Gradient descent and its many variants, including mini-batch stochastic gradient descent, form the algorithmic foundation of modern large-scale machine learning. Due to the size and scale of modern data, gradient computations are often distributed across multiple compute nodes. Unfortunately, such distributed implement…
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48 results for “stochastic codes”
New coding theorem shows achievable rate matches theoretical limit.
problem Unknown existence of encoders and decoders for RDPF.
method Used stochastic, variable-length codes to prove RDPF achievable.
result Achievable rate matches theoretical rate-distortion-perception function.
We use matricial free energy to regularize autoencoders, producing Gaussian-like codes.
problem Generating Gaussian-like codes for autoencoders.
method Define a differentiable loss function based on singular values of the code matrix, minimizing matricial free energy.
result Minimizing matricial free energy results in Gaussian-like codes that generalize.
Motion Code models time series dynamics with sparse approximations.
problem Challenges in time series classification and forecasting on noisy data.
method Motion Code views time series as stochastic processes, assigning unique signatures to distinct dynamics.
result Motion Code outperforms benchmarks in noisy datasets, including real-world Parkinson's disease tracking.
Deep model learns complex latent codes without assuming factor structure.
problem Learning latent codes with complex, non-factorial distributions.
method Deep generative factor analysis with beta process prior and stochastic EM algorithm.
result Preliminary results show model can approximate complex distributions.
Classification with a large number of classes is a key problem in machine learning and corresponds to many real-world applications like tagging of images or textual documents in social networks. If one-vs-all methods usually reach top performance in this context, these approaches suffer from a high inference complexity…
A new algorithm reduces regret in multi-player bandits without collision info.
problem Decentralized multi-player multi-armed bandits with no collision info.
method EC-SIC algorithm using optimal error correction coding for reward statistics.
result Regret approaches that of centralized with collision info.
The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus per…
New method improves image compression using bits-back coding.
problem Lossy image compression with deep latent variable models.
method Iterative inference, stochastic annealing, bits-back coding.
result New state-of-the-art performance on lossy image compression.
Low-density parity-check codes, a class of capacity-approaching linear codes, are particularly recognized for their efficient decoding scheme. The decoding scheme, known as the sum-product, is an iterative algorithm consisting of passing messages between variable and check nodes of the factor graph. The sum-product alg…
We propose a new method for learning word representations using hierarchical regularization in sparse coding inspired by the linguistic study of word meanings. We show an efficient learning algorithm based on stochastic proximal methods that is significantly faster than previous approaches, making it possible to perfor…
CodedFedL speeds up federated learning in MEC networks by 15x.
problem Slow convergence in federated learning due to heterogeneity and stochastic fluctuations.
method Injects structured coding redundancy into federated learning to mitigate stragglers and speed up training.
result CodedFedL speeds up the training procedure by up to 15x compared to benchmark schemes.
State-of-the-art methods for Convolutional Sparse Coding usually employ Fourier-domain solvers in order to speed up the convolution operators. However, this approach is not without shortcomings. For example, Fourier-domain representations implicitly assume circular boundary conditions and make it hard to fully exploit …
New model reveals balance crucial for robust neural coding.
problem Efficient neural coding in noisy, chaotic networks.
method Analytical model of balanced predictive coding with dissociated balance and weight disorder.
result Superclassical scaling in coding accuracy, independent of balance and weight disorder.
Model infers latent variables in sparse coding models using Langevin dynamics.
problem Sampling posterior distribution in sparse coding models.
method Langevin dynamics for inference and simultaneous learning of parameters.
result Langevin dynamics efficiently sample from 'L0 sparse' posterior distribution.
New gradient coding schemes reduce decoding error in both random and adversarial straggler settings.
problem Creating efficient approximate gradient coding schemes for distributed optimization.
method Introduced novel approximate gradient codes based on expander graphs, achieving optimal decoding coefficients.
result Achieved nearly optimal error in random setting and nearly half the error in adversarial setting compared to existing codes.
Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as stochastic gradients among different workers. In this paper, to reduce the communica…
Embedding methods such as word embedding have become pillars for many applications containing discrete structures. Conventional embedding methods directly associate each symbol with a continuous embedding vector, which is equivalent to applying linear transformation based on "one-hot" encoding of the discrete symbols. …
This paper considers the problem of implementing large-scale gradient descent algorithms in a distributed computing setting in the presence of {\em straggling} processors. To mitigate the effect of the stragglers, it has been previously proposed to encode the data with an erasure-correcting code and decode at the maste…
Coded Federated Learning speeds up training in edge computing networks.
problem Slow convergence in Federated Learning due to heterogeneity and stochastic fluctuations.
method Exploiting statistical properties of compute and communication delays, distributed kernel embedding, and random Fourier features.
result Significant performance gains for CodedFedL in distributed non-linear regression and classification problems.
This work combines deep learning and sparse coding for CT image reconstruction.
problem Improving image quality in low-dose CT scans.
method Sparse signal representation using learned dictionaries, inspired by variational autoencoders and deep learning techniques.
result Regularization with learned dictionaries achieves competitive performance in CT reconstruction.
Scout-Nd optimizes parameters of stochastic simulators efficiently.
problem Optimizing parameters of stochastic, computationally expensive simulators.
method Scout-Nd algorithm, reducing gradient noise, multi-fidelity schemes.
result Demonstrates better performance compared to existing methods.
Conventional embedding methods directly associate each symbol with a continuous embedding vector, which is equivalent to applying a linear transformation based on a "one-hot" encoding of the discrete symbols. Despite its simplicity, such approach yields the number of parameters that grows linearly with the vocabulary s…
New algorithm for multi-player bandits with collision-dependent rewards.
problem Stochastic multi-player multi-armed bandits with collision-dependent reward distributions.
method Error-Correction Collision Communication (EC3) algorithm.
result EC3 algorithm achieves optimal regret approaching centralized MP-MAB regret.
Understanding how different information sources together transmit information is crucial in many domains. For example, understanding the neural code requires characterizing how different neurons contribute unique, redundant, or synergistic pieces of information about sensory or behavioral variables. Williams and Beer (…
We introduce a multivariate stochastic volatility model for asset returns that imposes no restrictions to the structure of the volatility matrix and treats all its elements as functions of latent stochastic processes. When the number of assets is prohibitively large, we propose a factor multivariate stochastic volatili…
Stochastic blockmodels and variants thereof are among the most widely used approaches to community detection for social networks and relational data. A stochastic blockmodel partitions the nodes of a network into disjoint sets, called communities. The approach is inherently related to clustering with mixture models; an…
Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is demonstrated to efficiently solve eigenvalue problems for graph Laplacians that appear in spectral clustering. For static graph partitioning, 10-20 iterations of LOBPCG without preconditioning result in ~10x error reduction, enough to achieve 100% corr…
AdaSub optimizes with second-order info in low-dims subspace.
problem Efficiently use second-order optimization methods with low computational cost.
method Adaptive subspace selection for second-order optimization.
result AdaSub outperforms other stochastic optimizers in time and iterations.
StarNet trains deep models without gradients using linear equations.
problem Training deep generative models with gradients.
method Solving determined systems of linear equations.
result Least-square bounds for latent codes and model parameters.
PFP-BNNs offer a fast, deterministic approach to Bayesian neural networks.
problem Limited uncertainty handling in traditional neural networks restricts their use in safety-critical settings.
method Probabilistic Forward Pass (PFP) approximates Stochastic Variational Inference (SVI) for efficient BNNs.
result PFP-BNNs achieve up to 4200x speedup over SVI-BNNs while maintaining similar accuracy and uncertainty.
