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We review recent developments on the characterization of random landscapes in high-dimension. We focus in particular on the problem of characterizing the landscape topology and geometry, discussing techniques to count and classify its…

Disordered Systems and Neural Networks · Physics 2023-04-12 Valentina Ros , Yan V. Fyodorov

We consider linear regression problems with a varying number of random projections, where we provably exhibit a double descent curve for a fixed prediction problem, with a high-dimensional analysis based on random matrix theory. We first…

Machine Learning · Computer Science 2023-03-15 Francis Bach

In these lecture notes we present different methods and concepts developed in statistical physics to analyze gradient descent dynamics in high-dimensional non-convex landscapes. Our aim is to show how approaches developed in physics, mainly…

Disordered Systems and Neural Networks · Physics 2023-11-13 Tony Bonnaire , Davide Ghio , Kamesh Krishnamurthy , Francesca Mignacco , Atsushi Yamamura , Giulio Biroli

There are many surprising and perhaps counter-intuitive properties of optimization of deep neural networks. We propose and experimentally verify a unified phenomenological model of the loss landscape that incorporates many of them. High…

Machine Learning · Computer Science 2019-06-12 Stanislav Fort , Stanislaw Jastrzebski

High-dimensional inference refers to problems of statistical estimation in which the ambient dimension of the data may be comparable to or possibly even larger than the sample size. We study an instance of high-dimensional inference in…

Statistics Theory · Mathematics 2009-12-31 Sahand Negahban , Martin J. Wainwright

A basic issue in optimization, inverse theory,neural networks, computational chemistry and many other problems is the geometrical characterization of high dimensional functions. In inverse calculations one aims to characterize the set of…

Numerical Analysis · Computer Science 2014-05-14 H. Lydia Deng , John A. Scales

In all but the most trivial optimization problems, the structure of the solutions exhibit complex interdependencies between the input parameters. Decades of research with stochastic search techniques has shown the benefit of explicitly…

Neural and Evolutionary Computing · Computer Science 2017-03-23 Shumeet Baluja

In this paper we model the loss function of high-dimensional optimization problems by a Gaussian random field, or equivalently a Gaussian process. Our aim is to study gradient descent in such loss functions or energy landscapes and compare…

Machine Learning · Statistics 2018-03-28 Mariano Chouza , Stephen Roberts , Stefan Zohren

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

In agricultural landscapes, the composition and spatial configuration of cultivated and semi-natural elements strongly impact species dynamics, their interactions and habitat connectivity. To allow for landscape structural analysis and…

Populations and Evolution · Quantitative Biology 2020-03-05 Patrizia Zamberletti , Julien Papaïx , Edith Gabriel , Thomas Opitz

Random embeddings project high-dimensional spaces to low-dimensional ones; they are careful constructions which allow the approximate preservation of key properties, such as the pair-wise distances between points. Often in the field of…

Optimization and Control · Mathematics 2022-06-08 Zhen Shao

Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…

Machine Learning · Statistics 2019-06-21 Atanas Mirchev , Baris Kayalibay , Maximilian Soelch , Patrick van der Smagt , Justin Bayer

In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a…

Numerical Analysis · Mathematics 2016-06-20 Jonas Ballani , Daniel Kressner , Michael Peters

Next generation deep neural networks for classification hosted on embedded platforms will rely on fast, efficient, and accurate learning algorithms. Initialization of weights in learning networks has a great impact on the classification…

Machine Learning · Computer Science 2016-07-21 Julius , Gopinath Mahale , Sumana T. , C. S. Adityakrishna

This tutorial provides an exposition of a flexible geometric framework for high dimensional estimation problems with constraints. The tutorial develops geometric intuition about high dimensional sets, justifies it with some results of…

Statistics Theory · Mathematics 2016-12-23 Roman Vershynin

Modern neural networks are undeniably successful. Numerous works study how the curvature of loss landscapes can affect the quality of solutions. In this work we study the loss landscape by considering the Hessian matrix during network…

Machine Learning · Computer Science 2023-07-25 Lawrence Wang , Stephen Roberts

We consider the problem of multi-task learning in the high dimensional setting. In particular, we introduce an estimator and investigate its statistical and computational properties for the problem of multiple connected linear regressions…

Machine Learning · Statistics 2023-07-03 Amir Asiaee , Samet Oymak , Kevin R. Coombes , Arindam Banerjee

Automated per-instance algorithm selection and configuration have shown promising performances for a number of classic optimization problems, including satisfiability, AI planning, and TSP. The techniques often rely on a set of features…

Neural and Evolutionary Computing · Computer Science 2020-10-01 Tome Eftimov , Gorjan Popovski , Quentin Renau , Peter Korosec , Carola Doerr

Random projections offer an appealing and flexible approach to a wide range of large-scale statistical problems. They are particularly useful in high-dimensional settings, where we have many covariates recorded for each observation. In…

Methodology · Statistics 2019-11-26 Timothy I. Cannings

A statistical predictive model in which a high-dimensional time-series regenerates at the end of each day is used to model road traffic. Due to the regeneration, prediction is based on a daily modeling using a vector autoregressive model…

Statistics Theory · Mathematics 2021-01-27 Mohammed Bouchouia , François Portier
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