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data science

3,017 papers

Robust Streaming PCA

This work analyzes the convergence of the noisy power method and Oja's algorithm, both studied for the stationary data generating model, and argues that the noisy power method is rate-optimal in this setting.

D. Bienstock, Minchan Jeong, A. Shukla et al. · 8 citations · ⚡1
#machine learning Preprint Jan 2026

Cantelli Constrained Policy Optimization

Canon, a risk-averse method designed to optimize Value-at-Risk (VaR) constrained reinforcement learning (RL) problems, is introduced and Cantelli's inequality is employed to obtain a tractable, conservative and smooth bound on the VaR constraint based on the first two moments of the cost return.

Rohan Tangri, Jan-Peter Calliess · 0 citations

A Multivariate Bernoulli-Based Sampling Method for Multi-Label Data with Application to Meta-Research

A novel sampling algorithm is presented that uses observed label frequencies to estimate multivariate Bernoulli distribution parameters and calculates weights for each label combination, to preserve category frequency order, reduce frequency differences between most and least common categories, and account for category...

Simon Chung, Colby J. Vorland, D. L. Maney et al. · 2 citations
#machine learning Preprint Nov 2025

Gradient Prediction with Control Variates in the Cheap-Forward Regime

On a 124M-parameter language model and selected short training windows, the method can lower simulated ledger cost relative to the tested baselines when fleet work is sufficiently cheap, and can lower simulated ledger cost relative to the tested baselines when fleet work is sufficiently cheap.

K. Ciosek, Nicolò Felicioni, Juan Elenter et al. · 2 citations
#machine learning Preprint Sep 2026

Improved Gradient Descent Lower Bounds Beyond Nesterov

The anytime lower bound shows that the rate of non-anytime silver schedules (Altschuler and Parrilo, 2025; Grimmer et al., 2025) is unattainable in the anytime setting, and establishes a strict separation between the two settings.

Yu-Tian Ye, Kai-Zhao Liu · 6 citations
#machine learning Preprint Sep 2026

Full-Model Optimality for Tunable Linear Generative Priors in Compressed Sensing

It is proved that in noiseless Gaussian compressed sensing, the full-dimensional linear prior attains the minimum expected reconstruction error over the entire family of linear priors, indicating that the experimental benefits of tunability in compressed sensing with neural network priors arises due to nonlinearities i...

Zhaowu Li, Paul Hand · 0 citations
#machine learning Preprint Sep 2026

Momentum in large-batch training: Polyak enlarges the critical batch size, Nesterov improves data efficiency

A three-regime batch-size phase diagram that reveals how the role of momentum changes with batch size is revealed, with Polyak enlarging the critical batch size, the largest batch size preserving the best small-batch data-scaling exponent, thereby enabling greater parallelism without sacrificing data efficiency.

Jia-Nan Wang, Zi-Xun Huang, Kai-Rui Li et al. · 0 citations
#machine learning Preprint Sep 2026

Neural operators approximate strongly continuous convex monotone semigroups

This work introduces the general class of so-called Chernoff-neural operators and shows in a universal approximation theorem that they can approximate the Chernoff one-step operators arbitrarily well, and introduces the more specialized class of envelope-neural operators for envelope semigroups which allows for quantit...

Jonas Blessing, Philipp Schmocker, Alessandro Sgarabottolo · 0 citations
#machine learning Preprint Sep 2026

A computational approach to maximum likelihood thresholds for colored Gaussian graphical models

This work addresses the computation of the MLT for CGGMs by focusing on its geometric formulation: finding the minimum rank of a sample covariance matrix such that its projection lies almost surely within the interior of the cone of sufficient statistics.

R. Homs, Olga Kuznetsova, Bernadette J. Stolz · 0 citations
#machine learning Preprint Sep 2026

HyperMC: Multi-Fidelity Hyperparameter Tuning for Stochastic Gradient MCMC

Experiments on logistic regression, probabilistic matrix factorization, and Bayesian neural networks show that HyperMC improves posterior approximation or predictive calibration relative to MAMBA, grid search, and heuristic baselines, while Robust HyperMC yields more stable and reproducible tuning results.

Min-Chin Tan, Xi-Yun Jiao · 0 citations
#machine learning Preprint Sep 2026

Posterior Tempering Explains Variance Inflation in Linear and Generalized Linear Thompson Sampling

This work introduces a variant of the Thompson Sampling algorithm that uses a fractional or $\alpha$-posterior instead of the standard posterior, and identifies general regularity conditions on the prior and reward distributions that enable a regret analysis of $\alpha$-TS without assuming any tractable approximation o...

Prateek Jaiswal, D. Pati, A. Bhattacharya et al. · 0 citations

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Microsoft Research Blog Oct 15, 2026

Proof-based general-purpose computing with Magnetar

Zero-knowledge proofs can verify computing results without rerunning workloads or exposing sensitive data. Magnetar helps bring them into the mainstream with support for standard programming languages, major speed gains, and quantum-resistant security. The post Proof-based general-purpose computing with Magnetar appeared first on Microsoft Research.

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