Related papers: Path Length Bounds for Gradient Descent and Flow

We show that for any $d\ge 2$ and $\Delta>0$ there exists $\eta>0$ such that the following holds: Let $G$ be an $n$-vertex graph with at least $\Omega(n^2)$ edges and let $H$ be an $n$-vertex $d$-degenerate graph with maximum degree at most…

It is known that when minimizing smooth Polyak-{\L}ojasiewicz (PL) functions, momentum algorithms cannot significantly improve the convergence bound of gradient descent, contrasting with the acceleration phenomenon occurring in the strongly…

We establish novel generalization bounds for learning algorithms that converge to global minima. We do so by deriving black-box stability results that only depend on the convergence of a learning algorithm and the geometry around the…

In this work, we study the iteration complexity of gradient methods for minimizing convex quadratic functions regularized by powers of Euclidean norms. We show that, due to the uniform convexity of the objective, gradient methods have…

Stochastic Gradient Descent (SGD) is among the simplest and most popular methods in optimization. The convergence rate for SGD has been extensively studied and tight analyses have been established for the running average scheme, but the…

We study the use of gradient descent with backtracking line search (GD-BLS) to solve the noisy optimization problem $\theta_\star:=\mathrm{argmin}_{\theta\in\mathbb{R}^d} \mathbb{E}[f(\theta,Z)]$, imposing that the function…

We consider the minimization of non-convex quadratic forms regularized by a cubic term, which exhibit multiple saddle points and poor local minima. Nonetheless, we prove that, under mild assumptions, gradient descent approximates the…

We investigate a difference-of-convex (DC) formulation where the second term is allowed to be weakly convex. We examine the precise behavior of a single iteration of the difference-of-convex algorithm (DCA), providing a tight…

The Kullback-Leibler (KL) divergence plays a central role in probabilistic machine learning, where it commonly serves as the canonical loss function. Optimization in such settings is often performed over the probability simplex, where the…

Nonconvex and nonsmooth optimization problems are important and challenging for statistics and machine learning. In this paper, we propose Projected Proximal Gradient Descent (PPGD) which solves a class of nonconvex and nonsmooth…

With a weighting scheme proportional to t, a traditional stochastic gradient descent (SGD) algorithm achieves a high probability convergence rate of O({\kappa}/T) for strongly convex functions, instead of O({\kappa} ln(T)/T). We also prove…

We study the asymptotic shape of the trajectory of the stochastic gradient descent algorithm applied to a convex objective function. Under mild regularity assumptions, we prove a functional central limit theorem for the properly rescaled…

We are interested in existence of gradient flows for shape functionals especially for first Laplacian eigenvalues. We introduce different techniques to prove existence and use different formulations for gradient flows. We apply a…

Large-scale nonconvex optimization problems are ubiquitous in modern machine learning, and among practitioners interested in solving them, Stochastic Gradient Descent (SGD) reigns supreme. We revisit the analysis of SGD in the nonconvex…

We consider the generalization error associated with stochastic gradient descent on a smooth convex function over a compact set. We show the first bound on the generalization error that vanishes when the number of iterations $T$ and the…

We study first-order methods for convex optimization problems with functions $f$ satisfying the recently proposed $\ell$-smoothness condition $||\nabla^{2}f(x)|| \le \ell\left(||\nabla f(x)||\right),$ which generalizes the $L$-smoothness…

We establish new theoretical convergence guarantees for the difference-of-convex algorithm (DCA), where the second function is allowed to be weakly-convex, measuring progress via composite gradient mapping. Based on a tight analysis of two…

The paper surveys recent progresses in understanding the dynamics and loss landscape of the gradient flow equations associated to deep linear neural networks, i.e., the gradient descent training dynamics (in the limit when the step size…

Two sharp lower bounds for the length of a longest cycle $C$ of a graph $G$ are presented in terms of the lengths of a longest path and a longest cycle of $G-C$, denoted by $\overline{p}$ and $\overline{c}$, respectively, combined with…

In the Gaussian sequence model $Y= \theta_0 + \varepsilon$ in $\mathbb{R}^n$, we study the fundamental limit of approximating the signal $\theta_0$ by a class $\Theta(d,d_0,k)$ of (generalized) splines with free knots. Here $d$ is the…