Statistical Inference for Model Parameters in Stochastic Gradient Descent

27 October 2016

Papers citing "Statistical Inference for Model Parameters in Stochastic Gradient Descent"

27 / 27 papers shown

Title
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning S. Samsonov Eric Moulines Qi-Man Shao Zhuo-Song Zhang Alexey Naumov 38 4 0 26 May 2024
Multiple Instance Learning for Uplift Modeling Yao Zhao Haipeng Zhang Shiwei Lyu Ruiying Jiang Jinjie Gu Guannan Zhang 35 2 0 15 Dec 2023
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning Weidong Liu Jiyuan Tu Yichen Zhang Xi Chen OffRL 29 2 0 04 Oct 2023
Weighted Averaged Stochastic Gradient Descent: Asymptotic Normality and Optimality Ziyang Wei Wanrong Zhu Wei Biao Wu 37 3 0 13 Jul 2023
Acceleration of stochastic gradient descent with momentum by averaging: finite-sample rates and asymptotic normality Kejie Tang Weidong Liu Yichen Zhang Xi Chen 26 2 0 28 May 2023
Fairness Uncertainty Quantification: How certain are you that the model is fair? Abhishek Roy P. Mohapatra 37 5 0 27 Apr 2023
On the Utility of Equal Batch Sizes for Inference in Stochastic Gradient Descent Rahul Singh A. Shukla Dootika Vats 34 0 0 14 Mar 2023
Statistical Inference with Stochastic Gradient Methods under $φ$ -mixing Data Ruiqi Liu Xinyu Chen Zuofeng Shang FedML 24 6 0 24 Feb 2023
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression Bhavya Agrawalla Krishnakumar Balasubramanian Promit Ghosal 35 2 0 20 Feb 2023
Covariance Estimators for the ROOT-SGD Algorithm in Online Learning Yiling Luo X. Huo Y. Mei 18 2 0 02 Dec 2022
Non-reversible Parallel Tempering for Deep Posterior Approximation Wei Deng Qian Zhang Qi Feng F. Liang Guang Lin 36 4 0 20 Nov 2022
Fast Inference for Quantile Regression with Tens of Millions of Observations S. Lee Yuan Liao M. Seo Youngki Shin 39 6 0 29 Sep 2022
Strong Transferable Adversarial Attacks via Ensembled Asymptotically Normal Distribution Learning Zhengwei Fang Rui Wang Tao Huang L. Jing AAML 42 5 0 24 Sep 2022
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming Sen Na Michael W. Mahoney 36 7 0 27 May 2022
Estimation and Inference by Stochastic Optimization Jean-Jacques Forneron 38 5 0 06 May 2022
A Statistical Analysis of Polyak-Ruppert Averaged Q-learning Xiang Li Wenhao Yang Jiadong Liang Zhihua Zhang Michael I. Jordan 48 15 0 29 Dec 2021
An Asymptotic Analysis of Minibatch-Based Momentum Methods for Linear Regression Models Yuan Gao Xuening Zhu Haobo Qi Guodong Li Riquan Zhang Hansheng Wang 28 3 0 02 Nov 2021
A Physics inspired Functional Operator for Model Uncertainty Quantification in the RKHS Rishabh Singh José C. Príncipe 25 4 0 22 Sep 2021
Online Bootstrap Inference For Policy Evaluation in Reinforcement Learning Pratik Ramprasad Yuantong Li Zhuoran Yang Zhaoran Wang W. Sun Guang Cheng OffRL 52 27 0 08 Aug 2021
Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variance Hongjian Wang Mert Gurbuzbalaban Lingjiong Zhu Umut cSimcsekli Murat A. Erdogdu 28 41 0 20 Feb 2021
A Review and Comparative Study on Probabilistic Object Detection in Autonomous Driving Di Feng Ali Harakeh Steven Waslander Klaus C. J. Dietmayer AAML UQCV EDL 26 225 0 20 Nov 2020
An Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias Lu Yu Krishnakumar Balasubramanian S. Volgushev Murat A. Erdogdu 42 50 0 14 Jun 2020
On Linear Stochastic Approximation: Fine-grained Polyak-Ruppert and Non-Asymptotic Concentration Wenlong Mou C. J. Li Martin J. Wainwright Peter L. Bartlett Michael I. Jordan 33 75 0 09 Apr 2020
Neural ODEs as the Deep Limit of ResNets with constant weights B. Avelin K. Nystrom ODL 40 31 0 28 Jun 2019
First-order Newton-type Estimator for Distributed Estimation and Inference Xi Chen Weidong Liu Yichen Zhang 37 48 0 28 Nov 2018
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach John C. Duchi Peter Glynn Hongseok Namkoong 19 318 0 11 Oct 2016
A Proximal Stochastic Gradient Method with Progressive Variance Reduction Lin Xiao Tong Zhang ODL 93 737 0 19 Mar 2014