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An appealing property of the natural gradient is that it is invariant to arbitrary differentiable reparameterizations of the model. However, this invariance property requires infinitesimal steps and is lost in practical implementations with…

Machine Learning · Computer Science 2018-06-11 Yang Song , Jiaming Song , Stefano Ermon

Fitting a function by using linear combinations of a large number $N$ of `simple' components is one of the most fruitful ideas in statistical learning. This idea lies at the core of a variety of methods, from two-layer neural networks to…

Statistics Theory · Mathematics 2019-08-20 Adel Javanmard , Marco Mondelli , Andrea Montanari

The local geometry of high dimensional neural network loss landscapes can both challenge our cherished theoretical intuitions as well as dramatically impact the practical success of neural network training. Indeed recent works have observed…

Machine Learning · Computer Science 2019-10-15 Stanislav Fort , Surya Ganguli

The Cartesian reverse derivative is a categorical generalization of reverse-mode automatic differentiation. We use this operator to generalize several optimization algorithms, including a straightforward generalization of gradient descent…

Optimization and Control · Mathematics 2021-09-22 Dan Shiebler

In this paper, we study the implicit regularization of the gradient descent algorithm in homogeneous neural networks, including fully-connected and convolutional neural networks with ReLU or LeakyReLU activations. In particular, we study…

Machine Learning · Computer Science 2021-01-01 Kaifeng Lyu , Jian Li

Convolutional neural networks are widely used in imaging and image recognition. Learning such networks from training data leads to the minimization of a non-convex function. This makes the analysis of standard optimization methods such as…

Optimization and Control · Mathematics 2026-01-14 Jona-Maria Diederen , Holger Rauhut , Ulrich Terstiege

Convergence of a projected stochastic gradient algorithm is demonstrated for convex objective functionals with convex constraint sets in Hilbert spaces. In the convex case, the sequence of iterates ${u_n}$ converges weakly to a point in the…

Optimization and Control · Mathematics 2019-10-01 Caroline Geiersbach , Georg Pflug

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

When samples have internal structure, we often see a mismatch between the objective optimized during training and the model's goal during inference. For example, in sequence-to-sequence modeling we are interested in high-quality translated…

Machine Learning · Computer Science 2020-10-05 Xi Gao , Han Zhang , Aliakbar Panahi , Tom Arodz

Bayesian neural networks (BNNs) are most commonly optimised with first-order optimisers such as stochastic gradient descent. However, when optimising for parameters of probabilistic models, incorporating second order information during…

Instrumentation and Methods for Astrophysics · Physics 2025-11-18 Devina Mohan , Anna M. M. Scaife

This paper considers a class of distributed resource allocation problems where each agent privately holds a smooth, potentially non-convex local objective, subject to a globally coupled equality constraint. Built upon the existing method,…

Optimization and Control · Mathematics 2025-08-12 Lei Qin , Ye Pu

We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…

Machine Learning · Computer Science 2024-04-02 Zhuoran Yang , Yufeng Zhang , Yongxin Chen , Zhaoran Wang

We introduce a novel method to compute a rank $m$ approximation of the inverse of the Hessian matrix in the distributed regime. By leveraging the differences in gradients and parameters of multiple Workers, we are able to efficiently…

Machine Learning · Computer Science 2017-09-18 Sébastien M. R. Arnold , Chunming Wang

Computing gradients of a cost function is central to design-based optimization and machine learning algorithms. Equilibrium propagation provides an exact method to compute gradients in hardware by exploiting the inherent physical laws. The…

Disordered Systems and Neural Networks · Physics 2025-08-11 Marc Berneman , Daniel Hexner

In this paper, we study the generalized phase retrieval problem: to recover a signal $\bm{x}\in\mathbb{C}^n$ from the measurements $y_r=\lvert \langle\bm{a}_r,\bm{x}\rangle\rvert^2$, $r=1,2,\ldots,m$. The problem can be reformulated as a…

Optimization and Control · Mathematics 2016-07-06 Ji Li , Tie Zhou

The simplicity of gradient descent (GD) made it the default method for training ever-deeper and complex neural networks. Both loss functions and architectures are often explicitly tuned to be amenable to this basic local optimization. In…

Machine Learning · Computer Science 2019-04-30 Dmitrii Marin , Meng Tang , Ismail Ben Ayed , Yuri Boykov

Optical quantum circuits can be optimized using gradient descent methods, as the gates in a circuit can be parametrized by continuous parameters. However, the parameter space as seen by the cost function is not Euclidean, which means that…

Quantum Physics · Physics 2022-05-11 Yuan Yao , Pierre Cussenot , Richard A. Wolf , Filippo M. Miatto

Several recent empirical studies demonstrate that important machine learning tasks, e.g., training deep neural networks, exhibit low-rank structure, where the loss function varies significantly in only a few directions of the input space.…

Machine Learning · Computer Science 2022-06-17 Romain Cosson , Ali Jadbabaie , Anuran Makur , Amirhossein Reisizadeh , Devavrat Shah

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

This work analyzes the convergence of a class of smoothing-based gradient descent methods when applied to optimization problems. In particular, Gaussian smoothing is employed to define a nonlocal gradient that reduces high-frequency noise,…

Optimization and Control · Mathematics 2024-03-27 Andrew Starnes , Anton Dereventsov , Clayton Webster
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