonid Berlyand , Etienne Sandier , Yitzchak Shmalo , Lei Zhang