相关论文: Approximate Heavy Tails in Offline (Multi-Pass) St…

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Accurately simulating rare but safety-critical driving behaviors is essential for the evaluation and certification of autonomous vehicles (AVs). However, current models often fail to reproduce realistic collision rates when calibrated on…

For many optimization algorithms the time-to-solution depends not only on the problem size but also on the specific problem instance and may vary by many orders of magnitude. It is then necessary to investigate the full distribution and…

Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

While the convergence behaviors of stochastic gradient methods are well understood \emph{in expectation}, there still exist many gaps in the understanding of their convergence with \emph{high probability}, where the convergence rate has a…

When using Stochastic Gradient Descent (SGD) for training machine learning models, it is often crucial to provide the model with examples sampled at random from the dataset. However, for large datasets stored in the cloud, random access to…

Heavy tailed distributions present a tough setting for inference. They are also common in industrial applications, particularly with Internet transaction datasets, and machine learners often analyze such data without considering the biases…

Sequential user behavior modeling plays a crucial role in online user-oriented services, such as product purchasing, news feed consumption, and online advertising. The performance of sequential modeling heavily depends on the scale and…

Theoretically understanding stochastic gradient descent (SGD) in overparameterized models has led to the development of several optimization algorithms that are widely used in practice today. Recent work by~\citet{zou2021benign} provides…

Growing evidence suggests that synaptic weights in the brain follow heavy-tailed distributions, yet most theoretical analyses of recurrent neural networks (RNNs) assume Gaussian connectivity. We systematically study the activity of RNNs…

This paper uses firm-level data recorded in the AMADEUS database to investigate the distribution of labour productivity in different European countries. We find that the upper tail of the empirical productivity distributions follows a…

In this paper, we analyze the convergence rate of the gradient temporal difference learning (GTD) family of algorithms. Previous analyses of this class of algorithms use ODE techniques to prove asymptotic convergence, and to the best of our…

In this survey we present an extensive research of the vast literature about the Generalized Lambda Distribution (GLD) and propose a hurdle, or two-way, model whose associated distribution is the GLD in order to meet the demand for a highly…

Cyclic and randomized stepsizes are widely used in the deep learning practice and can often outperform standard stepsize choices such as constant stepsize in SGD. Despite their empirical success, not much is currently known about when and…

Linear regression is ubiquitous in statistical analysis. It is well understood that conflicting sources of information may contaminate the inference when the classical normality of errors is assumed. The contamination caused by the light…

The presence of non-Gaussian tails is a prevalent characteristic in many financial modeling scenarios, necessitating the use of complex non-Gaussian distributions such as the generalized beta of the second kind (GB2) and the skewed…

The study of loss function distributions is critical to characterize a model's behaviour on a given machine learning problem. For example, while the quality of a model is commonly determined by the average loss assessed on a testing set,…

Training a neural network (NN) typically relies on some type of curve-following method, such as gradient descent (GD) (and stochastic gradient descent (SGD)), ADADELTA, ADAM or limited memory algorithms. Convergence for these algorithms…

We present an estimate of the Wasserstein distance between the data distribution and the generation of score-based generative models. The sampling complexity with respect to dimension is $\mathcal{O}(\sqrt{d})$, with a logarithmic constant.…