相关论文: Bayesian Parameter Shift Rule in Variational Quant…

We propose a stochastic trust-region method for unconstrained nonconvex optimization that incorporates stochastic variance-reduced gradients (SVRG) to accelerate convergence. Unlike classical trust-region methods, the proposed algorithm…

Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…

Optimization problems are prevalent in various fields, and the gradient-based gradient descent algorithm is a widely adopted optimization method. However, in classical computing, computing the numerical gradient for a function with $d$…

Task learning in neural networks typically requires finding a globally optimal minimizer to a loss function objective. Conventional designs of swarm based optimization methods apply a fixed update rule, with possibly an adaptive step-size…

We introduce the Cyclic Variational Quantum Eigensolver (CVQE), a hardware-efficient framework for accurate ground-state quantum simulation on noisy intermediate-scale quantum (NISQ) devices. CVQE departs from conventional VQE by…

Sharpness-aware Minimization (SAM) has been proposed recently to improve model generalization ability. However, SAM calculates the gradient twice in each optimization step, thereby doubling the computation costs compared to stochastic…

Accurate calibration of control parameters in quantum gates is crucial for high-fidelity operations, yet it represents a significant time and resource challenge, necessitating periods of downtime for quantum computers. Robust Phase…

Variational autoencoders (VAE) are a powerful and widely-used class of models to learn complex data distributions in an unsupervised fashion. One important limitation of VAEs is the prior assumption that latent sample representations are…

Making predictions and quantifying their uncertainty when the input data is sequential is a fundamental learning challenge, recently attracting increasing attention. We develop SigGPDE, a new scalable sparse variational inference framework…

Stochastic gradient descent (SGD) is a workhorse algorithm for solving large-scale optimization problems in data science and machine learning. Understanding the convergence of SGD is hence of fundamental importance. In this work we examine…

There is resurging interest, in statistics and machine learning, in solvers for ordinary differential equations (ODEs) that return probability measures instead of point estimates. Recently, Conrad et al. introduced a sampling-based class of…

In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising…

The variational approach is a cornerstone of computational physics, considering both conventional and quantum computing computational platforms. The variational quantum eigensolver (VQE) algorithm aims to prepare the ground state of a…

Variational inference with natural-gradient descent often shows fast convergence in practice, but its theoretical convergence guarantees have been challenging to establish. This is true even for the simplest cases that involve concave…

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

In the context of Noisy Intermediate-Scale Quantum (NISQ) computing, parameterized quantum circuits (PQCs) represent a promising paradigm for tackling challenges in quantum sensing, optimal control, optimization, and machine learning on…

In this project, we propose a Variational Inference algorithm to approximate posterior distributions. Building on prior methods, we develop the Gradient-Steered Stein Variational Gradient Descent (G-SVGD) approach. This method introduces a…

A new method for learning variational autoencoders (VAEs) is developed, based on Stein variational gradient descent. A key advantage of this approach is that one need not make parametric assumptions about the form of the encoder…

The efficient representation of random fields on geometrically complex domains is crucial for Bayesian modelling in engineering and machine learning. Today's prevalent random field representations are either intended for unbounded domains…

Stein Variational Gradient Descent (SVGD) is a popular variational inference algorithm which simulates an interacting particle system to approximately sample from a target distribution, with impressive empirical performance across various…