相关论文: Generalized EXTRA stochastic gradient Langevin dyn…

Sampling the parameter space of artificial neural networks according to a Boltzmann distribution provides insight into the geometry of low-loss solutions and offers an alternative to conventional loss minimization for training. However,…

While machine learning has achieved remarkable results in a wide variety of domains, the training of models often requires large datasets that may need to be collected from different individuals. As sensitive information may be contained in…

In Theory IIb we characterize with a mix of theory and experiments the optimization of deep convolutional networks by Stochastic Gradient Descent. The main new result in this paper is theoretical and experimental evidence for the following…

The unadjusted Langevin algorithm is commonly used to sample probability distributions in extremely high-dimensional settings. However, existing analyses of the algorithm for strongly log-concave distributions suggest that, as the dimension…

We study the consensus decentralized optimization problem where the objective function is the average of $n$ agents private non-convex cost functions; moreover, the agents can only communicate to their neighbors on a given network topology.…

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a…

We introduce the spatial disorder-generalized Langevin equation (SD-GLE), a data-driven method for constructing coarse-grained (CG) dynamics in heterogeneous systems. Unlike conventional CG approaches that rely on a mean-field potential,…

Recent advances in Bayesian learning with large-scale data have witnessed emergence of stochastic gradient MCMC algorithms (SG-MCMC), such as stochastic gradient Langevin dynamics (SGLD), stochastic gradient Hamiltonian MCMC (SGHMC), and…

We establish a sharp uniform-in-time error estimate for the Stochastic Gradient Langevin Dynamics (SGLD), which is a widely-used sampling algorithm. Under mild assumptions, we obtain a uniform-in-time $O(\eta^2)$ bound for the KL-divergence…

Stochastic iterative algorithms, including stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD), are widely utilized for optimization and sampling in large-scale and high-dimensional problems in machine…

Recently, there is a growing interest in the study of median-based algorithms for distributed non-convex optimization. Two prominent such algorithms include signSGD with majority vote, an effective approach for communication reduction via…

It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

An open problem in machine learning is whether flat minima generalize better and how to compute such minima efficiently. This is a very challenging problem. As a first step towards understanding this question we formalize it as an…

This paper introduces a new Markov Chain Monte Carlo method for Bayesian variable selection in high dimensional settings. The algorithm is a Hastings-Metropolis sampler with a proposal mechanism which combines a Metropolis Adjusted Langevin…

Stochastic Gradient Descent (SGD) is commonly modeled as a Langevin process, assuming that minibatch noise acts as Brownian motion. However, this approximation relies on a continuous-time limit and a sqrt(eta) noise scaling that does not…

Large-language models are notoriously famous for their impressive performance across a wide range of tasks. One surprising example of such impressive performance is a recently identified capacity of LLMs to understand the governing…

In this paper, we propose a generic and simple strategy for utilizing stochastic gradient information in optimization. The technique essentially contains two consecutive steps in each iteration: 1) computing and normalizing each block…