Related papers: Complex Dynamics in Simple Neural Networks: Unders…
Of all the vector fields surrounding the minima of recurrent learning setups, the gradient field with its exploding and vanishing updates appears a poor choice for optimization, offering little beyond efficient computability. We seek to…
Phase retrieval algorithms have become an important component in many modern computational imaging systems. For instance, in the context of ptychography and speckle correlation imaging, they enable imaging past the diffraction limit and…
Machine learning optimization often depends on stochastic gradient descent, where the precision of gradient estimation is vital for model performance. Gradients are calculated from mini-batches formed by uniformly selecting data samples…
Parallel stochastic gradient methods are gaining prominence in solving large-scale machine learning problems that involve data distributed across multiple nodes. However, obtaining unbiased stochastic gradients, which have been the focus of…
Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely…
It is an old idea to use gradient flows or time-discretized variants thereof as methods for solving minimization problems. In some applications, for example in machine learning contexts, it is important to know that for generic initial…
We study non-convex subgradient flows for training two-layer ReLU neural networks from a convex geometry and duality perspective. We characterize the implicit bias of unregularized non-convex gradient flow as convex regularization of an…
Stochastic gradient descent samples uniformly the training set to build an unbiased gradient estimate with a limited number of samples. However, at a given step of the training process, some data are more helpful than others to continue…
Gradient descent (GD) methods for the training of artificial neural networks (ANNs) belong nowadays to the most heavily employed computational schemes in the digital world. Despite the compelling success of such methods, it remains an open…
Part I of this paper considered optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network…
We derive the system of differential equations for the gradient flow characterizing the training process of linear in-context learning in full generality. Next, we explore the geometric structure of the gradient flows in two instances,…
The learning dynamics of on-line independent component analysis is analysed in the limit of large data dimension. We study a simple Hebbian learning algorithm that can be used to separate out a small number of non-Gaussian components from a…
The proximal point algorithm, which is a well-known tool for finding minima of convex functions, is generalized from the classical Hilbert space framework into a nonlinear setting, namely, geodesic metric spaces of nonpositive curvature. We…
A systematic procedure for optimising the friction coefficient in underdamped Langevin dynamics as a sampling tool is given by taking the gradient of the associated asymptotic variance with respect to friction. We give an expression for…
The recipe behind the success of deep learning has been the combination of neural networks and gradient-based optimization. Understanding the behavior of gradient descent however, and particularly its instability, has lagged behind its…
In modern data analysis, random sampling is an efficient and widely-used strategy to overcome the computational difficulties brought by large sample size. In previous studies, researchers conducted random sampling which is according to the…
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…
We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new…
We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…
Despite the striking successes of deep neural networks trained with gradient-based optimization, these methods differ fundamentally from their biological counterparts. This gap raises key questions about how nature achieves robust,…