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Recently, there has been growing interest in developing optimization methods for solving large-scale machine learning problems. Most of these problems boil down to the problem of minimizing an average of a finite set of smooth and strongly…

Optimization and Control · Mathematics 2018-02-09 Aryan Mokhtari , Mert Gürbüzbalaban , Alejandro Ribeiro

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Optimization and Control · Mathematics 2025-06-18 Lucka Barbeau , Marc-Étienne Lamarche-Gagnon , Florin Ilinca

Physics-informed neural networks (PINNs) have emerged as a prominent approach for solving partial differential equations (PDEs) by minimizing a combined loss function that incorporates both boundary loss and PDE residual loss. Despite their…

Machine Learning · Computer Science 2025-01-16 Youngsik Hwang , Dong-Young Lim

Physics-informed neural networks (PINNs) have effectively been demonstrated in solving forward and inverse differential equation problems, but they are still trapped in training failures when the target functions to be approximated exhibit…

Machine Learning · Computer Science 2023-03-06 Ye Li , Song-Can Chen , Sheng-Jun Huang

This paper presents a novel algorithm that leverages Stochastic Gradient Descent strategies in conjunction with Random Features to augment the scalability of Conic Particle Gradient Descent (CPGD) specifically tailored for solving sparse…

Optimization and Control · Mathematics 2025-09-05 Yohann De Castro , Sébastien Gadat , Clément Marteau

Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…

Machine Learning · Computer Science 2021-07-19 Zhicheng Cai

This paper presents a novel coordinate descent algorithm leveraging a combination of one-directional line search and gradient information for parameter updates for a squared error loss function. Each parameter undergoes updates determined…

Machine Learning · Computer Science 2024-08-05 Yen-Che Hsiao , Abhishek Dutta

In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

Many supervised learning tasks have intrinsic symmetries, such as translational and rotational symmetry in image classifications. These symmetries can be exploited to enhance performance. We formulate the symmetry constraints into a concise…

Quantum Physics · Physics 2024-08-14 Kaiming Bian , Shitao Zhang , Fei Meng , Wen Zhang , Oscar Dahlsten

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Neural networks are achieving state of the art and sometimes super-human performance on learning tasks across a variety of domains. Whenever these problems require learning in a continual or sequential manner, however, neural networks…

Machine Learning · Computer Science 2019-10-17 Mehrdad Farajtabar , Navid Azizan , Alex Mott , Ang Li

We present a manifestly covariant formulation of the gradient descent method, ensuring consistency across arbitrary coordinate systems and general curved trainable spaces. The optimization dynamics is defined using a covariant force vector…

Machine Learning · Computer Science 2025-04-15 Dmitry Guskov , Vitaly Vanchurin

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…

Optimization and Control · Mathematics 2024-12-19 Xianqi Jiao , Jia Liu , Zhiping Chen

Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value…

Machine Learning · Statistics 2014-11-17 Mengdi Wang , Ethan X. Fang , Han Liu

Pairwise learning refers to learning tasks where the loss function depends on a pair of instances. It instantiates many important machine learning tasks such as bipartite ranking and metric learning. A popular approach to handle streaming…

Machine Learning · Computer Science 2021-11-25 Zhenhuan Yang , Yunwen Lei , Puyu Wang , Tianbao Yang , Yiming Ying

Many real-world data are sequentially collected over time and often exhibit skewed class distributions, resulting in imbalanced data streams. While existing approaches have explored several strategies, such as resampling and reweighting,…

Machine Learning · Computer Science 2025-08-18 Han Zhou , Hongpeng Yin , Xuanhong Deng , Yuyu Huang , Hao Ren

There are much recent interests in solving noncovnex min-max optimization problems due to its broad applications in many areas including machine learning, networked resource allocations, and distributed optimization. Perhaps, the most…

Optimization and Control · Mathematics 2021-12-20 Thinh T. Doan

The presence of uncertainty in material properties and geometry of a structure is ubiquitous. The design of robust engineering structures, therefore, needs to incorporate uncertainty in the optimization process. Stochastic gradient descent…

Optimization and Control · Mathematics 2019-11-26 Subhayan De , Kurt Maute , Alireza Doostan

First-order methods for stochastic optimization have undeniable relevance, in part due to their pivotal role in machine learning. Variance reduction for these algorithms has become an important research topic. In contrast to common…

Machine Learning · Computer Science 2021-09-08 Manuel Madeira , Renato Negrinho , João Xavier , Pedro M. Q. Aguiar