相关论文: Error whitening: Why Gauss-Newton outperforms Newt…

Modern machine learning classifiers often exhibit vanishing classification error on the training set. They achieve this by learning nonlinear representations of the inputs that maps the data into linearly separable classes. Motivated by…

The Hessian of neural networks can be decomposed into a sum of two matrices: (i) the positive semidefinite generalized Gauss-Newton matrix G, and (ii) the matrix H containing negative eigenvalues. We observe that for wider networks,…

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

It is well-known by now that the BFGS method is an effective method for minimizing nonsmooth functions. However, despite its popularity, theoretical convergence results are almost non-existent. One of the difficulties when analyzing the…

Despite their impressive performance on computer vision benchmarks, Deep Neural Networks (DNNs) still fall short of adequately modeling human visual behavior, as measured by error consistency and shape bias. Recent work hypothesized that…

Satellite-derived data products and climate model simulations of geophysical variables like precipitation, often exhibit systematic biases compared to in-situ measurements. Bias correction and spatial downscaling are fundamental components…

We propose a framework to shrink a user-specified characteristic of a precision matrix estimator that is needed to fit a predictive model. Estimators in our framework minimize the Gaussian negative loglikelihood plus an $L_1$ penalty on a…

The estimation of the generalization error of classifiers often relies on a validation set. Such a set is hardly available in few-shot learning scenarios, a highly disregarded shortcoming in the field. In these scenarios, it is common to…

Input space reconstruction is an attractive representation learning paradigm. Despite interpretability of the reconstruction and generation, we identify a misalignment between learning by reconstruction, and learning for perception. We show…

Quasi-Newton algorithms are among the most popular iterative methods for solving unconstrained minimization problems, largely due to their favorable superlinear convergence property. However, existing results for these algorithms are…

Bayesian Optimization (BO) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…

Bayesian neural networks (BNNs) estimate the posterior distribution of model parameters and utilize posterior samples for Bayesian Model Averaging (BMA) in prediction. However, despite the crucial role of flatness in the loss landscape in…

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

We propose a general random subspace framework for unconstrained nonconvex optimization problems that requires a weak probabilistic assumption on the subspace gradient, which we show to be satisfied by various random matrix ensembles, such…

Group equivariant convolutional neural networks (G-CNNs) are generalizations of convolutional neural networks (CNNs) which excel in a wide range of technical applications by explicitly encoding symmetries, such as rotations and…

The inductive biases of trained neural networks are difficult to understand and, consequently, to adapt to new settings. We study the inductive biases of linearizations of neural networks, which we show to be surprisingly good summaries of…

In this paper, we propose a quasi-Newton method for solving smooth and monotone nonlinear equations, including unconstrained minimization and minimax optimization as special cases. For the strongly monotone setting, we establish two global…

Many machine learning models involve solving optimization problems. Thus, it is important to deal with a large-scale optimization problem in big data applications. Recently, subsampled Newton methods have emerged to attract much attention…

Time series forecasting is a challenging task due to the existence of complex and dynamic temporal dependencies. This can lead to incorrect predictions by even the best forecasting models. Using more training data is one way to improve the…

Deep learning algorithms often require solving a highly non-linear and nonconvex unconstrained optimization problem. Methods for solving optimization problems in large-scale machine learning, such as deep learning and deep reinforcement…