相关论文: Joint inference and input optimization in equilibr…

The inverse problem of supervised reconstruction of depth-variable (time-dependent) parameters in a neural ordinary differential equation (NODE) is considered, that means finding the weights of a residual network with time continuous…

Recent works (e.g., (Li and Arora, 2020)) suggest that the use of popular normalization schemes (including Batch Normalization) in today's deep learning can move it far from a traditional optimization viewpoint, e.g., use of exponentially…

Recurrent neural networks (RNNs) are particularly well-suited for modeling long-term dependencies in sequential data, but are notoriously hard to train because the error backpropagated in time either vanishes or explodes at an exponential…

We present a general computational framework for solving continuous-time financial market equilibria under minimal modeling assumptions while incorporating realistic financial frictions, such as trading costs, and supporting multiple…

The ability of snapshot compressive imaging (SCI) systems to efficiently capture high-dimensional (HD) data has led to an inverse problem, which consists of recovering the HD signal from the compressed and noisy measurement. While…

We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…

Recent work on neural algorithmic reasoning has demonstrated that graph neural networks (GNNs) could learn to execute classical algorithms. Doing so, however, has always used a recurrent architecture, where each iteration of the GNN aligns…

In recent years, implicit deep learning has emerged as a method to increase the effective depth of deep neural networks. While their training is memory-efficient, they are still significantly slower to train than their explicit…

We develop a deep learning algorithm for constructing globally accurate approximations to functional rational expectations equilibria of dynamic stochastic economies in the sequence space. We use deep neural networks to parameterize key…

We address the challenging problem of deep representation learning--the efficient adaption of a pre-trained deep network to different tasks. Specifically, we propose to explore gradient-based features. These features are gradients of the…

Deep energy-based models are powerful, but pose challenges for learning and inference (Belanger and McCallum, 2016). Tu and Gimpel (2018) developed an efficient framework for energy-based models by training "inference networks" to…

Works on implicit regularization have studied gradient trajectories during the optimization process to explain why deep networks favor certain kinds of solutions over others. In deep linear networks, it has been shown that gradient descent…

Deep Equilibrium Models (DEQs) are implicit neural networks with fixed points, which have recently gained attention for learning image regularization functionals, particularly in settings involving Gaussian fidelities, where assumptions on…

We study a general class of bilevel problems, consisting in the minimization of an upper-level objective which depends on the solution to a parametric fixed-point equation. Important instances arising in machine learning include…

Cascaded computation, whereby predictions are recurrently refined over several stages, has been a persistent theme throughout the development of landmark detection models. In this work, we show that the recently proposed Deep Equilibrium…

Deep Equilibrium (DEQ) Models, an emerging class of implicit models that maps inputs to fixed points of neural networks, are of growing interest in the deep learning community. However, training and applying DEQ models is currently done in…

Data-enabled predictive control (DeePC) is a data-driven control algorithm that utilizes data matrices to form a non-parametric representation of the underlying system, predicting future behaviors and generating optimal control actions.…

Neural Algorithmic Reasoning (NAR) research has demonstrated that graph neural networks (GNNs) could learn to execute classical algorithms. However, most previous approaches have always used a recurrent architecture, where each iteration of…

In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

A critical factor in adopting machine learning for time-sensitive financial tasks is computational speed, including model training and inference. This paper demonstrates that a broad class of such problems, especially those previously…