Related papers: A Cost-based Optimizer for Gradient Descent Optimi…
We provide a unifying framework for $\mathcal{L}_2$-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive…
This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…
We introduce a learning-based framework to optimize tensor programs for deep learning workloads. Efficient implementations of tensor operators, such as matrix multiplication and high dimensional convolution, are key enablers of effective…
Gradient-free optimizers allow for tackling problems regardless of the smoothness or differentiability of their objective function, but they require many more iterations to converge when compared to gradient-based algorithms. This has made…
In the recent years, various gradient descent algorithms including the methods of gradient descent, gradient descent with momentum, adaptive gradient (AdaGrad), root-mean-square propagation (RMSProp) and adaptive moment estimation (Adam)…
Many real-world problems are categorized as large-scale problems, and metaheuristic algorithms as an alternative method to solve large-scale problem; they need the evaluation of many candidate solutions to tackle them prior to their…
In this work, we study an optimizer, Grad-Avg to optimize error functions. We establish the convergence of the sequence of iterates of Grad-Avg mathematically to a minimizer (under boundedness assumption). We apply Grad-Avg along with some…
Gradient descent (GD) methods are commonly employed in machine learning problems to optimize the parameters of the model in an iterative fashion. For problems with massive datasets, computations are distributed to many parallel computing…
Stochastic gradient descent (SGD) is the workhorse of modern machine learning. Sometimes, there are many different potential gradient estimators that can be used. When so, choosing the one with the best tradeoff between cost and variance is…
Fast, gradient-based structural optimization has long been limited to a highly restricted subset of problems -- namely, density-based compliance minimization -- for which gradients can be analytically derived. For other objective functions,…
Generalization is a central problem in Machine Learning. Most prediction methods require careful calibration of hyperparameters carried out on a hold-out \textit{validation} dataset to achieve generalization. The main goal of this paper is…
In this paper, we develop a unified machine learning (ML) approach to predict high-quality solutions for single-machine scheduling problems with a non-decreasing min-sum objective function with or without release times. Our ML approach is…
Mathematical optimization is a fundamental tool for decision-making in a wide range of applications. However, in many real-world scenarios, the parameters of the optimization problem are not known a priori and must be predicted from…
With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and…
Query optimizer is a crucial module for database management systems. Existing optimizers exhibit two flawed paradigms: (1) cost-based optimizers use dynamic programming with cost models but face search space explosion and heuristic pruning…
The simplicity of gradient descent (GD) made it the default method for training ever-deeper and complex neural networks. Both loss functions and architectures are often explicitly tuned to be amenable to this basic local optimization. In…
Tuning the hyperparameters in the differentially private stochastic gradient descent (DPSGD) is a fundamental challenge. Unlike the typical SGD, private datasets cannot be used many times for hyperparameter search in DPSGD; e.g., via a grid…
Modern machine learning often requires training with large batch size, distributed data, and massively parallel compute hardware (like mobile and other edge devices or distributed data centers). Communication becomes a major bottleneck in…
We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…
We present a novel hybrid algorithm for training Deep Neural Networks that combines the state-of-the-art Gradient Descent (GD) method with a Mixed Integer Linear Programming (MILP) solver, outperforming GD and variants in terms of accuracy,…