Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt representations of training datasets used in those tasks.

This paper proposed a novel method for transfer learning in Bayesian hyperparameter optimization based on the theory that the distributions of previously observed datasets contain significant information that should not be ignored during hyperparameter optimization on a new dataset. They propose solutions to compare different datasets through distribution estimation and then combine this information with the classical Bayesian hyperparameter optimization setup. Experiments show that the method outperforms selected baselines. Originality: the method is novel, although it mostly bridges ideas from various fields. Quality: I would like to congratulate the authors on a very well written paper.

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt representations of training datasets used in those tasks. Representations make use of the framework of distribution embeddings into reproducing kernel Hilbert spaces. The developed method has a faster convergence compared to existing baselines, in some cases requiring only a few evaluations of the target objective.

Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of Multipliers (ADMM) and its variants. However, the natural extension of L2O to multi-block ADMM-type methods remains largely unexplored. Such an extension is critical, as multi-block methods leverage the separable structure of optimization problems, offering substantial reductions in per-iteration complexity. Given that classical multi-block ADMM does not guarantee convergence, the Majorized Proximal Augmented Lagrangian Method (MPALM), which shares a similar form with multi-block ADMM and ensures convergence, is more suitable in this setting. Despite its theoretical advantages, MPALM's performance is highly sensitive to the choice of penalty parameters. To address this limitation, we propose a novel L2O approach that adaptively selects this hyperparameter using supervised learning. We demonstrate the versatility and effectiveness of our method by applying it to the Lasso problem and the optimal transport problem. Our numerical results show that the proposed framework outperforms popular alternatives. Given its applicability to generic linearly constrained composite optimization problems, this work opens the door to a wide range of potential real-world applications.

Approximate inference in Gaussian process (GP) models with non-conjugate likelihoods gets entangled with the learning of the model hyperparameters. We improve hyperparameter learning in GP models and focus on the interplay between variational inference (VI) and the learning target. While VI's lower bound to the marginal likelihood is a suitable objective for inferring the approximate posterior, we show that a direct approximation of the marginal likelihood as in Expectation Propagation (EP) is a better learning objective for hyperparameter optimization. We design a hybrid training procedure to bring the best of both worlds: it leverages conjugate-computation VI for inference and uses an EP-like marginal likelihood approximation for hyperparameter learning. We compare VI, EP, Laplace approximation, and our proposed training procedure and empirically demonstrate the effectiveness of our proposal across a wide range of data sets.

Semi-supervised learning algorithms have been successfully applied in many applications with scarce labeled data, by utilizing the unlabeled data. One important category is graph based semi-supervised learning algorithms, for which the performance depends considerably on the quality of the graph, or its hyperparameters. In this paper, we deal with the less explored problem of learning the graphs. We propose a graph learning method for the harmonic energy minimization method; this is done by minimizing the leave-one-out prediction error on labeled data points. We use a gradient based method and designed an efficient algorithm which significantly accelerates the calculation of the gradient by applying the matrix inversion lemma and using careful pre-computation.

The International Conference on Machine Learning (ICML) Outstanding Paper awards are given to papers from the current conference that are "strong representatives of solid theoretical and empirical work in the field". This year, there were 15 awards. Monarch: Expressive structured matrices for efficient and accurate training Tri Dao, Beidi Chen, Nimit Sohoni, Arjun Desai, Michael Poli, Jessica Grogan, Alexander Liu, Aniruddh Rao, Atri Rudra, Christopher Re Abstract: Large neural networks excel in many domains, but they are expensive to train and fine-tune. A popular approach to reduce their compute or memory requirements is to replace dense weight matrices with structured ones (e.g., sparse, low-rank, Fourier transform). These methods have not seen widespread adoption (1) in end-to-end training due to unfavorable efficiency–quality tradeoffs, and (2) in dense-to-sparse fine-tuning due to lack of tractable algorithms to approximate a given dense weight matrix.

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt representations of training datasets used in those tasks. Representations make use of the framework of distribution embeddings into reproducing kernel Hilbert spaces. The developed method has a faster convergence compared to existing baselines, in some cases requiring only a few evaluations of the target objective. Papers published at the Neural Information Processing Systems Conference.

Conditional kernel mean embeddings are nonparametric models that encode conditional expectations in a reproducing kernel Hilbert space. While they provide a flexible and powerful framework for probabilistic inference, their performance is highly dependent on the choice of kernel and regularization hyperparameters. Nevertheless, current hyperparameter tuning methods predominantly rely on expensive cross validation or heuristics that is not optimized for the inference task. For conditional kernel mean embeddings with categorical targets and arbitrary inputs, we propose a hyperparameter learning framework based on Rademacher complexity bounds to prevent overfitting by balancing data fit against model complexity. Our approach only requires batch updates, allowing scalable kernel hyperparameter tuning without invoking kernel approximations. Experiments demonstrate that our learning framework outperforms competing methods, and can be further extended to incorporate and learn deep neural network weights to improve generalization.

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial 'exploration' even in cases where potentially similar prior tasks have been solved. We propose to transfer information across tasks using kernel embeddings of distributions of training datasets used in those tasks. The resulting method has a faster convergence compared to existing baselines, in some cases requiring only a few evaluations of the target objective.