相关论文: A Simultaneous Perturbation Weak Derivative Estima…

Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient…

Three classes of stochastic networks and their performance measures are considered. These performance measures are defined as the expected value of some random variables and cannot normally be obtained analytically as functions of network…

Complex networks can model the structure and dynamics of different types of systems. It has been shown that they are characterized by a set of measures. In this work, we evaluate the variability of complex networks measures face to…

Language model training in distributed settings is limited by the communication cost of gradient exchanges. In this short note, we extend recent work from Malladi et al. (2023), using shared randomness to perform distributed fine-tuning…

Network estimation from multi-variate point process or time series data is a problem of fundamental importance. Prior work has focused on parametric approaches that require a known parametric model, which makes estimation procedures less…

We propose a novel training method based on nonlinear multilevel minimization techniques, commonly used for solving discretized large scale partial differential equations. Our multilevel training method constructs a multilevel hierarchy by…

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Deep neural networks (DNNs) for supervised learning can be viewed as a pipeline of a feature extractor (i.e. last hidden layer) and a linear classifier (i.e. output layer) that is trained jointly with stochastic gradient descent (SGD). In…

Spatial transformer network has been used in a layered form in conjunction with a convolutional network to enable the model to transform data spatially. In this paper, we propose a combined spatial transformer network (STN) and a Long…

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

This paper presents Rudra, a parameter server based distributed computing framework tuned for training large-scale deep neural networks. Using variants of the asynchronous stochastic gradient descent algorithm we study the impact of…

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Learning continuous-time stochastic dynamics is a fundamental and essential problem in modeling sporadic time series, whose observations are irregular and sparse in both time and dimension. For a given system whose latent states and…

We show that unconverged stochastic gradient descent can be interpreted as a procedure that samples from a nonparametric variational approximate posterior distribution. This distribution is implicitly defined as the transformation of an…

In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

Stochastic gradient descent plays a fundamental role in nearly all applications of deep learning. However its ability to converge to a global minimum remains shrouded in mystery. In this paper we propose to study the behavior of the loss…

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

Due to the massive size of the neural network models and training datasets used in machine learning today, it is imperative to distribute stochastic gradient descent (SGD) by splitting up tasks such as gradient evaluation across multiple…

The Stochastic Block Model (Holland et al., 1983) is a mixture model for heterogeneous network data. Unlike the usual statistical framework, new nodes give additional information about the previous ones in this model. Thereby the…