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In this paper, we propose a simple, fast and easy to implement algorithm LOSSGRAD (locally optimal step-size in gradient descent), which automatically modifies the step-size in gradient descent during neural networks training. Given a…

Machine Learning · Computer Science 2019-11-26 Bartosz Wójcik , Łukasz Maziarka , Jacek Tabor

A game theory inspired methodology is proposed for finding a function's saddle points. While explicit descent methods are known to have severe convergence issues, implicit methods are natural in an adversarial setting, as they take the…

Optimization and Control · Mathematics 2019-06-04 Montacer Essid , Esteban Tabak , Giulio Trigila

Deep unfolding is a promising deep-learning technique in which an iterative algorithm is unrolled to a deep network architecture with trainable parameters. In the case of gradient descent algorithms, as a result of the training process, one…

Machine Learning · Computer Science 2020-01-31 Satoshi Takabe , Tadashi Wadayama

Gradient descent is a simple and widely used optimization method for machine learning. For homogeneous linear classifiers applied to separable data, gradient descent has been shown to converge to the maximal margin (or equivalently, the…

Machine Learning · Statistics 2019-07-30 Denali Molitor , Deanna Needell , Rachel Ward

We propose a variational form of the BDF2 method as an alternative to the commonly used minimizing movement scheme for the time-discrete approximation of gradient flows in abstract metric spaces. Assuming uniform semi-convexity --- but no…

Analysis of PDEs · Mathematics 2017-12-25 Daniel Matthes , Simon Plazotta

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…

Machine Learning · Statistics 2018-06-15 Atsushi Nitanda , Taiji Suzuki

In many problems in machine learning and operations research, we need to optimize a function whose input is a random variable or a probability density function, i.e. to solve optimization problems in an infinite dimensional space. On the…

Machine Learning · Computer Science 2019-02-11 Changbo Zhu , Huan Xu

How to train deep neural networks (DNNs) to generalize well is a central concern in deep learning, especially for severely overparameterized networks nowadays. In this paper, we propose an effective method to improve the model…

Machine Learning · Computer Science 2022-06-28 Yang Zhao , Hao Zhang , Xiuyuan Hu

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

We consider gradient descent with `momentum', a widely used method for loss function minimization in machine learning. This method is often used with `Nesterov acceleration', meaning that the gradient is evaluated not at the current…

Machine Learning · Computer Science 2020-01-20 Goran Nakerst , John Brennan , Masudul Haque

Advanced machine learning methods, and more prominently neural networks, have become standard to solve inverse problems over the last years. However, the theoretical recovery guarantees of such methods are still scarce and difficult to…

Machine Learning · Computer Science 2024-03-11 Nathan Buskulic , Jalal Fadili , Yvain Quéau

Gradient descent optimization algorithms are the standard ingredients that are used to train artificial neural networks (ANNs). Even though a huge number of numerical simulations indicate that gradient descent optimization methods do indeed…

Numerical Analysis · Mathematics 2022-02-04 Patrick Cheridito , Arnulf Jentzen , Adrian Riekert , Florian Rossmannek

We study the convergence of gradient flows related to learning deep linear neural networks (where the activation function is the identity map) from data. In this case, the composition of the network layers amounts to simply multiplying the…

Optimization and Control · Mathematics 2020-10-16 Bubacarr Bah , Holger Rauhut , Ulrich Terstiege , Michael Westdickenberg

We prove that the standard gradient flow in parameter space that underlies many training algorithms in deep learning can be continuously deformed into an adapted gradient flow which yields (constrained) Euclidean gradient flow in output…

Machine Learning · Computer Science 2026-02-02 Thomas Chen , Patrícia Muñoz Ewald

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…

Machine Learning · Statistics 2021-11-24 Anna Kerekes , Anna Mészáros , Ferenc Huszár

Gradient descent (GD) is a collection of continuous optimization methods that have achieved immeasurable success in practice. Owing to data science applications, GD with diminishing step sizes has become a prominent variant. While this…

Optimization and Control · Mathematics 2023-06-27 Vivak Patel , Albert S. Berahas

Continuously adapting pre-trained models to local data on resource constrained edge devices is the $\emph{last mile}$ for model deployment. However, as models increase in size and depth, backpropagation requires a large amount of memory,…

Machine Learning · Computer Science 2024-11-07 Chen Feng , Shaojie Zhuo , Xiaopeng Zhang , Ramchalam Kinattinkara Ramakrishnan , Zhaocong Yuan , Andrew Zou Li

Sign-based optimization methods have become popular in machine learning due to their favorable communication cost in distributed optimization and their surprisingly good performance in neural network training. Furthermore, they are closely…

Machine Learning · Computer Science 2020-02-20 Lukas Balles , Fabian Pedregosa , Nicolas Le Roux

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…

Optimization and Control · Mathematics 2018-09-28 Dar Gilboa , Sam Buchanan , John Wright

We consider the proximal gradient method on Riemannian manifolds for functions that are possibly not geodesically convex. Starting from the forward-backward-splitting, we define an intrinsic variant of the proximal gradient method that uses…

Optimization and Control · Mathematics 2025-06-12 Ronny Bergmann , Hajg Jasa , Paula John , Max Pfeffer