arXiv Machine Learning

Stochastic Gradient Optimization with Model-Assisted Sampling

arXiv:2606. 27171v1 Announce Type: new Abstract: This work addresses the problem of variance in stochastic gradient estimation for machine learning optimization.

arXiv AI
Jun 16

Variance Reduction for Non-Log-Concave Sampling with Applications to Inverse Problems

arXiv:2606. 16257v1 Announce Type: cross Abstract: Sampling from high-dimensional, non-log-concave distributions with unnormalized densities is a fundamental challenge in machine learning, particularly when the exact gradient of the potential is unavailable and must be approximated via stochastic gradients that exhibit high variance under a fixed budget of gradient computations per iteration.

By M. Berk Sahin, Ahmet Ege Tanriverdi, Behzad Sharif, Abolfazl Hashemi
arXiv AI
Jun 2

Efficient Weighted Sampling via Score-based Generative Models

arXiv:2502. 04646v2 Announce Type: replace-cross Abstract: Weighted sampling -- sampling from a probability density function (PDF) proportional to the product of a base PDF and a weight function -- is a fundamental technique with wide-ranging applications in variance reduction, biased sampling, data augmentation, and more.

By Heasung Kim, Taekyun Lee, Hyeji Kim, Gustavo de Veciana
arXiv Machine Learning
Jul 30

Minimax-Optimal Generalization Bounds for Smooth Deep Neural Networks Trained by (Stochastic) Gradient Descent

arXiv:2606. 06772v2 Announce Type: replace-cross Abstract: Characterizing the optimization dynamics and statistical performance of over-parameterized deep neural networks (DNNs) remains a central challenge in understanding the remarkable success of deep learning.

By Junyu Zhou, Puyu Wang, Dennis Wagner, Yunwen Lei, Marius Kloft, Yiming Ying
arXiv Machine Learning
Jul 7

Learning rate adaptive stochastic gradient descent optimization methods: numerical simulations for deep learning methods for partial differential equations and convergence analyses

arXiv:2406. 14340v2 Announce Type: replace-cross Abstract: The standard stochastic gradient descent (SGD) optimization method, as well as adaptive methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (particularly, in the situation of constant learning rates).

By Steffen Dereich, Arnulf Jentzen, Adrian Riekert