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We present a new algorithm, named Autonomous Gaussian Decomposition (AGD), for automatically decomposing spectra into Gaussian components. AGD uses derivative spectroscopy and machine learning to provide optimized guesses for the number of…

We describe a family of descent algorithms which generalizes common existing schemes used in applications such as neural network training and more broadly for optimization of smooth functions--potentially for global optimization, or as a…

Dynamic Mode Decomposition (DMD) is a data based modeling tool that identifies a matrix to map a quantity at some time instant to the same quantity in future. We design a new version which we call Adaptive Dynamic Mode Decomposition (ADMD)…

In this paper we study the well-known greedy coordinate descent (GCD) algorithm to solve $\ell_1$-regularized problems and improve GCD by the two popular strategies: Nesterov's acceleration and stochastic optimization. Firstly, we propose a…

Recently, there has been growing interest in developing optimization methods for solving large-scale machine learning problems. Most of these problems boil down to the problem of minimizing an average of a finite set of smooth and strongly…

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

In this paper we introduce two algorithms for neural architecture search (NASGD and NASAGD) following the theoretical work by two of the authors [5] which used the geometric structure of optimal transport to introduce the conceptual basis…

Nesterov's accelerated gradient descent (AGD), an instance of the general family of "momentum methods", provably achieves faster convergence rate than gradient descent (GD) in the convex setting. However, whether these methods are superior…

We propose Adaptive Compressed Gradient Descent (AdaCGD) - a novel optimization algorithm for communication-efficient training of supervised machine learning models with adaptive compression level. Our approach is inspired by the recently…

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

High dimensional unconstrained quadratic programs (UQPs) involving massive datasets are now common in application areas such as web, social networks, etc. Unless computational resources that match up to these datasets are available, solving…

The full approximation storage (FAS) scheme is a widely used multigrid method for nonlinear problems. In this paper, a new framework to design and analyze FAS-like schemes for convex optimization problems is developed. The new method, the…

In this paper, we present CT-AGD (Curvature-Tuned Accelerated Gradient Descent), an optimization method for non-convex optimization problems in deep learning training tasks. CT-AGD is a general boosting procedure that accelerates…

Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…

Due to the high communication cost in distributed and federated learning problems, methods relying on compression of communicated messages are becoming increasingly popular. While in other contexts the best performing gradient-type methods…

In this paper we propose several adaptive gradient methods for stochastic optimization. Unlike AdaGrad-type of methods, our algorithms are based on Armijo-type line search and they simultaneously adapt to the unknown Lipschitz constant of…

The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…

We provide a novel accelerated first-order method that achieves the asymptotically optimal convergence rate for smooth functions in the first-order oracle model. To this day, Nesterov's Accelerated Gradient Descent (AGD) and variations…

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

We study the worst-case behavior of Block Coordinate Descent (BCD) type algorithms for unconstrained minimization of coordinate-wise smooth convex functions. This behavior is indeed not completely understood, and the practical success of…