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We develop the mathematical foundations of the stochastic modified equations (SME) framework for analyzing the dynamics of stochastic gradient algorithms, where the latter is approximated by a class of stochastic differential equations with…
Multimodal content is crucial for click-through rate (CTR) prediction. However, directly incorporating continuous embeddings from pre-trained models into CTR models yields suboptimal results due to misaligned optimization objectives and…
The gradient discretisation method (GDM) is a generic framework designed recently, as a discretise in spatial space, to partial differential equations. This paper aims to use the GDM to establish a first general error estimate for numerical…
Stochastic gradient methods (SGMs) have been widely used for solving stochastic optimization problems. A majority of existing works assume no constraints or easy-to-project constraints. In this paper, we consider convex stochastic…
This paper proposes new algorithms for the metric learning problem. We start by noticing that several classical metric learning formulations from the literature can be viewed as modified covariance matrix estimation problems. Leveraging…
Training deep learning models on embedded devices is typically avoided since this requires more memory, computation and power over inference. In this work, we focus on lowering the amount of memory needed for storing all activations, which…
This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…
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…
In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…
Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…
Method of moment estimators exhibit appealing statistical properties, such as asymptotic unbiasedness, for nonconvex problems. However, they typically require a large number of samples and are extremely sensitive to model misspecification.…
Genomic Foundation Models (GFMs), such as Evolutionary Scale Modeling (ESM), have demonstrated significant success in variant effect prediction. However, their adversarial robustness remains largely unexplored. To address this gap, we…
Stochastic gradient descent (SGD) or stochastic approximation has been widely used in model training and stochastic optimization. While there is a huge literature on analyzing its convergence, inference on the obtained solutions from SGD…
In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. This point of view covers the stochastic gradient…
Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…
Graph generation is a crucial task in many fields, including network science and bioinformatics, as it enables the creation of synthetic graphs that mimic the properties of real-world networks for various applications. Graph Generative…
Momentum methods have been shown to accelerate the convergence of the standard gradient descent algorithm in practice and theory. In particular, the minibatch-based gradient descent methods with momentum (MGDM) are widely used to solve…
There are now many options for doubly robust estimation; however, there is a concerning trend in the applied literature to believe that the combination of a propensity score and an adjusted outcome model automatically results in a doubly…
Gradient Boosting Machines (GBM) are hugely popular for solving tabular data problems. However, practitioners are not only interested in point predictions, but also in probabilistic predictions in order to quantify the uncertainty of the…