Related papers: SeWA: Selective Weight Average via Probabilistic M…
Recently, many evolutionary computation methods have been developed to solve the feature selection problem. However, the studies focused mainly on small-scale issues, resulting in stagnation issues in local optima and numerical instability…
We consider the stochastic optimization problem where a convex function is minimized observing recursively the gradients. We introduce SAEW, a new procedure that accelerates exponential weights procedures with the slow rate $1/\sqrt{T}$ to…
Continual learning algorithms which keep the parameters of new tasks close to that of previous tasks, are popular in preventing catastrophic forgetting in sequential task learning settings. However, 1) the performance for the new continual…
We consider saddle point problems which objective functions are the average of $n$ strongly convex-concave individual components. Recently, researchers exploit variance reduction methods to solve such problems and achieve linear-convergence…
The majority of machine learning methods can be regarded as the minimization of an unavailable risk function. To optimize the latter, given samples provided in a streaming fashion, we define a general stochastic Newton algorithm and its…
In this paper, prediction for linear systems with missing information is investigated. New methods are introduced to improve the Mean Squared Error (MSE) on the test set in comparison to state-of-the-art methods, through appropriate tuning…
This work aims at solving the problems with intractable sparsity-inducing norms that are often encountered in various machine learning tasks, such as multi-task learning, subspace clustering, feature selection, robust principal component…
We propose a new ensemble prediction method, Random Subset Averaging (RSA), tailored for settings with many covariates, particularly in the presence of strong correlations. RSA constructs candidate models via binomial random subset strategy…
Model merging provides a cost-effective and data-efficient combination of specialized deep neural networks through parameter integration. This technique leverages expert models across downstream tasks without requiring retraining. Most…
Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…
Data clustering has received a lot of attention and numerous methods, algorithms and software packages are available. Among these techniques, parametric finite-mixture models play a central role due to their interesting mathematical…
In this article we propose a Weighted Stochastic Mesh (WSM) Algorithm for approximating the value of a discrete and continuous time optimal stopping problem. We prove that in the discrete case the WSM algorithm leads to semi-tractability of…
In this paper, we propose a new Soft Confidence-Weighted (SCW) online learning scheme, which enables the conventional confidence-weighted learning method to handle non-separable cases. Unlike the previous confidence-weighted learning…
The weighted ensemble (WE) method, an enhanced sampling approach based on periodically replicating and pruning trajectories in a set of parallel simulations, has grown increasingly popular for computational biochemistry problems, due in…
Stochastic gradient descent (SGD) has been widely studied in the literature from different angles, and is commonly employed for solving many big data machine learning problems. However, the averaging technique, which combines all iterative…
We study the problem of minimizing the average of a very large number of smooth functions, which is of key importance in training supervised learning models. One of the most celebrated methods in this context is the SAGA algorithm. Despite…
Weight averaging of Stochastic Gradient Descent (SGD) iterates is a popular method for training deep learning models. While it is often used as part of complex training pipelines to improve generalization or serve as a `teacher' model,…
Exponential Moving Average (EMA) is a widely used weight averaging (WA) regularization to learn flat optima for better generalizations without extra cost in deep neural network (DNN) optimization. Despite achieving better flatness, existing…
As the demand for high-resolution image processing in Large Vision-Language Models (LVLMs) grows, sub-image partitioning has become a popular approach for mitigating visual information loss associated with fixed-resolution processing.…
Averaging, or smoothing, is a fundamental approach to obtain stable, de-noised estimates from noisy observations. In certain scenarios, observations made along trajectories of random dynamical systems are of particular interest. One popular…