Related papers: Low-Complexity Constrained Constant Modulus SG-bas…
In this paper, we propose an adaptive framework for the variable step size of the fractional least mean square (FLMS) algorithm. The proposed algorithm named the robust variable step size-FLMS (RVSS-FLMS), dynamically updates the step size…
In this paper we consider a composite optimization problem that minimizes the sum of a weakly smooth function and a convex function with either a bounded domain or a uniformly convex structure. In particular, we first present a…
We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…
This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…
Stochastic gradient-based descent (SGD), have long been central to training large language models (LLMs). However, their effectiveness is increasingly being questioned, particularly in large-scale applications where empirical evidence…
We develop a high-dimensional scaling limit for Stochastic Gradient Descent with Polyak Momentum (SGD-M) and adaptive step-sizes. This provides a framework to rigourously compare online SGD with some of its popular variants. We show that…
Stochastic gradient MCMC (SG-MCMC) algorithms have proven useful in scaling Bayesian inference to large datasets under an assumption of i.i.d data. We instead develop an SG-MCMC algorithm to learn the parameters of hidden Markov models…
This paper introduces a novel approach to enhance the performance of the stochastic gradient descent (SGD) algorithm by incorporating a modified decay step size based on $\frac{1}{\sqrt{t}}$. The proposed step size integrates a logarithmic…
In dynamic acoustic environments characterized by time-varying interferers and moving sources, effective beamforming requires accurately identifying stationary regions over time. Traditional Capon beamformers rely on the instantaneous…
In this paper, adaptive hybrid beamforming methods are proposed for millimeter-wave range massive multiple-input-multiple-output (MIMO) systems considering single carrier wideband transmission in uplink data mode. A statistical analog…
Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…
The popularity of bi-level optimization (BO) in deep learning has spurred a growing interest in studying gradient-based BO algorithms. However, existing algorithms involve two coupled learning rates that can be affected by approximation…
In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without requiring prior knowledge of the problem. Combined with an…
Most stochastic gradient tracking (GT) methods adopt pre-scheduled stepsize rules, while a few recent works studied adaptive stepsizes that attempt to respond to the problem's local landscape. These methods are typically built upon the…
We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…
The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…
We consider randomized block coordinate stochastic mirror descent (RBSMD) methods for solving high-dimensional stochastic optimization problems with strongly convex objective functions. Our goal is to develop RBSMD schemes that achieve a…
Stochastic Gradient Descent (SGD) is a popular tool in training large-scale machine learning models. Its performance, however, is highly variable, depending crucially on the choice of the step sizes. Accordingly, a variety of strategies for…
In this work, we propose a low-complexity robust adaptive beamforming (RAB) technique which estimates the steering vector using a Low-Complexity Shrinkage-Based Mismatch Estimation (LOCSME) algorithm. The proposed LOCSME algorithm estimates…
Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are…