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While first-order optimization methods such as stochastic gradient descent (SGD) are popular in machine learning (ML), they come with well-known deficiencies, including relatively-slow convergence, sensitivity to the settings of…

Optimization and Control · Mathematics 2018-02-19 Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

This paper investigates the Sensor Network Localization (SNL) problem, which seeks to determine sensor locations based on known anchor locations and partially given anchors-sensors and sensors-sensors distances. Two primary methods for…

Optimization and Control · Mathematics 2023-08-09 Mingyu Lei , Jiayu Zhang , Yinyu Ye

Stein variational gradient descent (SVGD) was recently proposed as a general purpose nonparametric variational inference algorithm [Liu & Wang, NIPS 2016]: it minimizes the Kullback-Leibler divergence between the target distribution and its…

Machine Learning · Statistics 2018-10-31 Gianluca Detommaso , Tiangang Cui , Alessio Spantini , Youssef Marzouk , Robert Scheichl

We present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm performance is…

Optimization and Control · Mathematics 2018-02-28 Kimon Fountoulakis , Rachael Tappenden

The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…

Machine Learning · Computer Science 2025-06-13 Liu Ziyin , Hongchao Li , Masahito Ueda

Stochastic gradient descent (SGD) now acts as a fundamental part of optimization in current machine learning. Meanwhile, deep learning architectures have shown outstanding performance in a wide range of fields, such as natural language…

Machine Learning · Computer Science 2026-01-27 Zhao Song , Song Yue

Brain-inspired hyperdimensional computing (HDC) has been recently considered a promising learning approach for resource-constrained devices. However, existing approaches use static encoders that are never updated during the learning…

Machine Learning · Computer Science 2023-04-13 Junyao Wang , Sitao Huang , Mohsen Imani

Neural networks are trained by choosing an architecture and training the parameters. The choice of architecture is often by trial and error or with Neural Architecture Search (NAS) methods. While NAS provides some automation, it often…

Machine Learning · Computer Science 2024-10-14 Zitong Huang , Mansooreh Montazerin , Ajitesh Srivastava

We propose regularizing the empirical loss for semi-supervised learning by acting on both the input (data) space, and the weight (parameter) space. We show that the two are not equivalent, and in fact are complementary, one affecting the…

Machine Learning · Computer Science 2018-05-24 Safa Cicek , Stefano Soatto

A wide range of optimization problems arising in machine learning can be solved by gradient descent algorithms, and a central question in this area is how to efficiently compress a large-scale dataset so as to reduce the computational…

Machine Learning · Computer Science 2022-10-11 Jiawei Huang , Ruomin Huang , Wenjie Liu , Nikolaos M. Freris , Hu Ding

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid when integrating renewable energy sources such as wind. Whereas point forecasting provides a single…

Signal Processing · Electrical Eng. & Systems 2019-09-27 Kostas Hatalis , Alberto J. Lamadrid , Katya Scheinberg , Shalinee Kishore

This paper studies the robust Hankel recovery problem, which simultaneously removes the sparse outliers and fulfills missing entries from the partial observation. We propose a novel non-convex algorithm, coined Hankel Structured Newton-Like…

Machine Learning · Statistics 2026-01-28 HanQin Cai , Longxiu Huang , Xiliang Lu , Juntao You

In this paper, we present an adaptation of Newton's method for the optimization of Subspace Support Vector Data Description (S-SVDD). The objective of S-SVDD is to map the original data to a subspace optimized for one-class classification,…

Machine Learning · Computer Science 2023-09-26 Fahad Sohrab , Firas Laakom , Moncef Gabbouj

We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert space, where the target lies in a vector-valued reproducing kernel Hilbert space induced by an…

Machine Learning · Statistics 2026-04-28 Jia-Qi Yang , Lei Shi

Stochastic gradient descent and other first-order variants, such as Adam and AdaGrad, are commonly used in the field of deep learning due to their computational efficiency and low-storage memory requirements. However, these methods do not…

Optimization and Control · Mathematics 2025-02-19 Aditya Ranganath , Mukesh Singhal , Roummel Marcia

Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient…

Machine Learning · Computer Science 2022-10-11 Siqi Liang , Yan Sun , Faming Liang

High-dimensional data subject to heavy-tailed phenomena and heterogeneity are commonly encountered in various scientific fields and bring new challenges to the classical statistical methods. In this paper, we combine the asymmetric square…

Statistics Theory · Mathematics 2019-10-02 Jun Zhao , Guan'ao Yan , Yi Zhang

First-order methods such as stochastic gradient descent (SGD) are currently the standard algorithm for training deep neural networks. Second-order methods, despite their better convergence rate, are rarely used in practice due to the…

Machine Learning · Computer Science 2019-09-26 Tianle Cai , Ruiqi Gao , Jikai Hou , Siyu Chen , Dong Wang , Di He , Zhihua Zhang , Liwei Wang

For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…

Methodology · Statistics 2022-09-29 Xin Xin , Boyi Xie , Yunhai Xiao

This paper presents a new deep learning-based framework for robust nonlinear estimation and control using the concept of a Neural Contraction Metric (NCM). The NCM uses a deep long short-term memory recurrent neural network for a global…

Systems and Control · Electrical Eng. & Systems 2020-11-20 Hiroyasu Tsukamoto , Soon-Jo Chung