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The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…

Machine Learning · Computer Science 2016-10-06 Bamdev Mishra , Rodolphe Sepulchre

We introduce a framework to accelerate the convergence of gradient-based methods with online learning. The framework learns to scale the gradient at each iteration through an online learning algorithm and provably accelerates gradient-based…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Ya-Chi Chu , Yinyu Ye , Madeleine Udell

Adaptive gradient methods, e.g. \textsc{Adam}, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid…

Machine Learning · Computer Science 2022-02-10 Yizhou Wang , Yue Kang , Can Qin , Huan Wang , Yi Xu , Yulun Zhang , Yun Fu

Natural Gradient Descent (NGD) helps to accelerate the convergence of gradient descent dynamics, but it requires approximations in large-scale deep neural networks because of its high computational cost. Empirical studies have confirmed…

Machine Learning · Statistics 2022-01-12 Ryo Karakida , Kazuki Osawa

We study the training dynamics of gradient descent in a softmax self-attention layer trained to perform linear regression and show that a simple first-order optimization algorithm can converge to the globally optimal self-attention…

Machine Learning · Computer Science 2026-03-03 Gautam Goel , Mahdi Soltanolkotabi , Peter Bartlett

Adaptive optimizers, such as Adam, have achieved remarkable success in deep learning. A key component of these optimizers is the so-called preconditioning matrix, providing enhanced gradient information and regulating the step size of each…

Machine Learning · Computer Science 2024-12-10 Yun Yue , Zhiling Ye , Jiadi Jiang , Yongchao Liu , Ke Zhang

Adaptive gradient optimization methods, such as Adam, are prevalent in training deep neural networks across diverse machine learning tasks due to their ability to achieve faster convergence. However, these methods often suffer from…

Machine Learning · Computer Science 2025-02-12 Abulikemu Abuduweili , Changliu Liu

We introduce Gradient Agreement Filtering (GAF) to improve on gradient averaging in distributed deep learning optimization. Traditional distributed data-parallel stochastic gradient descent involves averaging gradients of microbatches to…

Machine Learning · Computer Science 2024-12-31 Francois Chaubard , Duncan Eddy , Mykel J. Kochenderfer

Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…

Machine Learning · Computer Science 2019-06-18 Johannes Sappl , Laurent Seiler , Matthias Harders , Wolfgang Rauch

Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…

Machine Learning · Computer Science 2024-12-11 Rui Li , Song Wang , Chen Wang

The recent advancement of foundation models (FMs) has brought about a paradigm shift, revolutionizing various sectors worldwide. The popular optimizers used to train these models are stochastic gradient descent-based algorithms, which face…

Machine Learning · Computer Science 2026-01-06 Shenglong Zhou , Ouya Wang , Ziyan Luo , Yongxu Zhu , Geoffrey Ye Li

The success of gradient descent in ML and especially for learning neural networks is remarkable and robust. In the context of how the brain learns, one aspect of gradient descent that appears biologically difficult to realize (if not…

Neural and Evolutionary Computing · Computer Science 2022-04-12 Shivam Garg , Santosh S. Vempala

We consider the development of practical stochastic quasi-Newton, and in particular Kronecker-factored block-diagonal BFGS and L-BFGS methods, for training deep neural networks (DNNs). In DNN training, the number of variables and components…

Machine Learning · Computer Science 2021-01-11 Donald Goldfarb , Yi Ren , Achraf Bahamou

In this work and its accompanying Part II [1], we develop an accelerated algorithmic framework, DAMA (Decentralized Accelerated Minimax Approach), for nonconvex Polyak-Lojasiewicz minimax optimization over decentralized multi-agent…

Optimization and Control · Mathematics 2025-12-17 Haoyuan Cai , Sulaiman A. Alghunaim , Ali H. Sayed

Variational quantum circuits have arisen as an important method in quantum computing. A crucial step of it is parameter optimization, which is typically tackled through gradient-descent techniques. We advantageously explore instead the use…

Quantum Physics · Physics 2024-12-24 Vignesh Anantharamakrishnan , Márcio M. Taddei

We study acceleration and preconditioning strategies for a class of Douglas-Rachford methods aiming at the solution of convex-concave saddle-point problems associated with Fenchel-Rockafellar duality. While the basic iteration converges…

Optimization and Control · Mathematics 2016-04-22 Kristian Bredies , Hongpeng Sun

Adaptive gradient methods such as Adam have gained increasing popularity in deep learning optimization. However, it has been observed that compared with (stochastic) gradient descent, Adam can converge to a different solution with a…

Machine Learning · Computer Science 2021-08-26 Difan Zou , Yuan Cao , Yuanzhi Li , Quanquan Gu

Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…

Optimization and Control · Mathematics 2025-05-06 Youran Dong , Junfeng Yang , Wei Yao , Jin Zhang

Optimal selection of optimization algorithms is crucial for training deep learning models. The Adam optimizer has gained significant attention due to its efficiency and wide applicability. However, to enhance the adaptability of optimizers…

Machine Learning · Computer Science 2024-09-09 Chengxi Pan , Junshang Chen , Jingrui Ye

This paper proposes a new subspace learning method, named Quantized Fisher Discriminant Analysis (QFDA), which makes use of both machine learning and information theory. There is a lack of literature for combination of machine learning and…

Machine Learning · Statistics 2019-09-09 Benyamin Ghojogh , Ali Saheb Pasand , Fakhri Karray , Mark Crowley