Related papers: On the Global Convergence of Gradient Descent for …
We study the learning performance of gradient descent when the empirical risk is weakly convex, namely, the smallest negative eigenvalue of the empirical risk's Hessian is bounded in magnitude. By showing that this eigenvalue can control…
The energy landscape of high-dimensional non-convex optimization problems is crucial to understanding the effectiveness of modern deep neural network architectures. Recent works have experimentally shown that two different solutions found…
A fairly comprehensive analysis is presented for the gradient descent dynamics for training two-layer neural network models in the situation when the parameters in both layers are updated. General initialization schemes as well as general…
Many supervised machine learning methods are naturally cast as optimization problems. For prediction models which are linear in their parameters, this often leads to convex problems for which many mathematical guarantees exist. Models which…
This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…
Many machine learning problems can be seen as approximating a \textit{target} distribution using a \textit{particle} distribution by minimizing their statistical discrepancy. Wasserstein Gradient Flow can move particles along a path that…
We present a framework to define a large class of neural networks for which, by construction, training by gradient flow provably reaches arbitrarily low loss when the number of parameters grows. Distinct from the fixed-space global…
Deep neural networks (DNNs) have demonstrated dominating performance in many fields; since AlexNet, networks used in practice are going wider and deeper. On the theoretical side, a long line of works has been focusing on training neural…
In recent years, artificial neural networks have developed into a powerful tool for addressing a multitude of problems for which classical solution approaches reach their limits. However, it is still unclear why gradient descent…
Classical optimisation theory guarantees monotonic objective decrease for gradient descent (GD) when employed in a small step size, or ``stable", regime. In contrast, gradient descent on neural networks is frequently performed in a large…
We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…
Normalization layers are widely used in deep neural networks to stabilize training. In this paper, we consider the training of convolutional neural networks with gradient descent on a single training example. This optimization problem…
In deep learning it is common to overparameterize neural networks, that is, to use more parameters than training samples. Quite surprisingly training the neural network via (stochastic) gradient descent leads to models that generalize very…
The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite…
We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…
Implicit deep learning has recently become popular in the machine learning community since these implicit models can achieve competitive performance with state-of-the-art deep networks while using significantly less memory and computational…
We analyze speed of convergence to global optimum for gradient descent training a deep linear neural network (parameterized as $x \mapsto W_N W_{N-1} \cdots W_1 x$) by minimizing the $\ell_2$ loss over whitened data. Convergence at a linear…
This paper reviews the gradient sampling methodology for solving nonsmooth, nonconvex optimization problems. An intuitively straightforward gradient sampling algorithm is stated and its convergence properties are summarized. Throughout this…
We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…