arXiv Machine Learning
Convergence, design and training of continuous-time dropout as a random batch method
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arXiv Machine Learning
3d ago
Stochastic Gradient Descent over P2
The paper develops a diffusion approximation for stochastic gradient descent (SGD) when the optimization target is a functional on the Wasserstein space ℝ2. By lifting the problem to a Hilbert space via Lions differentiability, the authors construct a Gaussian random-field approximation whose velocity field matches the mean and covariance of the original stochastic gradient. They prove that this Gaussian approximation achieves second‑order weak accuracy, providing a rigorous basis for replacing sample‑driven randomness with analytically tractable Gaussian fluctuations in stochastic optimization over probability measures.
arXiv Machine Learning
Jul 30
Learning Controlled Stochastic Differential Equations
arXiv:2411. 01982v2 Announce Type: replace-cross Abstract: We study the problem of learning controlled stochastic differential equations (SDEs) \[ dX_t = b(t,X_t,u_t)\,dt + \sigma(t,X_t,u_t)\,dW_t, \] whose drift and diffusion depend nonlinearly on time, state, and control values.
arXiv Machine Learning
Jul 10
Score Accuracy Along the Forward Diffusion Does Not Certify Numerical Stability in Diffusion Sampling
arXiv:2607. 08757v1 Announce Type: cross Abstract: Score matching controls average error under the forward marginals, but a discretized reverse-time sampler evaluates the learned score along its own trajectory.
arXiv Machine Learning
Jul 2
Goal-oriented learning of stochastic differential equations using error bounds on path-space observables
arXiv:2603. 20467v2 Announce Type: replace-cross Abstract: Stochastic differential equations (SDEs), which serve as the governing equations for dynamical systems in a broad range of applications, can become cost-prohibitive for numerical simulation at scales necessary for quantifying key properties.
arXiv Machine Learning
Jun 15
Recursively Trained Diffusion Models: Limiting Collapse Distribution and Spectral Characterization
arXiv:2606. 13796v1 Announce Type: cross Abstract: Recursive training of generative models on their own outputs can lead to model collapse, a compounding drift away from the true data distribution.
arXiv Machine Learning
Sep 10
Constant-Stepsize Stochastic Approximation: Finite-Time Convergence, Gaussian Approximation, and Tail Bounds
arXiv:2602.13960v2 Announce Type: replace Abstract: Constant-stepsize stochastic approximation (SA) is widely used in learning for computational efficiency, yet the distribution of the iterates is ty...