相关论文: Low-variance Black-box Gradient Estimates for the …

Direct loss minimization is a popular approach for learning predictors over structured label spaces. This approach is computationally appealing as it replaces integration with optimization and allows to propagate gradients in a deep net…

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Learning distributions over permutations is a fundamental problem in machine learning, with applications in ranking, combinatorial optimization, structured prediction, and data association. Existing methods rely on mixtures of parametric…

Latent variable models are widely used in social and behavioural sciences, including education, psychology, and political science. With the increasing availability of large and complex datasets, high-dimensional latent variable models have…

Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes…

The impact of gradient noise on training deep models is widely acknowledged but not well understood. In this context, we study the distribution of gradients during training. We introduce a method, Gradient Clustering, to minimize the…

Variational approaches to disparity estimation typically use a linearised brightness constancy constraint, which only applies in smooth regions and over small distances. Accordingly, current variational approaches rely on a schedule to…

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…

Many popular statistical models for complex phenomena are intractable, in the sense that the likelihood function cannot easily be evaluated. Bayesian estimation in this setting remains challenging, with a lack of computational methodology…

We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…

We propose a general variance reduction strategy for diffusion processes. Our approach does not require the knowledge of the measure that is sampled, which may indeed be unknown as for nonequilibrium dynamics in statistical physics. We show…

In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…

We study the distributed stochastic compositional optimization problems over directed communication networks in which agents privately own a stochastic compositional objective function and collaborate to minimize the sum of all objective…

Discrete latent bottlenecks in variational autoencoders (VAEs) offer high bit efficiency and can be modeled with autoregressive discrete distributions, enabling parameter-efficient multimodal search with transformers. However, discrete…

A new methodology is presented for the construction of control variates to reduce the variance of additive functionals of Markov Chain Monte Carlo (MCMC) samplers. Our control variates are definedthrough the minimization of the asymptotic…

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

We present and discuss a variance-reduced stochastic particle method for simulating the relaxation-time model of the Boltzmann transport equation. The present paper focuses on the dilute gas case, although the method is expected to directly…

We propose stochastic variance reduced algorithms for solving convex-concave saddle point problems, monotone variational inequalities, and monotone inclusions. Our framework applies to extragradient, forward-backward-forward, and…

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

In this paper we propose a novel and practical variance reduction approach for additive functionals of dependent sequences. Our approach combines the use of control variates with the minimisation of an empirical variance estimate. We…