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Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability density function. The performance of IS heavily depends on the appropriate selection of…

Computation · Statistics 2023-06-22 Víctor Elvira , Emilie Chouzenoux , Ömer Deniz Akyildiz , Luca Martino

We propose a novel adaptive importance sampling algorithm which incorporates Stein variational gradient decent algorithm (SVGD) with importance sampling (IS). Our algorithm leverages the nonparametric transforms in SVGD to iteratively…

Machine Learning · Statistics 2017-07-26 Jun Han , Qiang Liu

Deep neural networks have produced significant progress among machine learning models in terms of accuracy and functionality, but their inner workings are still largely unknown. Attribution methods seek to shine a light on these "black box"…

Machine Learning · Computer Science 2023-06-27 Daniel Lundstrom , Meisam Razaviyayn

Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…

Optimization and Control · Mathematics 2021-03-22 Harshal D. Kaushik , Farzad Yousefian

In this contribution, we present a numerical analysis of the continuous stochastic gradient (CSG) method, including applications from topology optimization and convergence rates. In contrast to standard stochastic gradient optimization…

Optimization and Control · Mathematics 2023-03-23 Max Grieshammer , Lukas Pflug , Michael Stingl , Andrian Uihlein

As deep learning (DL) efficacy grows, concerns for poor model explainability grow also. Attribution methods address the issue of explainability by quantifying the importance of an input feature for a model prediction. Among various methods,…

Machine Learning · Computer Science 2022-07-01 Daniel Lundstrom , Tianjian Huang , Meisam Razaviyayn

We study a pathwise integral with respect to paths of finite quadratic variation, defined as the limit of non-anticipative Riemann sums for gradient-type integrands. We show that the integral satisfies a pathwise isometry property,…

Probability · Mathematics 2018-03-28 Anna Ananova , Rama Cont

Integrated Gradients is a well-known technique for explaining deep learning models. It calculates feature importance scores by employing a gradient based approach computing gradients of the model output with respect to input features and…

Computation and Language · Computer Science 2024-12-06 Swarnava Sinha Roy , Ayan Kundu

We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion…

Machine Learning · Computer Science 2022-03-11 Qinsheng Zhang , Yongxin Chen

There has been a surge in Explainable-AI (XAI) methods that provide insights into the workings of Deep Neural Network (DNN) models. Integrated Gradients (IG) is a popular XAI algorithm that attributes relevance scores to input features…

Machine Learning · Computer Science 2023-02-23 Ashwin Bhat , Arijit Raychowdhury

Probabilistic graphical models are powerful tools which allow us to formalise our knowledge about the world and reason about its inherent uncertainty. There exist a considerable number of methods for performing inference in probabilistic…

Artificial Intelligence · Computer Science 2018-11-13 Robert Walecki , Albert Buchard , Kostis Gourgoulias , Chris Hart , Maria Lomeli , A. K. W. Navarro , Max Zwiessele , Yura Perov , Saurabh Johri

Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the…

Machine Learning · Computer Science 2020-03-10 Jun Han

Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…

Machine Learning · Computer Science 2023-11-09 Ilyas Fatkhullin , Anas Barakat , Anastasia Kireeva , Niao He

We introduce data structures for solving robust regression through stochastic gradient descent (SGD) by sampling gradients with probability proportional to their norm, i.e., importance sampling. Although SGD is widely used for large scale…

Machine Learning · Computer Science 2022-07-19 Sepideh Mahabadi , David P. Woodruff , Samson Zhou

Machine learning methods have seen a meteoric rise in their applications in the scientific community. However, little effort has been put into understanding these "black box" models. We show how one can apply integrated gradients (IGs) to…

Machine Learning · Computer Science 2024-12-19 Jai Bardhan , Cyrin Neeraj , Mihir Rawat , Subhadip Mitra

We focus on the problem of minimizing the sum of smooth component functions (where the sum is strongly convex) and a non-smooth convex function, which arises in regularized empirical risk minimization in machine learning and distributed…

Optimization and Control · Mathematics 2016-08-08 Nuri Denizcan Vanli , Mert Gurbuzbalaban , Asu Ozdaglar

Gradient Smoothing is an efficient approach to reducing noise in gradient-based model explanation method. SmoothGrad adds Gaussian noise to mitigate much of these noise. However, the crucial hyper-parameter in this method, the variance…

Machine Learning · Computer Science 2025-10-23 Linjiang Zhou , Chao Ma , Zepeng Wang , Libing Wu , Xiaochuan Shi

Despite their success, policy gradient methods suffer from high variance of the gradient estimate, which can result in unsatisfactory sample complexity. Recently, numerous variance-reduced extensions of policy gradient methods with provably…

Machine Learning · Computer Science 2022-02-02 Matilde Gargiani , Andrea Zanelli , Andrea Martinelli , Tyler Summers , John Lygeros

Importance sampling has become an indispensable strategy to speed up optimization algorithms for large-scale applications. Improved adaptive variants - using importance values defined by the complete gradient information which changes…

Machine Learning · Computer Science 2017-11-08 Sebastian U. Stich , Anant Raj , Martin Jaggi

Integrated Gradients (IG) as well as its variants are well-known techniques for interpreting the decisions of deep neural networks. While IG-based approaches attain state-of-the-art performance, they often integrate noise into their…

Computer Vision and Pattern Recognition · Computer Science 2023-03-28 Ruo Yang , Binghui Wang , Mustafa Bilgic