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A regularization algorithm (AR1pGN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and regularization term involving a possibly non-smooth norm. It is shown…

Optimization and Control · Mathematics 2021-05-31 Serge Gratton , Philippe L. Toint

Adaptive methods such as Adam and RMSProp are widely used in deep learning but are not well understood. In this paper, we seek a crisp, clean and precise characterization of their behavior in nonconvex settings. To this end, we first…

Machine Learning · Computer Science 2020-02-04 Matthew Staib , Sashank J. Reddi , Satyen Kale , Sanjiv Kumar , Suvrit Sra

In this paper, we present new second-order algorithms for composite convex optimization, called Contracting-domain Newton methods. These algorithms are affine-invariant and based on global second-order lower approximation for the smooth…

Optimization and Control · Mathematics 2020-12-23 Nikita Doikov , Yurii Nesterov

Deep learning optimizers are often motivated through a mix of convex and approximate second-order theory. We select three such methods -- Adam, Shampoo and Prodigy -- and argue that each method can instead be understood as a squarely…

Machine Learning · Computer Science 2024-12-09 Jeremy Bernstein , Laker Newhouse

We study the composite convex optimization problems with a Quasi-Self-Concordant smooth component. This problem class naturally interpolates between classic Self-Concordant functions and functions with Lipschitz continuous Hessian.…

Optimization and Control · Mathematics 2023-08-29 Nikita Doikov

This paper proposes and develops a new Newton-type algorithm to solve subdifferential inclusions defined by subgradients of extended-real-valued prox-regular functions. The proposed algorithm is formulated in terms of the second-order…

Optimization and Control · Mathematics 2022-09-16 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat

Using deep neural networks to solve PDEs has attracted a lot of attentions recently. However, why the deep learning method works is falling far behind its empirical success. In this paper, we provide a rigorous numerical analysis on deep…

Numerical Analysis · Mathematics 2021-09-07 Yuling Jiao , Yanming Lai , Yisu Lo , Yang Wang , Yunfei Yang

Adaptive regularization methods pre-multiply a descent direction by a preconditioning matrix. Due to the large number of parameters of machine learning problems, full-matrix preconditioning methods are prohibitively expensive. We show how…

Machine Learning · Computer Science 2020-11-19 Naman Agarwal , Brian Bullins , Xinyi Chen , Elad Hazan , Karan Singh , Cyril Zhang , Yi Zhang

Accelerated training algorithms, such as adaptive learning rates (or preconditioning) and various normalization methods, are widely used but not fully understood. When regularization is introduced, standard optimizers like adaptive learning…

Machine Learning · Computer Science 2025-12-30 Qiang Ye

Training of convolutional neural networks is a high dimensional and a non-convex optimization problem. At present, it is inefficient in situations where parametric learning rates can not be confidently set. Some past works have introduced…

Machine Learning · Computer Science 2023-04-06 Ujjwal Thakur , Anuj Sharma

In this contribution we device and analyze improved variants of the non-conforming dual approach for trust-region reduced basis (TR-RB) approximation of PDE-constrained parameter optimization that has recently been introduced in [Keil et…

Numerical Analysis · Mathematics 2022-03-22 Stefan Banholzer , Tim Keil , Luca Mechelli , Mario Ohlberger , Felix Schindler , Stefan Volkwein

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…

Optimization and Control · Mathematics 2018-02-21 Zhewei Yao , Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

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,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

Data assisted reconstruction algorithms, incorporating trained neural networks, are a novel paradigm for solving inverse problems. One approach is to first apply a classical reconstruction method and then apply a neural network to improve…

Numerical Analysis · Mathematics 2020-03-26 Yoeri E. Boink , Markus Haltmeier , Sean Holman , Johannes Schwab

Adaptive gradient methods like AdaGrad are widely used in optimizing neural networks. Yet, existing convergence guarantees for adaptive gradient methods require either convexity or smoothness, and, in the smooth setting, only guarantee…

Machine Learning · Computer Science 2019-10-22 Xiaoxia Wu , Simon S. Du , Rachel Ward

Adaptive gradient optimization methods, such as Adam, are prevalent in training deep neural networks across diverse machine learning tasks due to their ability to achieve faster convergence. However, these methods often suffer from…

Machine Learning · Computer Science 2025-02-12 Abulikemu Abuduweili , Changliu Liu

In this paper we explore the relation between distributionally robust learning and different forms of regularization to enforce robustness of deep neural networks. In particular, starting from a concrete min-max distributionally robust…

Optimization and Control · Mathematics 2022-03-29 Camilo Garcia Trillos , Nicolas Garcia Trillos

The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

Optimization and Control · Mathematics 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

First-order optimization methods are currently the mainstream in training deep neural networks (DNNs). Optimizers like Adam incorporate limited curvature information by employing the diagonal matrix preconditioning of the stochastic…

Machine Learning · Computer Science 2025-03-12 Damien Martins Gomes , Yanlei Zhang , Eugene Belilovsky , Guy Wolf , Mahdi S. Hosseini

Adam and RMSProp are two of the most influential adaptive stochastic algorithms for training deep neural networks, which have been pointed out to be divergent even in the convex setting via a few simple counterexamples. Many attempts, such…

Machine Learning · Computer Science 2019-06-26 Fangyu Zou , Li Shen , Zequn Jie , Weizhong Zhang , Wei Liu