Related papers: On the Global Convergence of Gradient Descent for …
We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…
Two aspects of neural networks that have been extensively studied in the recent literature are their function approximation properties and their training by gradient descent methods. The approximation problem seeks accurate approximations…
In gradient descent, changing how we parametrize the model can lead to drastically different optimization trajectories, giving rise to a surprising range of meaningful inductive biases: identifying sparse classifiers or reconstructing…
Wasserstein barycenters provide a principled approach for aggregating probability measures, while preserving the geometry of their ambient space. Existing discrete methods are not scalable as they assume access to the complete set of…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
Compressing neural nets is an active research problem, given the large size of state-of-the-art nets for tasks such as object recognition, and the computational limits imposed by mobile devices. We give a general formulation of model…
The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…
Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic…
We propose a descent subgradient algorithm for unconstrained nonsmooth nonconvex multiobjective optimization problems. To find a descent direction, we present an iterative process that efficiently approximates the Goldstein subdifferential…
We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as…
A commonly used heuristic in non-convex optimization is Normalized Gradient Descent (NGD) - a variant of gradient descent in which only the direction of the gradient is taken into account and its magnitude ignored. We analyze this heuristic…
We propose a descent subgradient algorithm for minimizing a real function, assumed to be locally Lipschitz, but not necessarily smooth or convex. To find an effective descent direction, the Goldstein subdifferential is approximated through…
This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…
We consider the dynamics of gradient descent (GD) in overparameterized single hidden layer neural networks with a squared loss function. Recently, it has been shown that, under some conditions, the parameter values obtained using GD achieve…
We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…
Popular approaches for minimizing loss in data-driven learning often involve an abstraction or an explicit retention of the history of gradients for efficient parameter updates. The aggregated history of gradients nudges the parameter…
Recently, a new class of non-convex optimization problems motivated by the statistical problem of learning an acyclic directed graphical model from data has attracted significant interest. While existing work uses standard first-order…
By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…
Subspace learning and matrix factorization problems have great many applications in science and engineering, and efficient algorithms are critical as dataset sizes continue to grow. Many relevant problem formulations are non-convex, and in…
As neural networks grow deeper and wider, learning networks with hard-threshold activations is becoming increasingly important, both for network quantization, which can drastically reduce time and energy requirements, and for creating large…