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In this work we analyse quantitatively the interplay between the loss landscape and performance of descent algorithms in a prototypical inference problem, the spiked matrix-tensor model. We study a loss function that is the negative…

Machine Learning · Computer Science 2020-01-22 Stefano Sarao Mannelli , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

Training a neural network with the gradient descent algorithm gives rise to a discrete-time nonlinear dynamical system. Consequently, behaviors that are typically observed in these systems emerge during training, such as convergence to an…

Machine Learning · Computer Science 2018-10-10 Kamil Nar , S. Shankar Sastry

Gradient-flow analyses show that simplified linear transformers can learn the in-context linear-regression algorithm, but they do not explain the finite-step behavior of gradient descent at large learning rates. Motivated by empirical work…

Machine Learning · Statistics 2026-05-21 Krishnakumar Balasubramanian

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

The subject of study is a neural network with binary neurons, randomly diluted synapses and variable pattern activity. We look at the system with parallel updating using a probabilistic approach to solve the one step dynamics with one…

Disordered Systems and Neural Networks · Physics 2009-10-31 Stefan Grosskinsky

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Optimization and Control · Mathematics 2023-05-30 Joshua Cutler , Dmitriy Drusvyatskiy , Zaid Harchaoui

Sparse inversion and classification problems are ubiquitous in modern data science and imaging. They are often formulated as non-smooth minimisation problems. In sparse inversion, we minimise, e.g., the sum of a data fidelity term and an…

Numerical Analysis · Mathematics 2022-11-23 Jonas Latz

This paper concerns a new class of discontinuous dynamical systems for constrained optimization. These dynamics are particularly suited to solve nonlinear, non-convex problems in closed-loop with a physical system. Such approaches using…

Optimization and Control · Mathematics 2020-05-11 Adrian Hauswirth , Florian Dörfler , Andrew Teel

We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…

Optimization and Control · Mathematics 2023-07-21 Lei Qin , Michael Cantoni , Ye Pu

Accelerated gradient methods are the cornerstones of large-scale, data-driven optimization problems that arise naturally in machine learning and other fields concerning data analysis. We introduce a gradient-based optimization framework for…

Optimization and Control · Mathematics 2022-03-22 Param Budhraja , Mayank Baranwal , Kunal Garg , Ashish Hota

In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…

Computer Vision and Pattern Recognition · Computer Science 2023-05-01 Yang Wu , Pengxu Wei , Liang Lin

In nonsmooth optimization, a negative subgradient is not necessarily a descent direction, making the design of convergent descent methods based on zeroth-order and first-order information a challenging task. The well-studied bundle methods…

Optimization and Control · Mathematics 2025-05-13 Hanyang Li , Ying Cui

We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…

Statistics Theory · Mathematics 2021-02-03 Ngoc Huy Chau , Éric Moulines , Miklos Rásonyi , Sotirios Sabanis , Ying Zhang

In the first part of this paper, we consider a family of continuous-time dynamical systems coupled with diffusion-transmutation processes. Under certain conditions, such randomly perturbed dynamical systems can be interpreted as an averaged…

Optimization and Control · Mathematics 2024-08-21 Getachew K. Befekadu

In the field of machine learning, comprehending the intricate training dynamics of neural networks poses a significant challenge. This paper explores the training dynamics of neural networks, particularly whether these dynamics can be…

Machine Learning · Computer Science 2024-08-16 Yeachan Park

We study the dynamics of gradient flow in high dimensions for the multi-spiked tensor problem, where the goal is to estimate $r$ unknown signal vectors (spikes) from noisy Gaussian tensor observations. Specifically, we analyze the maximum…

Probability · Mathematics 2025-09-22 Gérard Ben Arous , Cédric Gerbelot , Vanessa Piccolo

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

Latent dynamics discovery is challenging in extracting complex dynamics from high-dimensional noisy neural data. Many dimensionality reduction methods have been widely adopted to extract low-dimensional, smooth and time-evolving latent…

Machine Learning · Computer Science 2019-07-02 Qi She , Anqi Wu

We consider in this work small random perturbations (of multiplicative noise type) of the gradient flow. We prove that under mild conditions, when the potential function is a Morse function with additional strong saddle condition, the…

Probability · Mathematics 2020-04-29 Jiaojiao Yang , Wenqing Hu , Chris Junchi Li

In this work, we investigate the use of data-driven equation discovery for dynamical systems to model and forecast continuous-time dynamics of unconstrained optimization problems. To avoid expensive evaluations of the objective function and…

Optimization and Control · Mathematics 2026-02-19 Grant Norman , Conor Rowan , Kurt Maute , Alireza Doostan