相关论文: Automatic Gradient Estimation for Calibrating Crow…

We study two practically important cases of model based clustering using Gaussian Mixture Models: (1) when there is misspecification and (2) on high dimensional data, in the light of recent advances in Gradient Descent (GD) based…

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

In this work, we study an optimizer, Grad-Avg to optimize error functions. We establish the convergence of the sequence of iterates of Grad-Avg mathematically to a minimizer (under boundedness assumption). We apply Grad-Avg along with some…

In this paper we introduce Feature Gradients, a gradient-based search algorithm for feature selection. Our approach extends a recent result on the estimation of learnability in the sublinear data regime by showing that the calculation can…

This paper investigates the data-driven pricing newsvendor problem, which focuses on maximizing expected profit by deciding on inventory and pricing levels based on historical demand and feature data. We first build an approximate model by…

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…

Crowd evacuation simulation is critical for enhancing public safety, and demanded for realistic virtual environments. Current mainstream evacuation models overlook the complex human behaviors that occur during evacuation, such as pedestrian…

Stochastic lattice models (sLMs) are computational tools for simulating spatiotemporal dynamics in physics, computational biology, chemistry, ecology, and other fields. Despite their widespread use, it is challenging to fit sLMs to data, as…

When facing uncertainty, decision-makers want predictions they can trust. A machine learning provider can convey confidence to decision-makers by guaranteeing their predictions are distribution calibrated -- amongst the inputs that receive…

Self-paced learning and hard example mining re-weight training instances to improve learning accuracy. This paper presents two improved alternatives based on lightweight estimates of sample uncertainty in stochastic gradient descent (SGD):…

Machine learning and neural network models in particular have been improving the state of the art performance on many artificial intelligence related tasks. Neural network models are typically implemented using frameworks that perform…

We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classical problem setting in which the variance of noise is…

Classical stochastic gradient methods for optimization rely on noisy gradient approximations that become progressively less accurate as iterates approach a solution. The large noise and small signal in the resulting gradients makes it…

Adaptive optimizers, such as Adam, have achieved remarkable success in deep learning. A key component of these optimizers is the so-called preconditioning matrix, providing enhanced gradient information and regulating the step size of each…

One critical challenge in deploying highly performant machine learning models in real-life applications is out of distribution (OOD) detection. Given a predictive model which is accurate on in distribution (ID) data, an OOD detection system…

We propose AEGD, a new algorithm for first-order gradient-based optimization of non-convex objective functions, based on a dynamically updated energy variable. The method is shown to be unconditionally energy stable, irrespective of 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…

Estimation and inference in dynamic discrete choice models often relies on approximation to lower the computational burden of dynamic programming. Unfortunately, the use of approximation can impart substantial bias in estimation and results…

Feedback alignment algorithms are an alternative to backpropagation to train neural networks, whereby some of the partial derivatives that are required to compute the gradient are replaced by random terms. This essentially transforms the…

This paper investigates different vector step-size adaptation approaches for non-stationary online, continual prediction problems. Vanilla stochastic gradient descent can be considerably improved by scaling the update with a vector of…