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Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…

Machine Learning · Computer Science 2023-10-27 Lam M. Nguyen , Trang H. Tran

Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…

Numerical Analysis · Mathematics 2024-12-03 Colby Fronk , Linda Petzold

Stochastic optimization methods have been hugely successful in making large-scale optimization problems feasible when computing the full gradient is computationally prohibitive. Using the theory of modified equations for numerical…

Optimization and Control · Mathematics 2023-09-06 Stefano Di Giovacchino , Desmond J. Higham , Konstantinos Zygalakis

There has been much interest recently in developing fair clustering algorithms that seek to do justice to the representation of groups defined along sensitive attributes such as race and gender. We observe that clustering algorithms could…

Machine Learning · Computer Science 2023-01-02 Stanley Simoes , Deepak P , Muiris MacCarthaigh

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

Disordered Systems and Neural Networks · Physics 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

A core capability of intelligent systems is the ability to quickly learn new tasks by drawing on prior experience. Gradient (or optimization) based meta-learning has recently emerged as an effective approach for few-shot learning. In this…

Machine Learning · Computer Science 2019-09-11 Aravind Rajeswaran , Chelsea Finn , Sham Kakade , Sergey Levine

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…

Optimization and Control · Mathematics 2023-11-20 Alessandro Scagliotti , Piero Colli Franzone

Gradient normalization and soft clipping are two popular techniques for tackling instability issues and improving convergence of stochastic gradient descent (SGD) with momentum. In this article, we study these types of methods through the…

Optimization and Control · Mathematics 2025-07-01 Måns Williamson , Tony Stillfjord

We propose a simple and efficient clustering method for high-dimensional data with a large number of clusters. Our algorithm achieves high-performance by evaluating distances of datapoints with a subset of the cluster centres. Our…

Machine Learning · Computer Science 2022-03-30 Georgios Exarchakis , Omar Oubari , Gregor Lenz

Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…

Machine Learning · Computer Science 2023-12-19 Persia Jana Kamali , Pierfrancesco Urbani

Graph Neural Networks often struggle with long-range information propagation and in the presence of heterophilous neighborhoods. We address both challenges with a unified framework that incorporates a clustering inductive bias into the…

Machine Learning · Computer Science 2024-05-28 Yanfei Dong , Mohammed Haroon Dupty , Lambert Deng , Zhuanghua Liu , Yong Liang Goh , Wee Sun Lee

In the machine learning literature stochastic gradient descent has recently been widely discussed for its purported implicit regularization properties. Much of the theory, that attempts to clarify the role of noise in stochastic gradient…

Machine Learning · Computer Science 2022-10-21 Alberto Lanconelli , Christopher S. A. Lauria

We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…

Optimization and Control · Mathematics 2025-10-14 Harshal D. Kaushik , Ming Jin

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Optimization and Control · Mathematics 2024-03-08 David Newton , Raghu Bollapragada , Raghu Pasupathy , Nung Kwan Yip

We introduce a new $(\epsilon_p, \delta_p)$-differentially private algorithm for the $k$-means clustering problem. Given a dataset in Euclidean space, the $k$-means clustering problem requires one to find $k$ points in that space such that…

Data Structures and Algorithms · Computer Science 2020-09-03 Anamay Chaturvedi , Huy Nguyen , Eric Xu

(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…

Machine Learning · Computer Science 2018-10-09 Jingchang Liu , Linli Xu

We consider the problem of clustering in the learning-augmented setting, where we are given a data set in $d$-dimensional Euclidean space, and a label for each data point given by an oracle indicating what subsets of points should be…

Machine Learning · Computer Science 2023-03-02 Thy Nguyen , Anamay Chaturvedi , Huy Lê Nguyen

We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…

Machine Learning · Statistics 2018-03-06 Wenqing Hu , Chris Junchi Li , Lei Li , Jian-Guo Liu