Related papers: Towards Resolving the Implicit Bias of Gradient De…
We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…
Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…
In this paper, we revisit implicit regularization from the ground up using notions from dynamical systems and invariant subspaces of Morse functions. The key contributions are a new criterion for implicit regularization---a leading…
We study the minimization of a convex function $f(X)$ over the set of $n\times n$ positive semi-definite matrices, but when the problem is recast as $\min_U g(U) := f(UU^\top)$, with $U \in \mathbb{R}^{n \times r}$ and $r \leq n$. We study…
Learning good quality neural graph embeddings has long been achieved by minimizing the point-wise mutual information (PMI) for co-occurring nodes in simulated random walks. This design choice has been mostly popularized by the direct…
Bayesian Likelihood-Free Inference methods yield posterior approximations for simulator models with intractable likelihood. Recently, many works trained neural networks to approximate either the intractable likelihood or the posterior…
A major obstacle to achieving global convergence in distributed and federated learning is the misalignment of gradients across clients, or mini-batches due to heterogeneity and stochasticity of the distributed data. In this work, we show…
Distributed optimization is pivotal for large-scale signal processing and machine learning, yet communication overhead remains a major bottleneck. Low-rank gradient compression, in which the transmitted gradients are approximated by…
This paper investigates the asymmetric low-rank matrix completion problem, which can be formulated as an unconstrained non-convex optimization problem with a nonlinear least-squares objective function, and is solved via gradient descent…
We study the implicit bias of generic optimization methods, such as mirror descent, natural gradient descent, and steepest descent with respect to different potentials and norms, when optimizing underdetermined linear regression or…
Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…
We identify an implicit under-parameterization phenomenon in value-based deep RL methods that use bootstrapping: when value functions, approximated using deep neural networks, are trained with gradient descent using iterated regression onto…
This paper considers the problem of minimizing the sum of a smooth function and the Schatten-$p$ norm of the matrix. Our contribution involves proposing accelerated iteratively reweighted nuclear norm methods designed for solving the…
The symmetric low-rank matrix factorization serves as a building block in many learning tasks, including matrix recovery and training of neural networks. However, despite a flurry of recent research, the dynamics of its training via…
Low-rank matrix regression is a fundamental problem in data science with various applications in systems and control. Nuclear norm regularization has been widely applied to solve this problem due to its convexity. However, it suffers from…
Low-rank representation learning has emerged as a powerful tool for recovering missing values in power load data due to its ability to exploit the inherent low-dimensional structures of spatiotemporal measurements. Among various techniques,…
Matrix completion has attracted much interest in the past decade in machine learning and computer vision. For low-rank promotion in matrix completion, the nuclear norm penalty is convenient due to its convexity but has a bias problem.…
In this paper we study the problem of recovering a low-rank matrix from linear measurements. Our algorithm, which we call Procrustes Flow, starts from an initial estimate obtained by a thresholding scheme followed by gradient descent on a…
Pruning schemes have been widely used in practice to reduce the complexity of trained models with a massive number of parameters. In fact, several practical studies have shown that if a pruned model is fine-tuned with some gradient-based…
Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…