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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.

168,738 papers · 148 categories

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250500749999 · Jun 202019922001200920172026
48 results for stochastic training

Stochastic approach improves neural network training for kinetic simulations.

problem Training neural networks under physical constraints in kinetic fusion simulations.
method Stochastic augmented Lagrangian approach using pyTorch.
result Higher model prediction accuracy achieved compared to fixed penalty method.

Stochastic gradient methods converge for training wide PINNs.

problem Convergence of stochastic gradient descent in training over-parameterized PINNs.
method Established linear convergence of stochastic gradient descent/flow in training over-parameterized two-layer PINNs.
result Linear convergence with high probability for general activation functions.

Langevin algorithms enhance training of deep neural networks for stochastic control problems.

problem Training acceleration for deep neural networks in stochastic control problems.
method Application of Langevin algorithms to minimize the loss of deep neural networks in stochastic control problems.
result Langevin algorithms improve training on various stochastic control problems.

Stochastic binary hidden units in a multi-layer perceptron (MLP) network give at least three potential benefits when compared to deterministic MLP networks. (1) They allow to learn one-to-many type of mappings. (2) They can be used in structured prediction problems, where modeling the internal structure of the output i…

2014-06-11abs ↗pdf ↗

Wide stochastic networks show Gaussian behavior and improve training with PAC-Bayesian methods.

problem Analyzing and training over-parameterised neural networks with large width.
method Establishing Gaussian behavior for a stochastic architecture, applying PAC-Bayesian training.
result PAC-Bayesian training on large but finite-width networks outperforms standard methods.

Stochastic LWTA networks resist adversarial attacks while maintaining accuracy.

problem Adversarial robustness of neural networks.
method Replaced ReLU with stochastic LWTA activations, trained with Variational Bayesian and PGD.
result Stochastic LWTA networks achieve state-of-the-art robustness against adversarial attacks.

What enables Stochastic Gradient Descent (SGD) to achieve better generalization than Gradient Descent (GD) in Neural Network training? This question has attracted much attention. In this paper, we study the distribution of the Stochastic Gradient Noise (SGN) vectors during the training. We observe that for batch sizes …

2019-10-21abs ↗pdf ↗

SPEQ improves quantized neural networks by stochastic precision sharing and cosine similarity loss.

problem Improving quantized deep neural networks for edge devices.
method SPEQ combines stochastic precision sharing and cosine similarity loss for knowledge distillation.
result SPEQ outperforms existing methods in various tasks.

SGD fails to converge for deep ReLU networks with limited random initializations.

problem SGD convergence in deep neural networks with limited random initializations.
method Analysis of four discretization parameters: network architecture, training data, gradient steps, and random initializations.
result SGD fails to converge for ReLU networks with depth much larger than width.

New analysis reveals batch size effects on stochastic conditional gradient methods.

problem Understanding the role of batch size in stochastic conditional gradient methods.
method Deriving a new analysis focusing on momentum-based stochastic conditional gradient algorithms (e.g., Scion).
result Increasing batch size initially improves optimization accuracy but can degrade performance beyond a critical threshold.

Stochastic normalizing flows use SDEs for efficient training and sampling.

problem Efficient maximum likelihood estimation and variational inference.
method Continuous normalizing flows extended with stochastic differential equations (SDEs) and rough path theory.
result Stochastic normalizing flows enable efficient training and sampling from complex distributions.

Deep learning solves complex stochastic control with jumps.

problem Solving high-dimensional stochastic control tasks with jumps.
method Model-based approach using two neural networks, iteratively trained with objectives derived from the Hamilton-Jacobi-Bellman equation.
result Demonstrates effectiveness in solving complex high-dimensional stochastic control tasks.

A new training method uses multilevel minimization for machine learning.

problem Training machine learning models with high variance and low efficiency.
method Constructs a multilevel hierarchy by reducing sample size and internally trains surrogate models with fewer samples.
result The multilevel method enhances model training efficiency compared to subsampled Newton's and variance reduction methods.

Paper examines the structure of stochastic gradients in deep learning.

problem Exploring the structure and heavy tails of stochastic gradients in deep learning.
method Conducted formal statistical tests on stochastic gradients and gradient noise.
result Stochastic gradients and gradient noise do not exhibit power-law heavy tails, but their covariance spectra do.

This paper uses SDEs to analyze GANs training and long-run behavior.

problem Understanding the training process and long-run behavior of GANs.
method Established SDE approximations for GANs training and analyzed long-run behavior via invariant measures.
result The long-run behavior of GANs training can be studied via the invariant measures of its SDE approximations.

