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Importance sampling has become an indispensable strategy to speed up optimization algorithms for large-scale applications. Improved adaptive variants - using importance values defined by the complete gradient information which changes…

Machine Learning · Computer Science 2017-11-08 Sebastian U. Stich , Anant Raj , Martin Jaggi

This paper considers a canonical problem in kernel regression: how good are the model performances when it is trained by the popular online first-order algorithms, compared to the offline ones, such as ridge and ridgeless regression? In…

Machine Learning · Statistics 2025-05-29 Haihan Zhang , Weicheng Lin , Yuanshi Liu , Cong Fang

Kernel Stein discrepancies (KSDs) have emerged as a powerful tool for quantifying goodness-of-fit over the last decade, featuring numerous successful applications. To the best of our knowledge, all existing KSD estimators with known rate…

Machine Learning · Statistics 2026-03-31 Jose Cribeiro-Ramallo , Agnideep Aich , Florian Kalinke , Ashit Baran Aich , Zoltán Szabó

Stein thinning is a promising algorithm proposed by (Riabiz et al., 2022) for post-processing outputs of Markov chain Monte Carlo (MCMC). The main principle is to greedily minimize the kernelized Stein discrepancy (KSD), which only requires…

Statistics Theory · Mathematics 2023-10-27 Clément Bénard , Brian Staber , Sébastien Da Veiga

Stochastic Gradient Descent (SGD) is very useful in optimization problems with high-dimensional non-convex target functions, and hence constitutes an important component of several Machine Learning and Data Analytics methods. Recently there…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-11 Karl Bäckström , Marina Papatriantafilou , Philippas Tsigas

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma

We develop new sub-optimality bounds for gradient descent (GD) that depend on the conditioning of the objective along the path of optimization rather than on global, worst-case constants. Key to our proofs is directional smoothness, a…

Machine Learning · Computer Science 2025-01-15 Aaron Mishkin , Ahmed Khaled , Yuanhao Wang , Aaron Defazio , Robert M. Gower

Learning a stationary diffusion amounts to estimating the parameters of a stochastic differential equation whose stationary distribution matches a target distribution. We build on the recently introduced kernel deviation from stationarity…

Machine Learning · Statistics 2026-01-30 Fabian Bleile , Sarah Lumpp , Mathias Drton

Fine-tuning pretrained models has become a standard approach to adapting pretrained knowledge to improve the accuracy on new sparse, imbalance datasets. However, issues arise when optimization falls into a collapsed state, where the model…

Machine Learning · Computer Science 2026-05-01 Nghia Bui , Lijing Wang

It has been experimentally observed that distributed implementations of mini-batch stochastic gradient descent (SGD) algorithms exhibit speedup saturation and decaying generalization ability beyond a particular batch-size. In this work, we…

Machine Learning · Computer Science 2018-01-09 Dong Yin , Ashwin Pananjady , Max Lam , Dimitris Papailiopoulos , Kannan Ramchandran , Peter Bartlett

Spherical Sliced-Wasserstein (SSW) has recently been proposed to measure the discrepancy between spherical data distributions in various fields, such as geology, medical domains, computer vision, and deep representation learning. However,…

Machine Learning · Computer Science 2024-12-30 Hongliang Zhang , Shuo Chen , Lei Luo , Jian Yang

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Solving inverse problems, such as parameter estimation and optimal control, is a vital part of science. Many experiments repeatedly collect data and rely on machine learning algorithms to quickly infer solutions to the associated inverse…

Machine Learning · Computer Science 2022-10-14 Philipp Holl , Vladlen Koltun , Nils Thuerey

When maximum likelihood estimation is infeasible, one often turns to score matching, contrastive divergence, or minimum probability flow to obtain tractable parameter estimates. We provide a unifying perspective of these techniques as…

Statistics Theory · Mathematics 2022-10-07 Alessandro Barp , Francois-Xavier Briol , Andrew B. Duncan , Mark Girolami , Lester Mackey

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

Optimization and Control · Mathematics 2023-07-03 Woocheol Choi , Myeong-Su Lee

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

Machine Learning · Statistics 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

The non-asymptotic analysis of Stochastic Gradient Descent (SGD) typically yields bounds that decompose into a bias term and a variance term. In this work, we focus on the bias component and study the extent to which SGD can match the…

Optimization and Control · Mathematics 2026-02-02 Daniel Cortild , Lucas Ketels , Juan Peypouquet , Guillaume Garrigos

The quality of industrial components is critical to the production of special equipment such as robots. Defect inspection of these components is an efficient way to ensure quality. In this paper, we propose a hybrid network, SSD-Faster Net,…

Computer Vision and Pattern Recognition · Computer Science 2022-07-05 Jingyao Wang , Naigong Yu

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou

Model selection when designing deep learning systems for specific use-cases can be a challenging task as many options exist and it can be difficult to know the trade-off between them. Therefore, we investigate a number of state of the art…

Computer Vision and Pattern Recognition · Computer Science 2020-04-02 Christoffer Bøgelund Rasmussen , Thomas B. Moeslund