Related papers: Infinite-dimensional gradient-based descent for al…

Alternating gradient-descent-ascent (AltGDA) is an optimization algorithm that has been widely used for model training in various machine learning applications, which aims to solve a nonconvex minimax optimization problem. However, the…

Efficient computation of min-max problems is a central question in optimization, learning, games, and controls. Arguably the most natural algorithm is gradient-descent-ascent (GDA). However, since the 1970s, conventional wisdom has argued…

In the paper, we propose a class of faster adaptive Gradient Descent Ascent (GDA) methods for solving the nonconvex-strongly-concave minimax problems by using the unified adaptive matrices, which include almost all existing coordinate-wise…

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…

Tuning hyperparameters, such as the stepsize, presents a major challenge of training machine learning models. To address this challenge, numerous adaptive optimization algorithms have been developed that achieve near-optimal complexities,…

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…

We study the implicit regularization imposed by gradient descent for learning multi-layer homogeneous functions including feed-forward fully connected and convolutional deep neural networks with linear, ReLU or Leaky ReLU activation. We…

Gradient descent, or negative gradient flow, is a standard technique in optimization to find minima of functions. Many implementations of gradient descent rely on discretized versions, i.e., moving in the gradient direction for a set step…

We propose an extension of a special form of gradient descent -- in the literature known as linearised Bregman iteration -- to a larger class of non-convex functions. We replace the classical (squared) two norm metric in the gradient…

In many problems in machine learning and operations research, we need to optimize a function whose input is a random variable or a probability density function, i.e. to solve optimization problems in an infinite dimensional space. On the…

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…

This paper proposes the divergence triangle as a framework for joint training of generator model, energy-based model and inference model. The divergence triangle is a compact and symmetric (anti-symmetric) objective function that seamlessly…

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

The stochastic mirror descent (SMD) algorithm is a general class of training algorithms, which includes the celebrated stochastic gradient descent (SGD), as a special case. It utilizes a mirror potential to influence the implicit bias of…

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are…

In this paper, a sequential search method for finding the global minimum of an objective function is presented, The descent gradient search is repeated until the global minimum is obtained. The global minimum is located by a process of…

We propose an extension of the anisotropic interaction model which allows for collision avoidance in pairwise interactions by a rotation of forces \cite{arXiv:1912.04234} by including the agents' body size. The influence of the body size on…

Fitting a function by using linear combinations of a large number $N$ of `simple' components is one of the most fruitful ideas in statistical learning. This idea lies at the core of a variety of methods, from two-layer neural networks to…

This paper presents a theoretical framework for the design and analysis of gradient descent-based algorithms for coverage control tasks involving robot swarms. We adopt a multiscale approach to analysis and design to ensure consistency of…

Consider the consensus problem of minimizing $f(x)=\sum_{i=1}^n f_i(x)$ where each $f_i$ is only known to one individual agent $i$ out of a connected network of $n$ agents. All the agents shall collaboratively solve this problem and obtain…