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Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…

Machine Learning · Computer Science 2021-12-03 Hanjun Dai , Yuan Xue , Zia Syed , Dale Schuurmans , Bo Dai

Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…

Probability · Mathematics 2021-05-11 Jonas Latz

Learning to walk -- i.e., learning locomotion under performance and energy constraints continues to be a challenge in legged robotics. Methods such as stochastic gradient, deep reinforcement learning (RL) have been explored for bipeds,…

Neural and Evolutionary Computing · Computer Science 2020-03-24 Ashwin Sanjay Lele , Yan Fang , Justin Ting , Arijit Raychowdhury

Current advances in technology have highlighted the importance of video analysis in the domain of computer vision. However, video analysis has considerably high computational costs with traditional artificial neural networks (ANNs). Spiking…

Computer Vision and Pattern Recognition · Computer Science 2022-05-27 Mireille El-Assal , Pierre Tirilly , Ioan Marius Bilasco

Many machine learning applications and tasks rely on the stochastic gradient descent (SGD) algorithm and its variants. Effective step length selection is crucial for the success of these algorithms, which has motivated the development of…

Machine Learning · Computer Science 2023-05-18 Shigeng Sun , Yuchen Xie

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

By recording multiple cells simultaneously, electrophysiologists have found evidence for repeating spatiotemporal spike patterns, which can carry information. How this information is extracted by downstream neurons is unclear. In this…

Neural and Evolutionary Computing · Computer Science 2017-07-05 Timothée Masquelier

We have added a simplified neuromorphic model of Spike Time Dependent Plasticity (STDP) to the Synapto-dendritic Kernel Adapting Neuron (SKAN). The resulting neuron model is the first to show synaptic encoding of afferent signal to noise…

Neural and Evolutionary Computing · Computer Science 2014-11-12 Saeed Afshar , Libin George , Jonathan Tapson , Andre van Schaik , Philip de Chazal , Tara Julia Hamilton

The convergence behavior of Stochastic Gradient Descent (SGD) crucially depends on the stepsize configuration. When using a constant stepsize, the SGD iterates form a Markov chain, enjoying fast convergence during the initial transient…

Machine Learning · Computer Science 2024-12-17 Xiang Li , Qiaomin Xie

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

Gradient descent (GD) and stochastic gradient descent (SGD) have been widely used in a large number of application domains. Therefore, understanding the dynamics of GD and improving its convergence speed is still of great importance. This…

Machine Learning · Computer Science 2024-09-11 Jinwei Zhao , Marco Gori , Alessandro Betti , Stefano Melacci , Hongtao Zhang , Jiedong Liu , Xinhong Hei

Tuning the step size of stochastic gradient descent is tedious and error prone. This has motivated the development of methods that automatically adapt the step size using readily available information. In this paper, we consider the family…

Machine Learning · Computer Science 2024-11-13 Robert M. Gower , Mathieu Blondel , Nidham Gazagnadou , Fabian Pedregosa

In this paper, we propose a novel accelerated stochastic gradient method with momentum, which momentum is the weighted average of previous gradients. The weights decays inverse proportionally with the iteration times. Stochastic gradient…

Machine Learning · Computer Science 2020-06-02 Liang Liu , Xiaopeng Luo

Using precise times of every spike, spiking supervised learning has more effects on complex spatial-temporal pattern than supervised learning only through neuronal firing rates. The purpose of spiking supervised learning after…

Neural and Evolutionary Computing · Computer Science 2019-02-12 Guojun Chen , Xianghong Lin , Guoen Wang

Short-term plasticity (STP) is fundamental to temporal information processing in biological neural systems but remains difficult to realize efficiently in neuromorphic hardware. Memristive electrochemical random-access memory (ECRAM)…

Neural and Evolutionary Computing · Computer Science 2026-05-13 Alex Currie , Sean Borkholder , Nithil Harris Manimaran , Huayuan Han , Cory Merkel , Ke Xu , Tejasvi Das

Recently, the use of bio-inspired learning techniques such as Hebbian learning and its closely-related Spike-Timing-Dependent Plasticity (STDP) variant have drawn significant attention for the design of compute-efficient AI systems that can…

Neural and Evolutionary Computing · Computer Science 2024-11-19 Ali Safa

We propose a biologically inspired model of spiking neurons based on the dynamics of a damped, driven pendulum. Unlike traditional models such as the Leaky Integrate-and-Fire (LIF) neurons, the pendulum neuron incorporates second-order,…

Neural and Evolutionary Computing · Computer Science 2025-07-31 Joy Bose

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Imitation learning is a data-driven approach to acquiring skills that relies on expert demonstrations to learn a policy that maps observations to actions. When performing demonstrations, experts are not always consistent and might…

Machine Learning · Computer Science 2021-01-05 Sagar Gubbi Venkatesh , Nihesh Rathod , Shishir Kolathaya , Bharadwaj Amrutur

A dynamic Boltzmann machine (DyBM) has been proposed as a model of a spiking neural network, and its learning rule of maximizing the log-likelihood of given time-series has been shown to exhibit key properties of spike-timing dependent…

Neural and Evolutionary Computing · Computer Science 2016-12-16 Takayuki Osogami