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We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

Optimizing machine learning algorithms that are used to solve the objective function has been of great interest. Several approaches to optimize common algorithms, such as gradient descent and stochastic gradient descent, were explored. One…

Machine Learning · Computer Science 2022-10-06 Hilal AlQuabeh , Farha AlBreiki , Dilshod Azizov

Quantum neural networks (QNNs) provide expressive probabilistic models by leveraging quantum superposition and entanglement, yet their practical training remains challenging due to highly oscillatory loss landscapes and noise inherent to…

Quantum Physics · Physics 2026-01-26 Jaemin Seo

We present a novel quantum algorithm for estimating Gibbs partition functions in sublinear time with respect to the logarithm of the size of the state space. This is the first speed-up of this type to be obtained over the seminal…

Quantum Physics · Physics 2023-01-18 Arjan Cornelissen , Yassine Hamoudi

In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…

Optimization and Control · Mathematics 2025-04-21 Spyridon Pougkakiotis , Dionysios S. Kalogerias

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…

Optimization and Control · Mathematics 2020-02-27 Meixia Lin , Defeng Sun , Kim-Chuan Toh

A broad class of hybrid quantum-classical algorithms known as "variational algorithms" have been proposed in the context of quantum simulation, machine learning, and combinatorial optimization as a means of potentially achieving a quantum…

Quantum Physics · Physics 2021-04-09 Aram Harrow , John Napp

The gradient descent method aims at finding local minima of a given multivariate function by moving along the direction of its gradient, and hence, the algorithm typically involves computing all partial derivatives of a given function,…

Quantum Physics · Physics 2025-02-25 Nhat A. Nghiem

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

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…

Machine Learning · Computer Science 2014-11-21 Nathaniel Korda , Prashanth L. A. , Rémi Munos

Constrained optimization plays a crucial role in the fields of quantum physics and quantum information science and becomes especially challenging for high-dimensional complex structure problems. One specific issue is that of quantum process…

Quantum Physics · Physics 2024-04-30 Daniel Volya , Andrey Nikitin , Prabhat Mishra

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are…

Machine Learning · Computer Science 2024-03-14 S. Ilker Birbil , Ozgur Martin , Gonenc Onay , Figen Oztoprak

We study statistical inverse learning in the context of nonlinear inverse problems under random design. Specifically, we address a class of nonlinear problems by employing gradient descent (GD) and stochastic gradient descent (SGD) with…

Machine Learning · Statistics 2024-12-24 Abhishake , Nicole Mücke , Tapio Helin

We introduce a quantum algorithm that produces approximate solutions for combinatorial optimization problems. The algorithm depends on a positive integer p and the quality of the approximation improves as p is increased. The quantum circuit…

Quantum Physics · Physics 2014-11-17 Edward Farhi , Jeffrey Goldstone , Sam Gutmann

Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…

Machine Learning · Computer Science 2019-11-15 Simon Bartels , Philipp Hennig

A crucial task in system identification problems is the selection of the most appropriate model class, and is classically addressed resorting to cross-validation or using asymptotic arguments. As recently suggested in the literature, this…

Numerical Analysis · Mathematics 2015-06-09 Silvia Bonettini , Alessandro Chiuso , Marco Prato

The growing demands of remote detection and increasing amount of training data make distributed machine learning under communication constraints a critical issue. This work provides a communication-efficient quantum algorithm that tackles…

Quantum Physics · Physics 2023-04-26 Hao Tang , Boning Li , Guoqing Wang , Haowei Xu , Changhao Li , Ariel Barr , Paola Cappellaro , Ju Li

Quantum machine learning aims to release the prowess of quantum computing to improve machine learning methods. By combining quantum computing methods with classical neural network techniques we aim to foster an increase of performance in…

High Energy Physics - Phenomenology · Physics 2021-03-17 Andrew Blance , Michael Spannowsky