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In this paper, we study zeroth-order algorithms for minimax optimization problems that are nonconvex in one variable and strongly-concave in the other variable. Such minimax optimization problems have attracted significant attention lately…

Machine Learning · Statistics 2022-04-06 Zhongruo Wang , Krishnakumar Balasubramanian , Shiqian Ma , Meisam Razaviyayn

A widely believed explanation for the remarkable generalization capacities of overparameterized neural networks is that the optimization algorithms used for training induce an implicit bias towards benign solutions. To grasp this…

Machine Learning · Computer Science 2025-12-19 Maria Matveev , Vit Fojtik , Hung-Hsu Chou , Gitta Kutyniok , Johannes Maly

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

Machine Learning · Computer Science 2026-03-17 Qinzi Zhang , Ashok Cutkosky

While momentum-based accelerated variants of stochastic gradient descent (SGD) are widely used when training machine learning models, there is little theoretical understanding on the generalization error of such methods. In this work, we…

Machine Learning · Computer Science 2024-01-17 Ali Ramezani-Kebrya , Kimon Antonakopoulos , Volkan Cevher , Ashish Khisti , Ben Liang

Gradient descent (GD) based optimization methods are these days the standard tools to train deep neural networks in artificial intelligence systems. In optimization procedures in deep learning the employed optimizer is often not the…

Optimization and Control · Mathematics 2025-09-24 Steffen Dereich , Robin Graeber , Arnulf Jentzen , Adrian Riekert

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

Adaptive gradient methods have shown their ability to adjust the stepsizes on the fly in a parameter-agnostic manner, and empirically achieve faster convergence for solving minimization problems. When it comes to nonconvex minimax…

Optimization and Control · Mathematics 2025-10-10 Xiang Li , Junchi Yang , Niao He

Randomized coordinate descent (RCD) is a popular optimization algorithm with wide applications in solving various machine learning problems, which motivates a lot of theoretical analysis on its convergence behavior. As a comparison, there…

Machine Learning · Computer Science 2021-08-18 Puyu Wang , Liang Wu , Yunwen Lei

Optimization problem, which is aimed at finding the global minimal value of a given cost function, is one of the central problem in science and engineering. Various numerical methods have been proposed to solve this problem, among which the…

Optimization and Control · Mathematics 2022-10-07 Shaojun Dong , Fengyu Le , Meng Zhang , Si-Jing Tao , Chao Wang , Yong-Jian Han , Guo-Ping Guo

We study the generalization properties of stochastic gradient methods for learning with convex loss functions and linearly parameterized functions. We show that, in the absence of penalizations or constraints, the stability and…

Machine Learning · Computer Science 2016-05-27 Junhong Lin , Raffaello Camoriano , Lorenzo Rosasco

The optimization algorithms are crucial in training physics-informed neural networks (PINNs), as unsuitable methods may lead to poor solutions. Compared to the common gradient descent (GD) algorithm, implicit gradient descent (IGD)…

Machine Learning · Computer Science 2025-08-04 Xianliang Xu , Ting Du , Wang Kong , Bin Shan , Ye Li , Zhongyi Huang

Minimax optimization has found extensive applications in modern machine learning, in settings such as generative adversarial networks (GANs), adversarial training and multi-agent reinforcement learning. As most of these applications involve…

Machine Learning · Computer Science 2020-08-18 Chi Jin , Praneeth Netrapalli , Michael I. Jordan

The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang

Boosting is a popular way to derive powerful learners from simpler hypothesis classes. Following previous work (Mason et al., 1999; Friedman, 2000) on general boosting frameworks, we analyze gradient-based descent algorithms for boosting…

Machine Learning · Computer Science 2012-02-15 Alexander Grubb , J. Andrew Bagnell

In this paper we study the stability and its trade-off with optimization error for stochastic gradient descent (SGD) algorithms in the pairwise learning setting. Pairwise learning refers to a learning task which involves a loss function…

Machine Learning · Computer Science 2019-04-29 Wei Shen , Zhenhuan Yang , Yiming Ying , Xiaoming Yuan

Stochastic gradient descent (SGD) with momentum is widely used for training modern deep learning architectures. While it is well-understood that using momentum can lead to faster convergence rate in various settings, it has also been…

Machine Learning · Computer Science 2022-07-14 Samy Jelassi , Yuanzhi Li

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

Regularization is a widely recognized technique in mathematical optimization. It can be used to smooth out objective functions, refine the feasible solution set, or prevent overfitting in machine learning models. Due to its simplicity and…

Optimization and Control · Mathematics 2024-12-31 Filip Nikolovski , Irena Stojkovska , Katerina Hadzi-Velkova Saneva , Zoran Hadzi-Velkov

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…

Optimization and Control · Mathematics 2025-09-01 Shokhrukh Ibragimov , Arnulf Jentzen , Adrian Riekert

Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…

Neural and Evolutionary Computing · Computer Science 2015-08-13 Thomas M. Breuel
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