相关论文: DiCE: The Infinitely Differentiable Monte-Carlo Es…

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

This paper is a broad and accessible survey of the methods we have at our disposal for Monte Carlo gradient estimation in machine learning and across the statistical sciences: the problem of computing the gradient of an expectation of a…

Understanding and analyzing markets is crucial, yet analytical equilibrium solutions remain largely infeasible. Recent breakthroughs in equilibrium computation rely on zeroth-order policy gradient estimation. These approaches commonly…

Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…

To acquire a new skill, humans learn better and faster if a tutor, based on their current knowledge level, informs them of how much attention they should pay to particular content or practice problems. Similarly, a machine learning model…

Most zeroth-order optimization algorithms mimic a first-order algorithm but replace the gradient of the objective function with some gradient estimator that can be computed from a small number of function evaluations. This estimator is…

The Dice score is widely used for binary segmentation due to its robustness to class imbalance. Soft generalisations of the Dice score allow it to be used as a loss function for training convolutional neural networks (CNN). Although CNNs…

Stochastic optimization problems with unknown decision-dependent distributions have attracted increasing attention in recent years due to its importance in applications. Since the gradient of the objective function is inaccessible as a…

We present deep significance clustering (DICE), a framework for jointly performing representation learning and clustering for "outcome-aware" stratification. DICE is intended to generate cluster membership that may be used to categorize a…

Segmentation is a fundamental task in medical image analysis. The clinical interest is often to measure the volume of a structure. To evaluate and compare segmentation methods, the similarity between a segmentation and a predefined ground…

Stochastic differential equation (SDE) models are the foundation for pricing and hedging financial derivatives. The drift and volatility functions in SDE models are typically chosen to be algebraic functions with a small number (less than…

Stochastic gradient descent (SGD) is the workhorse of modern machine learning. Sometimes, there are many different potential gradient estimators that can be used. When so, choosing the one with the best tradeoff between cost and variance is…

We study stochastic gradient descent for solving conditional stochastic optimization problems, in which an objective to be minimized is given by a parametric nested expectation with an outer expectation taken with respect to one random…

Albeit the Dice loss is one of the dominant loss functions in medical image segmentation, most research omits a closer look at its derivative, i.e. the real motor of the optimization when using gradient descent. In this paper, we highlight…

This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key challenges in computational efficiency and accuracy for modeling…

In the algorithm Intersort, Chevalley et al. (2024) proposed a score-based method to discover the causal order of variables in a Directed Acyclic Graph (DAG) model, leveraging interventional data to outperform existing methods. However, as…

Stochastic computing has a long history as an alternative method of performing arithmetic on a computer. While it can be considered an unbiased estimator of real numbers, it has a variance and MSE on the order of $\Omega(\frac{1}{N})$. On…

The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…

Data imputation has been extensively explored to solve the missing data problem. The dramatically increasing volume of incomplete data makes the imputation models computationally infeasible in many real-life applications. In this paper, we…