Paper introduces a new gradient estimator for SNNs.
problem High variance in score function gradient estimator impedes SNNs training.
method Developed a differentiable point process to derive path-wise gradient estimator.
result Demonstrated effectiveness of path-wise gradient estimator through simulations.
CrescendoNet is a simple deep CNN outperforming others on benchmark datasets.
problem Improving performance of deep neural networks without residual connections.
method Stacking simple blocks with independent convolution paths, increasing depth linearly.
result CrescendoNet with 15 layers and 4.1M parameters outperforms DenseNet-BC with 250 layers and 15.3M parameters.
New method detects and clusters market regimes in multidimensional data.
problem Detecting and clustering market regimes in complex data structures.
method Non-parametric online market regime detection and clustering using path-wise two-sample tests and maximum mean discrepancy.
result Successfully detected and clustered market regimes in various data structures.
We revisit the choice of SGD for training deep neural networks by reconsidering the appropriate geometry in which to optimize the weights. We argue for a geometry invariant to rescaling of weights that does not affect the output of the network, and suggest Path-SGD, which is an approximate steepest descent method with …
PWSHAP provides targeted explanations for complex models.
problem Inability of black-box models to explain targeted effects in sensitive domains.
method Augments model with DAG, uses Shapley values for causal pathway identification.
result Establishes error bounds and demonstrates resolution, interpretability, and locality.
New method approximates diffusion process posteriors using moment functions.
problem Approximating posteriors of stochastic differential equations.
method Constructs variational process as controlled prior, approximates posterior with moment functions, uses natural gradient descent.
result Richer variational approximations for state-dependent diffusion terms.
A new method for stochastic optimal control improves accuracy over existing techniques.
problem Improving the accuracy of stochastic optimal control for noisy systems.
method Stochastic Optimal Control Matching (SOCM) using Iterative Diffusion Optimization (IDO) with path-wise reparameterization trick.
result SOCM achieves lower error than existing techniques for three out of four control problems, sometimes by an order of magnitude.
GANs can approximate SDEs for large time steps.
problem Approximating SDEs for large time steps using GANs.
method Proposed a conditional GAN architecture to enable strong approximation of SDEs.
result Supervised GAN outperformed standard GAN and other schemes in strong error.
URGE improves diffusion model quality without gradients or Hessian.
problem Improving sample quality in diffusion models without gradient evaluations.
method Path-wise importance reweighting via Girsanov change of measure.
result URGE achieves better generation quality than existing methods.
The paper proves a regret bound for a sub-Gaussian mixture on unbounded data.
problem Tackles the challenge of achieving regret bounds for sub-Gaussian mixtures on unbounded data.
method Uses path-wise (deterministic) regret bounds and a cumulative variance process to derive the bound.
result Shows that on a specific event, the regret is eventually bounded by ln(ln V_T).
Langevin algorithm shows metastable behavior near local optima in ERM.
problem Understanding the behavior of discrete Langevin algorithm near local optima in non-convex ERM.
method Analyzing metastability through two-timescale recurrence and escape times.
result The Langevin algorithm can escape from a local optimum within a short recurrence time or stay near it for a long time.
Paper develops SINNOs for approximating stochastic processes.
problem Approximating stochastic processes with neural networks.
method Developed stochastic interpolation neural network operators (SINNOs) with random coefficients.
result Established boundedness, interpolation accuracy, and approximation capabilities of SINNOs.
EnKF's update is shown to be similar to Matheron's method in Gaussian process regression.
problem Data assimilation in high-dimensional systems.
method Empirical Matheron update applied to EnKF.
result Ensemble Kalman Filter's update is equivalent to an empirical Matheron update.
New method transforms complex stochastic equations into simpler ones for efficient simulation.
problem Efficient simulation of complex path-dependent stochastic processes.
method Transforms Volterra-type SDEs into standard diffusion processes using convolution kernels.
result Proposes a numerical simulation scheme with a strong convergence rate of 1/2.
Paper presents a new insurance model equation for diverse structures.
problem Handling diverse insurance models with a single equation.
method Developed a canonical model construction and stochastic backward equations.
result Comparison theorems for different models follow from the new equation.
