相关论文: GO Gradient for Expectation-Based Objectives

The Efficient Global Optimization (EGO) algorithm uses a conditional Gaus-sian Process (GP) to approximate an objective function known at a finite number of observation points and sequentially adds new points which maximize the Expected…

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…

Countless signal processing applications include the reconstruction of signals from few indirect linear measurements. The design of effective measurement operators is typically constrained by the underlying hardware and physics, posing a…

We study distributed optimization to minimize a global objective that is a sum of smooth and strongly-convex local cost functions. Recently, several algorithms over undirected and directed graphs have been proposed that use a gradient…

In the field of global optimization, many existing algorithms face challenges posed by non-convex target functions and high computational complexity or unavailability of gradient information. These limitations, exacerbated by sensitivity to…

Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for…

The ability to backpropagate stochastic gradients through continuous latent distributions has been crucial to the emergence of variational autoencoders and stochastic gradient variational Bayes. The key ingredient is an unbiased and…

Learning general latent-variable probabilistic graphical models is a key theoretical challenge in machine learning and artificial intelligence. All previous methods, including the EM algorithm and the spectral algorithms, face severe…

A new technique of global optimization and its applications in particular to neural networks are presented. The algorithm is also compared to other global optimization algorithms such as Gradient descent (GD), Monte Carlo (MC), Genetic…

Decentralized methods to solve finite-sum minimization problems are important in many signal processing and machine learning tasks where the data is distributed over a network of nodes and raw data sharing is not permitted due to privacy…

Generalized additive index models (GAIMs) offer a flexible semiparametric framework for capturing complex data relationships, balancing the interpretability of parametric models with the flexibility of nonparametric approaches. However,…

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in…

Recent regulation on right-to-be-forgotten emerges tons of interest in unlearning pre-trained machine learning models. While approximating a straightforward yet expensive approach of retrain-from-scratch, recent machine unlearning methods…

Many modern deep learning applications require balancing multiple objectives that are often conflicting. Examples include multi-task learning, fairness-aware learning, and the alignment of Large Language Models (LLMs). This leads to…

We propose using model reparametrization to improve variational Bayes inference for hierarchical models whose variables can be classified as global (shared across observations) or local (observation specific). Posterior dependence between…

While nowadays most gradient-based optimization methods focus on exploring the high-dimensional geometric features, the random error accumulated in a stochastic version of any algorithm implementation has not been stressed yet. In this…

Optimization and generalization are two essential aspects of statistical machine learning. In this paper, we propose a framework to connect optimization with generalization by analyzing the generalization error based on the optimization…

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…