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Second-order methods are emerging as promising alternatives to standard first-order optimizers such as gradient descent and ADAM for training neural networks. Though the advantages of including curvature information in computing…

Machine Learning · Computer Science 2025-10-15 Conor Rowan

Training neural networks involves solving large-scale non-convex optimization problems. This task has long been believed to be extremely difficult, with fear of local minima and other obstacles motivating a variety of schemes to improve…

Neural and Evolutionary Computing · Computer Science 2015-05-25 Ian J. Goodfellow , Oriol Vinyals , Andrew M. Saxe

It is typical for a machine learning system to have numerous hyperparameters that affect its learning rate and prediction quality. Finding a good combination of the hyperparameters is, however, a challenging job. This is mainly because…

Machine Learning · Computer Science 2019-08-08 Dobromir Marinov , Daniel Karapetyan

In training neural networks, it is common practice to use partial gradients computed over batches, mostly very small subsets of the training set. This approach is motivated by the argument that such a partial gradient is close to the true…

Machine Learning · Computer Science 2024-11-25 Jan Spörer , Bernhard Bermeitinger , Tomas Hrycej , Niklas Limacher , Siegfried Handschuh

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

Optimization and Control · Mathematics 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed…

Machine Learning · Computer Science 2018-07-17 Akshita Bhandari , Chandramani Singh

A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…

Machine Learning · Computer Science 2014-06-11 Yann Dauphin , Razvan Pascanu , Caglar Gulcehre , Kyunghyun Cho , Surya Ganguli , Yoshua Bengio

The Backprop algorithm for learning in neural networks utilizes two mechanisms: first, stochastic gradient descent and second, initialization with small random weights, where the latter is essential to the effectiveness of the former. We…

Machine Learning · Computer Science 2022-05-06 Shibhansh Dohare , Richard S. Sutton , A. Rupam Mahmood

Gradient boosting is a prediction method that iteratively combines weak learners to produce a complex and accurate model. From an optimization point of view, the learning procedure of gradient boosting mimics a gradient descent on a…

Machine Learning · Computer Science 2022-11-30 Erwan Fouillen , Claire Boyer , Maxime Sangnier

First-order methods with momentum such as Nesterov's fast gradient method are very useful for convex optimization problems, but can exhibit undesirable oscillations yielding slow convergence rates for some applications. An adaptive…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

In this work, multiplicative stochasticity is applied to the learning rate of stochastic optimization algorithms, giving rise to stochastic learning-rate schemes. In-expectation theoretical convergence results of Stochastic Gradient Descent…

Optimization and Control · Mathematics 2022-03-22 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

Port-Hamiltonian neural networks have shown promising results in the identification of nonlinear dynamics of complex systems, as their combination of physical principles with data-driven learning allows for accurate modelling. However, due…

Systems and Control · Electrical Eng. & Systems 2026-01-28 G. J. E. van Otterdijk , S. Weiland , M. Schoukens

Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…

Machine Learning · Computer Science 2022-02-07 Dongchen Huang , Yi-feng Yang

Training deep neural networks for solving machine learning problems is one great challenge in the field, mainly due to its associated optimisation problem being highly non-convex. Recent developments have suggested that many training…

Machine Learning · Computer Science 2017-11-23 Hao Shen

The era of huge data necessitates highly efficient machine learning algorithms. Many common machine learning algorithms, however, rely on computationally intensive subroutines that are prohibitively expensive on large datasets. Oftentimes,…

Machine Learning · Computer Science 2023-09-26 Mo Tiwari

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Machine Learning · Computer Science 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban

It is generally accepted that starting neural networks training with large learning rates (LRs) improves generalization. Following a line of research devoted to understanding this effect, we conduct an empirical study in a controlled…

Machine Learning · Computer Science 2024-10-30 Ildus Sadrtdinov , Maxim Kodryan , Eduard Pokonechny , Ekaterina Lobacheva , Dmitry Vetrov

Gradient descent has been a central training principle for artificial neural networks from the early beginnings to today's deep learning networks. The most common implementation is the backpropagation algorithm for training feed-forward…

Machine Learning · Computer Science 2020-06-09 Stefan Jaeger

Momentum method has been used extensively in optimizers for deep learning. Recent studies show that distributed training through K-step averaging has many nice properties. We propose a momentum method for such model averaging approaches. At…

Machine Learning · Computer Science 2021-10-05 Guojing Cong , Tianyi Liu

Machine learning develops rapidly, which has made many theoretical breakthroughs and is widely applied in various fields. Optimization, as an important part of machine learning, has attracted much attention of researchers. With the…

Machine Learning · Computer Science 2019-10-24 Shiliang Sun , Zehui Cao , Han Zhu , Jing Zhao