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Results for "Wasserstein stability"

SGD from the Lens of Markov process: An Algorithmic Stability Perspective

MBZUAI ·

A Marie Curie Fellow from Inria and UIUC presented research on stochastic gradient descent (SGD) through the lens of Markov processes, exploring the relationships between heavy-tailed distributions, generalization error, and algorithmic stability. The research challenges existing theories about the monotonic relationship between heavy tails and generalization error. It introduces a unified approach for proving Wasserstein stability bounds in stochastic optimization, applicable to convex and non-convex losses. Why it matters: The work provides novel insights into the theoretical underpinnings of stochastic optimization, relevant to researchers at MBZUAI and other institutions in the region working on machine learning algorithms.

Gaussian Variational Inference in high dimension

MBZUAI ·

This article discusses approximating a high-dimensional distribution using Gaussian variational inference by minimizing Kullback-Leibler divergence. It builds upon previous research and approximates the minimizer using a Gaussian distribution with specific mean and variance. The study details approximation accuracy and applicability using efficient dimension, relevant for analyzing sampling schemes in optimization. Why it matters: This theoretical research can inform the development of more efficient and accurate AI algorithms, particularly in areas dealing with high-dimensional data such as machine learning and data analysis.

Unscented Autoencoder

arXiv ·

The paper introduces the Unscented Autoencoder (UAE), a novel deep generative model based on the Variational Autoencoder (VAE) framework. The UAE uses the Unscented Transform (UT) for a more informative posterior representation compared to the reparameterization trick in VAEs. It replaces Kullback-Leibler (KL) divergence with the Wasserstein distribution metric and demonstrates competitive performance in Fréchet Inception Distance (FID) scores.

Provable Unrestricted Adversarial Training without Compromise with Generalizability

arXiv ·

This paper introduces Provable Unrestricted Adversarial Training (PUAT), a novel adversarial training approach. PUAT enhances robustness against both unrestricted and restricted adversarial examples while improving standard generalizability by aligning the distributions of adversarial examples, natural data, and the classifier's learned distribution. The approach uses partially labeled data and an augmented triple-GAN to generate effective unrestricted adversarial examples, demonstrating superior performance on benchmarks.

Understanding ensemble learning

MBZUAI ·

An associate professor of Statistics at the University of Toronto gave a talk on how ensemble learning stabilizes and improves the generalization performance of an individual interpolator. The talk focused on bagged linear interpolators and introduced the multiplier-bootstrap-based bagged least square estimator. The multiplier bootstrap encompasses the classical bootstrap with replacement as a special case, along with a Bernoulli bootstrap variant. Why it matters: While the talk occurred at MBZUAI, the content is about ensemble learning which is a core area for improving AI model performance, and is of general interest to the AI research community.

Adapting to Distribution Shifts: Recent Advances in Importance Weighting Methods

MBZUAI ·

This article discusses distribution shifts in machine learning and the use of importance weighting methods to address them. Masashi Sugiyama from the University of Tokyo and RIKEN AIP presented recent advances in importance-based distribution shift adaptation methods. The talk covered joint importance-predictor estimation, dynamic importance weighting, and multistep class prior shift adaptation. Why it matters: Understanding and mitigating distribution shifts is crucial for deploying robust and reliable AI models in real-world scenarios within the GCC region and beyond.

Advances in uncertainty quantification methods

KAUST ·

KAUST hosted the Advances in Uncertainty Quantification Methods, Algorithms and Applications conference (UQAW2016) in January 2016. The event featured 75 presentations and 20 invited speakers from various countries. Professor Raul Tempone presented research on computational approaches to fouling accumulation and wear degradation using stochastic differential equations. Why it matters: This work provides a new computational approach based on stochastic differential equations to predict fouling patterns of heat exchangers which can optimize maintenance operations and reduce engine shut-down periods.

Confidence sets for Causal Discovery

MBZUAI ·

A new framework for constructing confidence sets for causal orderings within structural equation models (SEMs) is presented. It leverages a residual bootstrap procedure to test the goodness-of-fit of causal orderings, quantifying uncertainty in causal discovery. The method is computationally efficient and suitable for medium-sized problems while maintaining theoretical guarantees as the number of variables increases. Why it matters: This offers a new dimension of uncertainty quantification that enhances the robustness and reliability of causal inference in complex systems, but there is no indication of connection to the Middle East.