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Deep latent variable models have achieved significant empirical successes in model-based reinforcement learning (RL) due to their expressiveness in modeling complex transition dynamics. On the other hand, it remains unclear theoretically…
One of the major challenges in multivariate analysis is the estimation of population covariance matrix from sample covariance matrix (SCM). Most recent covariance matrix estimators use either shrinkage transformations or asymptotic results…
We introduce a family of pairwise stochastic gradient estimators for gradients of expectations, which are related to the log-derivative trick, but involve pairwise interactions between samples. The simplest example of our new estimator,…
Statistical inference methods are fundamentally important in machine learning. Most state-of-the-art inference algorithms are variants of Markov chain Monte Carlo (MCMC) or variational inference (VI). However, both methods struggle with…
In this work we address the problem of convex optimization in a multi-agent setting where the objective is to minimize the mean of local cost functions whose derivatives are not available (e.g. black-box models). Moreover agents can only…
Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…
Trajectory forecasting is crucial for video surveillance analytics, as it enables the anticipation of future movements for a set of agents, e.g. basketball players engaged in intricate interactions with long-term intentions. Deep generative…
Variational autoencoders employ an amortized inference model to approximate the posterior of latent variables. However, such amortized variational inference faces two challenges: (1) the limited posterior expressiveness of fully-factorized…
Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…
In this paper we introduce new estimators of the coefficient functions in the varying coefficient regression model. The proposed estimators are obtained by projecting the vector of the full-dimensional kernel-weighted local polynomial…
Recent advances in reinforcement learning (RL) have substantially improved the training of large-scale language models, leading to significant gains in generation quality and reasoning ability. However, most existing research focuses on…
Variational Autoencoders are powerful models for unsupervised learning. However deep models with several layers of dependent stochastic variables are difficult to train which limits the improvements obtained using these highly expressive…
Value Iteration Networks (VINs) have emerged as a popular method to incorporate planning algorithms within deep reinforcement learning, enabling performance improvements on tasks requiring long-range reasoning and understanding of…
Variational Autoencoders (VAEs) are a powerful framework for learning latent representations of reduced dimensionality, while Neural ODEs excel in learning transient system dynamics. This work combines the strengths of both to generate fast…
Fine-tuning pre-trained generative models with Reinforcement Learning (RL) has emerged as an effective approach for aligning outputs more closely with nuanced human preferences. In this paper, we investigate the application of Group…
In light transport simulation, Markov chain Monte Carlo methods are particularly effective at exploring regions with complex lighting characteristics. However, estimator variance is a central concern across Monte Carlo methods in general.…
A new method for learning variational autoencoders (VAEs) is developed, based on Stein variational gradient descent. A key advantage of this approach is that one need not make parametric assumptions about the form of the encoder…
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)…
Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…
In this work, we analyze two of the most fundamental algorithms in geodesically convex optimization: Riemannian gradient descent and (possibly inexact) Riemannian proximal point. We quantify their rates of convergence and produce different…