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We introduce a clipping strategy for Stochastic Gradient Descent (SGD) which uses quantiles of the gradient norm as clipping thresholds. We prove that this new strategy provides a robust and efficient optimization algorithm for smooth…

Machine Learning · Statistics 2024-10-15 Ibrahim Merad , Stéphane Gaïffas

Machine unlearning aims to remove the influence of problematic training data after a model has been trained. The primary challenge in machine unlearning is ensuring that the process effectively removes specified data without compromising…

Machine Learning · Computer Science 2026-03-10 Aviv Shamsian , Eitan Shaar , Aviv Navon , Gal Chechik , Ethan Fetaya

Stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduced over 60 years ago. The last 8 years have seen an exciting new development: variance reduction (VR)…

Machine Learning · Computer Science 2020-10-05 Robert M. Gower , Mark Schmidt , Francis Bach , Peter Richtarik

We study the Stochastic Gradient Langevin Dynamics (SGLD) algorithm for non-convex optimization. The algorithm performs stochastic gradient descent, where in each step it injects appropriately scaled Gaussian noise to the update. We analyze…

Machine Learning · Computer Science 2018-04-10 Yuchen Zhang , Percy Liang , Moses Charikar

Stochastic Gradient Descent (SGD) based methods have been widely used for training large-scale machine learning models that also generalize well in practice. Several explanations have been offered for this generalization performance, a…

Machine Learning · Computer Science 2021-02-11 Yikai Zhang , Wenjia Zhang , Sammy Bald , Vamsi Pingali , Chao Chen , Mayank Goswami

2D Total Variation Denoising (TVD) is a widely used technique for image denoising. It is also an important nonparametric regression method for estimating functions with heterogenous smoothness. Recent results have shown the TVD estimator to…

Statistics Theory · Mathematics 2024-06-26 Sabyasachi Chatterjee , Subhajit Goswami

The solution of linear inverse problems arising, for example, in signal and image processing is a challenging problem since the ill-conditioning amplifies, in the solution, the noise present in the data. Recently introduced algorithms based…

Numerical Analysis · Mathematics 2024-02-08 Davide Evangelista , James Nagy , Elena Morotti , Elena Loli Piccolomini

We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…

Machine Learning · Computer Science 2024-06-10 Gergely Neu , Nneka Okolo

Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…

Optimization and Control · Mathematics 2021-04-02 Vivak Patel , Shushu Zhang

Time-varying optimization problems are prevalent in various engineering fields, and the ability to solve them accurately in real-time is becoming increasingly important. The prediction-correction algorithms used in smooth time-varying…

Optimization and Control · Mathematics 2024-02-12 Hidenori Iwakiri , Tomoya Kamijima , Shinji Ito , Akiko Takeda

Stochastic optimization has found wide applications in minimizing objective functions in machine learning, which motivates a lot of theoretical studies to understand its practical success. Most of existing studies focus on the convergence…

Artificial Intelligence · Computer Science 2023-07-19 Yunwen Lei

In this paper, we propose to solve a regularized distributionally robust learning problem in the decentralized setting, taking into account the data distribution shift. By adding a Kullback-Liebler regularization function to the robust…

Machine Learning · Computer Science 2022-09-13 Chaouki Ben Issaid , Anis Elgabli , Mehdi Bennis

Generative adversarial networks (GANs), famous for the capability of learning complex underlying data distribution, are however known to be tricky in the training process, which would probably result in mode collapse or performance…

Machine Learning · Computer Science 2020-04-23 Dong Wang , Xiaoqian Qin , Fengyi Song , Li Cheng

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

Optimization and Control · Mathematics 2024-03-06 Trang H. Tran , Quoc Tran-Dinh , Lam M. Nguyen

Large-scale machine learning problems make the cost of hyperparameter tuning ever more prohibitive. This creates a need for algorithms that can tune themselves on-the-fly. We formalize the notion of "tuning-free" algorithms that can match…

Optimization and Control · Mathematics 2024-03-20 Ahmed Khaled , Chi Jin

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

This paper studies a risk minimization problem with decision dependent data distribution. The problem pertains to the performative prediction setting in which a trained model can affect the outcome estimated by the model. Such dependency…

Optimization and Control · Mathematics 2025-01-07 Qiang Li , Hoi-To Wai

Machine Unlearning aims to remove specific data from trained models, addressing growing privacy and ethical concerns. We provide a theoretical analysis of a simple and widely used method - gradient ascent - used to reverse the influence of…

Machine Learning · Computer Science 2025-10-17 Odelia Melamed , Gilad Yehudai , Gal Vardi

We study optimization algorithms based on variance reduction for stochastic gradient descent (SGD). Remarkable recent progress has been made in this direction through development of algorithms like SAG, SVRG, SAGA. These algorithms have…

Machine Learning · Computer Science 2016-01-26 Sashank J. Reddi , Ahmed Hefny , Suvrit Sra , Barnabás Póczos , Alex Smola

In this thesis, we offer a thorough investigation of different regularisation terms used in variational imaging problems, together with detailed optimisation processes of these problems. We begin by studying smooth problems and partially…

Computer Vision and Pattern Recognition · Computer Science 2021-10-07 Joseph Bartlett , Jinming Duan