相关论文: HawkEye: Advancing Robust Regression with Bounded,…

The recently introduced introspective variational autoencoder (IntroVAE) exhibits outstanding image generations, and allows for amortized inference using an image encoder. The main idea in IntroVAE is to train a VAE adversarially, using the…

Recently, research on accelerated stochastic gradient descent methods (e.g., SVRG) has made exciting progress (e.g., linear convergence for strongly convex problems). However, the best-known methods (e.g., Katyusha) requires at least two…

Adaptive Moment Estimation (Adam) is a cornerstone optimization algorithm in deep learning, widely recognized for its flexibility with adaptive learning rates and efficiency in handling large-scale data. However, despite its practical…

Federated Averaging (FedAvg), also known as Local SGD, is one of the most popular algorithms in Federated Learning (FL). Despite its simplicity and popularity, the convergence rate of FedAvg has thus far been undetermined. Even under the…

We investigate the convergence rates and data sample sizes required for training a machine learning model using a stochastic gradient descent (SGD) algorithm, where data points are sampled based on either their loss value or uncertainty…

We introduce a novel Bayesian framework for estimating time-varying volatility by extending the Random Walk Stochastic Volatility (RWSV) model with Dynamic Shrinkage Processes (DSP) in log-variances. Unlike the classical Stochastic…

High perceptual quality and low distortion degree are two important goals in image restoration tasks such as super-resolution (SR). Most of the existing SR methods aim to achieve these goals by minimizing the corresponding yet conflicting…

Hyperspectral image fusion (HIF) is critical to a wide range of applications in remote sensing and many computer vision applications. Most traditional HIF methods assume that the observation model is predefined or known. However, in real…

In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…

Longitudinal Multiple Sclerosis Lesion Segmentation is a particularly challenging problem that involves both input and output imbalance in the data and segmentation. Therefore in order to develop models that are practical, one of the…

A popular machine-learning model for regression tasks, including stock-market prediction, weather forecasting and real-estate pricing, is the classical support vector regression (SVR). However, a practically realisable quantum SVR remains…

In nonparametric classification and regression problems, regularized kernel methods, in particular support vector machines, attract much attention in theoretical and in applied statistics. In an abstract sense, regularized kernel methods…

Depth estimation is a cornerstone of perception in autonomous driving and robotic systems. The considerable cost and relatively sparse data acquisition of LiDAR systems have led to the exploration of cost-effective alternatives, notably,…

Self-supervised learning (SSL) has emerged as a crucial technique in image processing, encoding, and understanding, especially for developing today's vision foundation models that utilize large-scale datasets without annotations to enhance…

This paper addresses the problem of efficiently classifying high-dimensional data over decentralized networks. Penalized support vector machines (SVMs) are widely used for high-dimensional classification tasks. However, the double…

SqueezeFormer has recently shown impressive performance in automatic speech recognition (ASR). However, its inference speed suffers from the quadratic complexity of softmax-attention (SA). In addition, limited by the large convolution…

As one of the most fundamental stochastic optimization algorithms, stochastic gradient descent (SGD) has been intensively developed and extensively applied in machine learning in the past decade. There have been some modified SGD-type…

Stochastic variance reduction has proven effective at accelerating first-order algorithms for solving convex finite-sum optimization tasks such as empirical risk minimization. Incorporating second-order information has proven helpful in…

This study introduces a novel formulation to enhance Support Vector Machines (SVMs) in handling class imbalance and noise. Unlike the conventional Soft Margin SVM, which penalizes the magnitude of constraint violations, the proposed model…

A new algorithm is presented for solving the soft-margin Support Vector Machine (SVM) optimization problem with an $\ell^{1}$ penalty. This algorithm is designed to require a modest number of passes over the data, which is an important…