35 citations · 81 across the 22 of their papers we have counts for
4 papers · 1 filter
Stochastic Differential Equations models for Least-Squares Stochastic Gradient Descent
Adrien Schertzer, Loucas Pillaud-Vivien
We study the dynamics of a continuous-time model of the Stochastic Gradient Descent (SGD) for the least-square problem. Indeed, pursuing the work of Li et al. (2019), we analyze St…
Computational-Statistical Gaps in Gaussian Single-Index Models
Alex Damian, Loucas Pillaud-Vivien, Jason D. Lee +1
Single-Index Models are high-dimensional regression problems with planted structure, whereby labels depend on an unknown one-dimensional projection of the input via a generic, non-…
Variational Inference for Uncertainty Quantification: an Analysis of Trade-offs
Charles C. Margossian, Loucas Pillaud-Vivien, Lawrence K. Saul
Given an intractable distribution , the problem of variational inference (VI) is to find the best approximation from some more tractable family . Commonly, one chooses to…
Batch and match: black-box variational inference with a score-based divergence
Diana Cai, Chirag Modi, Loucas Pillaud-Vivien +4
Most leading implementations of black-box variational inference (BBVI) are based on optimizing a stochastic evidence lower bound (ELBO). But such approaches to BBVI often converge…