相关论文: Stein Variational Gradient Descent Without Gradien…

When training a machine learning model with observational data, it is often encountered that some values are systemically missing. Learning from the incomplete data in which the missingness depends on some covariates may lead to biased…

When using stochastic gradient descent to solve large-scale machine learning problems, a common practice of data processing is to shuffle the training data, partition the data across multiple machines if needed, and then perform several…

In many applications involving large dataset or online updating, stochastic gradient descent (SGD) provides a scalable way to compute parameter estimates and has gained increasing popularity due to its numerical convenience and memory…

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…

Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to…

Multilevel Stein variational gradient descent is a method for particle-based variational inference that leverages hierarchies of surrogate target distributions with varying costs and fidelity to computationally speed up inference. The…

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…

In this paper we introduce a unified analysis of a large family of variants of proximal stochastic gradient descent ({\tt SGD}) which so far have required different intuitions, convergence analyses, have different applications, and which…

We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Stochastic variational inference (SVI) lets us scale up Bayesian computation to massive data. It uses stochastic optimization to fit a variational distribution, following easy-to-compute noisy natural gradients. As with most traditional…

As an emerging network model, spiking neural networks (SNNs) have aroused significant research attentions in recent years. However, the energy-efficient binary spikes do not augur well with gradient descent-based training approaches.…

We consider a distributed learning problem in which the computation is carried out on a system consisting of a master node and multiple worker nodes. In such systems, the existence of slow-running machines called stragglers will cause a…

We propose a projected semi-stochastic gradient descent method with mini-batch for improving both the theoretical complexity and practical performance of the general stochastic gradient descent method (SGD). We are able to prove linear…

Forward gradient descent (FGD) has been proposed as a biologically more plausible alternative of gradient descent as it can be computed without backward pass. Considering the linear model with $d$ parameters, previous work has found that…

We introduce $\textit{Stein transport}$, a novel methodology for Bayesian inference designed to efficiently push an ensemble of particles along a predefined curve of tempered probability distributions. The driving vector field is chosen…

We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metrics. Our key insight is that the time derivative of the…

Stochastic Gradient Descent (SGD) has played a central role in machine learning. However, it requires a carefully hand-picked stepsize for fast convergence, which is notoriously tedious and time-consuming to tune. Over the last several…