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We investigate the asymptotic behavior of probability measures associated with stochastic dynamical systems featuring either globally contracting or $B_{r}$-contracting drift terms. While classical results often assume constant diffusion…

Dynamical Systems · Mathematics 2025-05-14 Simone Betteti , Francesco Bullo

We analyze the convergence rate of gradient flows on objective functions induced by Dropout and Dropconnect, when applying them to shallow linear Neural Networks (NNs) - which can also be viewed as doing matrix factorization using a…

Machine Learning · Computer Science 2020-12-04 Albert Senen-Cerda , Jaron Sanders

The asymptotic behavior of the stochastic gradient algorithm with a biased gradient estimator is analyzed. Relying on arguments based on the dynamic system theory (chain-recurrence) and the differential geometry (Yomdin theorem and…

Statistics Theory · Mathematics 2017-09-04 Vladislav B. Tadic , Arnaud Doucet

We design a non-convex second-order optimization algorithm that is guaranteed to return an approximate local minimum in time which scales linearly in the underlying dimension and the number of training examples. The time complexity of our…

Optimization and Control · Mathematics 2017-04-26 Naman Agarwal , Zeyuan Allen-Zhu , Brian Bullins , Elad Hazan , Tengyu Ma

A recent trend in the signal/image processing literature is the optimization of Fourier sampling schemes for specific datasets of signals. In this paper, we explain why choosing optimal non Cartesian Fourier sampling patterns is a difficult…

Optimization and Control · Mathematics 2022-07-22 Frédéric de Gournay , Alban Gossard , Pierre Weiss

In this paper, we develop a new computational approach which is based on minimizing the difference of two convex functionals (DC) to solve a broader class of phase retrieval problems. The approach splits a standard nonlinear least squares…

Information Theory · Computer Science 2018-10-23 Meng Huang , Ming-Jun Lai , Abraham Varghese , Zhiqiang Xu

Diffusion and flow-based generative models have achieved remarkable success in domains such as image synthesis, video generation, and natural language modeling. In this work, we extend these advances to weight space learning by leveraging…

Machine Learning · Computer Science 2025-10-17 Daniel Saragih , Deyu Cao , Tejas Balaji

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

Machine Learning · Computer Science 2020-10-22 Guannan Liang , Qianqian Tong , Jiahao Ding , Miao Pan , Jinbo Bi

One of the mysteries in the success of neural networks is randomly initialized first order methods like gradient descent can achieve zero training loss even though the objective function is non-convex and non-smooth. This paper demystifies…

Machine Learning · Computer Science 2019-02-06 Simon S. Du , Xiyu Zhai , Barnabas Poczos , Aarti Singh

A powerful approach for understanding neural population dynamics is to extract low-dimensional trajectories from population recordings using dimensionality reduction methods. Current approaches for dimensionality reduction on neural data…

Machine Learning · Statistics 2017-11-07 Marcel Nonnenmacher , Srinivas C. Turaga , Jakob H. Macke

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

Optimization and Control · Mathematics 2024-03-15 Frank E. Curtis , Vyacheslav Kungurtsev , Daniel P. Robinson , Qi Wang

A crucial task in system identification problems is the selection of the most appropriate model class, and is classically addressed resorting to cross-validation or using asymptotic arguments. As recently suggested in the literature, this…

Numerical Analysis · Mathematics 2015-06-09 Silvia Bonettini , Alessandro Chiuso , Marco Prato

We introduce a theoretical and practical framework for efficient importance sampling of mini-batch samples for gradient estimation from single and multiple probability distributions. To handle noisy gradients, our framework dynamically…

Machine Learning · Computer Science 2025-01-29 Corentin Salaün , Xingchang Huang , Iliyan Georgiev , Niloy J. Mitra , Gurprit Singh

Hyperparameter tuning is one of the essential steps to guarantee the convergence of machine learning models. We argue that intuition about the optimal choice of hyperparameters for stochastic gradient descent can be obtained by studying a…

Disordered Systems and Neural Networks · Physics 2025-12-12 Chanju Park , Biagio Lucini , Gert Aarts

In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…

Probability · Mathematics 2014-05-16 Max Fathi

Finding minima of a real valued non-convex function over a high dimensional space is a major challenge in science. We provide evidence that some such functions that are defined on high dimensional domains have a narrow band of values whose…

Machine Learning · Statistics 2015-04-08 Levent Sagun , V. Ugur Guney , Gerard Ben Arous , Yann LeCun

An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…

Statistics Theory · Mathematics 2022-01-12 Antoine Godichon-Baggioni

It is well-known that given a bounded, smooth nonconvex function, standard gradient-based methods can find $\epsilon$-stationary points (where the gradient norm is less than $\epsilon$) in $\mathcal{O}(1/\epsilon^2)$ iterations. However,…

Optimization and Control · Mathematics 2021-04-19 Ohad Shamir

In deep learning it is common to overparameterize neural networks, that is, to use more parameters than training samples. Quite surprisingly training the neural network via (stochastic) gradient descent leads to models that generalize very…

Optimization and Control · Mathematics 2025-01-30 Hung-Hsu Chou , Johannes Maly , Holger Rauhut
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