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In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Deep reinforcement learning includes a broad family of algorithms that parameterise an internal representation, such as a value function or policy, by a deep neural network. Each algorithm optimises its parameters with respect to an…

Machine Learning · Computer Science 2020-07-17 Zhongwen Xu , Hado van Hasselt , Matteo Hessel , Junhyuk Oh , Satinder Singh , David Silver

Efficient exploration remains a challenging research problem in reinforcement learning, especially when an environment contains large state spaces, deceptive local optima, or sparse rewards. To tackle this problem, we present a…

Artificial Intelligence · Computer Science 2018-10-30 Zhang-Wei Hong , Tzu-Yun Shann , Shih-Yang Su , Yi-Hsiang Chang , Chun-Yi Lee

Despite the growing prevalence of artificial neural networks in real-world applications, their vulnerability to adversarial attacks remains a significant concern, which motivates us to investigate the robustness of machine learning models.…

Machine Learning · Computer Science 2024-08-23 Jie Wang , Rui Gao , Yao Xie

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

The performance of gradient-based optimization methods, such as standard gradient descent (GD), greatly depends on the choice of learning rate. However, it can require a non-trivial amount of user tuning effort to select an appropriate…

Machine Learning · Computer Science 2025-10-14 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…

Machine Learning · Computer Science 2026-05-12 Heiko Hoppe , Fabian Akkerman , Wouter van Heeswijk , Maximilian Schiffer

We propose a novel algorithm, TR-SVR, for solving unconstrained stochastic optimization problems. This method builds on the trust-region framework, which effectively balances local and global exploration in optimization tasks. TR-SVR…

Optimization and Control · Mathematics 2024-12-03 Xinshou Zheng

Sample inefficiency is a long-lasting challenge in deep reinforcement learning (DRL). Despite dramatic improvements have been made, the problem is far from being solved and is especially challenging in environments with sparse or delayed…

Machine Learning · Computer Science 2025-06-17 Federico Malato , Ville Hautamaki

One major barrier to applications of deep Reinforcement Learning (RL) both inside and outside of games is the lack of explainability. In this paper, we describe a lightweight and effective method to derive explanations for deep RL agents,…

Machine Learning · Computer Science 2021-10-08 Alexander Sieusahai , Matthew Guzdial

In this paper we consider reinforcement learning tasks with progressive rewards; that is, tasks where the rewards tend to increase in magnitude over time. We hypothesise that this property may be problematic for value-based deep…

Machine Learning · Computer Science 2021-04-30 Michael Dann , John Thangarajah

Atomic-scale materials synthesis via layer deposition techniques present a unique opportunity to control material structures and yield systems that display unique functional properties that cannot be stabilized using traditional bulk…

Computational Physics · Physics 2020-06-30 Siyan Liu , Nikolay Borodinov , Lukas Vlcek , Dan Lu , Nouamane Laanait , Rama K. Vasudevan

The General Video Game Artificial Intelligence (GVGAI) competition has been running for several years with various tracks. This paper focuses on the challenge of the GVGAI learning track in which 3 games are selected and 2 levels are given…

Artificial Intelligence · Computer Science 2020-05-25 Martin Balla , Simon M. Lucas , Diego Perez-Liebana

Our goal is to improve variance reducing stochastic methods through better control variates. We first propose a modification of SVRG which uses the Hessian to track gradients over time, rather than to recondition, increasing the correlation…

Optimization and Control · Mathematics 2018-04-03 Robert M. Gower , Nicolas Le Roux , Francis Bach

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

Seeking to improve model generalization, we consider a new approach based on distributionally robust learning (DRL) that applies stochastic gradient descent to the outer minimization problem. Our algorithm efficiently estimates the gradient…

Machine Learning · Statistics 2020-12-24 Soumyadip Ghosh , Mark Squillante

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Optimization and Control · Mathematics 2024-03-08 David Newton , Raghu Bollapragada , Raghu Pasupathy , Nung Kwan Yip

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

This paper proposes a distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting,…

Optimization and Control · Mathematics 2021-07-23 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen
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