AdaPID optimizes diffusion-based samplers by dynamically adjusting schedules.
problem Optimizing the intermediate-time dynamics in diffusion-based samplers.
method Develops a time-varying stiffness schedule using Piece-Wise-Constant (PWC) parametrizations and a hierarchical refinement approach.
result QoS-driven PWC schedules consistently improve sampling fidelity and accuracy.
We consider the portfolio choice problem for a long-run investor in a general continuous semimartingale model. We suggest to use path-wise growth optimality as the decision criterion and encode preferences through restrictions on the class of admissible wealth processes. Specifically, the investor is only interested in…
Study on Langevin dynamics for recovering planted signals in spiked matrix models.
problem Recovering a planted signal in spiked matrix models.
method Path-wise characterization of overlap using integro-differential equations and explicit formula derivation.
result Sharp phase transition in limiting overlap: positive in one regime, zero in another due to injected noise.
New methods for calculating credit valuation adjustment with reduced noise and faster computation.
problem High statistical noise in computing sensitivities of CVA due to non-differentiable default intensities.
method Ad hoc analytical estimators to overcome non-differentiability and finite differences.
result Low statistical noise and fast computation of sensitivities to market quotes.
New algorithm for continuous-time switching systems using variational inference.
problem Inference in time-series data with continuous-time switching systems.
method Developed a variational inference algorithm combining Gaussian process approximation and posterior inference for Markov jump processes.
result Bayesian latent state estimates and point estimates of unknown parameters for arbitrary points on the real axis.
RL helps optimize TVS fund composition for volatility control.
problem Optimizing fund composition for target volatility strategy under uncertainty.
method Derive analytical solution for Black-Scholes model, use RL for local volatility model.
result RL agents' performance matches BS strategy in LV model.
We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit dependent cost. Successive samples from each population are iid random variables with u…
Unified model improves multi-task learning by accounting for temporal misalignment.
problem Poor predictive performance and uncertainty quantification due to temporal misalignment in multi-task learning.
method Uses Gaussian processes to model correlations and includes a monotonic warp of the input data to account for temporal misalignment.
result Improves predictive performance and uncertainty quantification in multi-task learning.
Improved method for estimating derivatives of discontinuous functions using stochastic algorithmic differentiation and regression.
problem High Monte-Carlo error in finite difference approximation of discontinuous functions.
method Combining stochastic algorithmic differentiation and regression to estimate derivative of expectations of discontinuous functions.
result Reduction in Monte-Carlo error through decoupling integration of Dirac delta and conditional expectation.
CARP speeds up convex clustering by 100x and offers better visualization.
problem Computational intensity and lack of compelling visualizations in convex clustering.
method Algorithmic Regularization for iterative approximation of regularization paths.
result CARP delivers over 100-fold speed-up and finer approximation grid.
Proposes a neural network framework for feature selection in high-dimensional settings.
problem Challenges in feature selection and non-linear function estimation in high-dimensional settings.
method Sparse-input neural networks using group concave regularization.
result Establishes finite-sample guarantees for variable selection consistency and prediction accuracy.
This work improves the Euler method for masked diffusion models, providing tighter convergence guarantees.
problem Improving the convergence rates of masked diffusion models.
method Developed a direct total-variation (TV) based analysis for the Euler method, relaxing assumptions and improving parameter dependencies.
result Established convergence guarantees for the Euler sampler without requiring surrogate initialization, and provided a tight lower bound.
Bayesian inference for biochemical reaction networks using jump-diffusion approximations.
problem Estimating hidden quantities in poorly characterized biochemical processes.
method Developed a Bayesian inference algorithm based on Markov chain Monte Carlo and sequential Monte Carlo methods.
result Numerical evaluation of the algorithm for a partially observed multi-scale birth-death process.
Taylorized training improves neural network training at finite width.
problem Understanding and improving neural network training at finite width.
method Training the k-th order Taylor expansion of the neural network at initialization.
result Taylorized training agrees with full neural network training better as k increases and can significantly close the performance gap.
Self-training outperforms pre-training on COCO object detection and segmentation datasets.
problem The effectiveness of pre-training in improving object detection and segmentation models is limited.
method Investigated self-training as an alternative method to utilize additional data.
result Self-training consistently improves model performance across various dataset sizes and data augmentation levels.
Un-trained neural networks outperform trained methods in MRI reconstruction.
problem Accelerated MRI reconstruction with minimal training data.
method Variation of Deep Decoder without training data.
result Un-trained approach significantly outperforms other methods in reconstruction accuracy.
