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Conditional density estimation is a general framework for solving various problems in machine learning. Among existing methods, non-parametric and/or kernel-based methods are often difficult to use on large datasets, while methods based on…

Machine Learning · Statistics 2018-06-06 Hiroaki Sasaki , Aapo Hyvärinen

Empirical neural tangent kernels (eNTKs) can provide a good understanding of a given network's representation: they are often far less expensive to compute and applicable more broadly than infinite width NTKs. For networks with O output…

Machine Learning · Statistics 2023-06-08 Mohamad Amin Mohamadi , Wonho Bae , Danica J. Sutherland

This paper provides a comprehensive estimation framework for large covariance matrices via a log-det heuristics augmented by a nuclear norm plus $\ell_{1}$-norm penalty. We develop the model framework, which includes high-dimensional…

Statistics Theory · Mathematics 2025-05-06 Enrico Bernardi , Matteo Farnè

While deep learning has achieved remarkable success across a wide range of applications, its theoretical understanding of representation learning remains limited. Deep neural kernels provide a principled framework to interpret…

Machine Learning · Computer Science 2025-11-11 Yong-Ming Tian , Shuang Liang , Shao-Qun Zhang , Feng-Lei Fan

Neural Stochastic Differential Equations (NSDEs) model the drift and diffusion functions of a stochastic process as neural networks. While NSDEs are known to make accurate predictions, their uncertainty quantification properties have been…

Machine Learning · Computer Science 2022-09-13 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

Deep learning models have become state of the art for natural language processing (NLP) tasks, however deploying these models in production system poses significant memory constraints. Existing compression methods are either lossy or…

Machine Learning · Computer Science 2018-11-05 Anish Acharya , Rahul Goel , Angeliki Metallinou , Inderjit Dhillon

Selecting hyperparameters in deep learning greatly impacts its effectiveness but requires manual effort and expertise. Recent works show that Bayesian model selection with Laplace approximations can allow to optimize such hyperparameters…

Tensors, which provide a powerful and flexible model for representing multi-attribute data and multi-way interactions, play an indispensable role in modern data science across various fields in science and engineering. A fundamental task is…

Machine Learning · Computer Science 2022-06-23 Tian Tong , Cong Ma , Ashley Prater-Bennette , Erin Tripp , Yuejie Chi

In multi-objective optimization, multiple loss terms are weighted and added together to form a single objective. These weights are chosen to properly balance the competing losses according to some meta-goal. For example, in physics-informed…

Numerical Analysis · Mathematics 2025-11-20 Max Hirsch , Federico Pichi

The Neural Tangent Kernel (NTK) characterizes the behavior of infinitely wide neural nets trained under least squares loss by gradient descent. However, despite its importance, the super-quadratic runtime of kernel methods limits the use of…

Machine Learning · Computer Science 2021-07-28 Amir Zandieh

Data with low-dimensional nonlinear structure are ubiquitous in engineering and scientific problems. We study a model problem with such structure -- a binary classification task that uses a deep fully-connected neural network to classify…

Machine Learning · Statistics 2021-11-01 Tingran Wang , Sam Buchanan , Dar Gilboa , John Wright

Deterministic inference is increasingly critical for large language model (LLM) applications such as LLM-as-a-judge evaluation, multi-agent systems, and Reinforcement Learning (RL). However, existing LLM serving frameworks exhibit…

Machine Learning · Computer Science 2025-11-25 Ziyang Zhang , Xinheng Ding , Jiayi Yuan , Rixin Liu , Huizi Mao , Jiarong Xing , Zirui Liu

Predictive uncertainty estimation is essential for deploying Deep Neural Networks in real-world autonomous systems. However, most successful approaches are computationally intensive. In this work, we attempt to address these challenges in…

Computer Vision and Pattern Recognition · Computer Science 2022-07-22 Gianni Franchi , Xuanlong Yu , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , David Filliat

State-of-the-art neural networks require extreme computational power to train. It is therefore natural to wonder whether they are optimally trained. Here we apply a recent advancement in stochastic thermodynamics which allows bounding the…

Machine Learning · Statistics 2023-07-28 Inbar Seroussi , Alexander A. Alemi , Moritz Helias , Zohar Ringel

Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model…

Machine Learning · Computer Science 2023-10-04 Yijun Dong

We show that a deep neural network (DNN) trained to construct a stochastic discount factor (SDF) admits a sharp additive decomposition that separates nonlinear characteristic discovery from the pricing rule that aggregates them. The…

Statistical Finance · Quantitative Finance 2026-02-17 Bryan Kelly , Boris Kuznetsov , Semyon Malamud , Teng Andrea Xu , Yuan Zhang

Despite the revolution caused by deep NLP models, they remain black boxes, necessitating research to understand their decision-making processes. A recent work by Dalvi et al. (2022) carried out representation analysis through the lens of…

Computation and Language · Computer Science 2024-02-02 Majd Hawasly , Fahim Dalvi , Nadir Durrani

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

Algorithms involving Gaussian processes or determinantal point processes typically require computing the determinant of a kernel matrix. Frequently, the latter is computed from the Cholesky decomposition, an algorithm of cubic complexity in…

Computation · Statistics 2021-07-23 Simon Bartels , Wouter Boomsma , Jes Frellsen , Damien Garreau

We give new dequantization and hardness results for estimating spectral sums of matrices, such as the log-determinant. Recent quantum algorithms have demonstrated that the logarithm of the determinant of sparse, well-conditioned, positive…

Quantum Physics · Physics 2025-09-25 Roman Edenhofer , Atsuya Hasegawa , François Le Gall