arXiv research

PySAD offers a unified Python framework for efficient streaming anomaly detection.

New algorithm accelerates single-pass SGD for generalized linear prediction.

A new single-pass algorithm improves sparse PCA under limited computational resources.

SPACR trains uncertainty-aware regressors directly within a single pass, improving efficiency and validity.

Improved single-pass streaming MAB regret bound to O(K^1/3T^2/3).

We derive a single pass algorithm for computing the gradient and Fisher information of Vecchia's Gaussian process loglikelihood approximation, which provides a computationally efficient means for applying the Fisher scoring algorithm for maximizing the loglikelihood. The advantages of the optimization techniques are de…

Generative networks implicitly approximate complex densities from their sampling with impressive accuracy. However, because of the enormous scale of modern datasets, this training process is often computationally expensive. We cast generative network training into the recent framework of compressive learning: we reduce…

A new classifier encodes local neighborhoods for each class using Fly Bloom Filters.

New algorithms for online MAP inference and learning for NDPPs.

New framework models uncertainty in classification debates.

Two-layer networks learn faster with batch reuse, overcoming information and leap exponents.

Proposes PSCs for UQ in deep nets without retraining.

Single-pass method estimates neural network uncertainty.

In this paper we present a new algorithm for computing a low rank approximation of the product $A^TB$ by taking only a single pass of the two matrices $A$ and $B$. The straightforward way to do this is to (a) first sketch $A$ and $B$ individually, and then (b) find the top components using PCA on the sketch. Our algori…

This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of the variational approach but with the representational power and computational …

A scalable method for heavy-tailed gradients using cheap stochastic sub-processes.

GAPA method provides efficient uncertainty quantification for pretrained networks.

DVE uses GPs on DNN outputs to provide UQ without retraining.

VolNP learns IVS from sparse quotes via meta-learning and SABR priors.

Machine learning models of music typically break up the task of composition into a chronological process, composing a piece of music in a single pass from beginning to end. On the contrary, human composers write music in a nonlinear fashion, scribbling motifs here and there, often revisiting choices previously made. In…

We consider stochastic gradient descent (SGD) for least-squares regression with potentially several passes over the data. While several passes have been widely reported to perform practically better in terms of predictive performance on unseen data, the existing theoretical analysis of SGD suggests that a single pass i…

ARL bridges non-Markovian decision processes with reinforcement learning, improving foresight and stability.

We analyze a compression scheme for large data sets that randomly keeps a small percentage of the components of each data sample. The benefit is that the output is a sparse matrix and therefore subsequent processing, such as PCA or K-means, is significantly faster, especially in a distributed-data setting. Furthermore,…

PEC improves class-incremental learning by measuring prediction error.

In many estimation problems, e.g. linear and logistic regression, we wish to minimize an unknown objective given only unbiased samples of the objective function. Furthermore, we aim to achieve this using as few samples as possible. In the absence of computational constraints, the minimizer of a sample average of observ…

We present a streaming model for large-scale classification (in the context of $\ell_2$-SVM) by leveraging connections between learning and computational geometry. The streaming model imposes the constraint that only a single pass over the data is allowed. The $\ell_2$-SVM is known to have an equivalent formulation in …

New algorithms minimize regret in streaming MAB with memory constraints.

Given a collection of categorical data, we want to find the parameters of a Dirichlet distribution which maximizes the likelihood of that data. Newton's method is typically used for this purpose but current implementations require reading through the entire dataset on each iteration. In this paper, we propose a modific…

FinReflectKG builds a comprehensive financial knowledge graph from SEC filings, improving extraction quality.

Statistical inference and information processing of high-dimensional data often require efficient and accurate estimation of their second-order statistics. With rapidly changing data, limited processing power and storage at the acquisition devices, it is desirable to extract the covariance structure from a single pass …

FinReflectKG - EvalBench benchmarks financial KG extraction from SEC 10-K filings.

Online structure learning approaches, such as those stemming from Statistical Relational Learning, enable the discovery of complex relations in noisy data streams. However, these methods assume the existence of fully-labelled training data, which is unrealistic for most real-world applications. We present a novel appro…

Most kernel-based methods, such as kernel or Gaussian process regression, kernel PCA, ICA, or $k$-means clustering, do not scale to large datasets, because constructing and storing the kernel matrix $\mathbf{K}_n$ requires at least $\mathcal{O}(n^2)$ time and space for $n$ samples. Recent works show that sampling point…

We present SDA-Bayes, a framework for (S)treaming, (D)istributed, (A)synchronous computation of a Bayesian posterior. The framework makes streaming updates to the estimated posterior according to a user-specified approximation batch primitive. We demonstrate the usefulness of our framework, with variational Bayes (VB) …

We develop and analyze a procedure for gradient-based optimization that we refer to as stochastically controlled stochastic gradient (SCSG). As a member of the SVRG family of algorithms, SCSG makes use of gradient estimates at two scales, with the number of updates at the faster scale being governed by a geometric rand…

This note explores probabilistic sampling weighted by uncertainty in active learning. This method has been previously used and authors have tangentially remarked on its efficacy. The scheme has several benefits: (1) it is computationally cheap, (2) it can be implemented in a single-pass streaming fashion which is a ben…

Numerous algorithms are used for nonnegative matrix factorization under the assumption that the matrix is nearly separable. In this paper, we show how to make these algorithms efficient for data matrices that have many more rows than columns, so-called "tall-and-skinny matrices". One key component to these improved met…

Algorithm learns stochastic system dynamics from data.

This article presents fast lower and upper estimates for a large class of options: the class of constrained multiple exercise American options. Typical options in this class are swing options with volume and timing constraints, and passport options with multiple lookback rights. The lower estimate algorithm uses the ar…

Efficiently combines autoregressive and set-based models for joint distributions.

Improved uncertainty estimation in neural networks with VBLL.

Improved CNN model accuracy and generalizability through data pre-processing.

Kernel approximation using randomized feature maps has recently gained a lot of interest. In this work, we identify that previous approaches for polynomial kernel approximation create maps that are rank deficient, and therefore do not utilize the capacity of the projected feature space effectively. To address this chal…

Stochastic gradient descent achieves polynomial convergence rates for noiseless linear models.

Improved algorithm reduces stochastic gradient complexity for large-scale learning problems.

Improved image synthesis with user scribbles and text prompts.

New algorithm reduces memory usage for multi-pass bandit problems.

Fast matrix algorithms have become the fundamental tools of machine learning in big data era. The generalized matrix regression problem is widely used in the matrix approximation such as CUR decomposition, kernel matrix approximation, and stream singular value decomposition (SVD), etc. In this paper, we propose a fast …