Related papers: Design of generalized fractional order gradient de…
Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…
In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…
We show that the primal-dual gradient method, also known as the gradient descent ascent method, for solving convex-concave minimax problems can be viewed as an inexact gradient method applied to the primal problem. The gradient, whose exact…
Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…
This paper explores numerical methods for solving a convex differentiable semi-infinite program. We introduce a primal-dual gradient method which performs three updates iteratively: a momentum gradient ascend step to update the constraint…
Regularization is a widely recognized technique in mathematical optimization. It can be used to smooth out objective functions, refine the feasible solution set, or prevent overfitting in machine learning models. Due to its simplicity and…
As deep learning models and datasets rapidly scale up, network training is extremely time-consuming and resource-costly. Instead of training on the entire dataset, learning with a small synthetic dataset becomes an efficient solution.…
This paper proposes a novel parallel stochastic gradient descent (SGD) method that is obtained by applying parallel sets of SGD iterations (each set operating on one node using the data residing in it) for finding the direction in each…
We develop a finite difference approximation of order $\alpha$ for the $\alpha$-fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as the popular Gr\"unwald scheme. In particular,…
Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…
In this paper, we introduce two new non-singular kernel fractional derivatives and present a class of other fractional derivatives derived from the new formulations. We present some important results of uniformly convergent sequences of…
Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…
In distributed optimization problems, a technique called gradient coding, which involves replicating data points, has been used to mitigate the effect of straggling machines. Recent work has studied approximate gradient coding, which…
The aim of this paper is to deepen the convergence analysis of the scaled gradient projection (SGP) method, proposed by Bonettini et al. in a recent paper for constrained smooth optimization. The main feature of SGP is the presence of a…
Fractional Gradient Descent (FGD) offers a novel and promising way to accelerate optimization by incorporating fractional calculus into machine learning. Although FGD has shown encouraging initial results across various optimization tasks,…
Communication has been seen as a significant bottleneck in industrial applications over large-scale networks. To alleviate the communication burden, sign-based optimization algorithms have gained popularity recently in both industrial and…
A superconvergence error estimate for the gradient approximation of the second order elliptic problem in three dimensions is analyzed by using weak Galerkin finite element scheme on the uniform and non-uniform cubic partitions. Due to the…
Dual first-order methods are powerful techniques for large-scale convex optimization. Although an extensive research effort has been devoted to studying their convergence properties, explicit convergence rates for the primal iterates have…
We propose a new technique that boosts the convergence of training generative adversarial networks. Generally, the rate of training deep models reduces severely after multiple iterations. A key reason for this phenomenon is that a deep…
We develop the theory of fractional gradient flows: an evolution aimed at the minimization of a convex, l.s.c.~energy, with memory effects. This memory is characterized by the fact that the negative of the (sub)gradient of the energy equals…