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By lifting the ReLU function into a higher dimensional space, we develop a smooth multi-convex formulation for training feed-forward deep neural networks (DNNs). This allows us to develop a block coordinate descent (BCD) training algorithm…

Machine Learning · Statistics 2017-11-21 Ziming Zhang , Matthew Brand

This paper proposes SplitSGD, a new dynamic learning rate schedule for stochastic optimization. This method decreases the learning rate for better adaptation to the local geometry of the objective function whenever a stationary phase is…

Machine Learning · Statistics 2024-02-20 Matteo Sordello , Niccolò Dalmasso , Hangfeng He , Weijie Su

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

We consider the problem of denoising with the help of prior information taken from a database of clean signals or images. Denoising with variational methods is very efficient if a regularizer well adapted to the nature of the data is…

Machine Learning · Computer Science 2023-10-06 Hui Shi , Yann Traonmilin , J-F Aujol

Mini-batch gradient descent based methods are the de facto algorithms for training neural network architectures today. We introduce a mini-batch selection strategy based on submodular function maximization. Our novel submodular formulation…

Machine Learning · Computer Science 2019-06-21 K J Joseph , Vamshi Teja R , Krishnakant Singh , Vineeth N Balasubramanian

Stochastic gradient descent (SGD) has been found to be surprisingly effective in training a variety of deep neural networks. However, there is still a lack of understanding on how and why SGD can train these complex networks towards a…

Machine Learning · Computer Science 2019-01-03 Yi Zhou , Junjie Yang , Huishuai Zhang , Yingbin Liang , Vahid Tarokh

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are…

Machine Learning · Computer Science 2024-03-14 S. Ilker Birbil , Ozgur Martin , Gonenc Onay , Figen Oztoprak

Optimizers like Adam and AdaGrad have been very successful in training large-scale neural networks. Yet, the performance of these methods is heavily dependent on a carefully tuned learning rate schedule. We show that in many large-scale…

Machine Learning · Computer Science 2022-02-02 Ehsan Amid , Rohan Anil , Christopher Fifty , Manfred K. Warmuth

The most straightforward method to accelerate Stochastic Gradient Descent (SGD) computation is to distribute the randomly selected batch of inputs over multiple processors. To keep the distributed processors fully utilized requires…

Machine Learning · Computer Science 2020-01-06 Zhewei Yao , Amir Gholami , Daiyaan Arfeen , Richard Liaw , Joseph Gonzalez , Kurt Keutzer , Michael Mahoney

In this paper we develop random block coordinate gradient descent methods for minimizing large scale linearly constrained separable convex problems over networks. Since we have coupled constraints in the problem, we devise an algorithm that…

Optimization and Control · Mathematics 2015-12-14 I. Necoara , Yu. Nesterov , F. Glineur

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

Optimization and Control · Mathematics 2022-10-06 Melinda Hagedorn , Florian Jarre

The choice of batch-size in a stochastic optimization algorithm plays a substantial role for both optimization and generalization. Increasing the batch-size used typically improves optimization but degrades generalization. To address the…

Machine Learning · Computer Science 2020-03-03 Yeming Wen , Kevin Luk , Maxime Gazeau , Guodong Zhang , Harris Chan , Jimmy Ba

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

Machine learning, especially deep neural networks, has been rapidly developed in fields including computer vision, speech recognition and reinforcement learning. Although Mini-batch SGD is one of the most popular stochastic optimization…

Machine Learning · Computer Science 2019-03-12 Xinyu Peng , Li Li , Fei-Yue Wang

In this work, we propose to employ information-geometric tools to optimize a graph neural network architecture such as the graph convolutional networks. More specifically, we develop optimization algorithms for the graph-based…

Machine Learning · Computer Science 2020-08-25 Mohammad Rasool Izadi , Yihao Fang , Robert Stevenson , Lizhen Lin

In recent years, deep learning has achieved remarkable success in various fields such as image recognition, natural language processing, and speech recognition. The effectiveness of deep learning largely depends on the optimization methods…

Machine Learning · Computer Science 2023-04-25 David Shulman

We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…

Optimization and Control · Mathematics 2019-08-20 Jemin George , Tao Yang , He Bai , Prudhvi Gurram

This paper proposes a set of new error criteria and learning approaches, Adaptive Normalized Risk-Averting Training (ANRAT), to attack the non-convex optimization problem in training deep neural networks (DNNs). Theoretically, we…

Machine Learning · Computer Science 2016-06-10 Zhiguang Wang , Tim Oates , James Lo
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