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This paper deals with regularized Newton methods, a flexible class of unconstrained optimization algorithms that is competitive with line search and trust region methods and potentially combines attractive elements of both. The particular…

Optimization and Control · Mathematics 2022-07-13 Daniel Steck , Christian Kanzow

The forward-backward splitting method (FBS) for minimizing a nonsmooth composite function can be interpreted as a (variable-metric) gradient method over a continuously differentiable function which we call forward-backward envelope (FBE).…

Optimization and Control · Mathematics 2019-11-11 Lorenzo Stella , Andreas Themelis , Panagiotis Patrinos

L-BFGS is the state-of-the-art optimization method for many large scale inverse problems. It has a small memory footprint and achieves superlinear convergence. The method approximates Hessian based on an initial approximation and an update…

Numerical Analysis · Mathematics 2021-03-19 Hari Om Aggrawal , Jan Modersitzki

Stochastic gradient descent and other first-order variants, such as Adam and AdaGrad, are commonly used in the field of deep learning due to their computational efficiency and low-storage memory requirements. However, these methods do not…

Optimization and Control · Mathematics 2025-02-19 Aditya Ranganath , Mukesh Singhal , Roummel Marcia

We present an adaptive step-size method, which does not include line-search techniques, for solving a wide class of nonconvex multiobjective programming problems on an unbounded constraint set. We also prove convergence of a general…

Optimization and Control · Mathematics 2024-02-12 Nguyen Anh Minh , Le Dung Muu , Tran Ngoc Thang

We propose a new approach to learned optimization where we represent the computation of an optimizer's update step using a neural network. The parameters of the optimizer are then learned by training on a set of optimization tasks with the…

Computer Vision and Pattern Recognition · Computer Science 2023-06-29 Erik Gärtner , Luke Metz , Mykhaylo Andriluka , C. Daniel Freeman , Cristian Sminchisescu

Distributed optimization and learning algorithms are designed to operate over large scale networks enabling processing of vast amounts of data effectively and efficiently. One of the main challenges for ensuring a smooth learning process in…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Apostolos I. Rikos , Nicola Bastianello , Themistoklis Charalambous , Karl H. Johansson

Parameter-Efficient Fine-Tuning (PEFT) has emerged as a key strategy for adapting large-scale pre-trained models to downstream tasks, but existing approaches face notable limitations. Addition-based methods, such as Adapters, introduce…

Computer Vision and Pattern Recognition · Computer Science 2026-05-05 Kenneth Yang , Wen-Li Wei , Jen-Chun Lin

Neural control of memory-constrained, agile robots requires small, yet highly performant models. We leverage graph hyper networks to learn graph hyper policies trained with off-policy reinforcement learning resulting in networks that are…

Robotics · Computer Science 2022-10-04 Shashank Hegde , Gaurav S. Sukhatme

We present two sampled quasi-Newton methods (sampled LBFGS and sampled LSR1) for solving empirical risk minimization problems that arise in machine learning. Contrary to the classical variants of these methods that sequentially build…

Optimization and Control · Mathematics 2021-07-29 Albert S. Berahas , Majid Jahani , Peter Richtárik , Martin Takáč

Binary Stochastic Filtering (BSF), the algorithm for feature selection and neuron pruning is proposed in this work. The method defines filtering layer which penalizes amount of the information involved in the training process. This…

Machine Learning · Computer Science 2019-08-21 Andrii Trelin , Ales Prochazka

We propose Fractional Policy Gradients (FPG), a reinforcement learning framework incorporating fractional calculus for long-term temporal modeling in policy optimization. Standard policy gradient approaches face limitations from Markovian…

Machine Learning · Computer Science 2025-07-02 Urvi Pawar , Kunal Telangi

We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $\alpha$-divergences,…

Machine Learning · Statistics 2017-03-09 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

Fine-tuning large language models on new data improves task performance but degrades capabilities learned during pretraining, a phenomenon known as catastrophic forgetting. Existing methods mitigate this by modifying the fine-tuning…

Machine Learning · Computer Science 2026-05-20 Parjanya Prajakta Prashant , Jiongli Zhu , Aldan Creo , Babak Salimi

During recent years there has been an increased interest in stochastic adaptations of limited memory quasi-Newton methods, which compared to pure gradient-based routines can improve the convergence by incorporating second order information.…

Optimization and Control · Mathematics 2018-10-03 Adrian Wills , Carl Jidling , Thomas Schon

We propose a stepsize adaptation scheme for stochastic gradient descent. It operates directly with the loss function and rescales the gradient in order to make fixed predicted progress on the loss. We demonstrate its capabilities by…

Machine Learning · Computer Science 2018-12-03 Michal Rolinek , Georg Martius

Learning adversarial examples can be formulated as an optimization problem of maximizing the loss function with some box-constraints. However, for solving this induced optimization problem, the state-of-the-art gradient-based methods such…

Machine Learning · Computer Science 2023-02-03 Wei Tao , Lei Bao , Sheng Long , Gaowei Wu , Qing Tao

We consider a family of dense initializations for limited-memory quasi-Newton methods. The proposed initialization exploits an eigendecomposition-based separation of the full space into two complementary subspaces, assigning a different…

Optimization and Control · Mathematics 2019-05-23 Johannes Brust , Oleg Burdakov , Jennifer B. Erway , Roummel F. Marcia

Machine learning techniques have been extensively studied for mask optimization problems, aiming at better mask printability, shorter turnaround time, better mask manufacturability, and so on. However, most of these researches are focusing…

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel