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Gradient optimization algorithms using epochs, that is those based on stochastic gradient descent without replacement (SGDo), are predominantly used to train machine learning models in practice. However, the mathematical theory of SGDo and…
Maximum likelihood estimation is widely used in training Energy-based models (EBMs). Training requires samples from an unnormalized distribution, which is usually intractable, and in practice, these are obtained by MCMC algorithms such as…
Score-based Generative Models (SGMs) have achieved impressive performance in data generation across a wide range of applications and benefit from strong theoretical guarantees. Recently, methods inspired by statistical mechanics, in…
Score-based generative models achieve state-of-the-art sampling performance by denoising a distribution perturbed by Gaussian noise. In this paper, we focus on a single deterministic denoising step, and compare the optimal denoiser for the…
Score-based generative models (SGMs) learn a family of noise-conditional score functions corresponding to the data density perturbed with increasingly large amounts of noise. These perturbed data densities are linked together by the…
Dynamic mode decomposition (DMD) is an efficient tool for decomposing spatio-temporal data into a set of low-dimensional modes, yielding the oscillation frequencies and the growth rates of physically significant modes. In this paper, we…
A fundamental problem in Bayesian inference and statistical machine learning is to efficiently sample from multimodal distributions. Due to metastability, multimodal distributions are difficult to sample using standard Markov chain Monte…
Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…
Diffusion models have achieved remarkable success in generating samples from unknown data distributions. Most popular stochastic differential equation-based diffusion models perturb the target distribution by adding Gaussian noise,…
We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…
We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…
Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…
We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…
We consider the distributed optimization problem where $n$ agents each possessing a local cost function, collaboratively minimize the average of the $n$ cost functions over a connected network. Assuming stochastic gradient information is…
Score matching with Langevin dynamics (SMLD) method has been successfully applied to accelerated MRI. However, the hyperparameters in the sampling process require subtle tuning, otherwise the results can be severely corrupted by…
Sampling from discrete distributions is a ubiquitous task in machine learning, recently revisited by the emergence of discrete diffusion models. While Langevin algorithms constitute the state of the art for continuous spaces, discrete…
Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…
We present a framework for adaptive-stepsize MCMC sampling based on time-rescaled Langevin dynamics, in which the stepsize variation is dynamically driven by an additional degree of freedom. Our approach augments the phase space by an…
We consider stochastic approximations of sampling algorithms, such as Stochastic Gradient Langevin Dynamics (SGLD) and the Random Batch Method (RBM) for Interacting Particle Dynamcs (IPD). We observe that the noise introduced by the…
We present a theoretical analysis of some popular adaptive Stochastic Gradient Descent (SGD) methods in the small learning rate regime. Using the stochastic modified equations framework introduced by Li et al., we derive effective…