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We analyse a general class of bilevel problems, in which the upper-level problem consists in the minimization of a smooth objective function and the lower-level problem is to find the fixed point of a smooth contraction map. This type of…

Machine Learning · Statistics 2023-11-17 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

Stochastic gradient descent with momentum (SGDM) methods have become fundamental optimization tools in machine learning, combining the computational efficiency of stochastic gradients with the acceleration benefits of momentum. Despite…

Optimization and Control · Mathematics 2026-03-02 Zimeng Wang , Alp Yurtsever

This research embarks on pioneering the integration of gradient sampling optimization techniques, particularly StochGradAdam, into the pruning process of neural networks. Our main objective is to address the significant challenge of…

Machine Learning · Computer Science 2024-04-30 Juyoung Yun

Momentum based stochastic gradient methods such as heavy ball (HB) and Nesterov's accelerated gradient descent (NAG) method are widely used in practice for training deep networks and other supervised learning models, as they often provide…

Machine Learning · Computer Science 2018-08-02 Rahul Kidambi , Praneeth Netrapalli , Prateek Jain , Sham M. Kakade

Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…

Numerical Analysis · Mathematics 2022-01-19 Bangti Jin , Zehui Zhou , Jun Zou

When applied to training deep neural networks, stochastic gradient descent (SGD) often incurs steady progression phases, interrupted by catastrophic episodes in which loss and gradient norm explode. A possible mitigation of such events is…

Machine Learning · Statistics 2017-09-06 Alice Schoenauer-Sebag , Marc Schoenauer , Michèle Sebag

Stochastic Gradient Descent (SGD) is the most popular algorithm for training deep neural networks (DNNs). As larger networks and datasets cause longer training times, training on distributed systems is common and distributed SGD variants,…

Machine Learning · Computer Science 2019-06-17 Kwangmin Yu , Thomas Flynn , Shinjae Yoo , Nicholas D'Imperio

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

The combination of the variational Monte Carlo (VMC) method with deep learning wave function architectures has led to several successes in ground-state calculations of quantum many-body systems in recent years. However, commonly used…

Mathematical Physics · Physics 2025-12-08 Dexuan Zhou , Huajie Chen , Cheuk Hin Ho , Xin Liu , Christoph Ortner

Despite the notable success of deep neural networks (DNNs) in solving complex tasks, the training process still remains considerable challenges. A primary obstacle is the substantial time required for training, particularly as high…

Machine Learning · Computer Science 2025-09-09 Viet Hoang Pham , Hyo-Sung Ahn

Large-scale non-convex sparsity-constrained problems have recently gained extensive attention. Most existing deterministic optimization methods (e.g., GraSP) are not suitable for large-scale and high-dimensional problems, and thus…

Machine Learning · Computer Science 2019-12-03 Fanhua Shang , Bingkun Wei , Hongying Liu , Yuanyuan Liu , Jiacheng Zhuo

Various types of parameter restart schemes have been proposed for accelerated gradient algorithms to facilitate their practical convergence in convex optimization. However, the convergence properties of accelerated gradient algorithms under…

Optimization and Control · Mathematics 2020-04-28 Yi Zhou , Zhe Wang , Kaiyi Ji , Yingbin Liang , Vahid Tarokh

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…

Machine Learning · Computer Science 2021-04-27 Jinhuan Duan , Xianxian Li , Shiqi Gao , Jinyan Wang , Zili Zhong

Existing convergence analyses of Q-learning mostly focus on the vanilla stochastic gradient descent (SGD) type of updates. Despite the Adaptive Moment Estimation (Adam) has been commonly used for practical Q-learning algorithms, there has…

Optimization and Control · Mathematics 2020-07-16 Bowen Weng , Huaqing Xiong , Yingbin Liang , Wei Zhang

Residual Networks (ResNets) have become state-of-the-art models in deep learning and several theoretical studies have been devoted to understanding why ResNet works so well. One attractive viewpoint on ResNet is that it is optimizing the…

Machine Learning · Statistics 2018-07-10 Atsushi Nitanda , Taiji Suzuki

A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…

Machine Learning · Statistics 2025-03-19 Logan Engstrom , Andrew Ilyas , Benjamin Chen , Axel Feldmann , William Moses , Aleksander Madry

Adaptive gradient optimization methods, such as Adam, are prevalent in training deep neural networks across diverse machine learning tasks due to their ability to achieve faster convergence. However, these methods often suffer from…

Machine Learning · Computer Science 2025-02-12 Abulikemu Abuduweili , Changliu Liu

We develop methods for parameter estimation in settings with large-scale data sets, where traditional methods are no longer tenable. Our methods rely on stochastic approximations, which are computationally efficient as they maintain one…

Computation · Statistics 2015-09-23 Dustin Tran , Panos Toulis , Edoardo M. Airoldi

We present an approach for efficiently training Gaussian Mixture Model (GMM) by Stochastic Gradient Descent (SGD) with non-stationary, high-dimensional streaming data. Our training scheme does not require data-driven parameter…

Machine Learning · Computer Science 2021-07-05 Alexander Gepperth , Benedikt Pfülb