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Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…

Machine Learning · Computer Science 2020-06-09 Cong Ma , Kaizheng Wang , Yuejie Chi , Yuxin Chen

Fractional derivatives are a well-studied generalization of integer order derivatives. Naturally, for optimization, it is of interest to understand the convergence properties of gradient descent using fractional derivatives. Convergence…

Optimization and Control · Mathematics 2024-06-05 Ashwani Aggarwal

The choice of activation function can significantly influence the performance of neural networks. The lack of guiding principles for the selection of activation function is lamentable. We try to address this issue by introducing our…

Machine Learning · Computer Science 2018-10-16 Yiwei Li , Enzhi Li

The objective of this paper is to develop methods for solving image recovery problems subject to constraints on the solution. More precisely, we will be interested in problems which can be formulated as the minimization over a closed convex…

Optimization and Control · Mathematics 2012-12-12 Caroline Chaux , Jean-Christophe Pesquet , Nelly Pustelnik

We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…

Optimization and Control · Mathematics 2024-03-27 Shuyao Li , Stephen J. Wright

When equipped with efficient optimization algorithms, the over-parameterized neural networks have demonstrated high level of performance even though the loss function is non-convex and non-smooth. While many works have been focusing on…

Machine Learning · Computer Science 2021-03-11 Zhiqi Bu , Shiyun Xu , Kan Chen

In this paper, the Riemannian gradient algorithm and the natural gradient algorithm are applied to solve descent direction problems on the manifold of positive definite Hermitian matrices, where the geodesic distance is considered as the…

Optimization and Control · Mathematics 2021-06-01 Xiaomin Duan , Huafei Sun , Linyu Peng

The emergence of big data has caused a dramatic shift in the operating regime for optimization algorithms. The performance bottleneck, which used to be computations, is now often communications. Several gradient compression techniques have…

Signal Processing · Electrical Eng. & Systems 2020-06-19 Sarit Khirirat , Sindri Magnússon , Mikael Johansson

Optimizing deep neural networks is largely thought to be an empirical process, requiring manual tuning of several hyper-parameters, such as learning rate, weight decay, and dropout rate. Arguably, the learning rate is the most important of…

Machine Learning · Computer Science 2020-08-04 Rahul Yedida , Snehanshu Saha , Tejas Prashanth

We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Machine Learning · Computer Science 2020-10-20 Dongruo Zhou , Pan Xu , Quanquan Gu

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

Optimization and Control · Mathematics 2025-05-13 Naum Dimitrieski , Jing Cao , Christian Ebenbauer

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…

Optimization and Control · Mathematics 2025-10-03 Yufeng Yang , Erin Tripp , Yifan Sun , Shaofeng Zou , Yi Zhou

In this paper we consider large-scale composite optimization problems having the objective function formed as a sum of two terms (possibly nonconvex), one has (block) coordinate-wise Lipschitz continuous gradient and the other is…

Optimization and Control · Mathematics 2024-01-10 Flavia Chorobura , Ion Necoara

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

Optimization and Control · Mathematics 2017-05-02 Guannan Qu , Na Li

This paper develops expansive gradient dynamics in deep neural network-induced mapping spaces. Specifically, we generate tools and concepts for minimizing a class of energy functionals in an abstract Hilbert space setting covering a wide…

Optimization and Control · Mathematics 2025-07-21 Wolfgang Dahmen , Wuchen Li , Yuankai Teng , Zhu Wang

We consider ``one-at-a-time'' coordinate-wise descent algorithms for a class of convex optimization problems. An algorithm of this kind has been proposed for the $L_1$-penalized regression (lasso) in the literature, but it seems to have…

Computation · Statistics 2007-12-18 Jerome Friedman , Trevor Hastie , Holger Höfling , Robert Tibshirani

We present an accelerated gradient method for non-convex optimization problems with Lipschitz continuous first and second derivatives. The method requires time $O(\epsilon^{-7/4} \log(1/ \epsilon) )$ to find an $\epsilon$-stationary point,…

Optimization and Control · Mathematics 2017-02-03 Yair Carmon , John C. Duchi , Oliver Hinder , Aaron Sidford

Gradient methods are frequently used in large scale image deblurring problems since they avoid the onerous computation of the Hessian matrix of the objective function. Second order information is typically sought by a clever choice of the…

Numerical Analysis · Mathematics 2015-11-19 Federica Porta , Marco Prato , Luca Zanni

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

In this letter, we study distributed optimization, where a network of agents, abstracted as a directed graph, collaborates to minimize the average of locally-known convex functions. Most of the existing approaches over directed graphs are…

Optimization and Control · Mathematics 2018-06-08 Ran Xin , Usman A. Khan