Related papers: Stein variational gradient descent with local appr…

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

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…

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

Deep neural network ensembles are powerful tools for uncertainty quantification, which have recently been re-interpreted from a Bayesian perspective. However, current methods inadequately leverage second-order information of the loss…

Variational Bayes (VB) is a critical method in machine learning and statistics, underpinning the recent success of Bayesian deep learning. The natural gradient is an essential component of efficient VB estimation, but it is prohibitively…

As an emerging network model, spiking neural networks (SNNs) have aroused significant research attentions in recent years. However, the energy-efficient binary spikes do not augur well with gradient descent-based training approaches.…

We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…

This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the…

Stein Variational Gradient Descent (SVGD) is a widely used sampling algorithm that has been successfully applied in several areas of Machine Learning. SVGD operates by iteratively moving a set of interacting particles (which represent the…

This paper studies the performance of a recently proposed preconditioned stochastic gradient descent (PSGD) algorithm on recurrent neural network (RNN) training. PSGD adaptively estimates a preconditioner to accelerate gradient descent, and…

Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…

Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…

In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…

To enable learning on edge devices with fast convergence and low memory, we present a novel backpropagation-free optimization algorithm dubbed Target Projection Stochastic Gradient Descent (tpSGD). tpSGD generalizes direct random target…

Gradient-based optimizers have been proposed for training variational quantum circuits in settings such as quantum neural networks (QNNs). The task of gradient estimation, however, has proven to be challenging, primarily due to distinctive…

In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Natural gradient methods have been used to optimise the parameters of probability distributions in a variety of settings, often resulting in fast-converging procedures. Unfortunately, for many distributions of interest, computing the…