arXiv Machine Learning

Gradient-Flow Optimization as Dynamic Random-Effects Inference: Testing and Early Stopping with Applications to Deep Learning

arXiv:2605. 27991v2 Announce Type: replace-cross Abstract: Gradient-flow optimization is usually viewed as an algorithmic procedure for minimizing empirical loss, with training duration selected by validation or heuristic early-stopping rules.

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
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
6d ago

Fine-Tuning Generative Models for Extreme Events via CVaR-Penalized Wasserstein Gradient Flows

arXiv:2608. 11544v1 Announce Type: cross Abstract: We propose CVaR-penalized Generative Particle Algorithm (CVaR-GPA), a robust, tail-agnostic algorithm for fine-tuning generative models to learn heavy-tailed distributions and capture extreme events, requiring no prior knowledge or estimation of the target's tail characteristics.

By Thejani Gamage, Hyemin Gu, Zhizhen Zhang, Ziyu Chen, Markos Katsoulakis, Luc Rey-Bellet
arXiv Machine Learning
Jun 26

Learning from a Biased Sample

arXiv:2209. 01754v5 Announce Type: replace-cross Abstract: The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed.

By Roshni Sahoo, Lihua Lei, Stefan Wager