Publication

Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions 2: Numerical integrators

Publications associées (31)

Inference and Computation for Sparsely Sampled Random Surfaces

Victor Panaretos, Tomas Rubin, Tomas Masák

Nonparametric inference for functional data over two-dimensional domains entails additional computational and statistical challenges, compared to the one-dimensional case. Separability of the covariance is commonly assumed to address these issues in the de ...

TAYLOR & FRANCIS INC2022

Collapse-invariant properties of spaces equipped with signals or directions

Stefania Ebli

Collapsing cell complexes was first introduced in the 1930's as a way to deform a space into a topological-equivalent subspace with a sequence of elementary moves. Recently, discrete Morse theory techniques provided an efficient way to construct deformatio ...

EPFL2022

Masked Training of Neural Networks with Partial Gradients

Martin Jaggi, Sebastian Urban Stich, Amirkeivan Mohtashami

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extra-gradient), limiting SGD updates to a sub ...

JMLR-JOURNAL MACHINE LEARNING RESEARCH2022

On the Double Descent of Random Features Models Trained with SGD

Volkan Cevher, Fanghui Liu

We study generalization properties of random features (RF) regression in high dimensions optimized by stochastic gradient descent (SGD) in under-/overparameterized regime. In this work, we derive precise non-asymptotic error bounds of RF regression under b ...

2022

VL4Pose: Active Learning Through Out-Of-Distribution Detection For Pose Estimation

Alexandre Massoud Alahi, Megh Hiren Shukla

Advances in computing have enabled widespread access to pose estimation, creating new sources of data streams. Unlike mock set-ups for data collection, tapping into these data streams through on-device active learning allows us to directly sample from the ...

BMVA Press2022

Phase diagram of Stochastic Gradient Descent in high-dimensional two-layer neural networks

Florent Gérard Krzakala, Lenka Zdeborová, Bruno Loureiro, Bruno Loureiro, Ludovic Théo Stephan

Despite the non-convex optimization landscape, over-parametrized shallow networks are able to achieve global convergence under gradient descent. The picture can be radically different for narrow net-works, which tend to get stuck in badly-generalizing loca ...

2022

Fourier uniqueness and interpolation in Euclidean space

Martin Peter Stoller

We prove that every Schwartz function in Euclidean space can be completely recovered given only its restrictions and the restrictions of its Fourier transform to all origin-centered spheres whose radii are square roots of integers. In particular, the only ...

EPFL2022

On discrete Fourier uniqueness sets in Euclidean space

Maryna Viazovska

In this paper we present a new construction of a discrete Fourier uniqueness set in Euclidean space. ...

ICM2022

Stochastic Second-Order Methods Improve Best-Known Sample Complexity of SGD for Gradient-Dominated Function

Patrick Thiran, Saber Salehkaleybar, Negar Kiyavash

We study the performance of Stochastic Cubic Regularized Newton (SCRN) on a class of functions satisfying gradient dominance property with

1\le\alpha\le2

which holds in a wide range of applications in machine learning and signal processing. This conditio ...

NeurIPS2022

UNDERGRAD: A Universal Black-Box Optimization Method with Almost Dimension-Free Convergence Rate Guarantees

Volkan Cevher, Kimon Antonakopoulos

Universal methods for optimization are designed to achieve theoretically optimal convergence rates without any prior knowledge of the problem’s regularity parameters or the accurarcy of the gradient oracle employed by the optimizer. In this regard, existin ...

2022

HIERARCHICAL MARKOV CHAIN MONTE CARLO METHODS FOR BAYESIAN INVERSE PROBLEMS

Juan Pablo Madrigal Cianci

This thesis is devoted to the construction, analysis, and implementation of two types of hierarchical Markov Chain Monte Carlo (MCMC) methods for the solution of large-scale Bayesian Inverse Problems (BIP). The first hierarchical method we present is base ...

EPFL2022