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The transduction of sequence has been mostly done by recurrent networks, which are computationally demanding and often underestimate uncertainty severely. We propose a computationally efficient attention-based network combined with the…

机器学习 · 计算机科学 2021-02-11 Kuilin Chen , Chi-Guhn Lee

We introduce a theoretical and practical framework for efficient importance sampling of mini-batch samples for gradient estimation from single and multiple probability distributions. To handle noisy gradients, our framework dynamically…

机器学习 · 计算机科学 2025-01-29 Corentin Salaün , Xingchang Huang , Iliyan Georgiev , Niloy J. Mitra , Gurprit Singh

We study a new aggregation operator for gradients coming from a mini-batch for stochastic gradient (SG) methods that allows a significant speed-up in the case of sparse optimization problems. We call this method AdaBatch and it only…

机器学习 · 计算机科学 2017-11-07 Alexandre Défossez , Francis Bach

A key drawback of the current generation of artificial decision-makers is that they do not adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable parameters…

机器学习 · 统计学 2016-12-14 Brett Israelsen , Nisar Ahmed

Bayesian inference allows to obtain useful information on the parameters of models, either in computational statistics or more recently in the context of Bayesian Neural Networks. The computational cost of usual Monte Carlo methods for…

机器学习 · 统计学 2023-03-03 Inass Sekkat , Gabriel Stoltz

Stochastic variance reduced methods have shown strong performance in solving finite-sum problems. However, these methods usually require the users to manually tune the step-size, which is time-consuming or even infeasible for some…

最优化与控制 · 数学 2023-10-10 Binghui Xie , Chenhan Jin , Kaiwen Zhou , James Cheng , Wei Meng

We deal with the efficient parallelization of Bayesian global optimization algorithms, and more specifically of those based on the expected improvement criterion and its variants. A closed form formula relying on multivariate Gaussian…

机器学习 · 统计学 2016-09-12 Sébastien Marmin , Clément Chevalier , David Ginsbourger

Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…

机器学习 · 统计学 2020-01-22 Haitao Liu , Yew-Soon Ong , Jianfei Cai

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

机器学习 · 统计学 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

We introduce Deep Adaptive Design (DAD), a method for amortizing the cost of adaptive Bayesian experimental design that allows experiments to be run in real-time. Traditional sequential Bayesian optimal experimental design approaches…

机器学习 · 统计学 2021-06-14 Adam Foster , Desi R. Ivanova , Ilyas Malik , Tom Rainforth

Gaussian processes (GPs) are a highly flexible, nonparametric statistical model that are commonly used to fit nonlinear relationships or account for correlation between observations. However, the computational load of fitting a Gaussian…

统计计算 · 统计学 2023-10-30 Matthew J Heaton , Jacob A. Johnson

To maximize hardware utilization, modern machine learning systems typically employ large constant or manually tuned batch size schedules, relying on heuristics that are brittle and costly to tune. Existing adaptive strategies based on…

This paper presents an adaptive online learning framework for systems with uncertain parameters to ensure safety-critical control in non-stationary environments. Our approach consists of two phases. The initial phase is centered on a novel…

机器学习 · 计算机科学 2024-03-06 Yu Zhang , Long Wen , Xiangtong Yao , Zhenshan Bing , Linghuan Kong , Wei He , Alois Knoll

We propose a first-order stochastic optimization algorithm incorporating adaptive regularization applicable to machine learning problems in deep learning framework. The adaptive regularization is imposed by stochastic process in determining…

机器学习 · 计算机科学 2020-04-15 Kensuke Nakamura , Stefano Soatto , Byung-Woo Hong

We present Density-Sampled Gaussians (DeG), a novel 3D representation designed to bridge the gap between adaptive rendering primitives and scalable generative modeling. Unlike existing approaches that constrain 3D Gaussians to fixed voxel…

图形学 · 计算机科学 2026-05-19 Runjie Yan , Yan-Pei Cao , Peng Wang , Ding Liang , Yuan-Chen Guo

Supervised learning under measurement constraints is a common challenge in statistical and machine learning. In many applications, despite extensive design points, acquiring responses for all points is often impractical due to resource…

统计方法学 · 统计学 2025-03-19 Lin Wang

Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…

机器学习 · 计算机科学 2025-07-10 Jihao Andreas Lin

Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms to estimate system…

定量方法 · 定量生物学 2016-05-20 Christopher Lester , Christian A. Yates , Michael B. Giles , Ruth E. Baker

The convergence behavior of mini-batch stochastic gradient descent (SGD) is highly sensitive to the batch size and learning rate settings. Recent theoretical studies have identified the existence of a critical batch size that minimizes…

机器学习 · 计算机科学 2025-08-08 Hikaru Umeda , Hideaki Iiduka

Gaussian processes (GPs) based methods for solving partial differential equations (PDEs) demonstrate great promise by bridging the gap between the theoretical rigor of traditional numerical algorithms and the flexible design of machine…

数值分析 · 数学 2024-02-02 Xianjin Yang , Houman Owhadi