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We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a…

Machine Learning · Statistics 2014-06-02 Danilo Jimenez Rezende , Shakir Mohamed , Daan Wierstra

In this paper, we carry out numerical analysis to prove convergence of a novel sample-wise back-propagation method for training a class of stochastic neural networks (SNNs). The structure of the SNN is formulated as discretization of a…

Numerical Analysis · Mathematics 2022-12-20 Richard Archibald , Feng Bao , Yanzhao Cao , Hui Sun

Classical numerical methods for solving partial differential equations suffer from the curse dimensionality mainly due to their reliance on meticulously generated spatio-temporal grids. Inspired by modern deep learning based techniques for…

Machine Learning · Statistics 2018-04-20 Maziar Raissi

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

Numerical Analysis · Mathematics 2020-10-06 Long Teng , Weidong Zhao

Backpropagation algorithm is indispensable for the training of feedforward neural networks. It requires propagating error gradients sequentially from the output layer all the way back to the input layer. The backward locking in…

Machine Learning · Computer Science 2018-07-24 Zhouyuan Huo , Bin Gu , Qian Yang , Heng Huang

Optimization in Deep Learning is mainly dominated by first-order methods which are built around the central concept of backpropagation. Second-order optimization methods, which take into account the second-order derivatives are far less…

Machine Learning · Computer Science 2021-04-09 Fares B. Mehouachi , Chaouki Kasmi

We propose a memory efficient method, named Stochastic Backpropagation (SBP), for training deep neural networks on videos. It is based on the finding that gradients from incomplete execution for backpropagation can still effectively train…

Computer Vision and Pattern Recognition · Computer Science 2022-04-01 Feng Cheng , Mingze Xu , Yuanjun Xiong , Hao Chen , Xinyu Li , Wei Li , Wei Xia

Backpropagation algorithm is the cornerstone for neural network analysis. Paper extends it for training any derivatives of neural network's output with respect to its input. By the dint of it feedforward networks can be used to solve or…

Neural and Evolutionary Computing · Computer Science 2017-12-13 V. I. Avrutskiy

Deep neural networks have dramatically achieved great success on a variety of challenging tasks. However, most successful DNNs have an extremely complex structure, leading to extensive research on model compression.As a significant area of…

Machine Learning · Computer Science 2020-04-13 Haipeng Jia , Xueshuang Xiang , Da Fan , Meiyu Huang , Changhao Sun , Yang He

While backpropagation--reverse-mode automatic differentiation--has been extraordinarily successful in deep learning, it requires two passes (forward and backward) through the neural network and the storage of intermediate activations.…

Machine Learning · Computer Science 2025-11-06 Daniel Wang , Evan Markou , Dylan Campbell

We propose proximal backpropagation (ProxProp) as a novel algorithm that takes implicit instead of explicit gradient steps to update the network parameters during neural network training. Our algorithm is motivated by the step size…

Machine Learning · Computer Science 2018-02-21 Thomas Frerix , Thomas Möllenhoff , Michael Moeller , Daniel Cremers

Neural networks have been able to achieve groundbreaking accuracy at tasks conventionally considered only doable by humans. Using stochastic gradient descent, optimization in many dimensions is made possible, albeit at a relatively high…

Machine Learning · Computer Science 2017-07-17 Hirsh R. Agarwal , Andrew Huang

Training deep neural networks (DNNs) efficiently is a challenge due to the associated highly nonconvex optimization. The backpropagation (backprop) algorithm has long been the most widely used algorithm for gradient computation of…

Machine Learning · Statistics 2018-03-28 Tim Tsz-Kit Lau , Jinshan Zeng , Baoyuan Wu , Yuan Yao

In this paper, we provide an in-depth study of Stochastic Backpropagation (SBP) when training deep neural networks for standard image classification and object detection tasks. During backward propagation, SBP calculates the gradients by…

Computer Vision and Pattern Recognition · Computer Science 2022-10-04 Jun Fang , Mingze Xu , Hao Chen , Bing Shuai , Zhuowen Tu , Joseph Tighe

The success of deep learning over the past decade mainly relies on gradient-based optimisation and backpropagation. This paper focuses on analysing the performance of first-order gradient-based optimisation algorithms, gradient descent and…

Optimization and Control · Mathematics 2022-12-08 Behnam Mafakheri , Iman Shames , Jonathan H. Manton

This paper establishes a discretization scheme for a large class of stochastic differential equations driven by a time-changed Brownian motion with drift, where the time change is given by a general inverse subordinator. The scheme involves…

Probability · Mathematics 2015-11-13 Ernest Jum , Kei Kobayashi

Recursive Neural Networks are non-linear adaptive models that are able to learn deep structured information. However, these models have not yet been broadly accepted. This fact is mainly due to its inherent complexity. In particular, not…

Neural and Evolutionary Computing · Computer Science 2009-11-18 Alejandro Chinea

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

Multiagent Systems · Computer Science 2020-04-01 Stefan Vlaski , Ali H. Sayed

We develop a probabilistic machine learning method, which formulates a class of stochastic neural networks by a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced under the stochastic…

Machine Learning · Computer Science 2021-04-06 Richard Archibald , Feng Bao , Yanzhao Cao , He Zhang

In this work, we propose a novel backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs), where the deep neural network (DNN) models are trained not only…

Numerical Analysis · Mathematics 2024-04-15 Lorenc Kapllani , Long Teng
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