Related papers: Almost Tune-Free Variance Reduction

Regularized empirical risk minimization (rERM) has become important in data-intensive fields such as genomics and advertising, with stochastic gradient methods typically used to solve the largest problems. However, ill-conditioned…

Theoretically understanding stochastic gradient descent (SGD) in overparameterized models has led to the development of several optimization algorithms that are widely used in practice today. Recent work by~\citet{zou2021benign} provides…

Inference on vertex-aligned graphs is of wide theoretical and practical importance.There are, however, few flexible and tractable statistical models for correlated graphs, and even fewer comprehensive approaches to parametric inference on…

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

We propose a general yet simple theorem describing the convergence of SGD under the arbitrary sampling paradigm. Our theorem describes the convergence of an infinite array of variants of SGD, each of which is associated with a specific…

In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…

With 4.5 million hours of English speech from 10 different sources across 120 countries and models of up to 10 billion parameters, we explore the frontiers of scale for automatic speech recognition. We propose data selection techniques to…

Invariant risk minimization (IRM) has received increasing attention as a way to acquire environment-agnostic data representations and predictions, and as a principled solution for preventing spurious correlations from being learned and for…

The aim of the new generation of radio synthesis arrays such as LOFAR and SKA is to achieve much higher sensitivity, resolution and frequency coverage than what is available now, especially at low frequencies. To accomplish this goal, the…

State-of-the-art methods for solving smooth optimization problems are nonlinear conjugate gradient, low memory BFGS, and Majorize-Minimize (MM) subspace algorithms. The MM subspace algorithm which has been introduced more recently has shown…

Regularized empirical risk minimization (R-ERM) is an important branch of machine learning, since it constrains the capacity of the hypothesis space and guarantees the generalization ability of the learning algorithm. Two classic proximal…

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…

Batch Normalization (BN) has become a cornerstone of deep learning across diverse architectures, appearing to help optimization as well as generalization. While the idea makes intuitive sense, theoretical analysis of its effectiveness has…

Usually, hearing impaired people use hearing aids which are implemented with speech enhancement algorithms. Estimation of speech and estimation of nose are the components in single channel speech enhancement system. The main objective of…

Stochastic algorithms, especially stochastic gradient descent (SGD), have proven to be the go-to methods in data science and machine learning. In recent years, the stochastic proximal point algorithm (SPPA) emerged, and it was shown to be…

In this paper, we study and analyze the mini-batch version of StochAstic Recursive grAdient algoritHm (SARAH), a method employing the stochastic recursive gradient, for solving empirical loss minimization for the case of nonconvex losses.…

A considerable chasm has been looming for decades between theory and practice in zero-sum game solving through first-order methods. Although a convergence rate of $T^{-1}$ has long been established, the most effective paradigm in practice…

In this paper, we revisit and improve the convergence of policy gradient (PG), natural PG (NPG) methods, and their variance-reduced variants, under general smooth policy parametrizations. More specifically, with the Fisher information…

When developing risk prediction models, shrinkage methods are recommended, especially when the sample size is limited. Several earlier studies have shown that the shrinkage of model coefficients can reduce overfitting of the prediction…

Empirical risk minimization over classes functions that are bounded for some version of the variation norm has a long history, starting with Total Variation Denoising (Rudin et al., 1992), and has been considered by several recent articles,…