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Existing analyses of optimization in deep learning are either continuous, focusing on (variants of) gradient flow, or discrete, directly treating (variants of) gradient descent. Gradient flow is amenable to theoretical analysis, but is…
Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…
Many iterative procedures in stochastic optimization exhibit a transient phase followed by a stationary phase. During the transient phase the procedure converges towards a region of interest, and during the stationary phase the procedure…
Stochastic gradient descent (SGD) is a premium optimization method for training neural networks, especially for learning objectively defined labels such as image objects and events. When a neural network is instead faced with subjectively…
Machine learning algorithms, both in their classical and quantum versions, heavily rely on optimization algorithms based on gradients, such as gradient descent and alike. The overall performance is dependent on the appearance of local…
Optimization problems with continuous data appear in, e.g., robust machine learning, functional data analysis, and variational inference. Here, the target function is given as an integral over a family of (continuously) indexed target…
We study $\perp$Grad, a geometry-aware modification to gradient-based optimization that constrains descent directions to address overconfidence, a key limitation of standard optimizers in uncertainty-critical applications. By enforcing…
The practical performance of online stochastic gradient descent algorithms is highly dependent on the chosen step size, which must be tediously hand-tuned in many applications. The same is true for more advanced variants of stochastic…
An efficient policy search algorithm should estimate the local gradient of the objective function, with respect to the policy parameters, from as few trials as possible. Whereas most policy search methods estimate this gradient by observing…
Estimating the test performance of a model, possibly under distribution shift, without having access to the ground-truth labels is a challenging, yet very important problem for the safe deployment of machine learning algorithms in the wild.…
In this paper, we propose a new descent method, termed as multiobjective memory gradient method, for finding Pareto critical points of a multiobjective optimization problem. The main thought in this method is to select a combination of the…
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…
Convolutional neural networks (CNNs) are trained using stochastic gradient descent (SGD)-based optimizers. Recently, the adaptive moment estimation (Adam) optimizer has become very popular due to its adaptive momentum, which tackles the…
This paper presents a novel coordinate descent algorithm leveraging a combination of one-directional line search and gradient information for parameter updates for a squared error loss function. Each parameter undergoes updates determined…
The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…
Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…
Establishing a fast rate of convergence for optimization methods is crucial to their applicability in practice. With the increasing popularity of deep learning over the past decade, stochastic gradient descent and its adaptive variants…
The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…
Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…
A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…