Stochastic neural networks with infinite width become deterministic, reducing training variance.

problem Understanding how stochasticity in neural networks affects learning and regularization.
method Theoretical analysis of stochastic neural networks with infinite width.
result As the width of an optimized stochastic neural network increases, its predictive variance on the training set decreases to zero.

Deep ensembles effectively capture epistemic uncertainty through training stochasticity, providing a frequentist perspective.

problem Understanding and quantifying epistemic uncertainty in machine learning models.
method Bootstrap-based estimator and decomposition of deep ensembles into data variability and training stochasticity.
result Deep ensembles primarily capture training stochasticity, explaining their effectiveness in quantifying epistemic uncertainty.

Stochastic momentum methods have been widely adopted in training deep neural networks. However, their theoretical analysis of convergence of the training objective and the generalization error for prediction is still under-explored. This paper aims to bridge the gap between practice and theory by analyzing the stochast…

2018-08-30abs ↗pdf ↗

Training-free model learns SDE dynamics without training, accelerating parameter studies.

problem High computational cost of simulating parameter-dependent SDEs.
method Training-free conditional diffusion model with joint kernel-weighted Monte Carlo estimator.
result Accurate approximation of conditional distributions across varying parameter values.

Stochastic Gradient Descent introduces noise in training, affecting model decision boundaries.

problem Understanding the impact of noise in SGD on model decision boundaries.
method Characterized SGD and persistent SGD dynamics in a neural network model, measuring noise magnitude in both under- and over-parametrized regimes.
result Noisier algorithms lead to wider decision boundaries in constraint satisfaction problems.

Normalization layers improve the accuracy of Differentially Private training of deep neural networks.

problem Reduced accuracy in deep neural networks with Differentially Private training.
method Proposed a novel method for integrating batch normalization with Differentially Private Stochastic Gradient Descent (DPSGD) without additional privacy loss.
result Training deeper networks with better utility-privacy trade-off is possible.

Paper introduces FDM for efficient training of Neural SDEs.

problem Training Neural SDEs using existing methods is computationally expensive and unstable.
method Developed a novel scoring rule called Finite Dimensional Matching (FDM) to bypass signature kernels and reduce training complexity.
result FDM achieves superior performance in terms of computational efficiency and generative quality.

New method improves training stochastic neural networks with tighter guarantees.

problem Training stochastic neural networks with provable guarantees.
method Developed partially-aggregated estimators and reformulated PAC-Bayesian bounds.
result Derives a differentiable objective leading to tighter generalisation guarantees.

Study models deep learning training dynamics using locally elastic SDEs to reveal feature separability.

problem Understanding how deep learning models separate features from different classes during training.
method Modeling deep learning training using locally elastic SDEs with a drift term reflecting backpropagation impact.
result Local elasticity in SDEs leads to linear separability of features, resulting in vanishing training loss.

Framework for training stochastic spiking neural networks with rough signals.

problem Training stochastic spiking neural networks with noisy spike timing and dynamics.
method Rough path theory and signature kernels for gradient computation.
result Pathwise gradients of SSNNs' trajectories and event times exist and satisfy a recursive relation.

Develops Bayesian approach for end-to-end learning in stochastic optimization.

problem Stochastic optimization problems under uncertainty.
method Bayesian interpretation and new end-to-end learning algorithms.
result Improved decision maps for empirical risk minimization and distributionally robust optimization.

SDE Matching eliminates simulation for training Latent SDEs, achieving similar performance.

problem Training Latent SDEs with adjoint sensitivity methods is computationally expensive and limited.
method SDE Matching, inspired by Score- and Flow Matching, eliminates simulation for training Latent SDEs.
result SDE Matching achieves performance comparable to adjoint sensitivity methods while reducing computational complexity.

This work improves neural likelihood surrogates for stochastic models with a score-augmented loss.

problem Efficient parameter inference for stochastic models with computationally expensive likelihood functions.
method Score-augmented loss function for neural network likelihood surrogates.
result Improves surrogate quality at a lower computational cost compared to generating more data.

A machine learning framework predicts self-induced stochastic resonance in neurons.

problem Predicting coherent oscillations in slow-fast excitable systems driven by noise.
method Physics-informed machine learning with a Noise-Augmented State Predictor architecture and Kramers' escape theory constraints.
result Trained PINN accurately predicts spike-train coherence on noise intensity, excitability, and timescale separation.