Related papers: The Implicit Bias for Adaptive Optimization Algori…
Implicit regularization refers to the tendency of local search algorithms to converge to low-dimensional solutions, even when such structures are not explicitly enforced. Despite its ubiquity, the mechanism underlying this behavior remains…
Although stochastic gradient descent (SGD) method and its variants (e.g., stochastic momentum methods, AdaGrad) are the choice of algorithms for solving non-convex problems (especially deep learning), there still remain big gaps between the…
The alternating gradient descent (AGD) is a simple but popular algorithm which has been applied to problems in optimization, machine learning, data ming, and signal processing, etc. The algorithm updates two blocks of variables in an…
The deep learning recipe of casting real-world problems as mathematical optimisation and tackling the optimisation by training deep neural networks using gradient-based optimisation has undoubtedly proven to be a fruitful one. The…
The performance of gradient-based optimization methods, such as standard gradient descent (GD), greatly depends on the choice of learning rate. However, it can require a non-trivial amount of user tuning effort to select an appropriate…
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)…
In this paper we investigate the generalization error of gradient descent (GD) applied to an $\ell_2$-regularized OLS objective function in the linear model. Based on our analysis we develop new methodology for computationally tractable and…
We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when…
In stochastic optimization, a common tool to deal sequentially with large sample is to consider the well-known stochastic gradient algorithm. Nevertheless, since the stepsequence is the same for each direction, this can lead to bad results…
Neural networks trained to minimize the logistic (a.k.a. cross-entropy) loss with gradient-based methods are observed to perform well in many supervised classification tasks. Towards understanding this phenomenon, we analyze the training…
Optimization is essential in deep learning. The foundational method upon which most optimizers are built is momentum-based stochastic gradient descent. However, it suffers from two key drawbacks. First, it has noisy and varying gradients,…
Driven by the empirical success and wide use of deep neural networks, understanding the generalization performance of overparameterized models has become an increasingly popular question. To this end, there has been substantial effort to…
Adaptive optimization methods (such as Adam) play a major role in LLM pretraining, significantly outperforming Gradient Descent (GD). Recent studies have proposed new smoothness assumptions on the loss function to explain the advantages of…
With the increasing practicality of deep learning applications, practitioners are inevitably faced with datasets corrupted by noise from various sources such as measurement errors, mislabeling, and estimated surrogate inputs/outputs that…
Current state-of-the-art optimizers are adaptive gradient-based optimization methods such as Adam. Recently, there has been an increasing interest in formulating gradient-based optimizers in a probabilistic framework for better modeling the…
An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…
In this thesis we develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive…
Neural networks trained via gradient descent with random initialization and without any regularization enjoy good generalization performance in practice despite being highly overparametrized. A promising direction to explain this phenomenon…
Adding entropic regularization to Optimal Transport (OT) problems has become a standard approach for designing efficient and scalable solvers. However, regularization introduces a bias from the true solution. To mitigate this bias while…
We propose proximal backpropagation (ProxProp) as a novel algorithm that takes implicit instead of explicit gradient steps to update the network parameters during neural network training. Our algorithm is motivated by the step size…