Meta-learning performance depends on train-validation split type.
problem Understanding the importance of train-validation split in meta-learning.
method Theoretical and experimental study comparing train-val and train-train methods.
result Train-train method can achieve strictly better excess loss in realizable cases.
New method reveals how training data influence diffusion model outputs.
problem Difficulty in assessing training data impact on diffusion model outputs.
method Use of ensembles trained on carefully engineered splits of training data to identify influential training examples.
result Demonstrated the viability of ensembles as generative models and validity of assessing influence.
Paper shows adversarial training can be fooled by new type of noise.
problem Adversarial training can be fooled by new types of noise.
method Designing ADVIN, a new type of inducing noise.
result ADVIN can degrade adversarial training robustness by 99.9%.
New MIP methods improve training of integer-valued neural networks.
problem Training integer-valued neural networks with limited data and resources.
method Formulated new MIP models to optimize training efficiency and handle more data.
result Significantly outperforms previous state-of-the-art methods in accuracy, training time, and data usage.
Free adversarial training reduces the generalization gap compared to vanilla method.
problem Improving generalization in adversarial training.
method Analysis of algorithmic stability in free adversarial training.
result Free adversarial training shows a lower generalization gap.
ADASS selects adaptive subsets for SGD training acceleration.
problem Fixed sample size in SGD limits training efficiency.
method ADASS selects adaptive subsets based on Lipschitz constants.
result ADASS achieves comparable accuracy with full training set.
Solve-training trains neural nets to map physical solutions efficiently.
problem Representing complex physical solutions with neural networks.
method Variational training using loss functions from physical models.
result Effective neural network representation of solution maps without expensive labels.
MixTrain improves verifiable robustness of neural networks without sacrificing efficiency.
problem Efficiently making neural networks robust against adversarial attacks.
method Stochastic robust approximation and dynamic mixed training techniques.
result Achieves up to 95.2% verified robust accuracy with significantly reduced training time.
learn2mix trains neural nets faster by adjusting class proportions dynamically.
problem Training neural nets efficiently with limited resources and imbalanced classes.
method Adaptive class proportion adjustment during training.
result Neural nets trained with learn2mix converge faster than static methods.
Loss-guided training accelerates node embedding methods on graphs.
problem Training efficiency in graph learning methods with implicit positive examples.
method Dynamic adjustment of training distribution based on loss values.
result Significant acceleration in training and computation over static methods.
Paper explores fast adversarial training to improve robustness with less computation.
problem Efficiently defending against adversarial examples.
method Integrates simple self-attacks for faster training, focusing on overfitting recovery.
result Shows superior robust accuracy with reduced training time compared to strong adversarial training.
Three LF training criteria improve neural network acoustic models without cross-entropy pre-training.
problem Improving purely sequence-trained neural network acoustic models.
method Comparison of three lattice-free discriminative training criteria (MMI, bMMI, sMBR) on LVCSR tasks.
result LF-bMMI models outperform plain LF-MMI models by 5% WER on Switchboard datasets.
Free adversarial training improves robustness without generating adversarial examples.
problem Training robust models against adversarial attacks is costly and impractical for large-scale datasets.
method Recycles gradient information from parameter updates to generate adversarial examples.
result Free adversarial training achieves comparable robustness to PGD training at negligible cost.
Detects backdoors in trained models without poisoned training data.
problem Detecting backdoors in DNNs trained without access to the poisoned training set.
method Proposes a novel detector using the maximum achievable misclassification fraction (MAMF) statistic.
result Detects backdoors and infers source and target classes.
Pre-training improves model robustness and uncertainty.
problem Improving model robustness and uncertainty in machine learning.
method Adversarial pre-training and task-specific methods.
result Approximately a 10% absolute improvement in adversarial robustness.
Self-training improves GANs for semi-supervised learning.
problem Training GANs with limited labeled data.
method Combining self-training with GANs' infinite data generation.
result Self-training improves GANs' performance in semi-supervised learning.
Crowdsourced training of large neural networks with decentralized Mixture-of-Experts.
problem Expensive training of large neural networks limits research contributions.
method Learning@home: decentralized Mixture-of-Experts for large, poorly connected participants.
result Performance and reliability of Learning@home surpass conventional distributed training.