Related papers: SAGE: A Set-based Adaptive Gradient Estimator
In this paper, the problem of estimating the level set of a black-box function from noisy and expensive evaluation queries is considered. A new algorithm for this problem in the Bayesian framework with a Gaussian Process (GP) prior is…
A key challenge in interpretability is to decompose model activations into meaningful features. Sparse autoencoders (SAEs) have emerged as a promising tool for this task. However, a central problem in evaluating the quality of SAEs is the…
Proximal gradient method has been playing an important role to solve many machine learning tasks, especially for the nonsmooth problems. However, in some machine learning problems such as the bandit model and the black-box learning problem,…
In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…
Stochastic gradient descent is the method of choice for large scale optimization of machine learning objective functions. Yet, its performance is greatly variable and heavily depends on the choice of the stepsizes. This has motivated a…
Variable selection in linear models plays a pivotal role in modern statistics. Hard-thresholding methods such as $l_0$ regularization are theoretically ideal but computationally infeasible. In this paper, we propose a new approach, called…
Zeroth-order optimization (ZOO) is an important framework for stochastic optimization when gradients are unavailable or expensive to compute. A potential limitation of existing ZOO methods is the bias inherent in most gradient estimators…
This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…
We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…
The training of Binary Neural Networks (BNNs) is fundamentally based on gradient approximation for non-differentiable binarization operations (e.g., sign function). However, prevailing methods including the Straight-Through Estimator (STE)…
In this work, we introduce a new framework for active experimentation, the Prediction-Guided Active Experiment (PGAE), which leverages predictions from an existing machine learning model to guide sampling and experimentation. Specifically,…
Segmentation-oriented Industrial Anomaly Synthesis (SIAS) plays a pivotal role in enhancing the performance of downstream anomaly segmentation, as it provides an effective means of expanding abnormal data. However, existing SIAS methods…
Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…
In neural networks with binary activations and or binary weights the training by gradient descent is complicated as the model has piecewise constant response. We consider stochastic binary networks, obtained by adding noises in front of…
The adjoint sensitivity method scalably computes gradients of solutions to ordinary differential equations. We generalize this method to stochastic differential equations, allowing time-efficient and constant-memory computation of gradients…
We consider learning to optimize a classification metric defined by a black-box function of the confusion matrix. Such black-box learning settings are ubiquitous, for example, when the learner only has query access to the metric of…
SAGA is a fast incremental gradient method on the finite sum problem and its effectiveness has been tested on a vast of applications. In this paper, we analyze SAGA on a class of non-strongly convex and non-convex statistical problem such…
Integrated Gradients as an attribution method for deep neural network models offers simple implementability. However, it suffers from noisiness of explanations which affects the ease of interpretability. The SmoothGrad technique is proposed…
Stochastic variance reduced methods have shown strong performance in solving finite-sum problems. However, these methods usually require the users to manually tune the step-size, which is time-consuming or even infeasible for some…
Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…