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Stochastic Gradient Descent (SGD) methods are prominent for training machine learning and deep learning models. The performance of these techniques depends on their hyperparameter tuning over time and varies for different models and…

Machine Learning · Statistics 2019-08-22 Tomer Lancewicki , Selcuk Kopru

In this work, we propose a new training method for finding minimum weight norm solutions in over-parameterized neural networks (NNs). This method seeks to improve training speed and generalization performance by framing NN training as a…

Machine Learning · Statistics 2018-06-22 Yamini Bansal , Madhu Advani , David D Cox , Andrew M Saxe

The stochastic gradient descent (SGD) method is most widely used for deep neural network (DNN) training. However, the method does not always converge to a flat minimum of the loss surface that can demonstrate high generalization capability.…

Machine Learning · Computer Science 2020-09-08 Wonyong Sung , Iksoo Choi , Jinhwan Park , Seokhyun Choi , Sungho Shin

Stochastic gradient descent (SGD), a widely used algorithm in deep-learning neural networks has attracted continuing studies for the theoretical principles behind its success. A recent work reports an anomaly (inverse) relation between the…

Adaptation and Self-Organizing Systems · Physics 2023-08-16 Xia Xiong , Yong-Cong Chen , Chunxiao Shi , Ping Ao

We analyze recurrent neural networks with diagonal hidden-to-hidden weight matrices, trained with gradient descent in the supervised learning setting, and prove that gradient descent can achieve optimality \emph{without} massive…

Machine Learning · Computer Science 2024-10-11 Semih Cayci , Atilla Eryilmaz

In this paper, we propose an inexact block coordinate descent algorithm for large-scale nonsmooth nonconvex optimization problems. At each iteration, a particular block variable is selected and updated by inexactly solving the original…

Optimization and Control · Mathematics 2019-12-12 Yang Yang , Marius Pesavento , Zhi-Quan Luo , Björn Ottersten

Data loss in Structural Health Monitoring (SHM) networks has recently become one of the main challenges for engineers. Therefore, a data recovery method for SHM, generally an expensive procedure, is essential. Lately, some techniques…

Signal Processing · Electrical Eng. & Systems 2022-11-15 Pouya Moeinifard , Mohammad Sadra Rajabi , Maryam Bitaraf

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

Machine Learning · Computer Science 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

The support vector machines (SVM) is a powerful classifier used for binary classification to improve the prediction accuracy. However, the non-differentiability of the SVM hinge loss function can lead to computational difficulties in high…

Machine Learning · Statistics 2023-03-17 Rachid Kharoubi , Abdallah Mkhadri , Karim Oualkacha

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

Machine Learning · Computer Science 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

We introduce Newton-ADMM, a method for fast conic optimization. The basic idea is to view the residuals of consecutive iterates generated by the alternating direction method of multipliers (ADMM) as a set of fixed point equations, and then…

Optimization and Control · Mathematics 2017-06-21 Alnur Ali , Eric Wong , J. Zico Kolter

Learning accurate low-dimensional embeddings for a network is a crucial task as it facilitates many downstream network analytics tasks. For large networks, the trained embeddings often require a significant amount of space to store, making…

Machine Learning · Computer Science 2022-03-22 Tao He , Lianli Gao , Jingkuan Song , Yuan-Fang Li

While classical forms of stochastic gradient descent algorithm treat the different coordinates in the same way, a framework allowing for adaptive (non uniform) coordinate sampling is developed to leverage structure in data. In a non-convex…

Machine Learning · Statistics 2022-10-18 Rémi Leluc , François Portier

We develop a quantum-classical hybrid algorithm for function optimization that is particularly useful in the training of neural networks since it makes use of particular aspects of high-dimensional energy landscapes. Due to a recent…

Quantum Physics · Physics 2017-10-20 Leonard Wossnig , Sebastian Tschiatschek , Stefan Zohren

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

The Energy Conserving Descent (ECD) algorithm was recently proposed (De Luca & Silverstein, 2022) as a global non-convex optimization method. Unlike gradient descent, appropriately configured ECD dynamics escape strict local minima and…

Quantum Physics · Physics 2026-04-15 Yihang Sun , Huaijin Wang , Patrick Hayden , Jose Blanchet

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

We focus on minimizing nonconvex finite-sum functions that typically arise in machine learning problems. In an attempt to solve this problem, the adaptive cubic regularized Newton method has shown its strong global convergence guarantees…

Optimization and Control · Mathematics 2019-06-28 Seonho Park , Seung Hyun Jung , Panos M. Pardalos

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou
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