639 citations · 2.9k across the 94 of their papers we have counts for
38 papers · 1 filter
AdaGrad-Diff: A New Version of the Adaptive Gradient Algorithm
Matia Bojovic, Saverio Salzo, Massimiliano Pontil
Vanilla gradient methods are often highly sensitive to the choice of stepsize, which typically requires manual tuning. Adaptive methods alleviate this issue and have therefore beco…
Hyperparameter Optimization in Machine Learning
Luca Franceschi, Michele Donini, Valerio Perrone +5
Hyperparameters are configuration variables controlling the behavior of machine learning algorithms. They are ubiquitous in machine learning and artificial intelligence and the cho…
A conversion theorem and minimax optimality for continuum contextual bandits
Arya Akhavan, Karim Lounici, Massimiliano Pontil +1
We study the contextual continuum bandits problem, where the learner sequentially receives a side information vector and has to choose an action in a convex set, minimizing a funct…
Learning the Infinitesimal Generator of Stochastic Diffusion Processes
Vladimir R. Kostic, Karim Lounici, Helene Halconruy +2
We address data-driven learning of the infinitesimal generator of stochastic diffusion processes, essential for understanding numerical simulations of natural and physical systems.…
Nonsmooth Implicit Differentiation: Deterministic and Stochastic Convergence Rates
Riccardo Grazzi, Massimiliano Pontil, Saverio Salzo
We study the problem of efficiently computing the derivative of the fixed-point of a parametric nondifferentiable contraction map. This problem has wide applications in machine lea…
Consistent Long-Term Forecasting of Ergodic Dynamical Systems
Prune Inzerilli, Vladimir Kostic, Karim Lounici +2
We study the evolution of distributions under the action of an ergodic dynamical system, which may be stochastic in nature. By employing tools from Koopman and transfer operator th…