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We study the stochastic Riemannian gradient algorithm for matrix eigen-decomposition. The state-of-the-art stochastic Riemannian algorithm requires the learning rate to decay to zero and thus suffers from slow convergence and sub-optimal…

Machine Learning · Computer Science 2016-05-30 Zhiqiang Xu , Yiping Ke

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

Machine Learning · Computer Science 2013-03-28 Tom Schaul , Yann LeCun

Statistical machine learning plays an important role in modern statistics and computer science. One main goal of statistical machine learning is to provide universally consistent algorithms, i.e., the estimator converges in probability or…

Machine Learning · Statistics 2016-04-18 Andreas Christmann , Florian Dumpert , Dao-Hong Xiang

This short technical report presents some learning theory results on vector-valued reproducing kernel Hilbert space (RKHS) regression, where the input space is allowed to be non-compact and the output space is a (possibly…

Machine Learning · Statistics 2022-02-17 Junhyunng Park , Krikamol Muandet

In this paper, we study the online learning algorithm without explicit regularization terms. This algorithm is essentially a stochastic gradient descent scheme in a reproducing kernel Hilbert space (RKHS). The polynomially decaying step…

Machine Learning · Computer Science 2017-10-11 Zheng-Chu Guo , Lei Shi

Learning representations that capture both intrinsic data geometry and target-relevant structure remains a fundamental challenge, particularly in settings where data reduction must balance compression with predictive fidelity. While…

Machine Learning · Computer Science 2026-05-28 Sai-Aakash Ramesh , Archit Sood , Andrew Corbett , Tim Dodwell

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

Traditionally, kernel methods rely on the representer theorem which states that the solution to a learning problem is obtained as a linear combination of the data mapped into the reproducing kernel Hilbert space (RKHS). While elegant from…

Machine Learning · Computer Science 2021-08-30 Riikka Huusari , Sahely Bhadra , Cécile Capponi , Hachem Kadri , Juho Rousu

Seeking to improve model generalization, we consider a new approach based on distributionally robust learning (DRL) that applies stochastic gradient descent to the outer minimization problem. Our algorithm efficiently estimates the gradient…

Machine Learning · Statistics 2020-12-24 Soumyadip Ghosh , Mark Squillante

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 distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting,…

Optimization and Control · Mathematics 2021-07-23 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

We consider a kernelized bandit problem with a compact arm set ${X} \subset \mathbb{R}^d $ and a fixed but unknown reward function $f^*$ with a finite norm in some Reproducing Kernel Hilbert Space (RKHS). We propose a class of…

Machine Learning · Computer Science 2025-06-13 Bingshan Hu , Zheng He , Danica J. Sutherland

Kernel ridge regression (KRR) is a widely used nonparametric method due to its strong theoretical guarantees and computational convenience. However, standard KRR does not distinguish between linear and nonlinear components in the signal,…

Statistics Theory · Mathematics 2026-05-13 Xin Bing , Chao Wang

Training state-of-the-art ASR systems such as RNN-T often has a high associated financial and environmental cost. Training with a subset of training data could mitigate this problem if the subset selected could achieve on-par performance…

Machine Learning · Computer Science 2022-11-01 Ashish Mittal , Durga Sivasubramanian , Rishabh Iyer , Preethi Jyothi , Ganesh Ramakrishnan

Stochastic Gradient Descent (SGD) has become the method of choice for solving a broad range of machine learning problems. However, some of its learning properties are still not fully understood. We consider least squares learning in…

Machine Learning · Statistics 2020-06-22 Nicole Mücke , Enrico Reiss

We consider distributed optimization over orthogonal collision channels in spatial random access networks. Users are spatially distributed and each user is in the interference range of a few other users. Each user is allowed to transmit…

Networking and Internet Architecture · Computer Science 2016-10-26 Kobi Cohen , Angelia Nedich , R. Srikant

Deep neural networks dominate modern machine learning, while alternative function approximators remain comparatively underexplored at scale. In this work, we revisit kernel methods as drop-in components for standard deep learning pipelines.…

Machine Learning · Computer Science 2026-05-05 Jean-Marc Mercier , Gabriele Santin

Kernel methods are one of the cornerstones of learning-based control, modern system identification, surrogate modelling, and related fields. A key advantage of this class of learning and function approximation methods is the availability of…

Numerical Analysis · Mathematics 2026-05-20 Tizian Wenzel , Abdullah Tokmak , Christian Fiedler

We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…

Machine Learning · Computer Science 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi