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Many statistical estimators for high-dimensional linear regression are M-estimators, formed through minimizing a data-dependent square loss function plus a regularizer. This work considers a new class of estimators implicitly defined…

Statistics Theory · Mathematics 2022-02-15 Peng Zhao , Yun Yang , Qiao-Chu He

We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…

Optimization and Control · Mathematics 2015-06-30 Sébastien Bubeck , Yin Tat Lee , Mohit Singh

This paper considers the problem of understanding the behavior of a general class of accelerated gradient methods on smooth nonconvex functions. Motivated by some recent works that have proposed effective algorithms, based on Polyak's heavy…

Optimization and Control · Mathematics 2026-04-07 Rishabh Dixit , Mert Gurbuzbalaban , Waheed U. Bajwa

Nesterov's accelerated gradient method (NAG) is widely used in problems with machine learning background including deep learning, and is corresponding to a continuous-time differential equation. From this connection, the property of the…

Optimization and Control · Mathematics 2022-04-05 Yasong Feng , Weiguo Gao

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu

Stacking, a heuristic technique for training deep residual networks by progressively increasing the number of layers and initializing new layers by copying parameters from older layers, has proven quite successful in improving the…

Machine Learning · Computer Science 2025-02-20 Naman Agarwal , Pranjal Awasthi , Satyen Kale , Eric Zhao

This paper studies accelerated gradient methods for nonconvex optimization with Lipschitz continuous gradient and Hessian. We propose two simple accelerated gradient methods, restarted accelerated gradient descent (AGD) and restarted heavy…

Optimization and Control · Mathematics 2023-04-27 Huan Li , Zhouchen Lin

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

Optimization and Control · Mathematics 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

We study the trade-off between convergence rate and sensitivity to stochastic additive gradient noise for first-order optimization methods. Ordinary Gradient Descent (GD) can be made fast-and-sensitive or slow-and-robust by increasing or…

Optimization and Control · Mathematics 2025-11-07 Bryan Van Scoy , Laurent Lessard

Conventional wisdom in deep learning states that increasing depth improves expressiveness but complicates optimization. This paper suggests that, sometimes, increasing depth can speed up optimization. The effect of depth on optimization is…

Machine Learning · Computer Science 2018-06-12 Sanjeev Arora , Nadav Cohen , Elad Hazan

In machine learning research, the proximal gradient methods are popular for solving various optimization problems with non-smooth regularization. Inexact proximal gradient methods are extremely important when exactly solving the proximal…

Machine Learning · Computer Science 2018-09-11 Bin Gu , De Wang , Zhouyuan Huo , Heng Huang

Recently there has been a surge of interest in understanding implicit regularization properties of iterative gradient-based optimization algorithms. In this paper, we study the statistical guarantees on the excess risk achieved by…

Machine Learning · Statistics 2020-08-28 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

We develop a machine-learning framework to learn hyperparameter sequences for accelerated first-order methods (e.g., the step size and momentum sequences in accelerated gradient descent) to quickly solve parametric convex optimization…

Optimization and Control · Mathematics 2025-10-07 Rajiv Sambharya , Jinho Bok , Nikolai Matni , George Pappas

Convergence analysis of Nesterov's accelerated gradient method has attracted significant attention over the past decades. While extensive work has explored its theoretical properties and elucidated the intuition behind its acceleration, a…

Optimization and Control · Mathematics 2025-07-08 Jun Liu

We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by…

Machine Learning · Computer Science 2018-08-23 Atilim Gunes Baydin , Robert Cornish , David Martinez Rubio , Mark Schmidt , Frank Wood

Establishing a theoretical analysis that explains why deep learning can outperform shallow learning such as kernel methods is one of the biggest issues in the deep learning literature. Towards answering this question, we evaluate excess…

Machine Learning · Statistics 2020-12-08 Taiji Suzuki , Shunta Akiyama

Understanding the implicit bias of training algorithms is of crucial importance in order to explain the success of overparametrised neural networks. In this paper, we study the dynamics of stochastic gradient descent over diagonal linear…

Machine Learning · Computer Science 2021-12-08 Scott Pesme , Loucas Pillaud-Vivien , Nicolas Flammarion

It is important to understand how dropout, a popular regularization method, aids in achieving a good generalization solution during neural network training. In this work, we present a theoretical derivation of an implicit regularization of…

Machine Learning · Computer Science 2023-04-11 Zhongwang Zhang , Zhi-Qin John Xu

For first-order smooth optimization, the research on the acceleration phenomenon has a long-time history. Until recently, the mechanism leading to acceleration was not successfully uncovered by the gradient correction term and its…

Optimization and Control · Mathematics 2022-11-04 Bowen Li , Bin Shi , Ya-xiang Yuan

Overparameterized models may have many interpolating solutions; implicit regularization refers to the hidden preference of a particular optimization method towards a certain interpolating solution among the many. A by now established line…

Machine Learning · Computer Science 2024-09-18 Hung-Hsu Chou , Holger Rauhut , Rachel Ward