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Interest in deep probabilistic graphical models has increased in recent years, due to their state-of-the-art perfor- mance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a signif ...
We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where it is computati ...
Mean-field variational inference is one of the most popular approaches to inference in discrete random fields. Standard mean-field optimization is based on coordinate descent and in many situations can be impractical. Thus, in practice, various parallel te ...
This paper examines the convergence rate and mean-square-error performance of momentum stochastic gradient methods in the constant step-size and slow adaptation regime. The results establish that momentum methods are equivalent to the standard stochastic g ...
Our brain continuously self-organizes to construct and maintain an internal representation of the world based on the information arriving through sensory stimuli. Remarkably, cortical areas related to different sensory modalities appear to share the same f ...
Data augmentation is the process of generating samples by transforming training data, with the target of improving the accuracy and robustness of classifiers. In this paper, we propose a new automatic and adaptive algorithm for choosing the transformations ...
Alternating direction method of multipliers (ADMM) is a form of augmented Lagrangian optimisation algorithm that found its place in many new applications in recent years. This paper explores a possibility for an upgrade of the ADMM by extrapolation-based a ...
Time series forecasting for streaming data plays an important role in many real applications, ranging from IoT systems, cyber-networks, to industrial systems and healthcare. However the real data is often complicated with anomalies and change points, which ...
In this work we consider the learning setting where, in addition to the training set, the learner receives a collection of auxiliary hypotheses originating from other tasks. We focus on a broad class of ERM-based linear algorithms that can be instantiated ...
A probabilistic interpretation of model predictive control is presented, enabling extensions to multiple coordinate systems. The resulting controller follows a minimal intervention principle, by learning and retrieving movements through the coordination of ...