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Training deep neural networks consumes increasing computational resource shares in many compute centers. Often, a brute force approach to obtain hyperparameter values is employed. Our goal is (1) to enhance this by enabling second-order…

Machine Learning · Computer Science 2022-08-04 Severin Reiz , Tobias Neckel , Hans-Joachim Bungartz

Deep Q-learning method is one of the most popularly used deep reinforcement learning algorithms which uses deep neural networks to approximate the estimation of the action-value function. Training of the deep Q-network (DQN) is usually…

Machine Learning · Computer Science 2020-10-20 S. Indrapriyadarsini , Shahrzad Mahboubi , Hiroshi Ninomiya , Takeshi Kamio , Hideki Asai

Minimizing loss functions is central to machine-learning training. Although first-order methods dominate practical applications, higher-order techniques such as Newton's method can deliver greater accuracy and faster convergence, yet are…

Machine Learning · Computer Science 2025-11-25 Giuseppe Carrino , Elena Loli Piccolomini , Elisa Riccietti , Theo Mary

We present an algorithm for minimizing a sum of functions that combines the computational efficiency of stochastic gradient descent (SGD) with the second order curvature information leveraged by quasi-Newton methods. We unify these…

Machine Learning · Computer Science 2014-12-02 Jascha Sohl-Dickstein , Ben Poole , Surya Ganguli

3D Gaussian Splatting (3DGS) has emerged as a mainstream solution for novel view synthesis and 3D reconstruction. By explicitly encoding a 3D scene using a collection of Gaussian kernels, 3DGS achieves high-quality rendering with superior…

Computer Vision and Pattern Recognition · Computer Science 2025-01-28 Lei Lan , Tianjia Shao , Zixuan Lu , Yu Zhang , Chenfanfu Jiang , Yin Yang

The question of how to incorporate curvature information in stochastic approximation methods is challenging. The direct application of classical quasi- Newton updating techniques for deterministic optimization leads to noisy curvature…

Optimization and Control · Mathematics 2015-02-19 R. H. Byrd , S. L. Hansen , J. Nocedal , Y. Singer

While first-order optimization methods such as stochastic gradient descent (SGD) are popular in machine learning (ML), they come with well-known deficiencies, including relatively-slow convergence, sensitivity to the settings of…

Optimization and Control · Mathematics 2018-02-19 Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that only stochastic information of the gradients of the objective function is available via a stochastic first-order oracle…

Optimization and Control · Mathematics 2014-12-05 Xiao Wang , Shiqian Ma , Wei Liu

Bilevel optimization, addressing challenges in hierarchical learning tasks, has gained significant interest in machine learning. The practical implementation of the gradient descent method to bilevel optimization encounters computational…

Machine Learning · Computer Science 2025-02-04 Sheng Fang , Yong-Jin Liu , Wei Yao , Chengming Yu , Jin Zhang

Quasi-Newton methods refer to a class of algorithms at the interface between first and second order methods. They aim to progress as substantially as second order methods per iteration, while maintaining the computational complexity of…

Optimization and Control · Mathematics 2024-05-14 Shida Wang , Jalal Fadili , Peter Ochs

Second-order optimization has been shown to accelerate the training of deep neural networks in many applications, often yielding faster progress per iteration on the training loss compared to first-order optimizers. However, the…

Machine Learning · Computer Science 2024-11-14 Davide Buffelli , Jamie McGowan , Wangkun Xu , Alexandru Cioba , Da-shan Shiu , Guillaume Hennequin , Alberto Bernacchia

We consider the development of practical stochastic quasi-Newton, and in particular Kronecker-factored block-diagonal BFGS and L-BFGS methods, for training deep neural networks (DNNs). In DNN training, the number of variables and components…

Machine Learning · Computer Science 2021-01-11 Donald Goldfarb , Yi Ren , Achraf Bahamou

Neural networks are trained by optimizing multi-dimensional sets of fitting parameters on non-convex loss landscapes. Low-loss regions of the landscapes correspond to the parameter sets that perform well on the training data. A key issue in…

Machine Learning · Computer Science 2026-02-26 Jianneng Yu , Alexandre V. Morozov

We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…

Machine Learning · Statistics 2019-01-30 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

A common problem in training neural networks is the vanishing and/or exploding gradient problem which is more prominently seen in training of Recurrent Neural Networks (RNNs). Thus several algorithms have been proposed for training RNNs.…

Machine Learning · Computer Science 2019-09-10 S. Indrapriyadarsini , Shahrzad Mahboubi , Hiroshi Ninomiya , Hideki Asai

While the superior performance of second-order optimization methods such as Newton's method is well known, they are hardly used in practice for deep learning because neither assembling the Hessian matrix nor calculating its inverse is…

Machine Learning · Computer Science 2020-09-16 Siyuan Shen , Tianjia Shao , Kun Zhou , Chenfanfu Jiang , Feng Luo , Yin Yang

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a framework of transition from deterministic or…

Machine Learning · Computer Science 2021-11-30 Sanae Lotfi , Tiphaine Bonniot de Ruisselet , Dominique Orban , Andrea Lodi

We present practical Levenberg-Marquardt variants of Gauss-Newton and natural gradient methods for solving non-convex optimization problems that arise in training deep neural networks involving enormous numbers of variables and huge data…

Machine Learning · Computer Science 2019-06-07 Yi Ren , Donald Goldfarb

Quasi-Newton (QN) methods provide an efficient alternative to second-order methods for minimizing smooth unconstrained problems. While QN methods generally compose a Hessian estimate based on one secant interpolation per iteration,…

Optimization and Control · Mathematics 2025-04-11 Mokhwa Lee , Yifan Sun

Deep learning involves a difficult non-convex optimization problem, which is often solved by stochastic gradient (SG) methods. While SG is usually effective, it may not be robust in some situations. Recently, Newton methods have been…

Machine Learning · Statistics 2018-11-16 Chien-Chih Wang , Kent Loong Tan , Chih-Jen Lin