Optimization with noisy gradients has become ubiquitous in statistics and machine learning. Reparameterization gradients, or gradient estimates computed via the ``reparameterization trick,'' represent a class of noisy gradients often used in Monte Carlo variational inference (MCVI). However, when these gradient estimators are too noisy, the optimization procedure can be slow or fail to converge. One way to reduce noise is to generate more samples for the gradient estimate, but this can be computationally expensive. Instead, we view the noisy gradient as a random variable, and form an inexpensive approximation of the generating procedure for the gradient sample. This approximation has high correlation with the noisy gradient by construction, making it a useful control variate for variance reduction. We demonstrate our approach on a non-conjugate hierarchical model and a Bayesian neural net where our method attained orders of magnitude (20-2{,}000$\times$) reduction in gradient variance resulting in faster and more stable optimization.

Thisresultleadstoageneral standpoint that deep quantum circuits would not be feasible for practical tasks.

Saliency methods have been widely used to highlight important input features in model predictions. Most existing methods use backpropagation on a modified gradient function to generate saliency maps. Thus, noisy gradients can result in unfaithful feature attributions. In this paper, we tackle this issue and introduce a {\it saliency guided training} procedure for neural networks to reduce noisy gradients used in predictions while retaining the predictive performance of the model. Our saliency guided training procedure iteratively masks features with small and potentially noisy gradients while maximizing the similarity of model outputs for both masked and unmasked inputs. We apply the saliency guided training procedure to various synthetic and real data sets from computer vision, natural language processing, and time series across diverse neural architectures, including Recurrent Neural Networks, Convolutional Networks, and Transformers. Through qualitative and quantitative evaluations, we show that saliency guided training procedure significantly improves model interpretability across various domains while preserving its predictive performance.

Optimization with noisy gradients has become ubiquitous in statistics and machine learning. Reparameterization gradients, or gradient estimates computed via the ``reparameterization trick,'' represent a class of noisy gradients often used in Monte Carlo variational inference (MCVI). However, when these gradient estimators are too noisy, the optimization procedure can be slow or fail to converge. One way to reduce noise is to generate more samples for the gradient estimate, but this can be computationally expensive. Instead, we view the noisy gradient as a random variable, and form an inexpensive approximation of the generating procedure for the gradient sample. This approximation has high correlation with the noisy gradient by construction, making it a useful control variate for variance reduction. We demonstrate our approach on a non-conjugate hierarchical model and a Bayesian neural net where our method attained orders of magnitude (20-2{,}000$\times$) reduction in gradient variance resulting in faster and more stable optimization.

Neural Information Processing Systems http://nips.cc/

Stochastic gradient optimization is a class of widely used algorithms for training machine learning models. To optimize an objective, it uses the noisy gradient computed from the random data samples instead of the true gradient computed from the entire dataset. However, when the variance of the noisy gradient is large, the algorithm might spend much time bouncing around, leading to slower convergence and worse performance. In this paper, we develop a general approach of using control variate for variance reduction in stochastic gradient. Data statistics such as low-order moments (pre-computed or estimated online) is used to form the control variate.

Variational Quantum Algorithms (VQAs) have gained prominence as a viable framework for exploiting near-term quantum devices in applications ranging from optimization and chemistry simulation to machine learning. However, the effectiveness of VQAs is often constrained by the so-called barren plateau problem, wherein gradients diminish exponentially as system size or circuit depth increases, thereby hindering training. In this work, we propose a reinforcement learning (RL)-based initialization strategy to alleviate the barren plateau issue by reshaping the initial parameter landscape to avoid regions prone to vanishing gradients. In particular, we explore several RL algorithms (Deterministic Policy Gradient, Soft Actor-Critic, and Proximal Policy Optimization, etc.) to generate the circuit parameters (treated as actions) that minimize the VQAs cost function before standard gradient-based optimization. By pre-training with RL in this manner, subsequent optimization using methods such as gradient descent or Adam proceeds from a more favorable initial state. Extensive numerical experiments under various noise conditions and tasks consistently demonstrate that the RL-based initialization method significantly enhances both convergence speed and final solution quality. Moreover, comparisons among different RL algorithms highlight that multiple approaches can achieve comparable performance gains, underscoring the flexibility and robustness of our method. These findings shed light on a promising avenue for integrating machine learning techniques into quantum algorithm design, offering insights into how RL-driven parameter initialization can accelerate the scalability and practical deployment of VQAs. Opening up a promising path for the research community in machine learning for quantum, especially barren plateau problems in VQAs.

Online convex optimization with switching cost is considered under the frugal information setting where at time $t$, before action $x_t$ is taken, only a single function evaluation and a single gradient is available at the previously chosen action $x_{t-1}$ for either the current cost function $f_t$ or the most recent cost function $f_{t-1}$. When the switching cost is linear, online algorithms with optimal order-wise competitive ratios are derived for the frugal setting. When the gradient information is noisy, an online algorithm whose competitive ratio grows quadratically with the noise magnitude is derived.

Training generative models with differential privacy (DP) typically involves injecting noise into gradient updates or adapting the discriminator's training procedure. We consider the \emph{slicing privacy mechanism} that injects noise into random low-dimensional projections of the private data, and provide strong privacy guarantees for it. These noisy projections are used for training generative models.To enable optimizing generative models using this DP approach, we introduce the \emph{smoothed-sliced f -divergence} and show it enjoys statistical consistency. Moreover, we present a kernel-based estimator for this divergence, circumventing the need for adversarial training. Extensive numerical experiments demonstrate that our approach can generate synthetic data of higher quality compared with baselines.

We present a generalization of Nesterov's accelerated gradient descent algorithm. Our algorithm (AGNES) provably achieves acceleration for smooth convex and strongly convex minimization tasks with noisy gradient estimates if the noise intensity is proportional to the magnitude of the gradient at every point. Nesterov's method converges at an accelerated rate if the constant of proportionality is below 1, while AGNES accommodates any signal-to-noise ratio. The noise model is motivated by applications in overparametrized machine learning. AGNES requires only two parameters in convex and three in strongly convex minimization tasks, improving on existing methods.