A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Opt-BBAI identifies the best arm with minimal batches and pulls, optimizing both sample and batch complexity.
The study analyzes batched methods for early stopping in stochastic multi-armed bandits.
Batch Thompson Sampling reduces exploration-exploitation trade-off in online decision making.
DPP-BBO diversifies batched Bayesian optimization using DPPs.
BatchGFN uses generative flow networks for efficient batch active learning.
TS-RSR improves batch Bayesian Optimization by minimizing redundancy and focusing on high uncertainty points.
Polynomial-time algorithm for list-decodable linear regression with batches.
Improved TD learning reduces batch sampling error.
Deep Neural Networks (DNNs) thrive in recent years in which Batch Normalization (BN) plays an indispensable role. However, it has been observed that BN is costly due to the reduction operations. In this paper, we propose alleviating this problem through sampling only a small fraction of data for normalization at each i…
To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown to be convergent under classicalconditions as the number of iterations increases…
We study a mini-batch diversification scheme for stochastic gradient descent (SGD). While classical SGD relies on uniformly sampling data points to form a mini-batch, we propose a non-uniform sampling scheme based on the Determinantal Point Process (DPP). The DPP relies on a similarity measure between data points and g…
Sparse feature selection improves batch RL efficiency.
Determining the appropriate batch size for mini-batch gradient descent is always time consuming as it often relies on grid search. This paper considers a resizable mini-batch gradient descent (RMGD) algorithm based on a multi-armed bandit for achieving best performance in grid search by selecting an appropriate batch s…
New method for identifying best arm in batched multi-armed bandit problems.
A simple method improves batch active learning without high compute.
Data collection and labeling is one of the main challenges in employing machine learning algorithms in a variety of real-world applications with limited data. While active learning methods attempt to tackle this issue by labeling only the data samples that give high information, they generally suffer from large computa…
Use of an autoencoder (AE) as a normal model is a state-of-the-art technique for unsupervised-anomaly detection in sounds (ADS). The AE is trained to minimize the sample mean of the anomaly score of normal sounds in a mini-batch. One problem with this approach is that the anomaly score of rare-normal sounds becomes hig…
Study shows how mini-batch GD with random reshuffling affects least squares regression dynamics.
We design a new algorithm for batch active learning with deep neural network models. Our algorithm, Batch Active learning by Diverse Gradient Embeddings (BADGE), samples groups of points that are disparate and high-magnitude when represented in a hallucinated gradient space, a strategy designed to incorporate both pred…
The accuracy of deep neural networks is significantly affected by how well mini-batches are constructed during the training step. In this paper, we propose a novel adaptive batch selection algorithm called Recency Bias that exploits the uncertain samples predicted inconsistently in recent iterations. The historical lab…
Mini-batch gradient descent based methods are the de facto algorithms for training neural network architectures today. We introduce a mini-batch selection strategy based on submodular function maximization. Our novel submodular formulation captures the informativeness of each sample and diversity of the whole subset. W…
A new method designs batches for Bayesian optimization more efficiently.
A new method improves active learning for large batch sizes.
GCBS improves contrastive learning performance efficiently.
We present Acquisition Thompson Sampling (ATS), a novel technique for batch Bayesian Optimization (BO) based on the idea of sampling multiple acquisition functions from a stochastic process. We define this process through the dependency of the acquisition functions on a set of model hyper-parameters. ATS is conceptuall…
IWeS selects examples by entropy-based importance sampling for subset selection.
New method tackles video inverse problems using image diffusion models.
Generative adversarial networks (GANs) are pow- erful generative models based on providing feed- back to a generative network via a discriminator network. However, the discriminator usually as- sesses individual samples. This prevents the dis- criminator from accessing global distributional statistics of generated samp…
The convergence speed of stochastic gradient descent (SGD) can be improved by actively selecting mini-batches. We explore sampling schemes where similar data points are less likely to be selected in the same mini-batch. In particular, we prove that such repulsive sampling schemes lowers the variance of the gradient est…
We study the problem of training machine learning models incrementally with batches of samples annotated with noisy oracles. We select each batch of samples that are important and also diverse via clustering and importance sampling. More importantly, we incorporate model uncertainty into the sampling probability to com…
Proposes qPO, a new acquisition strategy for batched Bayesian optimization that maximizes the probability of including the optimum.
Likelihood from a generative model is a natural statistic for detecting out-of-distribution (OoD) samples. However, generative models have been shown to assign higher likelihood to OoD samples compared to ones from the training distribution, preventing simple threshold-based detection rules. We demonstrate that OoD det…
Full-batch GD outperforms one-pass SGD in learning a single-index model with quadratic activation.
Mini-batch sub-sampling in neural network training is unavoidable, due to growing data demands, memory-limited computational resources such as graphical processing units (GPUs), and the dynamics of on-line learning. In this study we specifically distinguish between static mini-batch sub-sampled loss functions, where mi…
A new method for batch prediction sets in classification problems.
Method detects batch heterogeneity in genomic data.
Machine learning, especially deep neural networks, has been rapidly developed in fields including computer vision, speech recognition and reinforcement learning. Although Mini-batch SGD is one of the most popular stochastic optimization methods in training deep networks, it shows a slow convergence rate due to the larg…
Proposes a new acquisition function for batched Bayesian optimization.
Unified framework for solving linear systems with improved convergence rates.
Enhanced DFO using adaptive batch-based FD estimates.
Paper addresses OPE for dependent bandit samples using MDS and batch updates.
Introduce a variance-weighted batch distribution for diverse sampling in diffusion models.
Exact distribution of split conformal prediction coverage found.
As an indispensable component, Batch Normalization (BN) has successfully improved the training of deep neural networks (DNNs) with mini-batches, by normalizing the distribution of the internal representation for each hidden layer. However, the effectiveness of BN would diminish with scenario of micro-batch (e.g., less …
Two new algorithms improve Q* approximation in batch RL with linear error propagation.
We propose a general yet simple theorem describing the convergence of SGD under the arbitrary sampling paradigm. Our theorem describes the convergence of an infinite array of variants of SGD, each of which is associated with a specific probability law governing the data selection rule used to form mini-batches. This is…
We present two algorithms for Bayesian optimization in the batch feedback setting, based on Gaussian process upper confidence bound and Thompson sampling approaches, along with frequentist regret guarantees and numerical results.
In this paper, we propose a novel approach to automatically determine the batch size in stochastic gradient descent methods. The choice of the batch size induces a trade-off between the accuracy of the gradient estimate and the cost in terms of samples of each update. We propose to determine the batch size by optimizin…