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This work studies the global convergence and implicit bias of Gauss Newton's (GN) when optimizing over-parameterized one-hidden layer networks in the mean-field regime. We first establish a global convergence result for GN in the…

Machine Learning · Computer Science 2023-12-13 Michael Arbel , Romain Menegaux , Pierre Wolinski

Following early work on Hessian-free methods for deep learning, we study a stochastic generalized Gauss-Newton method (SGN) for training DNNs. SGN is a second-order optimization method, with efficient iterations, that we demonstrate to…

Machine Learning · Computer Science 2020-06-11 Matilde Gargiani , Andrea Zanelli , Moritz Diehl , Frank Hutter

Parameter estimation problems of mathematical models can often be formulated as nonlinear least squares problems. Typically these problems are solved numerically using iterative methods. The local minimiserobtained using these iterative…

Numerical Analysis · Mathematics 2020-04-07 Yasunori Aoki , Ken Hayami , Kota Toshimoto , Yuichi Sugiyama

Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…

Statistics Theory · Mathematics 2020-09-17 Peggy Cénac , Antoine Godichon-Baggioni , Bruno Portier

For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…

Numerical Analysis · Mathematics 2022-07-28 Neil K. Chada , Marco A. Iglesias , Shuai Lu , Frank Werner

Training deep neural networks for solving machine learning problems is one great challenge in the field, mainly due to its associated optimisation problem being highly non-convex. Recent developments have suggested that many training…

Machine Learning · Computer Science 2017-11-23 Hao Shen

This document describes a new consensus algorithm which is asynchronous and uses gossip based message dissemination between nodes. The current version of the algorithm does not cover the case of a node failure or significantly delayed…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-23 Maxim Zakharov

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

Gossip protocols are popular methods for average consensus problems in distributed computing. We prove new convergence guarantees for a variety of such protocols, including path, clique, and synchronous pairwise gossip. These arise by…

Optimization and Control · Mathematics 2021-10-28 Jamie Haddock , Benjamin Jarman , Chen Yap

In this paper, we propose a stochastic Gauss-Newton (SGN) algorithm to study the online principal component analysis (OPCA) problem, which is formulated by using the symmetric low-rank product (SLRP) model for dominant eigenspace…

Optimization and Control · Mathematics 2022-10-25 Siyun Zhou , Xin Liu , Liwei Xu

This work focuses on developing and motivating a stochastic version of a wellknown inverse problem methodology. Specifically, we consider the iteratively regularized Gauss-Newton method, originally proposed by Bakushinskii for…

Numerical Analysis · Mathematics 2024-09-20 El Houcine Bergou , Neil K. Chada , Youssef Diouane

This paper considers the average consensus problem on a network of digital links, and proposes a set of algorithms based on pairwise ''gossip'' communications and updates. We study the convergence properties of such algorithms with the goal…

Optimization and Control · Mathematics 2011-07-25 Ruggero Carli , Fabio Fagnani , Paolo Frasca , Sandro Zampieri

This paper considers the problem of distributed multi-agent learning, where the global aim is to minimize a sum of local objective (empirical loss) functions through local optimization and information exchange between neighbouring nodes. We…

Optimization and Control · Mathematics 2023-07-20 Alessio Maritan , Ganesh Sharma , Luca Schenato , Subhrakanti Dey

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

We study a general framework for broadcast gossip algorithms which use companion variables to solve the average consensus problem. Each node maintains an initial state and a companion variable. Iterative updates are performed asynchronously…

Systems and Control · Computer Science 2012-09-03 Wu Shaochuan , Michael G. Rabbat

This work presents a novel version of recently developed Gauss-Newton method for solving systems of nonlinear equations, based on upper bound of solution residual and quadratic regularization ideas. We obtained for such method global…

Optimization and Control · Mathematics 2021-05-04 Nikita Yudin , Alexander Gasnikov

Efficient and robust algorithms for decentralized estimation in networks are essential to many distributed systems. Whereas distributed estimation of sample mean statistics has been the subject of a good deal of attention, computation of…

Machine Learning · Statistics 2019-01-25 Igor Colin , Aurélien Bellet , Joseph Salmon , Stéphan Clémençon

Motivated by the large expansion in the study of social networks, this paper deals with the problem of multiple messages spreading over the same network using gossip algorithms. Given two messages distributed over some nodes of the graph,…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-04 Amine Semma , Ismail Elouafiq

We propose the Gaussian Gated Linear Network (G-GLN), an extension to the recently proposed GLN family of deep neural networks. Instead of using backpropagation to learn features, GLNs have a distributed and local credit assignment…

Machine Learning · Computer Science 2020-10-22 David Budden , Adam Marblestone , Eren Sezener , Tor Lattimore , Greg Wayne , Joel Veness

The problem of minimizing a sum of local convex objective functions over a networked system captures many important applications and has received much attention in the distributed optimization field. Most of existing work focuses on…

Optimization and Control · Mathematics 2019-01-09 Fatemeh Mansoori , Ermin Wei