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Working with any gradient-based machine learning algorithm involves the tedious task of tuning the optimizer's hyperparameters, such as its step size. Recent work has shown how the step size can itself be optimized alongside the model…

Machine Learning · Computer Science 2022-10-18 Kartik Chandra , Audrey Xie , Jonathan Ragan-Kelley , Erik Meijer

Accelerated gradient-based methods are being extensively used for solving non-convex machine learning problems, especially when the data points are abundant or the available data is distributed across several agents. Two of the prominent…

Machine Learning · Computer Science 2021-10-04 Kushal Chakrabarti , Nikhil Chopra

Many recent successes of machine learning went hand in hand with advances in optimization. The exchange of ideas between these fields has worked both ways, with machine learning building on standard optimization procedures such as gradient…

Optimization and Control · Mathematics 2021-10-26 Konstantin Mishchenko

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

Machine Learning · Statistics 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

Gradient descent prevails in artificial neural network training, but seems inept for spiking neural networks as small parameter changes can cause sudden, disruptive (dis-)appearances of spikes. Here, we demonstrate exact gradient descent…

Neurons and Cognition · Quantitative Biology 2025-01-29 Christian Klos , Raoul-Martin Memmesheimer

We propose a first-order method for solving inequality constrained optimization problems. The method is derived from our previous work [12], a modified search direction method (MSDM) that applies the singular-value decomposition of…

Optimization and Control · Mathematics 2020-03-12 Long Chen , Wenyi Chen , Kai-Uwe Bletzinger

Based on the method of FGD, we apply the method of adaptive gradient descent which uses different step length at different epoch. Adaptive gradient descent performs much better than FGD in the tests and keeps the guarantee of convergence…

Optimization and Control · Mathematics 2020-10-21 Dan Qiao

Many modern machine learning algorithms such as generative adversarial networks (GANs) and adversarial training can be formulated as minimax optimization. Gradient descent ascent (GDA) is the most commonly used algorithm due to its…

Machine Learning · Computer Science 2022-07-01 Huan He , Shifan Zhao , Yuanzhe Xi , Joyce C Ho , Yousef Saad

We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…

Optimization and Control · Mathematics 2023-07-21 Lei Qin , Michael Cantoni , Ye Pu

This paper formalizes and analyzes Gaussian smoothing applied to two prominent optimization methods: Stochastic Gradient Descent (GSmoothSGD) and Adam (GSmoothAdam) in deep learning. By attenuating small fluctuations, Gaussian smoothing…

Optimization and Control · Mathematics 2024-11-19 Andrew Starnes , Clayton Webster

Due to their high computational complexity, deep neural networks are still limited to powerful processing units. To promote a reduced model complexity by dint of low-bit fixed-point quantization, we propose a gradient-based optimization…

Machine Learning · Computer Science 2019-07-18 Lukas Enderich , Fabian Timm , Lars Rosenbaum , Wolfram Burgard

Gradient descent, or negative gradient flow, is a standard technique in optimization to find minima of functions. Many implementations of gradient descent rely on discretized versions, i.e., moving in the gradient direction for a set step…

Differential Geometry · Mathematics 2024-07-01 Dara Gold , Steven Rosenberg

We develop a progressive training approach for neural networks which adaptively grows the network structure by splitting existing neurons to multiple off-springs. By leveraging a functional steepest descent idea, we derive a simple…

Machine Learning · Computer Science 2019-11-06 Qiang Liu , Lemeng Wu , Dilin Wang

We present a generalization of Nesterov's accelerated gradient descent algorithm. Our algorithm (AGNES) provably achieves acceleration for smooth convex and strongly convex minimization tasks with noisy gradient estimates if the noise…

Machine Learning · Statistics 2024-11-04 Kanan Gupta , Jonathan W. Siegel , Stephan Wojtowytsch

The vast majority of modern deep learning models are trained with momentum-based first-order optimizers. The momentum term governs the optimizer's memory by determining how much each past gradient contributes to the current convergence…

Machine Learning · Computer Science 2026-05-12 Kristi Topollai , Anna Choromanska

In many high-dimensional estimation problems the main task consists in minimizing a cost function, which is often strongly non-convex when scanned in the space of parameters to be estimated. A standard solution to flatten the corresponding…

Machine Learning · Statistics 2020-09-04 Giulio Biroli , Chiara Cammarota , Federico Ricci-Tersenghi

We propose an optimization method for minimizing the finite sums of smooth convex functions. Our method incorporates an accelerated gradient descent (AGD) and a stochastic variance reduction gradient (SVRG) in a mini-batch setting. Unlike…

Machine Learning · Statistics 2015-06-11 Atsushi Nitanda

We consider distributed optimization in random networks where N nodes cooperatively minimize the sum \sum_{i=1}^N f_i(x) of their individual convex costs. Existing literature proposes distributed gradient-like methods that are…

Information Theory · Computer Science 2023-07-19 Dusan Jakovetic , Joao Xavier , Jose M. F. Moura

Existing convergence analyses of Q-learning mostly focus on the vanilla stochastic gradient descent (SGD) type of updates. Despite the Adaptive Moment Estimation (Adam) has been commonly used for practical Q-learning algorithms, there has…

Optimization and Control · Mathematics 2020-07-16 Bowen Weng , Huaqing Xiong , Yingbin Liang , Wei Zhang
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