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Most stochastic gradient descent algorithms can optimize neural networks that are sub-differentiable in their parameters; however, this implies that the neural network's activation function must exhibit a degree of continuity which limits…

Neural and Evolutionary Computing · Computer Science 2021-12-16 Anastasis Kratsios , Behnoosh Zamanlooy

We propose a new efficient online algorithm to learn the parameters governing the purchasing behavior of a utility maximizing buyer, who responds to prices, in a repeated interaction setting. The key feature of our algorithm is that it can…

Machine Learning · Statistics 2018-03-07 Debjyoti Saharoy , Theja Tulabandhula

We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…

Optimization and Control · Mathematics 2023-07-21 Lei Qin , Michael Cantoni , Ye Pu

We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…

Optimization and Control · Mathematics 2021-11-08 Jonathan Kelner , Annie Marsden , Vatsal Sharan , Aaron Sidford , Gregory Valiant , Honglin Yuan

When an online learning algorithm is used to estimate the unknown parameters of a model, the signals interacting with the parameter estimates should not decay too quickly for the optimal values to be discovered correctly. This requirement…

Machine Learning · Computer Science 2019-11-05 Kamil Nar , S. Shankar Sastry

We explore the issue of refining an existent Bayesian network structure using new data which might mention only a subset of the variables. Most previous works have only considered the refinement of the network's conditional probability…

Artificial Intelligence · Computer Science 2013-02-28 Wai Lam , Fahiem Bacchus

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…

Optimization and Control · Mathematics 2022-12-14 Thang Tran Ngoc , Hai Trinh Ngoc

We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

Optimization and Control · Mathematics 2025-10-20 Simon Michalowsky , Carsten Scherer , Christian Ebenbauer

This work proposes an algorithm for explicitly constructing a pair of neural networks that linearize and reconstruct an embedded submanifold, from finite samples of this manifold. Our such-generated neural networks, called Flattening…

Machine Learning · Computer Science 2023-09-11 Michael Psenka , Druv Pai , Vishal Raman , Shankar Sastry , Yi Ma

This letter considers a network comprising a transmitter, which employs random linear network coding to encode a message, a legitimate receiver, which can recover the message if it gathers a sufficient number of linearly independent coded…

Cryptography and Security · Computer Science 2022-03-08 Amjad Saeed Khan , Andrea Tassi , Ioannis Chatzigeorgiou

Quadratic manifolds for nonintrusive reduced modeling are typically trained to minimize the reconstruction error on snapshot data, which means that the error of models fitted to the embedded data in downstream learning steps is ignored. In…

Dynamical Systems · Mathematics 2025-07-29 Paul Schwerdtner , Prakash Mohan , Julie Bessac , Marc T. Henry de Frahan , Benjamin Peherstorfer

In this paper, we propose a simple, fast and easy to implement algorithm LOSSGRAD (locally optimal step-size in gradient descent), which automatically modifies the step-size in gradient descent during neural networks training. Given a…

Machine Learning · Computer Science 2019-11-26 Bartosz Wójcik , Łukasz Maziarka , Jacek Tabor

Bayesian policy reuse (BPR) is a general policy transfer framework for selecting a source policy from an offline library by inferring the task belief based on some observation signals and a trained observation model. In this paper, we…

Machine Learning · Computer Science 2023-07-14 Jinmei Liu , Zhi Wang , Chunlin Chen , Daoyi Dong

We start out by demonstrating that an elementary learning task, corresponding to the training of a single linear neuron in a convolutional neural network, can be solved for feature spaces of very high dimensionality. In a second step,…

Computer Vision and Pattern Recognition · Computer Science 2017-07-11 Marco Loog , François Lauze

By analyzing accelerated proximal gradient methods under a local quadratic growth condition, we show that restarting these algorithms at any frequency gives a globally linearly convergent algorithm. This result was previously known only for…

Optimization and Control · Mathematics 2019-10-04 Olivier Fercoq , Zheng Qu

Ensembling can improve the performance of Neural Networks, but existing approaches struggle when the architecture likelihood surface has dispersed, narrow peaks. Furthermore, existing methods construct equally weighted ensembles, and this…

Machine Learning · Statistics 2023-03-20 Saad Hamid , Xingchen Wan , Martin Jørgensen , Binxin Ru , Michael Osborne

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

Quadratic optimization problems (QPs) are ubiquitous, and solution algorithms have matured to a reliable technology. However, the precision of solutions is usually limited due to the underlying floating-point operations. This may cause…

Optimization and Control · Mathematics 2019-08-20 Tobias Weber , Sebastian Sager , Ambros Gleixner

This paper considers the robust phase retrieval, which can be cast as a nonsmooth and nonconvex composite optimization problem. We propose two first-order algorithms with adaptive step sizes: the subgradient algorithm (AdaSubGrad) and the…

Optimization and Control · Mathematics 2026-02-10 Zhong Zheng , Necdet Serhat Aybat , Shiqian Ma , Lingzhou Xue

Aggregating agent preferences into a collective decision is an important step in many problems (e.g., hiring, elections, peer review) and across areas of computer science (e.g., reinforcement learning, recommender systems). As Social Choice…

Multiagent Systems · Computer Science 2025-09-12 Leonardo Matone , Ben Abramowitz , Ben Armstrong , Avinash Balakrishnan , Nicholas Mattei