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Stochastic descent methods (of the gradient and mirror varieties) have become increasingly popular in optimization. In fact, it is now widely recognized that the success of deep learning is not only due to the special deep architecture of…

Machine Learning · Computer Science 2019-01-21 Navid Azizan , Babak Hassibi

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

In this paper, we propose a continuous-time primal-dual approach for linearly constrained multiobjective optimization problems. A novel dynamical model, called accelerated multiobjective primal-dual flow, is presented with a second-order…

Optimization and Control · Mathematics 2025-11-06 Hao Luo , Qiaoyuan Shu , Xinmin Yang

Recent theoretical results show that gradient descent on deep neural networks under exponential loss functions locally maximizes classification margin, which is equivalent to minimizing the norm of the weight matrices under margin…

Machine Learning · Computer Science 2021-07-22 Andrzej Banburski , Fernanda De La Torre , Nishka Pant , Ishana Shastri , Tomaso Poggio

Empirically it has been observed that the performance of deep neural networks steadily improves as we increase model size, contradicting the classical view on overfitting and generalization. Recently, the double descent phenomena has been…

Machine Learning · Computer Science 2021-07-28 Ilja Kuzborskij , Csaba Szepesvári , Omar Rivasplata , Amal Rannen-Triki , Razvan Pascanu

The minimization of convex objectives coming from linear supervised learning problems, such as penalized generalized linear models, can be formulated as finite sums of convex functions. For such problems, a large set of stochastic…

Machine Learning · Statistics 2018-12-18 Martin Bompaire , Emmanuel Bacry , Stéphane Gaïffas

In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…

Optimization and Control · Mathematics 2021-06-02 Yurii Nesterov , Mihai I. Florea

We study the variable metric forward-backward splitting algorithm for convex minimization problems without the standard assumption of the Lipschitz continuity of the gradient. In this setting, we prove that, by requiring only mild…

Optimization and Control · Mathematics 2017-05-02 Saverio Salzo

Depth separation results propose a possible theoretical explanation for the benefits of deep neural networks over shallower architectures, establishing that the former possess superior approximation capabilities. However, there are no known…

Machine Learning · Computer Science 2023-02-03 Itay Safran , Jason D. Lee

Setting regularization parameters for Lasso-type estimators is notoriously difficult, though crucial in practice. The most popular hyperparameter optimization approach is grid-search using held-out validation data. Grid-search however…

It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…

Machine Learning · Computer Science 2024-05-15 Ronan Keane

We consider the fundamental problem of learning linear predictors (i.e., separable datasets with zero margin) using neural networks with gradient flow or gradient descent. Under the assumption of spherically symmetric data distribution, we…

Machine Learning · Computer Science 2021-05-11 Dachao Lin , Zhihua Zhang

We study discrete-time mirror descent applied to the unregularized empirical risk in matrix sensing. In both the general case of rectangular matrices and the particular case of positive semidefinite matrices, a simple potential-based…

Machine Learning · Statistics 2021-10-28 Fan Wu , Patrick Rebeschini

We study the generalization properties of unregularized gradient methods applied to separable linear classification -- a setting that has received considerable attention since the pioneering work of Soudry et al. (2018). We establish tight…

Machine Learning · Computer Science 2023-03-03 Matan Schliserman , Tomer Koren

Communication has been seen as a significant bottleneck in industrial applications over large-scale networks. To alleviate the communication burden, sign-based optimization algorithms have gained popularity recently in both industrial and…

Optimization and Control · Mathematics 2021-09-07 Xiuxian Li , Kuo-Yi Lin , Li Li , Yiguang Hong , Jie Chen

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

This paper focuses on training implicit models of infinite layers. Specifically, previous works employ implicit differentiation and solve the exact gradient for the backward propagation. However, is it necessary to compute such an exact but…

Machine Learning · Computer Science 2022-01-13 Zhengyang Geng , Xin-Yu Zhang , Shaojie Bai , Yisen Wang , Zhouchen Lin

The incremental gradient method is a prominent algorithm for minimizing a finite sum of smooth convex functions, used in many contexts including large-scale data processing applications and distributed optimization over networks. It is a…

Optimization and Control · Mathematics 2022-02-09 Mert Gürbüzbalaban , Asuman Ozdaglar , Pablo Parrilo

In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with asymptotically vanishing damping term. The system is formulated in terms…

Optimization and Control · Mathematics 2021-06-24 Radu Ioan Bot , Dang-Khoa Nguyen

Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…

Machine Learning · Statistics 2018-04-10 Mathieu Ravaut , Satya Gorti