The paper presents a tuning‑free empirical Bayes framework for Bayesian generalized linear models that uses a novel mean‑field variational inference algorithm. By estimating the prior within the VI procedure and optimizing the posterior mean directly, the method reduces optimization complexity and supports scalable solvers like L‑BFGS and stochastic gradient descent. Applied to sparse logistic regression, the approach shows superior predictive performance compared to existing methods.
By Dongyue Xie, Matthew Stephens
arXiv:2606. 19369v1 Announce Type: cross Abstract: Estimation-of-distribution algorithms (EDAs) are a powerful class of evolutionary methods for black-box optimization, especially when little is known about the structure of the objective.
By Andreas Faust, Sven Nitzsche, Juergen Becker
The paper studies the numerical solution of the Beurling‑LASSO (BLASSO) for estimating Gaussian mixture models (GMMs) with unknown numbers of components and unknown diagonal covariance matrices. It introduces a Conic Particle Gradient Descent (CPGD) algorithm that incorporates Riemannian gradient descent to respect the Fisher‑Rao geometry of Gaussian distributions. The authors provide theoretical convergence guarantees, including exponential local convergence under a non‑degeneracy condition related to component separation, and demonstrate through numerical experiments that CPGD is more robust to overspecification of components than the EM algorithm.
By Romane Giard, Yohann De Castro, Roland Denis, Cl\'ement Marteau
arXiv:2303. 04345v2 Announce Type: replace Abstract: Federated learning (FL) is a promising framework that models distributed machine learning while protecting the privacy of clients.
By Xu Zhang, Wenpeng Li, Yunfeng Shao, Yonglin Liu, Kaiwen Zhou, Yinchuan Li
arXiv:2606. 08438v1 Announce Type: cross Abstract: Bayesian optimization (BO) is a widely used approach for black-box optimization that uses a Gaussian process (GP) as a surrogate and guides sequential evaluations via an acquisition function, with the ultimate goal of locating the global optimum $\mathbf{x}^{\star}$.
By Yilin Zheng, Haowei Wang, Szu Hui Ng, Enlu Zhou
The paper introduces an amortized learning framework for selecting bandwidths in kernel density estimation by optimizing the logarithmic score across a distribution of tasks. It uses a truncated-and-renormalized bounded-support formulation and affine standardization to achieve stable learning and transferability across different intervals. Experiments on Gaussian samples, a multi-family benchmark, and randomized Gaussian mixtures demonstrate that the learned selector outperforms traditional methods such as Silverman’s rule, Sheather–Jones, and least‑squares cross‑validation, especially for small or heterogeneous samples.
By Junyi Liang, Hailiang Du