相关论文: Practical and Matching Gradient Variance Bounds fo…

We propose denoising diffusion variational inference (DDVI), a black-box variational inference algorithm for latent variable models which relies on diffusion models as flexible approximate posteriors. Specifically, our method introduces an…

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Simulation-based inference (SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep…

For many decades now, Bayesian Model Averaging (BMA) has been a popular framework to systematically account for model uncertainty that arises in situations when multiple competing models are available to describe the same or similar…

We address the problem of model selection for Support Vector Machine (SVM) classification. For fixed functional form of the kernel, model selection amounts to tuning kernel parameters and the slack penalty coefficient $C$. We begin by…

We describe a limitation in the expressiveness of the predictive uncertainty estimate given by mean-field variational inference (MFVI), a popular approximate inference method for Bayesian neural networks. In particular, MFVI fails to give…

Binwise Variance Scaling (BVS) has recently been proposed as a post hoc recalibration method for prediction uncertainties of machine learning regression problems that is able of more efficient corrections than uniform variance (or…

Stein variational inference (SVI) is a sample-based approximate Bayesian inference technique that generates a sample set by jointly optimizing the samples' locations to minimize an information-theoretic measure of discrepancy with the…

In this short note, I show how to adapt to H\"{o}lder smoothness using normalized gradients in a black-box way. Moreover, the bound will depend on a novel notion of local H\"{o}lder smoothness. The main idea directly comes from Levy [2017].

Several emerging post-Bayesian methods target a probability distribution for which an entropy-regularised variational objective is minimised. This increased flexibility introduces a computational challenge, as one loses access to an…

Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory.…

Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…

Gradient-free black-box optimization (BBO) is widely used in engineering design and provides a flexible framework for topology optimization (TO), enabling the discovery of high-performing structural designs without requiring gradient…

Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…

Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for SEMs have received more attention thanks to their potential…

We derive high-dimensional Gaussian comparison results for the standard $V$-fold cross-validated risk estimates. Our results combine a recent stability-based argument for the low-dimensional central limit theorem of cross-validation with…

SGD (Stochastic Gradient Descent) is a popular algorithm for large scale optimization problems due to its low iterative cost. However, SGD can not achieve linear convergence rate as FGD (Full Gradient Descent) because of the inherent…

Accelerated stochastic gradient descent (ASGD) is a workhorse in deep learning and often achieves better generalization performance than SGD. However, existing optimization theory can only explain the faster convergence of ASGD, but cannot…

Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…

Despite an extensive body of literature on deep learning optimization, our current understanding of what makes an optimization algorithm effective is fragmented. In particular, we do not understand well whether enhanced optimization…