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08/19/2023
Complexity Guarantees for Nonconvex Newton-MR Under Inexact Hessian Information
We consider extensions of the Newton-MR algorithm for nonconvex optimiza...
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07/15/2023
The Interpolating Information Criterion for Overparameterized Models
The problem of model selection is considered for the setting of interpol...
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10/14/2022
Monotonicity and Double Descent in Uncertainty Estimation with Gaussian Processes
The quality of many modern machine learning models improves as model com...
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06/16/2021
Non-PSD Matrix Sketching with Applications to Regression and Optimization
A variety of dimensionality reduction techniques have been applied for c...
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10/18/2020
Average-reward model-free reinforcement learning: a systematic review and literature mapping
Model-free reinforcement learning (RL) has been an active area of resear...
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02/21/2020
Stochastic Normalizing Flows
We introduce stochastic normalizing flows, an extension of continuous no...
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02/20/2020
Avoiding Kernel Fixed Points: Computing with ELU and GELU Infinite Networks
Analysing and computing with Gaussian processes arising from infinitely ...
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01/25/2020
The reproducing Stein kernel approach for post-hoc corrected sampling
Stein importance sampling is a widely applicable technique based on kern...
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11/29/2019
Richer priors for infinitely wide multi-layer perceptrons
It is well-known that the distribution over functions induced through a ...
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11/27/2019
LSAR: Efficient Leverage Score Sampling Algorithm for the Analysis of Big Time Series Data
We apply methods from randomized numerical linear algebra (RandNLA) to d...
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09/29/2019
Limit theorems for out-of-sample extensions of the adjacency and Laplacian spectral embeddings
Graph embeddings, a class of dimensionality reduction techniques designe...
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03/29/2019
Implicit Langevin Algorithms for Sampling From Log-concave Densities
For sampling from a log-concave density, we study implicit integrators r...
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01/16/2019
DINGO: Distributed Newton-Type Method for Gradient-Norm Optimization
For optimization of a sum of functions in a distributed computing enviro...
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09/30/2018