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The question of how to parallelize the stochastic gradient descent (SGD) method has received much attention in the literature. In this paper, we focus instead on batch methods that use a sizeable fraction of the training set at each…

Optimization and Control · Mathematics 2016-10-26 Albert S. Berahas , Jorge Nocedal , Martin Takáč

This paper proposes a family of online second order methods for possibly non-convex stochastic optimizations based on the theory of preconditioned stochastic gradient descent (PSGD), which can be regarded as an enhance stochastic Newton…

Machine Learning · Statistics 2018-05-01 Xi-Lin Li

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou

Numerous Optimization Algorithms have a time-varying update rule thanks to, for instance, a changing step size, momentum parameter or, Hessian approximation. In this paper, we apply unrolled or automatic differentiation to a time-varying…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

The convolutional neural networks (CNNs) are generally trained using stochastic gradient descent (SGD) based optimization techniques. The existing SGD optimizers generally suffer with the overshooting of the minimum and oscillation near…

Machine Learning · Computer Science 2022-09-20 Shiv Ram Dubey , S. H. Shabbeer Basha , Satish Kumar Singh , Bidyut Baran Chaudhuri

With the large rising of complex data, the nonconvex models such as nonconvex loss function and nonconvex regularizer are widely used in machine learning and pattern recognition. In this paper, we propose a class of mini-batch stochastic…

Optimization and Control · Mathematics 2019-06-26 Feihu Huang , Songcan Chen

Gradient Descent Ascent (GDA) methods are the mainstream algorithms for minimax optimization in generative adversarial networks (GANs). Convergence properties of GDA have drawn significant interest in the recent literature. Specifically,…

Optimization and Control · Mathematics 2022-07-05 Haochuan Li , Farzan Farnia , Subhro Das , Ali Jadbabaie

Most popular optimizers for deep learning can be broadly categorized as adaptive methods (e.g. Adam) and accelerated schemes (e.g. stochastic gradient descent (SGD) with momentum). For many models such as convolutional neural networks…

Machine Learning · Computer Science 2020-12-22 Juntang Zhuang , Tommy Tang , Yifan Ding , Sekhar Tatikonda , Nicha Dvornek , Xenophon Papademetris , James S. Duncan

Minimax problems of the form $\min_x \max_y \Psi(x,y)$ have attracted increased interest largely due to advances in machine learning, in particular generative adversarial networks. These are typically trained using variants of stochastic…

Optimization and Control · Mathematics 2023-04-14 Radu Ioan Boţ , Axel Böhm

Adaptive gradient methods have been widely adopted in training large-scale deep neural networks, especially large foundation models. Despite the huge success in practice, their theoretical advantages over classical gradient methods with…

Machine Learning · Computer Science 2024-10-15 Yuxing Liu , Rui Pan , Tong Zhang

We propose a general framework for distributed stochastic optimization under delayed gradient models. In this setting, $n$ local agents leverage their own data and computation to assist a central server in minimizing a global objective…

Optimization and Control · Mathematics 2026-03-04 Xinran Zheng , Tara Javidi , Behrouz Touri

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

The stochastic dual coordinate-ascent (S-DCA) technique is a useful alternative to the traditional stochastic gradient-descent algorithm for solving large-scale optimization problems due to its scalability to large data sets and strong…

Optimization and Control · Mathematics 2016-02-25 Bicheng Ying , Kun Yuan , Ali H. Sayed

Equipping a deep model the abaility of few-shot learning, i.e., learning quickly from only few examples, is a core challenge for artificial intelligence. Gradient-based meta-learning approaches effectively address the challenge by learning…

Machine Learning · Computer Science 2024-01-09 Baoquan Zhang , Chuyao Luo , Demin Yu , Huiwei Lin , Xutao Li , Yunming Ye , Bowen Zhang

Meta-gradients provide a general approach for optimizing the meta-parameters of reinforcement learning (RL) algorithms. Estimation of meta-gradients is central to the performance of these meta-algorithms, and has been studied in the setting…

Machine Learning · Computer Science 2022-09-26 Risto Vuorio , Jacob Beck , Shimon Whiteson , Jakob Foerster , Gregory Farquhar

Representations are fundamental to artificial intelligence. The performance of a learning system depends on the type of representation used for representing the data. Typically, these representations are hand-engineered using domain…

Machine Learning · Computer Science 2017-04-28 Vivek Veeriah , Shangtong Zhang , Richard S. Sutton

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 provide new adaptive first-order methods for constrained convex optimization. Our main algorithms AdaACSA and AdaAGD+ are accelerated methods, which are universal in the sense that they achieve nearly-optimal convergence rates for both…

Machine Learning · Computer Science 2021-02-17 Alina Ene , Huy L. Nguyen , Adrian Vladu

We study distributed stochastic convex optimization under the delayed gradient model where the server nodes perform parameter updates, while the worker nodes compute stochastic gradients. We discuss, analyze, and experiment with a setup…

Machine Learning · Statistics 2015-08-21 Suvrit Sra , Adams Wei Yu , Mu Li , Alexander J. Smola

In this work, we propose an optimization algorithm which we call norm-adapted gradient descent. This algorithm is similar to other gradient-based optimization algorithms like Adam or Adagrad in that it adapts the learning rate of stochastic…

Machine Learning · Computer Science 2020-10-14 David Sprunger