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Most stochastic gradient descent algorithms can optimize neural networks that are sub-differentiable in their parameters, which requires their activation function to exhibit a degree of continuity. However, this continuity constraint on the activation function prevents these neural models from uniformly approximating discontinuous functions. This paper focuses on the case where the discontinuities arise from distinct sub-patterns, each defined on different parts of the input space. We propose a new discontinuous deep neural network model trainable via a decoupled two-step procedure that avoids passing gradient updates through the networks non-differentiable unit. We provide universal approximation guarantees for our architecture in the space of bounded continuous functions and in the space of piecewise continuous functions, which we introduced herein. We present a novel semi-supervised two-step training procedure for our discontinuous deep learning model, and we provide theoretical support for its effectiveness. The performance of our architecture is evaluated experimentally on two real-world datasets and one synthetic dataset.
This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in that data f
Optimization in the presence of sharp (non-Lipschitz), unpredictable (w.r.t. time and amount) changes is a challenging and largely unexplored problem of great significance. We consider the class of piecewise Lipschitz functions, which is the most gen
This paper introduces AdaSwarm, a novel gradient-free optimizer which has similar or even better performance than the Adam optimizer adopted in neural networks. In order to support our proposed AdaSwarm, a novel Exponentially weighted Momentum Partic
This paper introduces Associative Compression Networks (ACNs), a new framework for variational autoencoding with neural networks. The system differs from existing variational autoencoders (VAEs) in that the prior distribution used to model each code
When using deep, multi-layered architectures to build generative models of data, it is difficult to train all layers at once. We propose a layer-wise training procedure admitting a performance guarantee compared to the global optimum. It is based on