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Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

机器学习 · 统计学 2021-03-08 Nicole Mücke

Consistency models are a class of generative models that enable few-step generation for diffusion and flow matching models. While consistency models have achieved promising results on Euclidean domains like images, their applications to…

机器学习 · 计算机科学 2025-11-04 Chaoran Cheng , Yusong Wang , Yuxin Chen , Xiangxin Zhou , Nanning Zheng , Ge Liu

Stochastic gradient descent (SGD) or stochastic approximation has been widely used in model training and stochastic optimization. While there is a huge literature on analyzing its convergence, inference on the obtained solutions from SGD…

机器学习 · 统计学 2026-04-01 Henry Lam , Zitong Wang

Estimating means on Riemannian manifolds is generally computationally expensive because the Riemannian distance function is not known in closed-form for most manifolds. To overcome this, we show that Riemannian diffusion means can be…

其他统计学 · 统计学 2025-02-19 Frederik Möbius Rygaard , Steen Markvorsen , Søren Hauberg , Stefan Sommer

In recent years, Riemannian stochastic gradient descent (R-SGD), Riemannian stochastic variance reduction (R-SVRG) and Riemannian stochastic recursive gradient (R-SRG) have attracted considerable attention on Riemannian optimization. Under…

最优化与控制 · 数学 2021-10-18 Jiabao Yang

We study the learning dynamics of a multi-pass, mini-batch Stochastic Gradient Descent (SGD) procedure for empirical risk minimization in high-dimensional multi-index models with isotropic random data. In an asymptotic regime where the…

机器学习 · 统计学 2026-02-19 Zhou Fan , Leda Wang

The scarcity of labeled data is a long-standing challenge for many machine learning tasks. We propose our gradient flow method to leverage the existing dataset (i.e., source) to generate new samples that are close to the dataset of interest…

机器学习 · 计算机科学 2023-11-06 Xinru Hua , Truyen Nguyen , Tam Le , Jose Blanchet , Viet Anh Nguyen

Motivated by the problem of online canonical correlation analysis, we propose the \emph{Stochastic Scaled-Gradient Descent} (SSGD) algorithm for minimizing the expectation of a stochastic function over a generic Riemannian manifold. SSGD…

机器学习 · 统计学 2022-01-25 Chris Junchi Li , Michael I. Jordan

We show that the behavior of stochastic gradient descent is related to Bayesian statistics by showing that SGD is effectively diffusion on a fractal landscape, where the fractal dimension can be accounted for in a purely Bayesian way. By…

机器学习 · 计算机科学 2026-03-17 Max Hennick , Stijn De Baerdemacker

We introduce a (de)-regularization of the Maximum Mean Discrepancy (DrMMD) and its Wasserstein gradient flow. Existing gradient flows that transport samples from source distribution to target distribution with only target samples, either…

We study optimization of finite sums of geodesically smooth functions on Riemannian manifolds. Although variance reduction techniques for optimizing finite-sums have witnessed tremendous attention in the recent years, existing work is…

最优化与控制 · 数学 2017-04-11 Hongyi Zhang , Sashank J. Reddi , Suvrit Sra

We consider the maximum mean discrepancy ($\mathrm{MMD}$) GAN problem and propose a parametric kernelized gradient flow that mimics the min-max game in gradient regularized $\mathrm{MMD}$ GAN. We show that this flow provides a descent…

机器学习 · 计算机科学 2020-11-05 Youssef Mroueh , Truyen Nguyen

Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…

概率论 · 数学 2024-04-24 Erlend Grong , Karen Habermann , Stefan Sommer

This work considers optimization of composition of functions in a nested form over Riemannian manifolds where each function contains an expectation. This type of problems is gaining popularity in applications such as policy evaluation in…

最优化与控制 · 数学 2024-03-20 Dewei Zhang , Sam Davanloo Tajbakhsh

We analyze in a closed form the learning dynamics of stochastic gradient descent (SGD) for a single-layer neural network classifying a high-dimensional Gaussian mixture where each cluster is assigned one of two labels. This problem provides…

机器学习 · 计算机科学 2022-03-28 Francesca Mignacco , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest…

Equilibrium computation on Riemannian manifolds provides a unifying framework for numerous problems in machine learning and data analytics. One of the simplest yet most fundamental methods is Riemannian gradient descent (RGD). While its…

Diffusion and flow models have become the dominant paradigm for generative modeling on Riemannian manifolds, with successful applications in protein backbone generation and DNA sequence design. However, these methods require tens to…

机器学习 · 计算机科学 2026-05-04 Dongyeop Woo , Marta Skreta , Seonghyun Park , Kirill Neklyudov , Sungsoo Ahn

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

机器学习 · 计算机科学 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

The natural gradient method is widely used in statistical optimization, but its standard formulation assumes a Euclidean parameter space. This paper proposes an inversion-free stochastic natural gradient method for probability distributions…

机器学习 · 统计学 2026-04-06 Dario Draca , Takuo Matsubara , Minh-Ngoc Tran