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One of the most popular ML algorithms, AdaBoost, can be derived from the dual of a relative entropy minimization problem subject to the fact that the positive weights on the examples sum to one. Essentially, harder examples receive higher…

Machine Learning · Computer Science 2023-06-12 Richard Nock , Ehsan Amid , Manfred K. Warmuth

Adaptive gradient methods, such as AdaGrad, are among the most successful optimization algorithms for neural network training. While these methods are known to achieve better dimensional dependence than stochastic gradient descent (SGD) for…

Optimization and Control · Mathematics 2025-06-09 Ruichen Jiang , Devyani Maladkar , Aryan Mokhtari

In the last several years, the intimate connection between convex optimization and learning problems, in both statistical and sequential frameworks, has shifted the focus of algorithmic machine learning to examine this interplay. In…

Machine Learning · Computer Science 2014-07-23 Mehrdad Mahdavi

We propose a novel criterion for support vector machine learning: maximizing the margin in the input space, not in the feature (Hilbert) space. This criterion is a discriminative version of the principal curve proposed by Hastie et al. The…

Artificial Intelligence · Computer Science 2007-05-23 Shotaro Akaho

In this survey, we discuss several different types of gradient boosting algorithms and illustrate their mathematical frameworks in detail: 1. introduction of gradient boosting leads to 2. objective function optimization, 3. loss function…

Machine Learning · Statistics 2019-08-20 Zhiyuan He , Danchen Lin , Thomas Lau , Mike Wu

We offer a novel view of AdaBoost in a statistical setting. We propose a Bayesian model for binary classification in which label noise is modeled hierarchically. Using variational inference to optimize a dynamic evidence lower bound, we…

Machine Learning · Statistics 2012-09-11 Alexander Lorbert , David M. Blei , Robert E. Schapire , Peter J. Ramadge

We present a statistical perspective on boosting. Special emphasis is given to estimating potentially complex parametric or nonparametric models, including generalized linear and additive models as well as regression models for survival…

Methodology · Statistics 2008-12-18 Peter Bühlmann , Torsten Hothorn

Adaptive optimization methods such as AdaGrad, RMSprop and Adam have been proposed to achieve a rapid training process with an element-wise scaling term on learning rates. Though prevailing, they are observed to generalize poorly compared…

Machine Learning · Computer Science 2019-04-22 Liangchen Luo , Yuanhao Xiong , Yan Liu , Xu Sun

We study the implicit bias of momentum-based optimizers on smooth homogeneous models. We show that \textit{momentum steepest descent} algorithms like Muon (spectral norm), MomentumGD ($\ell_2$ norm), and Signum ($\ell_\infty$ norm) are…

Machine Learning · Computer Science 2026-05-26 Eitan Gronich , Gal Vardi

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu

We investigate robust optimization problems defined for maximizing convex functions. For finite uncertainty set, we develop a geometric branch-and-bound algorithmic approach to solve this problem. The geometric branch-and-bound algorithm…

Optimization and Control · Mathematics 2019-11-21 Fengqiao Luo , Sanjay Mehrotra

We introduce a novel bias-variance decomposition for a range of strictly convex margin losses, including the logistic loss (minimized by the classic LogitBoost algorithm), as well as the squared margin loss and canonical boosting loss.…

Machine Learning · Statistics 2022-04-27 Danny Wood , Tingting Mu , Gavin Brown

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…

Optimization and Control · Mathematics 2021-12-20 Xin Qu , Wei Bian

Adaptive Boosting (AdaBoost) faces significant challenges posed by label noise, especially in multiclass classification tasks. Existing methods either lack mechanisms to handle label noise effectively or suffer from high computational costs…

Machine Learning · Computer Science 2025-06-18 Qin Xie , Qinghua Zhang , Shuyin Xia , Xinran Zhou , Guoyin Wang

Adaptive gradient methods such as AdaGrad and its variants update the stepsize in stochastic gradient descent on the fly according to the gradients received along the way; such methods have gained widespread use in large-scale optimization…

Machine Learning · Statistics 2021-04-20 Rachel Ward , Xiaoxia Wu , Leon Bottou

Despite their overwhelming capacity to overfit, deep neural networks trained by specific optimization algorithms tend to generalize well to unseen data. Recently, researchers explained it by investigating the implicit regularization effect…

Machine Learning · Computer Science 2021-12-17 Bohan Wang , Qi Meng , Wei Chen , Tie-Yan Liu

Adaptive Boosting with Dynamic Weight Adjustment is an enhancement of the traditional Adaptive boosting commonly known as AdaBoost, a powerful ensemble learning technique. Adaptive Boosting with Dynamic Weight Adjustment technique improves…

Machine Learning · Computer Science 2024-06-04 Vamsi Sai Ranga Sri Harsha Mangina

Advances in adversarial defenses have led to a significant improvement in the robustness of Deep Neural Networks. However, the robust accuracy of present state-ofthe-art defenses is far from the requirements in critical applications such as…

Machine Learning · Computer Science 2023-06-13 Sravanti Addepalli , Samyak Jain , Gaurang Sriramanan , R. Venkatesh Babu
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