Related papers: ADAHESSIAN: An Adaptive Second Order Optimizer for…
In this paper, we investigate a second-order stochastic algorithm for solving large-scale binary classification problems. We propose to make use of a new hybrid stochastic Newton algorithm that includes two weighted components in the…
Nesterov's accelerated gradient descent (AGD), an instance of the general family of "momentum methods", provably achieves faster convergence rate than gradient descent (GD) in the convex setting. However, whether these methods are superior…
The convolutional neural networks (CNNs) are generally trained using stochastic gradient descent (SGD) based optimization techniques. The existing SGD optimizers generally suffer with the overshooting of the minimum and oscillation near…
Adaptive gradient methods, especially Adam-type methods (such as Adam, AMSGrad, and AdaBound), have been proposed to speed up the training process with an element-wise scaling term on learning rates. However, they often generalize poorly…
A class of second-order algorithms is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps in an iteration-dependent subspace. In most cases, the Hessian matrix is…
Training language models becomes increasingly expensive with scale, prompting numerous attempts to improve optimization efficiency. Despite these efforts, the Adam optimizer remains the most widely used, due to a prevailing view that it is…
This work introduces the nested-set Hessian approximation, a second-order approximation method that can be used in any derivative-free optimization routine that requires such information. It is built on the foundation of the generalized…
We propose 3DGS$^2$-TR,a second-order optimizer for accelerating the scene training problem in 3D Gaussian Splatting (3DGS). Unlike existing second-order approaches that rely on explicit or dense curvature representations, such as 3DGS-LM…
With the increasing practicality of deep learning applications, practitioners are inevitably faced with datasets corrupted by noise from various sources such as measurement errors, mislabeling, and estimated surrogate inputs/outputs that…
Trust region and cubic regularization methods have demonstrated good performance in small scale non-convex optimization, showing the ability to escape from saddle points. Each iteration of these methods involves computation of gradient,…
In this paper, we present a comprehensive study on the convergence properties of Adam-family methods for nonsmooth optimization, especially in the training of nonsmooth neural networks. We introduce a novel two-timescale framework that…
This report investigates the fitting of the Hessian or its inverse for stochastic optimizations using a Hessian fitting criterion derived from the preconditioned stochastic gradient descent (PSGD) method. This criterion is closely related…
This paper studies a class of adaptive gradient based momentum algorithms that update the search directions and learning rates simultaneously using past gradients. This class, which we refer to as the "Adam-type", includes the popular…
Pruning neural networks reduces inference time and memory costs. On standard hardware, these benefits will be especially prominent if coarse-grained structures, like feature maps, are pruned. We devise two novel saliency-based methods for…
In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent of gram matrices which is asymptotically unbiased, and…
Second-order training methods have better convergence properties than gradient descent but are rarely used in practice for large-scale training due to their computational overhead. This can be viewed as a hardware limitation (imposed by…
Deep learning algorithms often require solving a highly non-linear and nonconvex unconstrained optimization problem. Methods for solving optimization problems in large-scale machine learning, such as deep learning and deep reinforcement…
Adaptive optimization methods such as AdaGrad, RMSprop and Adam have been proposed to achieve a rapid training process with an element-wise scaling term on learning rates. Though prevailing, they are observed to generalize poorly compared…
Much of the existing theory on first-order non-smooth optimization is built on a restrictive assumption that the gradients of the objective function are uniformly bounded. We introduce a much more realistic class of generalized Lipschitz…
This paper proposes a homogeneous second-order descent framework (HSODF) for nonconvex and convex optimization based on the generalized homogeneous model (GHM). In comparison to the Newton steps, the GHM can be solved by extremal symmetric…