Related papers: Global Convergence of Adaptive Gradient Methods fo…
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. Recent advances using the distributed gradient…
Implicit deep learning has received increasing attention recently due to the fact that it generalizes the recursive prediction rules of many commonly used neural network architectures. Its prediction rule is provided implicitly based on the…
Adaptive gradient methods have achieved remarkable success in training deep neural networks on a wide variety of tasks. However, not much is known about the mathematical and statistical properties of this family of methods. This work aims…
Convolutional neural networks (CNNs) are trained using stochastic gradient descent (SGD)-based optimizers. Recently, the adaptive moment estimation (Adam) optimizer has become very popular due to its adaptive momentum, which tackles the…
Adaptive algorithms like AdaGrad and AMSGrad are successful in nonconvex optimization owing to their parameter-agnostic ability -- requiring no a priori knowledge about problem-specific parameters nor tuning of learning rates. However, when…
Gradient-based meta-learning (GBML) with deep neural nets (DNNs) has become a popular approach for few-shot learning. However, due to the non-convexity of DNNs and the bi-level optimization in GBML, the theoretical properties of GBML with…
Momentum methods, such as heavy ball method~(HB) and Nesterov's accelerated gradient method~(NAG), have been widely used in training neural networks by incorporating the history of gradients into the current updating process. In practice,…
In the context of over-parameterization, there is a line of work demonstrating that randomly initialized (stochastic) gradient descent (GD) converges to a globally optimal solution at a linear convergence rate for the quadratic loss…
Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…
In this work, we describe a generic approach to show convergence with high probability for both stochastic convex and non-convex optimization with sub-Gaussian noise. In previous works for convex optimization, either the convergence is only…
Neural networks trained via gradient descent with random initialization and without any regularization enjoy good generalization performance in practice despite being highly overparametrized. A promising direction to explain this phenomenon…
Due to its simplicity and outstanding ability to generalize, stochastic gradient descent (SGD) is still the most widely used optimization method despite its slow convergence. Meanwhile, adaptive methods have attracted rising attention of…
We study Stochastic Gradient Descent with AdaGrad stepsizes: a popular adaptive (self-tuning) method for first-order stochastic optimization. Despite being well studied, existing analyses of this method suffer from various shortcomings:…
Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…
The optimization problem behind neural networks is highly non-convex. Training with stochastic gradient descent and variants requires careful parameter tuning and provides no guarantee to achieve the global optimum. In contrast we show…
The generalization mystery of overparametrized deep nets has motivated efforts to understand how gradient descent (GD) converges to low-loss solutions that generalize well. Real-life neural networks are initialized from small random values…
One of the mysteries in the success of neural networks is randomly initialized first order methods like gradient descent can achieve zero training loss even though the objective function is non-convex and non-smooth. This paper demystifies…
Machine learning methods are commonly used to solve inverse problems, wherein an unknown signal must be estimated from few indirect measurements generated via a known acquisition procedure. In particular, neural networks perform well…
We analyze recurrent neural networks with diagonal hidden-to-hidden weight matrices, trained with gradient descent in the supervised learning setting, and prove that gradient descent can achieve optimality \emph{without} massive…
Neural networks have become a prominent approach to solve inverse problems in recent years. While a plethora of such methods was developed to solve inverse problems empirically, we are still lacking clear theoretical guarantees for these…