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.
New algorithm speeds up Gaussian process optimization.
This work improves molecular design by efficiently selecting diverse candidate molecules.
A scalable algorithm for GP regression selects relevant covariates efficiently.
A scalable portfolio approach speeds up Bayesian optimization for noisy functions.
Bayesian optimization technique scaled using Vecchia approximations.
Matching pursuit (MP) methods are a promising class of feature construction algorithms for value function approximation. Yet existing MP methods require creating a pool of potential features, mandating expert knowledge or enumeration of a large feature pool, both of which hinder scalability. This paper introduces batch…
A new method for mini-batch optimal transport improves scalability and accuracy.
A new algorithm improves efficiency in selecting examples for deep learning.
SOBER optimizes and quadrates efficiently in parallel for diverse tasks.
BOE reformulates BO as a classifier for scalable batch optimisation.
New research shows many batch selection methods for training work just as well as full batch training.
Mini-batch stochastic gradient methods (SGD) are state of the art for distributed training of deep neural networks. Drastic increases in the mini-batch sizes have lead to key efficiency and scalability gains in recent years. However, progress faces a major roadblock, as models trained with large batches often do not ge…
New algorithm reduces overfitting in neural networks.
In stochastic optimization, using large batch sizes during training can leverage parallel resources to produce faster wall-clock training times per training epoch. However, for both training loss and testing error, recent results analyzing large batch Stochastic Gradient Descent (SGD) have found sharp diminishing retur…
A new algorithm PBNN improves scalability of Bayesian Neural Networks.
A new framework scales active search for large datasets.
Joint sparsity offers powerful structural cues for feature selection, especially for variables that are expected to demonstrate a "grouped" behavior. Such behavior is commonly modeled via group-lasso, multitask lasso, and related methods where feature selection is effected via mixed-norms. Several mixed-norm based spar…
Distributed learning has become a critical enabler of the massively connected world envisioned by many. This article discusses four key elements of scalable distributed processing and real-time intelligence --- problems, data, communication and computation. Our aim is to provide a fresh and unique perspective about how…
IWeS selects examples by entropy-based importance sampling for subset selection.
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…
SP-NGD improves deep learning models' generalization with large mini-batch sizes.
Study model selection in batch policy optimization with three error sources.
Sparse feature selection improves batch RL efficiency.
We develop parallel predictive entropy search (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a batch of points which will maximize the information gain about the global maximizer of the objective. Well known strategies exist for sug…
Proposes a new batch selection method for multi-label classification.
Batch Active Learning uses derivative information for Gaussian Process regression.
This paper tackles batch Bayesian optimal experimental design by using Wasserstein gradient flows.
New method for scalable barycenter computation using Wasserstein gradient flows.
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…
In this work, we investigate Batch Normalization technique and propose its probabilistic interpretation. We propose a probabilistic model and show that Batch Normalization maximazes the lower bound of its marginalized log-likelihood. Then, according to the new probabilistic model, we design an algorithm which acts cons…
New method for scalable set encoding with unbiased gradient approximation.
We propose a new learning to rank algorithm, named Weighted Margin-Rank Batch loss (WMRB), to extend the popular Weighted Approximate-Rank Pairwise loss (WARP). WMRB uses a new rank estimator and an efficient batch training algorithm. The approach allows more accurate item rank approximation and explicit utilization of…
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…
ADS filters data points for efficient batch active learning.
In this paper we introduce Feature Gradients, a gradient-based search algorithm for feature selection. Our approach extends a recent result on the estimation of learnability in the sublinear data regime by showing that the calculation can be performed iteratively (i.e., in mini-batches) and in linear time and space wit…
Recent work by Brock et al. (2018) suggests that Generative Adversarial Networks (GANs) benefit disproportionately from large mini-batch sizes. Unfortunately, using large batches is slow and expensive on conventional hardware. Thus, it would be nice if we could generate batches that were effectively large though actual…
Classical stochastic gradient methods for optimization rely on noisy gradient approximations that become progressively less accurate as iterates approach a solution. The large noise and small signal in the resulting gradients makes it difficult to use them for adaptive stepsize selection and automatic stopping. We prop…
FairBatch optimizes model fairness without changing data or model training.
This work develops scalable model selection methods with fast update and selection.
Most prior work on active learning of classifiers has focused on sequentially selecting one unlabeled example at a time to be labeled in order to reduce the overall labeling effort. In many scenarios, however, it is desirable to label an entire batch of examples at once, for example, when labels can be acquired in para…
Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic numerical integration technique that performs promisingly when compared to traditional…
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…
Evolution Strategies (ES) emerged as a scalable alternative to popular Reinforcement Learning (RL) techniques, providing an almost perfect speedup when distributed across hundreds of CPU cores thanks to a reduced communication overhead. Despite providing large improvements in wall-clock time, ES is data inefficient whe…
This work deals with parallel optimization of expensive objective functions which are modeled as sample realizations of Gaussian processes. The study is formalized as a Bayesian optimization problem, or continuous multi-armed bandit problem, where a batch of q > 0 arms is pulled in parallel at each iteration. Several a…
We present K-Means Batch Bayesian Optimization (KMBBO), a novel batch sampling algorithm for Bayesian Optimization (BO). KMBBO uses unsupervised learning to efficiently estimate peaks of the model acquisition function. We show in empirical experiments that our method outperforms the current state-of-the-art batch alloc…
We study the problem of reducing the amount of labeled training data required to train supervised classification models. We approach it by leveraging Active Learning, through sequential selection of examples which benefit the model most. Selecting examples one by one is not practical for the amount of training examples…
The study improves compound selection in in silico screening by focusing on model's ability to predict desirable outcomes.
Study dynamic batch learning in high-dimensional sparse linear bandits.