相关论文: Double Control Variates for Gradient Estimation in…

Recent deep learning approaches have shown great improvement in audio source separation tasks. However, the vast majority of such work is focused on improving average separation performance, often neglecting to examine or control the…

Monte Carlo estimation in plays a crucial role in stochastic reaction networks. However, reducing the statistical uncertainty of the corresponding estimators requires sampling a large number of trajectories. We propose control variates…

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

As one of the most popular generative models, Variational Autoencoder (VAE) approximates the posterior of latent variables based on amortized variational inference. However, when the decoder network is sufficiently expressive, VAE may lead…

We consider the problem of estimating confidence intervals for the mean of a random variable, where the goal is to produce the smallest possible interval for a given number of samples. While minimax optimal algorithms are known for this…

The ability to accurately model random fields plays a critical role in science and engineering for problems involving uncertain, spatially-varying quantities such as heterogeneous material properties and turbulent flows. Deep generative…

Parameter-efficient tuning methods such as LoRA could achieve comparable performance to model tuning by tuning a small portion of the parameters. However, substantial computational resources are still required, as this process involves…

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

We show that the gradient estimates used in training Deep Gaussian Processes (DGPs) with importance-weighted variational inference are susceptible to signal-to-noise ratio (SNR) issues. Specifically, we show both theoretically and via an…

Variance reduction methods such as SVRG and SpiderBoost use a mixture of large and small batch gradients to reduce the variance of stochastic gradients. Compared to SGD, these methods require at least double the number of operations per…

Variance reduction is a family of powerful mechanisms for stochastic optimization that appears to be helpful in many machine learning tasks. It is based on estimating the exact gradient with some recursive sequences. Previously, many papers…

We introduce iterative tilting, a gradient-free method for fine-tuning diffusion models toward reward-tilted distributions. The method decomposes a large reward tilt $\exp(\lambda r)$ into $N$ sequential smaller tilts, each admitting a…

We study in detail the two main algorithms which have been considered for fitting constrained marginal models to discrete data, one based on Lagrange multipliers and the other on a regression model. We show that the updates produced by the…

A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows…

Due to the high variance of policy gradients, on-policy optimization algorithms are plagued with low sample efficiency. In this work, we propose Augment-Reinforce-Merge (ARM) policy gradient estimator as an unbiased low-variance alternative…

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

We consider the problem of estimating covariance and precision matrices, and their associated discriminant coefficients, from normal data when the rank of the covariance matrix is strictly smaller than its dimension and the available sample…

We present a probabilistic model with discrete latent variables that control the computation time in deep learning models such as ResNets and LSTMs. A prior on the latent variables expresses the preference for faster computation. The amount…

Autonomous driving has a natural bi-level structure. The goal of the upper behavioural layer is to provide appropriate lane change, speeding up, and braking decisions to optimize a given driving task. However, this layer can only indirectly…

Due to the substantial computational cost, training state-of-the-art deep neural networks for large-scale datasets often requires distributed training using multiple computation workers. However, by nature, workers need to frequently…