New tool for parallel and private stochastic convex optimization reduces query complexity.
arXiv research
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.
Trend · papers per month
Algorithm approximates target distribution using weight queries.
Resampling outperforms reweighting for correcting biased data in machine learning models.
New algorithm improves online binary classification with constant time complexity.
New loss function handles uncertain constraints in CSLO problems.
Study exact community recovery in noisy SBM with limited queries.
Stochastic control-flow models (SCFMs) are a class of generative models that involve branching on choices from discrete random variables. Amortized gradient-based learning of SCFMs is challenging as most approaches targeting discrete variables rely on their continuous relaxations---which can be intractable in SCFMs, as…
We lower bound the complexity of finding -stationary points (with gradient norm at most ) using stochastic first-order methods. In a well-studied model where algorithms access smooth, potentially non-convex functions through queries to an unbiased stochastic gradient oracle with bounded variance, we prove that (i…
A new method speeds up sampling of Boltzmann distribution in high-dimensional systems.
SRG improves optimization efficiency with reduced memory and computation overhead.
Iterative reweighted algorithms, as a class of algorithms for sparse signal recovery, have been found to have better performance than their non-reweighted counterparts. However, for solving the problem of multiple measurement vectors (MMVs), all the existing reweighted algorithms do not account for temporal correlation…
The probabilistic bisection algorithm (PBA) solves a class of stochastic root-finding problems in one dimension by successively updating a prior belief on the location of the root based on noisy responses to queries at chosen points. The responses indicate the direction of the root from the queried point, and are incor…
A new associative memory uses Sinkhorn divergence for efficient pattern retrieval.
A method removes treatment-covariate dependence for counterfactual prediction without adversarial training.
This paper explores the non-convex composition optimization in the form including inner and outer finite-sum functions with a large number of component functions. This problem arises in some important applications such as nonlinear embedding and reinforcement learning. Although existing approaches such as stochastic gr…
New algorithm for clustering with faulty oracle achieves optimal queries and efficiency.
This paper develops a novel deep recurrent neural network for sequential signal reconstruction.
New algorithm reduces dimensionality in stochastic optimization.
In this paper, we initiate a rigorous theoretical study of clustering with noisy queries (or a faulty oracle). Given a set of elements, our goal is to recover the true clustering by asking minimum number of pairwise queries to an oracle. Oracle can answer queries of the form : "do elements and belong to the…
Studying a softmax-attention model, we show that the learned query converges to the latent signal subspace spanned by the informative direction.
LAZO reduces query complexity and variance in ZO methods.
Improved matching for multiple objects using a novel reweighting method.
Reweighted l1-algorithms have attracted a lot of attention in the field of applied mathematics. A unified framework of such algorithms has been recently proposed by Zhao and Li. In this paper we construct a few new examples of reweighted l1-methods. These functions are certain concave approximations of the l0-norm func…
Proposes a new method to improve regression models with reweighted samples.
Improved learning to reweight using deep interactions between student and teacher models.
The paper tackles machine unlearning by designing efficient algorithms for adaptive query classes.
Defense against user shilling attacks in collaborative filtering using edge reweighting.
We analyze a reweighted version of the Kikuchi approximation for estimating the log partition function of a product distribution defined over a region graph. We establish sufficient conditions for the concavity of our reweighted objective function in terms of weight assignments in the Kikuchi expansion, and show that a…
CurveRL optimizes large model reasoning by reweighting prompts based on their rank and density.
In many high-throughput experimental design settings, such as those common in biochemical engineering, batched queries are more cost effective than one-by-one sequential queries. Furthermore, it is often not possible to directly choose items to query. Instead, the experimenter specifies a set of constraints that genera…
Paper develops online statistical inference methods for stochastic optimization using Kiefer-Wolfowitz algorithms.
Unified analysis of reweighted least-squares algorithms for linear models.
Federated learning has a variety of applications in multiple domains by utilizing private training data stored on different devices. However, the aggregation process in federated learning is highly vulnerable to adversarial attacks so that the global model may behave abnormally under attacks. To tackle this challenge, …
New reweighted losses improve diffusion model training and image quality.
Paper solves k-sparse parity problem with sign SGD, matching SQ lower bound.
Counterfactual learning is a natural scenario to improve web-based machine translation services by offline learning from feedback logged during user interactions. In order to avoid the risk of showing inferior translations to users, in such scenarios mostly exploration-free deterministic logging policies are in place. …
This paper extends AD techniques to Monte Carlo processes for efficient derivative calculation.
Typical amortized inference in variational autoencoders is specialized for a single probabilistic query. Here we propose an inference network architecture that generalizes to unseen probabilistic queries. Instead of an encoder-decoder pair, we can train a single inference network directly from data, using a cost functi…
Domain adaptation provides a powerful set of model training techniques given domain-specific training data and supplemental data with unknown relevance. The techniques are useful when users need to develop models with data from varying sources, of varying quality, or from different time ranges. We build CrossTrainer, a…
Reweighting improves GAN accuracy without sacrificing statistical power.
Paper addresses privacy and robustness in stochastic linear bandits.
Recently, the paradigm of unfolding iterative algorithms into finite-length feed-forward neural networks has achieved a great success in the area of sparse recovery. Benefit from available training data, the learned networks have achieved state-of-the-art performance in respect of both speed and accuracy. However, the …
Online minimization of an unknown convex function over the interval is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing the distribution of the random gradients, a learning algorithm sequentially choo…
Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on stationary problems, and permitting learning rates to grow appropriately in non-stati…
Optimizes state monitoring in Markovian systems with cost constraints.
New method uses weighted SDEs to improve sampling from complex distributions.
We characterize learnability for stochastic noisy bandits, identifying optimal query complexities.
New algorithm guarantees performance on noisy data.