相关论文: Extreme Stochastic Variational Inference: Distribu…

Bayesian (deep) neural networks (BNN) are often more attractive than the vanilla point-estimate deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational…

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

The increasing scale and complexity of large language models (LLMs) pose significant inference latency challenges, primarily due to their autoregressive decoding paradigm characterized by the sequential nature of next-token prediction. By…

Boosting variational inference (BVI) approximates an intractable probability density by iteratively building up a mixture of simple component distributions one at a time, using techniques from sparse convex optimization to provide both…

Stein variational gradient descent (SVGD) [Liu and Wang, 2016] performs approximate Bayesian inference by representing the posterior with a set of particles. However, SVGD suffers from variance collapse, i.e. poor predictions due to…

Embedding is a useful technique to project a high-dimensional feature into a low-dimensional space, and it has many successful applications including link prediction, node classification and natural language processing. Current approaches…

Access to web-scale corpora is gradually bringing robust automatic knowledge base creation and extension within reach. To exploit these large unannotated---and extremely difficult to annotate---corpora, unsupervised machine learning methods…

As a computational alternative to Markov chain Monte Carlo approaches, variational inference (VI) is becoming more and more popular for approximating intractable posterior distributions in large-scale Bayesian models due to its comparable…

It is now widely accepted that knowledge can be acquired from networks by clustering their vertices according to connection profiles. Many methods have been proposed and in this paper we concentrate on the Stochastic Block Model (SBM). The…

Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative…

Black-Box Variational Inference (BBVI) typically relies on Stochastic Gradient Descent (SGD) to optimize the Evidence Lower Bound (ELBO). However, the stochastic gradients in BBVI inherently exhibit unbounded variance, violating standard…

Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…

Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference…

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…

The Stochastic Extragradient (SEG) method is one of the most popular algorithms for solving finite-sum min-max optimization and variational inequality problems (VIPs) appearing in various machine learning tasks. However, existing…

In this work, we propose a new particle-based variational inference (ParVI) method for accelerating the Energetic Variational Inference with Implicit scheme (EVI-Im) introduced in Ref. \cite{wang2021particle}. Inspired by energy…

To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…

In this work we show that Evolution Strategies (ES) are a viable method for learning non-differentiable parameters of large supervised models. ES are black-box optimization algorithms that estimate distributions of model parameters; however…

Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…

Variant Stochastic cracking is a significantly more resilient approach to adaptive indexing. It showed [1]that Stochastic cracking uses each query as a hint on how to reorganize data, but not blindly so; it gains resilience and avoids…