Related papers: Implicit Regularization of Accelerated Methods in …
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…