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Detecting the emergence of abrupt property changes in time series is a challenging problem. Kernel two-sample test has been studied for this task which makes fewer assumptions on the distributions than traditional parametric approaches.…

Machine Learning · Statistics 2019-01-21 Wei-Cheng Chang , Chun-Liang Li , Yiming Yang , Barnabás Póczos

Stochastic Gradient Descent (SGD) with gradient clipping is a powerful technique for enabling differentially private optimization. Although prior works extensively investigated clipping with a constant threshold, private training remains…

Machine Learning · Computer Science 2024-12-31 Egor Shulgin , Peter Richtárik

Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…

Optimization and Control · Mathematics 2024-12-19 Xianqi Jiao , Jia Liu , Zhiping Chen

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

We propose a novel supervised learning method to optimize the kernel in the maximum mean discrepancy generative adversarial networks (MMD GANs), and the kernel support vector machines (SVMs). Specifically, we characterize a distributionally…

Machine Learning · Computer Science 2020-02-25 Masoud Badiei Khuzani , Liyue Shen , Shahin Shahrampour , Lei Xing

The behavior of the gradient descent (GD) algorithm is analyzed for a deep neural network model with skip-connections. It is proved that in the over-parametrized regime, for a suitable initialization, with high probability GD can find a…

Machine Learning · Computer Science 2019-04-16 Weinan E , Chao Ma , Qingcan Wang , Lei Wu

This paper introduces an iterative algorithm for training nonparametric additive models that enjoys favorable memory storage and computational requirements. The algorithm can be viewed as the functional counterpart of stochastic gradient…

Machine Learning · Statistics 2026-01-01 Xin Chen , Jason M. Klusowski

The great success neural networks have achieved is inseparable from the application of gradient-descent (GD) algorithms. Based on GD, many variant algorithms have emerged to improve the GD optimization process. The gradient for…

Machine Learning · Computer Science 2023-05-29 Zefan Li , Bingbing Ni , Teng Li , WenJun Zhang , Wen Gao

We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

Gradient methods are widely used in optimization problems. In practice, while the smoothness parameter can be estimated utilizing techniques such as backtracking, estimating the strong convexity parameter remains a challenge; moreover, even…

Optimization and Control · Mathematics 2026-02-17 Xiaozhe Hu , Sara Pollock , Zhongqin Xue , Yunrong Zhu

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

Deep kernel learning combines the non-parametric flexibility of kernel methods with the inductive biases of deep learning architectures. We propose a novel deep kernel learning model and stochastic variational inference procedure which…

Machine Learning · Statistics 2016-11-03 Andrew Gordon Wilson , Zhiting Hu , Ruslan Salakhutdinov , Eric P. Xing

We are interested in gradient-based Explicit Generative Modeling where samples can be derived from iterative gradient updates based on an estimate of the score function of the data distribution. Recent advances in Stochastic Gradient…

Machine Learning · Statistics 2020-07-08 Wei-Cheng Chang , Chun-Liang Li , Youssef Mroueh , Yiming Yang

Quantum machine learning with quantum kernels for classification problems is a growing area of research. Recently, quantum kernel alignment techniques that parameterise the kernel have been developed, allowing the kernel to be trained and…

Stein variational gradient descent (SVGD) is a prominent particle-based variational inference method used for sampling a target distribution. SVGD has attracted interest for application in machine-learning techniques such as Bayesian…

Machine Learning · Computer Science 2024-02-26 Yuya Kawamura , Satoshi Takabe

This paper deals with estimating model parameters in graphical models. We reformulate it as an information geometric optimization problem and introduce a natural gradient descent strategy that incorporates additional meta parameters. We…

Machine Learning · Computer Science 2019-05-15 Eric Benhamou , Jamal Atif , Rida Laraki , David Saltiel

Variational quantum circuits have arisen as an important method in quantum computing. A crucial step of it is parameter optimization, which is typically tackled through gradient-descent techniques. We advantageously explore instead the use…

Quantum Physics · Physics 2024-12-24 Vignesh Anantharamakrishnan , Márcio M. Taddei

Tuning hyperparameters of learning algorithms is hard because gradients are usually unavailable. We compute exact gradients of cross-validation performance with respect to all hyperparameters by chaining derivatives backwards through the…

Machine Learning · Statistics 2015-04-03 Dougal Maclaurin , David Duvenaud , Ryan P. Adams

The objective of this research is to enhance performance of Stochastic Gradient Descent (SGD) algorithm in text classification. In our research, we proposed using SGD learning with Grid-Search approach to fine-tuning hyper-parameters in…

Information Retrieval · Computer Science 2019-02-26 Shadi Diab