相关论文: GO Gradient for Expectation-Based Objectives

Generalization is a central problem in Machine Learning. Most prediction methods require careful calibration of hyperparameters carried out on a hold-out \textit{validation} dataset to achieve generalization. The main goal of this paper is…

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

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…

Recent variational inference methods use stochastic gradient estimators whose variance is not well understood. Theoretical guarantees for these estimators are important to understand when these methods will or will not work. This paper…

In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by randomly sampling candidate solutions from a parameterized…

We consider the problem of optimising the expected value of a loss functional over a nonlinear model class of functions, assuming that we have only access to realisations of the gradient of the loss. This is a classical task in statistics,…

We propose a simple and general variant of the standard reparameterized gradient estimator for the variational evidence lower bound. Specifically, we remove a part of the total derivative with respect to the variational parameters that…

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…

Efficient low-variance gradient estimation enabled by the reparameterization trick (RT) has been essential to the success of variational autoencoders. Doubly-reparameterized gradients (DReGs) improve on the RT for multi-sample variational…

We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed…

Bayesian Neural Networks (BNNs) provide a promising framework for modeling predictive uncertainty and enhancing out-of-distribution robustness (OOD) by estimating the posterior distribution of network parameters. Stochastic Gradient Markov…

This paper deals with estimating model parameters in graphical models. We reformulate it as an information geometric optimization problem and introduce a natural gradient descent strategy that incorporates additional meta parameters. We…

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

The reparameterization trick is widely used in variational inference as it yields more accurate estimates of the gradient of the variational objective than alternative approaches such as the score function method. Although there is…

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

We introduce local expectation gradients which is a general purpose stochastic variational inference algorithm for constructing stochastic gradients through sampling from the variational distribution. This algorithm divides the problem of…

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…

Aligning a few-step generative model is challenging, since existing alignment frameworks typically rely on restrictive assumptions: a tractable likelihood, a specific ODE/SDE solver, or a particular model family. We introduce FAV, Few-step…

A machine-learnable variational scheme using Gaussian radial basis functions (GRBFs) is presented and used to approximate linear problems on bounded and unbounded domains. In contrast to standard mesh-free methods, which use GRBFs to…

In machine learning, nonconvex optimization problems with multiple local optimums are often encountered. Graduated Optimization Algorithm (GOA) is a popular heuristic method to obtain global optimums of nonconvex problems through…