Distributed data-parallel algorithms aim to accelerate the training of deep neural networks by parallelizing the computation of large mini-batch gradient updates across multiple nodes. Approaches that synchronize nodes using exact distributed averaging (e.g., via AllReduce) are sensitive to stragglers and communication…
As an important Markov Chain Monte Carlo (MCMC) method, stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. However, SGLD typically suffers from slow convergence rate due to its large variance caused by the stochastic gradient. In order to allev…
This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB style asymptotic expansion of the value function, which reduces the second order …
BayesDLL offers a PyTorch library for Bayesian deep learning with large models.
problem Bayesian inference for large-scale deep networks.
method Variational inference, MC-dropout, stochastic-gradient MCMC, Laplace approximation.
result BayesDLL can handle Vision Transformers and pre-trained model weights as priors.
To backpropagate the gradients through stochastic binary layers, we propose the augment-REINFORCE-merge (ARM) estimator that is unbiased, exhibits low variance, and has low computational complexity. Exploiting variable augmentation, REINFORCE, and reparameterization, the ARM estimator achieves adaptive variance reducti…
Closed-form Expressions for Maximum Mean Discrepancy with Applications to Wasserstein Auto-Encodersstat.ML
The Maximum Mean Discrepancy (MMD) has found numerous applications in statistics and machine learning, most recently as a penalty in the Wasserstein Auto-Encoder (WAE). In this paper we compute closed-form expressions for estimating the Gaussian kernel based MMD between a given distribution and the standard multivariat…
SA-Solver improves stochastic sampling from DPMs.
problem Efficient sampling from Diffusion Probabilistic Models (DPMs) is time-consuming.
method Proposes SA-Solver, an improved stochastic Adams method for solving diffusion SDE.
result SA-Solver achieves improved or comparable performance compared to SOTA methods for few-step sampling.
Regularized SB process speeds up generative modeling.
problem Slow sampling and training times in SB-based models.
method Regularization terms to reduce timesteps and training time.
result Faster sampling speed for generative modeling.
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.
FGD reduces noisy gradient variance in SGD for neural networks.
problem Noisy and unreliable gradient estimation in SGD for deep learning.
method Solves an adaptive filtering problem to consistently estimate the local gradient.
result Significantly reduces gradient variance and accelerates convergence.
We describe Bayesian Layers, a module designed for fast experimentation with neural network uncertainty. It extends neural network libraries with drop-in replacements for common layers. This enables composition via a unified abstraction over deterministic and stochastic functions and allows for scalability via the unde…
In this paper, we study ordered representations of data in which different dimensions have different degrees of importance. To learn these representations we introduce nested dropout, a procedure for stochastically removing coherent nested sets of hidden units in a neural network. We first present a sequence of theoret…
A One-Sample Decentralized Proximal Algorithm for Non-Convex Stochastic Composite Optimizationmath.OC
Two algorithms find optimal points in decentralized optimization.
problem Decentralized non-convex stochastic optimization with composite objective functions.
method Prox-DASA and Prox-DASA-GT algorithms for finding ε-stationary points.
result Achieves comparable complexity without large batch sizes or complex per-iteration operations.
SGRNN models evolving graph data for better property prediction.
problem Modeling evolving graph data for property prediction.
method SGRNN uses stochastic latent variables to capture both node attribute and topology evolution, with semi-implicit variational inference and KL-divergence simplification.
result SGRNN improves property prediction on real-world datasets.
This study introduces PV-RNN, a novel variational RNN inspired by the predictive-coding ideas. The model learns to extract the probabilistic structures hidden in fluctuating temporal patterns by dynamically changing the stochasticity of its latent states. Its architecture attempts to address two major concerns of varia…
Framework simulates market microstructure with stable Hawkes processes.
problem Reproduce realistic market order flow dynamics.
method Deterministic C++ LOB simulator with Hawkes-driven stochastic order flow.
result Derives stability and ergodicity proofs for Hawkes models.
SIM-Shapley improves SV approximation efficiency and stability.
problem High computational costs of Shapley value methods in high-dimensional settings.
method Stochastic Iterative Momentum for Shapley Value Approximation (SIM-Shapley).
result Reduced computation time by up to 85% while maintaining feature attribution quality.