相关论文: Curvature Aligned Simplex Gradient: Principled Sam…

We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…

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…

We propose a method for inferring the conditional independence graph (CIG) of a high-dimensional Gaussian vector time series (discrete-time process) from a finite-length observation. By contrast to existing approaches, we do not rely on a…

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

We propose Differentiable Satisfiability and Differentiable Answer Set Programming (Differentiable SAT/ASP) for multi-model optimization. Models (answer sets or satisfying truth assignments) are sampled using a novel SAT/ASP solving…

Many continuous control tasks have bounded action spaces. When policy gradient methods are applied to such tasks, out-of-bound actions need to be clipped before execution, while policies are usually optimized as if the actions are not…

In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…

An Automated Sliced Gibbs framework is proposed for fully automated Markov chain Monte Carlo sampling from arbitrary finite dimensional probability kernels. The method targets unnormalized, non-smooth, heavy tailed, and highly multimodal…

Stochastic variance-reduced algorithms such as Stochastic Average Gradient (SAG) and SAGA, and their deterministic counterparts like the Incremental Aggregated Gradient (IAG) method, have been extensively studied in large-scale machine…

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

As deep learning models continue to scale, the growing computational demands have amplified the need for effective coreset selection techniques. Coreset selection aims to accelerate training by identifying small, representative subsets of…

We study distributed optimization algorithms for minimizing the average of \emph{heterogeneous} functions distributed across several machines with a focus on communication efficiency. In such settings, naively using the classical stochastic…

Gaussian processes (GPs) are generally regarded as the gold standard surrogate model for emulating computationally expensive computer-based simulators. However, the problem of training GPs as accurately as possible with a minimum number of…

Subsampled natural gradient descent (SNG) has been used to enable high-precision scientific machine learning, but standard analyses based on stochastic preconditioning fail to provide insight into realistic small-sample settings. We…

Stochastic approximation is one of the effective approach to deal with the large-scale machine learning problems and the recent research has focused on reduction of variance, caused by the noisy approximations of the gradients. In this…

We propose a randomized first order optimization method--SEGA (SkEtched GrAdient method)-- which progressively throughout its iterations builds a variance-reduced estimate of the gradient from random linear measurements (sketches) of the…

Diffusion models have demonstrated strong generative performance when using guidance methods such as classifier-free guidance (CFG), which enhance output quality by modifying the sampling trajectory. These methods typically improve a target…