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Unlike nonconvex optimization, where gradient descent is guaranteed to converge to a local optimizer, algorithms for nonconvex-nonconcave minimax optimization can have topologically different solution paths: sometimes converging to a…

Optimization and Control · Mathematics 2021-03-05 Benjamin Grimmer , Haihao Lu , Pratik Worah , Vahab Mirrokni

We prove local convergence of several notable gradient descent algorithms used in machine learning, for which standard stochastic gradient descent theory does not apply directly. This includes, first, online algorithms for recurrent models…

Dynamical Systems · Mathematics 2021-01-11 Pierre-Yves Massé , Yann Ollivier

Current state-of-the-art optimizers are adaptive gradient-based optimization methods such as Adam. Recently, there has been an increasing interest in formulating gradient-based optimizers in a probabilistic framework for better modeling the…

Machine Learning · Computer Science 2025-04-21 Haotian Chen , Anna Kuzina , Babak Esmaeili , Jakub M Tomczak

Adaptive optimizers, such as Adam, have achieved remarkable success in deep learning. A key component of these optimizers is the so-called preconditioning matrix, providing enhanced gradient information and regulating the step size of each…

Machine Learning · Computer Science 2024-12-10 Yun Yue , Zhiling Ye , Jiadi Jiang , Yongchao Liu , Ke Zhang

Gradient descent (GD) based optimization methods are these days the standard tools to train deep neural networks in artificial intelligence systems. In optimization procedures in deep learning the employed optimizer is often not the…

Optimization and Control · Mathematics 2025-09-24 Steffen Dereich , Robin Graeber , Arnulf Jentzen , Adrian Riekert

In this paper, a modified BFGS algorithm is proposed. The modified BFGS matrix estimates a modified Hessian matrix which is a convex combination of an identity matrix for the steepest descent algorithm and a Hessian matrix for the Newton…

Optimization and Control · Mathematics 2025-11-14 Yaguang Yang

Adaptive Moment Estimation (ADAM) is a very popular training algorithm for deep neural networks and belongs to the family of adaptive gradient descent optimizers. However to the best of the authors knowledge no complete convergence analysis…

Machine Learning · Computer Science 2021-02-22 Sebastian Bock , Martin Georg Weiß

Current quantum computers are limited in the number of qubits and coherence time, constraining the algorithms executable with sufficient fidelity. The variational quantum eigensolver (VQE) is an algorithm to find an approximate ground state…

Quantum Physics · Physics 2023-01-24 Luca Erhart , Kosuke Mitarai , Wataru Mizukami , Keisuke Fujii

A descent algorithm, "Quasi-Quadratic Minimization with Memory" (QQMM), is proposed for unconstrained minimization of the sum, $F$, of a non-negative convex function, $V$, and a quadratic form. Such problems come up in regularized…

Computation · Statistics 2008-11-19 Steven P. Ellis

In federated learning (FL), model training performance is strongly impacted by data heterogeneity across clients. Client-drift compensation methods have recently emerged as a solution to this issue, introducing correction terms into local…

Machine Learning · Computer Science 2025-05-20 Evan Chen , Shiqiang Wang , Jianing Zhang , Dong-Jun Han , Chaoyue Liu , Christopher Brinton

The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…

Optimization and Control · Mathematics 2019-10-24 Brian Swenson , Anirudh Sridhar , H. Vincent Poor

Even a minor boost in solving combinatorial optimization problems can greatly benefit multiple industries. Quantum computers, with their unique information processing capabilities, hold promise for delivering such enhancements. The…

Quantum Physics · Physics 2025-05-15 Gabriel Marin-Sanchez , David Amaro

Optimization problems are prevalent in various fields, and the gradient-based gradient descent algorithm is a widely adopted optimization method. However, in classical computing, computing the numerical gradient for a function with $d$…

Quantum Physics · Physics 2023-05-12 Ronghang Chen , Shi-Yao Hou , Cong Guo , Guanru Feng

We present a new optimization method for small-to-intermediate scale variational algorithms on noisy near-term quantum processors which uses a Gaussian process surrogate model equipped with a classically-evaluated quantum kernel.…

Quantum Physics · Physics 2023-08-16 Alistair W. R. Smith , A. J. Paige , M. S. Kim

It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…

Optimization and Control · Mathematics 2024-06-21 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

Hybrid quantum-classical algorithms appear to be the most promising approach for near-term quantum applications. An important bottleneck is the classical optimization loop, where the multiple local minima and the emergence of barren…

Quantum Physics · Physics 2024-10-23 Ioannis Kolotouros , Petros Wallden

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

To the best of our knowledge, for the first time, we propose adaptive moment estimation (Adam) algorithm based on batch gradient descent (BGD) to design a time-domain equalizer (TDE) for PAM-based optical interconnects. Adam algorithm has…

Information Theory · Computer Science 2020-02-19 Haide Wang , Ji Zhou , Weiping Liu , Jianping Li , Xincheng Huang , Long Liu , Weixian Liang , Changyuan Yu , Fan Li , Zhaohui Li

The variational quantum eigensolver (or VQE) uses the variational principle to compute the ground state energy of a Hamiltonian, a problem that is central to quantum chemistry and condensed matter physics. Conventional computing methods are…

Gradient-based (a.k.a. `first order') optimization algorithms are routinely used to solve large scale non-convex problems. Yet, it is generally hard to predict their effectiveness. In order to gain insight into this question, we revisit the…

Probability · Mathematics 2024-12-10 Andrea Montanari , Eliran Subag
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