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 Statistical Learning







Refining Diffusion Planner for Reliable Behavior Synthesis by Automatic Detection of Infeasible Plans

Neural Information Processing Systems

The most widely used techniques for learning dynamics models include autoregressive forward models (Deisenroth & Rasmussen, 2011; Hafner et al., 2019; Kaiser et al., 2020), which make predictions based on future time progression.



Improved Convergence in High Probability of Clipped Gradient Methods with Heavy Tailed Noise

Neural Information Processing Systems

In this work, we study the convergence in high probability of clipped gradient methods when the noise distribution has heavy tails, i.e., with bounded p th moments, for some 1 < p 2 . Prior works in this setting follow the same recipe of using concentration inequalities and an inductive argument with union bound to bound the iterates across all iterations. This method results in an increase in the failure probability by a factor of T, where T is the number of iterations. We instead propose a new analysis approach based on bounding the moment generating function of a well chosen supermartingale sequence. We improve the dependency on T in the convergence guarantee for a wide range of algorithms with clipped gradients, including stochastic (accelerated) mirror descent for convex objectives and stochastic gradient descent for nonconvex objectives. Our high probability bounds achieve the optimal convergence rates and match the best currently known in-expectation bounds. Our approach naturally allows the algorithms to use time-varying step sizes and clipping parameters when the time horizon is unknown, which appears difficult or even impossible using existing techniques from prior works. Furthermore, we show that in the case of clipped stochastic mirror descent, several problem constants, including the initial distance to the optimum, are not required when setting step sizes and clipping parameters.



Supplementary Material for Optimal Transport Model Distributional Robustness Van-Anh Nguyen 1 Trung Le

Neural Information Processing Systems

This section presents all proofs in our work. It's worth noting that the experiments in Table 1 utilize an input resolution of 32x32, This noise can lead to a reduction in accuracy. WideResNet, to ensure the convergence of SGLD. This average prediction was obtained by aggregating the softmax predictions from all the base classifiers. Moreover, to ensure reliable uncertainty estimation, we employ calibrated uncertainty scores (Brier, NLL, ECE, and AAC).