Related papers: Practical Gauss-Newton Optimisation for Deep Learn…
Newton's method is the most widespread high-order method, demanding the gradient and the Hessian of the objective function. However, one of the main disadvantages of Newtons method is its lack of global convergence and high iteration cost.…
We propose the Gaussian Gated Linear Network (G-GLN), an extension to the recently proposed GLN family of deep neural networks. Instead of using backpropagation to learn features, GLNs have a distributed and local credit assignment…
A method for approximating sixth-order ordinary differential equations is proposed, which utilizes a deep learning feedforward artificial neural network, referred to as a neural solver. The efficacy of this unsupervised machine learning…
This paper considers consensus optimization problems where each node of a network has access to a different summand of an aggregate cost function. Nodes try to minimize the aggregate cost function, while they exchange information only with…
An important question in deep learning is how higher-order optimization methods affect generalization. In this work, we analyze a stochastic Gauss-Newton (SGN) method with Levenberg-Marquardt damping and mini-batch sampling for training…
Deep neural networks have led to a series of breakthroughs in computer vision given sufficient annotated training datasets. For novel tasks with limited labeled data, the prevalent approach is to transfer the knowledge learned in the…
We develop and analyze stochastic inexact Gauss-Newton methods for nonlinear least-squares problems and for nonlinear systems ofequations. Random models are formed using suitable sampling strategies for the matrices involved in the…
We learn recurrent neural network optimizers trained on simple synthetic functions by gradient descent. We show that these learned optimizers exhibit a remarkable degree of transfer in that they can be used to efficiently optimize a broad…
This paper considers the decentralized optimization problem of minimizing a finite sum of strongly convex and twice continuously differentiable functions over a fixed-connected undirected network. A fully decentralized primal-dual…
Training neural networks for neuromorphic deployment is non-trivial. There have been a variety of approaches proposed to adapt back-propagation or back-propagation-like algorithms appropriate for training. Considering that these networks…
Differentially private (stochastic) gradient descent is the workhorse of DP private machine learning in both the convex and non-convex settings. Without privacy constraints, second-order methods, like Newton's method, converge faster than…
Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…
We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…
We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…
The Gauss-Newton matrix is widely viewed as a positive semidefinite approximation of the Hessian, yet mounting empirical evidence shows that Gauss-Newton descent outperforms Newton's method. We adopt a function space perspective to analyze…
Meshless methods approximate operators in a specific node as a weighted sum of values in its neighbours. Higher order approximations of derivatives provide more accurate solutions with better convergence characteristics, but they come at…
We propose a globally convergent Gauss-Newton algorithm for finding a local optimal solution of a non-convex and possibly non-smooth optimization problem. The algorithm that we present is based on a Gauss-Newton-type iteration for the…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
Bayesian deep learning all too often underfits so that the Bayesian prediction is less accurate than a simple point estimate. Uncertainty quantification then comes at the cost of accuracy. For linearized models, the null space of the…
The ubiquitous backpropagation algorithm requires sequential updates through the network introducing a locking problem. In addition, back-propagation relies on the transpose of forward weight matrices to compute updates, introducing a…