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In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…

Optimization and Control · Mathematics 2019-10-22 Minghan Yang , Andre Milzarek , Zaiwen Wen , Tong Zhang

Backpropagation algorithm is the cornerstone for neural network analysis. Paper extends it for training any derivatives of neural network's output with respect to its input. By the dint of it feedforward networks can be used to solve or…

Neural and Evolutionary Computing · Computer Science 2017-12-13 V. I. Avrutskiy

Backpropagation with gradient descent is a common optimization strategy employed by most neural network architectures in machine learning. However, finding optimal hyperparameters to guide training has proven challenging. While it is widely…

Machine Learning · Computer Science 2026-05-20 Vy Bui , Hang Yu , Karthik Kantipudi , Ziv Yaniv , Stefan Jaeger

After the tremendous development of neural networks trained by backpropagation, it is a good time to develop other algorithms for training neural networks to gain more insights into networks. In this paper, we propose a new algorithm for…

Machine Learning · Computer Science 2020-07-01 Benyamin Ghojogh , Fakhri Karray , Mark Crowley

Optimization problems, arise in many practical applications, from the view points of both theory and numerical methods. Especially, significant improvement in deep learning training came from the Quasi-Newton methods. Quasi-Newton search…

Optimization and Control · Mathematics 2024-11-19 Jiongcheng Li

Differentially private (stochastic) gradient descent is the workhorse of DP private machine learning in both the convex and non-convex settings. Without privacy constraints, second-order methods, like Newton's method, converge faster than…

Machine Learning · Computer Science 2023-05-23 Arun Ganesh , Mahdi Haghifam , Thomas Steinke , Abhradeep Thakurta

Recomputation algorithms collectively refer to a family of methods that aims to reduce the memory consumption of the backpropagation by selectively discarding the intermediate results of the forward propagation and recomputing the discarded…

Machine Learning · Computer Science 2019-05-29 Mitsuru Kusumoto , Takuya Inoue , Gentaro Watanabe , Takuya Akiba , Masanori Koyama

Large multilayer neural networks trained with backpropagation have recently achieved state-of-the-art results in a wide range of problems. However, using backprop for neural net learning still has some disadvantages, e.g., having to tune a…

Machine Learning · Statistics 2015-07-16 José Miguel Hernández-Lobato , Ryan P. Adams

The goal of this paper is to debunk and dispel the magic behind black-box optimizers and stochastic optimizers. It aims to build a solid foundation on how and why the techniques work. This manuscript crystallizes this knowledge by deriving…

Machine Learning · Computer Science 2024-01-15 Jun Lu

Training of neural networks amounts to nonconvex optimization problems that are typically solved by using backpropagation and (variants of) stochastic gradient descent. In this work we propose an alternative approach by viewing the training…

Optimization and Control · Mathematics 2022-04-14 Brecht Evens , Puya Latafat , Andreas Themelis , Johan Suykens , Panagiotis Patrinos

A continuous analog of Gauss-Newton method for solving nonlinear ill-posed problems is proposed. Its converegence is proved. A numerical example is presented to demonstrate efficiency of the propsed method.

Mathematical Physics · Physics 2007-05-23 R. Airapetyan , A. G. Ramm , A. Smirnova

Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…

Optimization and Control · Mathematics 2015-03-17 Ermin Wei , Asuman Ozdaglar , Ali Jadbabaie

The Forward Forward algorithm, proposed by Geoffrey Hinton in November 2022, is a novel method for training neural networks as an alternative to backpropagation. In this project, we replicate Hinton's experiments on the MNIST dataset, and…

Machine Learning · Computer Science 2023-07-18 Saumya Gandhi , Ritu Gala , Jonah Kornberg , Advaith Sridhar

In this paper, we propose a new descent method, termed as multiobjective memory gradient method, for finding Pareto critical points of a multiobjective optimization problem. The main thought in this method is to select a combination of the…

Optimization and Control · Mathematics 2022-06-02 Wang Chen , Xinmin Yang , Yong Zhao

The weighted nonlinear least-squares problem for low-rank signal estimation is considered. The problem of constructing a numerical solution that is stable and fast for long time series is addressed. A modified weighted Gauss-Newton method,…

Numerical Analysis · Mathematics 2022-07-08 Nikita Zvonarev , Nina Golyandina

Second-order methods for neural network optimization have several advantages over methods based on first-order gradient descent, including better scaling to large mini-batch sizes and fewer updates needed for convergence. But they are…

Machine Learning · Computer Science 2017-12-21 Huishuai Zhang , Caiming Xiong , James Bradbury , Richard Socher

In this paper we solve the problem: how to determine maximal allowable errors, possible for signals and parameters of each element of a network proceeding from the condition that the vector of output signals of the network should be…

Disordered Systems and Neural Networks · Physics 2022-05-18 M. Yu. Senashova , A. N. Gorban , D. C. Wunsch

We consider descent methods for solving non-finite valued nonsmooth convex-composite optimization problems that employ Gauss-Newton subproblems to determine the iteration update. Specifically, we establish the global convergence properties…

Optimization and Control · Mathematics 2019-09-11 James V. Burke , Abraham Engle

We consider minimization of a smooth nonconvex objective function using an iterative algorithm based on Newton's method and the linear conjugate gradient algorithm, with explicit detection and use of negative curvature directions for the…

Optimization and Control · Mathematics 2018-11-14 Clément W. Royer , Michael O'Neill , Stephen J. Wright

An efficient method for finding a better maximizer of computationally extensive probability distributions is proposed on the basis of a Bayesian optimization technique. A key idea of the proposed method is to use extreme values of…

Data Analysis, Statistics and Probability · Physics 2018-03-14 Ryo Tamura , Koji Hukushima
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