相关论文: Stochastic geometry to generalize the Mondrian Pro…

We introduce a clipping strategy for Stochastic Gradient Descent (SGD) which uses quantiles of the gradient norm as clipping thresholds. We prove that this new strategy provides a robust and efficient optimization algorithm for smooth…

Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Scalable algorithms of posterior approximation allow Bayesian nonparametrics such as Dirichlet process mixture to scale up to larger dataset at fractional cost. Recent algorithms, notably the stochastic variational inference performs local…

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Stochastic gradient descent is a classic algorithm that has gained great popularity especially in the last decades as the most common approach for training models in machine learning. While the algorithm has been well-studied when…

The minimum spanning tree (MST), a graph constructed from a distribution of points, draws lines between pairs of points so that all points are linked in a single skeletal structure that contains no loops and has minimal total edge length.…

In information theory, lossless compression of general data is based on an explicit assumption of a stochastic generative model on target data. However, in lossless image compression, the researchers have mainly focused on the coding…

Stochastic gradient methods have been a popular and powerful choice of optimization methods, aimed at minimizing functions. Their advantage lies in the fact that that one approximates the gradient as opposed to using the full Jacobian…

Many modern machine learning applications - from online principal component analysis to covariance matrix identification and dictionary learning - can be formulated as minimization problems on Riemannian manifolds, and are typically solved…

The stochastic momentum method is a commonly used acceleration technique for solving large-scale stochastic optimization problems in artificial neural networks. Current convergence results of stochastic momentum methods under non-convex…

Optimization-based meta-learning typically assumes tasks are sampled from a single distribution - an assumption oversimplifies and limits the diversity of tasks that meta-learning can model. Handling tasks from multiple different…

The distance transform (DT) and its many variations are ubiquitous tools for image processing and analysis. In many imaging scenarios, the images of interest are corrupted by noise. This has a strong negative impact on the accuracy of the…

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

Multivariate geostatistical simulation requires the faithful reproduction of complex non-linear dependencies among geological variables, including bimodal distributions, step functions, and heteroscedastic relationships. Traditional methods…

We have introduce a new vision of stochastic processes through the geometry induced by the dilation. The dilation matrices of a given processes are obtained by a composition of rotations matrices, contain the measure information in a…

We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…

We introduce a new, high-throughput, synchronous, distributed, data-parallel, stochastic-gradient-descent learning algorithm. This algorithm uses amortized inference in a compute-cluster-specific, deep, generative, dynamical model to…

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Stochastic optimization lies at the core of most statistical learning models. The recent great development of stochastic algorithmic tools focused significantly onto proximal gradient iterations, in order to find an efficient approach for…