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We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…

Machine Learning · Computer Science 2020-02-14 Yixuan Qiu , Xiao Wang

Natural gradient descent has a remarkable property that in the small learning rate limit, it displays an invariance with respect to network reparameterizations, leading to robust training behavior even for highly covariant network…

Machine Learning · Statistics 2023-12-11 Christian Goodbrake

This work demonstrates the utility of gradients for the global optimization of certain differentiable functions with many suboptimal local minima. To this end, a principle for generating search directions from non-local quadratic…

Optimization and Control · Mathematics 2023-08-21 Nils Müller

While Convolutional Neural Networks (CNNs) excel at learning complex latent-space representations, their over-parameterization can lead to overfitting and reduced performance, particularly with limited data. This, alongside their high…

Computer Vision and Pattern Recognition · Computer Science 2024-01-17 Manish Sharma , Jamison Heard , Eli Saber , Panos P. Markopoulos

Natural gradients have been widely used in optimization of loss functionals over probability space, with important examples such as Fisher-Rao gradient descent for Kullback-Leibler divergence, Wasserstein gradient descent for…

Numerical Analysis · Mathematics 2020-06-30 Lexing Ying

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Optimization and Control · Mathematics 2021-04-14 Tao Sun , Dongsheng Li

Prediction of protein-ligand complexes for flexible proteins remains still a challenging problem in computational structural biology and drug design. Here we present two novel deep neural network approaches with significant improvement in…

Biomolecules · Quantitative Biology 2020-08-28 Amr H. Mahmoud , Jonas F. Lill , Markus A. Lill

We consider covariance estimation under Toeplitz structure. Numerous sophisticated optimization methods have been developed to maximize the Gaussian log-likelihood under Toeplitz constraints. In contrast, recent advances in deep learning…

Machine Learning · Computer Science 2025-11-04 Daniel Busbib , Ami Wiesel

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…

Machine Learning · Computer Science 2025-08-22 Soumya Sarkar , Shweta Jain

Variational inference transforms posterior inference into parametric optimization thereby enabling the use of latent variable models where otherwise impractical. However, variational inference can be finicky when different variational…

Machine Learning · Computer Science 2019-12-03 Da Tang , Rajesh Ranganath

Gradient regularization (GR) has been shown to improve the generalizability of trained models. While Natural Gradient Descent has been shown to accelerate optimization in the initial phase of training, little attention has been paid to how…

Machine Learning · Computer Science 2026-03-27 Satya Prakash Dash , Hossein Abdi , Wei Pan , Samuel Kaski , Mingfei Sun

Stein variational gradient descent (SVGD) was recently proposed as a general purpose nonparametric variational inference algorithm [Liu & Wang, NIPS 2016]: it minimizes the Kullback-Leibler divergence between the target distribution and its…

Machine Learning · Statistics 2018-10-31 Gianluca Detommaso , Tiangang Cui , Alessio Spantini , Youssef Marzouk , Robert Scheichl

The performance of a deep neural network is highly dependent on its training, and finding better local optimal solutions is the goal of many optimization algorithms. However, existing optimization algorithms show a preference for descent…

Computer Vision and Pattern Recognition · Computer Science 2019-12-06 Huangxing Lin , Weihong Zeng , Xinghao Ding , Yue Huang , Chenxi Huang , John Paisley

In this work, we propose an optimization algorithm which we call norm-adapted gradient descent. This algorithm is similar to other gradient-based optimization algorithms like Adam or Adagrad in that it adapts the learning rate of stochastic…

Machine Learning · Computer Science 2020-10-14 David Sprunger

Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…

Machine Learning · Statistics 2026-05-26 Jose Blanchet , Peter Glynn , Wenhao Yang

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Optimization and Control · Mathematics 2025-06-18 Lucka Barbeau , Marc-Étienne Lamarche-Gagnon , Florin Ilinca

The natural gradient method is widely used in statistical optimization, but its standard formulation assumes a Euclidean parameter space. This paper proposes an inversion-free stochastic natural gradient method for probability distributions…

Machine Learning · Statistics 2026-04-06 Dario Draca , Takuo Matsubara , Minh-Ngoc Tran

This paper introduces Tempered Fractional Gradient Descent (TFGD), a novel optimization framework that synergizes fractional calculus with exponential tempering to enhance gradient-based learning. Traditional gradient descent methods often…

Machine Learning · Computer Science 2025-04-29 Omar Naifar

Stochastic gradient descent (SGD) and projected stochastic gradient descent (PSGD) are scalable algorithms to compute model parameters in unconstrained and constrained optimization problems. In comparison with SGD, PSGD forces its iterative…

Machine Learning · Statistics 2022-03-24 Ruiqi Liu , Mingao Yuan , Zuofeng Shang

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…

Machine Learning · Computer Science 2025-12-10 Jianhao Ma , Geyu Liang , Salar Fattahi