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In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Machine Learning · Computer Science 2020-10-20 Dongruo Zhou , Pan Xu , Quanquan Gu

The ability of learning useful features is one of the major advantages of neural networks. Although recent works show that neural network can operate in a neural tangent kernel (NTK) regime that does not allow feature learning, many works…

Machine Learning · Computer Science 2024-11-06 Mo Zhou , Rong Ge

This paper considers a generic convex minimization template with affine constraints over a compact domain, which covers key semidefinite programming applications. The existing conditional gradient methods either do not apply to our template…

Optimization and Control · Mathematics 2019-01-16 Alp Yurtsever , Olivier Fercoq , Volkan Cevher

The Conditional Random Field as a Recurrent Neural Network layer is a recently proposed algorithm meant to be placed on top of an existing Fully-Convolutional Neural Network to improve the quality of semantic segmentation. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2018-07-20 Miguel Monteiro , Mário A. T. Figueiredo , Arlindo L. Oliveira

A number of results have recently demonstrated the benefits of incorporating various constraints when training deep architectures in vision and machine learning. The advantages range from guarantees for statistical generalization to better…

Machine Learning · Computer Science 2019-05-27 Sathya N. Ravi , Tuan Dinh , Vishnu Lokhande , Vikas Singh

Unlike traditional statistical methods, Conformal Prediction (CP) allows for the determination of valid and accurate confidence levels associated with individual predictions based only on exchangeability of the data. We here introduce a new…

Computer Vision and Pattern Recognition · Computer Science 2024-05-31 Marcos López-De-Castro , Alberto García-Galindo , Rubén Armañanzas

Line-search methods are commonly used to solve optimization problems. The simplest line search method is steepest descent where one always moves in the direction of the negative gradient. Newton's method on the other hand is a second-order…

Optimization and Control · Mathematics 2025-08-15 Shikhar Saxena , Tejas Bodas , Arti Yardi

The standard training method of Conditional Random Fields (CRFs) is very slow for large-scale applications. As an alternative, piecewise training divides the full graph into pieces, trains them independently, and combines the learned…

Machine Learning · Computer Science 2012-12-05 Zhemin Zhu , Djoerd Hiemstra , Peter Apers , Andreas Wombacher

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

Optimization and Control · Mathematics 2019-05-28 Lukáš Adam , Martin Branda

We propose a new CNN-CRF end-to-end learning framework, which is based on joint stochastic optimization with respect to both Convolutional Neural Network (CNN) and Conditional Random Field (CRF) parameters. While stochastic gradient descent…

Computer Vision and Pattern Recognition · Computer Science 2016-09-15 Alexander Kirillov , Dmitrij Schlesinger , Shuai Zheng , Bogdan Savchynskyy , Philip H. S. Torr , Carsten Rother

This paper studies the empirical efficacy and benefits of using projection-free first-order methods in the form of Conditional Gradients, a.k.a. Frank-Wolfe methods, for training Neural Networks with constrained parameters. We draw…

Machine Learning · Computer Science 2020-10-22 Sebastian Pokutta , Christoph Spiegel , Max Zimmer

We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…

Optimization and Control · Mathematics 2018-06-27 Peter Ochs , Jalal Fadili , Thomas Brox

We investigate stochastic Bregman proximal gradient (SBPG) methods for minimizing a finite-sum nonconvex function $\Psi(x):=\frac{1}{n}\sum_{i=1}^nf_i(x)+\phi(x)$, where $\phi$ is convex and nonsmooth, while $f_i$, instead of gradient…

Optimization and Control · Mathematics 2025-09-23 Junyu Zhang

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

Optimization and Control · Mathematics 2024-02-01 Digvijay Boob , Qi Deng , Guanghui Lan

We develop a machine-learning framework to learn hyperparameter sequences for accelerated first-order methods (e.g., the step size and momentum sequences in accelerated gradient descent) to quickly solve parametric convex optimization…

Optimization and Control · Mathematics 2025-10-07 Rajiv Sambharya , Jinho Bok , Nikolai Matni , George Pappas

Natural gradient descent has proven effective at mitigating the effects of pathological curvature in neural network optimization, but little is known theoretically about its convergence properties, especially for \emph{nonlinear} networks.…

Machine Learning · Statistics 2019-10-29 Guodong Zhang , James Martens , Roger Grosse

The key task of machine learning is to minimize the loss function that measures the model fit to the training data. The numerical methods to do this efficiently depend on the properties of the loss function. The most decisive among these…

Machine Learning · Computer Science 2025-10-31 Tomas Hrycej , Bernhard Bermeitinger , Massimo Pavone , Götz-Henrik Wiegand , Siegfried Handschuh

Conditional Random Field (CRF) and recurrent neural models have achieved success in structured prediction. More recently, there is a marriage of CRF and recurrent neural models, so that we can gain from both non-linear dense features and…

Computation and Language · Computer Science 2016-11-15 Shuming Ma , Xu Sun

Through theoretical and experimental validation, unlike all existing adaptive methods like Adam which penalize frequently-changing parameters and are only applicable to sparse gradients, we propose the simplest SGD enhanced method,…

Machine Learning · Computer Science 2023-10-04 Gongyue Zhang , Dinghuang Zhang , Shuwen Zhao , Donghan Liu , Carrie M. Toptan , Honghai Liu