相关论文: A Simultaneous Perturbation Weak Derivative Estima…

Learning rates in stochastic neural network training are currently determined a priori to training, using expensive manual or automated iterative tuning. This study proposes gradient-only line searches to resolve the learning rate for…

We study the type of solutions to which stochastic gradient descent converges when used to train a single hidden-layer multivariate ReLU network with the quadratic loss. Our results are based on a dynamical stability analysis. In the…

Stochastic nonlinear dynamical systems are ubiquitous in modern, real-world applications. Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem. The majority of existing methods…

LLM training is resource-intensive. Quantized training improves computational and memory efficiency but introduces quantization noise, which can hinder convergence and degrade model accuracy. Stochastic Rounding (SR) has emerged as a…

Seeking to improve model generalization, we consider a new approach based on distributionally robust learning (DRL) that applies stochastic gradient descent to the outer minimization problem. Our algorithm efficiently estimates the gradient…

The algorithms used to train neural networks, like stochastic gradient descent (SGD), have close parallels to natural processes that navigate a high-dimensional parameter space -- for example protein folding or evolution. Our study uses a…

Machine learning optimization often depends on stochastic gradient descent, where the precision of gradient estimation is vital for model performance. Gradients are calculated from mini-batches formed by uniformly selecting data samples…

Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…

We introduce a novel paradigm for learning non-parametric drift and diffusion functions for stochastic differential equation (SDE). The proposed model learns to simulate path distributions that match observations with non-uniform time…

Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…

We present a variational method for online state estimation and parameter learning in state-space models (SSMs), a ubiquitous class of latent variable models for sequential data. As per standard batch variational techniques, we use…

In order to extract the best possible performance from asynchronous stochastic gradient descent one must increase the mini-batch size and scale the learning rate accordingly. In order to achieve further speedup we introduce a technique that…

Mini-batch stochastic gradient methods (SGD) are state of the art for distributed training of deep neural networks. Drastic increases in the mini-batch sizes have lead to key efficiency and scalability gains in recent years. However,…

(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…

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…

We revisit the theoretical properties of Hamiltonian stochastic differential equations (SDES) for Bayesian posterior sampling, and we study the two types of errors that arise from numerical SDE simulation: the discretization error and the…

Part I of this paper considered optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network…

Stochastic gradient methods are central to large-scale learning, but they treat mini-batch gradients as unbiased estimators, which classical decision theory shows are inadmissible in high dimensions. We formulate gradient computation as a…

Stochastic graph neural networks (SGNNs) are information processing architectures that learn representations from data over random graphs. SGNNs are trained with respect to the expected performance, which comes with no guarantee about…

The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…