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There is widespread sentiment that it is not possible to effectively utilize fast gradient methods (e.g. Nesterov's acceleration, conjugate gradient, heavy ball) for the purposes of stochastic optimization due to their instability and error…

Machine Learning · Statistics 2018-08-02 Prateek Jain , Sham M. Kakade , Rahul Kidambi , Praneeth Netrapalli , Aaron Sidford

There is a growing interest in using robust control theory to analyze and design optimization and machine learning algorithms. This paper studies a class of nonconvex optimization problems whose cost functions satisfy the so-called…

Optimization and Control · Mathematics 2019-12-11 Huaqing Xiong , Yuejie Chi , Bin Hu , Wei Zhang

The proximal point method (PPM) is a fundamental method in optimization that is often used as a building block for designing optimization algorithms. In this work, we use the PPM method to provide conceptually simple derivations along with…

Optimization and Control · Mathematics 2022-06-03 Kwangjun Ahn , Suvrit Sra

In this paper, we focus on the problem of minimizing a continuously differentiable convex objective function, $\min_x f(x)$. Recently, Malitsky (2020); Alacaoglu et al.(2023) developed an adaptive first-order method, GRAAL. This algorithm…

Optimization and Control · Mathematics 2025-09-01 Ekaterina Borodich , Dmitry Kovalev

Various distributed gradient descent algorithms for multi-agent optimization have incorporated the Nesterov accelerated gradient method, where the use of momentum enhances convergence rates. These algorithms have found broad applications in…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Zihao Ren , Lei Wang , Guodong Shi

This paper considers the distributed optimization problem over a network, where the objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. We develop an Accelerated…

Optimization and Control · Mathematics 2020-06-02 Guannan Qu , Na Li

We consider the dynamics of gradient descent (GD) in overparameterized single hidden layer neural networks with a squared loss function. Recently, it has been shown that, under some conditions, the parameter values obtained using GD achieve…

Machine Learning · Computer Science 2021-05-17 Siddhartha Satpathi , R Srikant

Optimization plays a key role in machine learning. Recently, stochastic second-order methods have attracted much attention due to their low computational cost in each iteration. However, these algorithms might perform poorly especially if…

Machine Learning · Computer Science 2017-10-25 Haishan Ye , Zhihua Zhang

Lookahead-based acceleration methods, such as Nesterov's momentum, are widely used in optimization, but they often become unreliable in deep learning training mainly due to stochastic gradient noise and non-convex loss landscapes. In…

Machine Learning · Computer Science 2026-05-26 Chung-Yiu Yau , Dawei Li , Athanasios Glentis , Valentyn Boreiko , Hoi-To Wai , Mingyi Hong

Motivated by the success of Nesterov's accelerated gradient algorithm for convex minimization problems, we examine whether it is possible to achieve similar performance gains in the context of online learning in games. To that end, we…

Computer Science and Game Theory · Computer Science 2024-12-31 Kyriakos Lotidis , Angeliki Giannou , Panayotis Mertikopoulos , Nicholas Bambos

We describe the neural-network training framework used in the Kaldi speech recognition toolkit, which is geared towards training DNNs with large amounts of training data using multiple GPU-equipped or multi-core machines. In order to be as…

Neural and Evolutionary Computing · Computer Science 2015-06-24 Daniel Povey , Xiaohui Zhang , Sanjeev Khudanpur

Gradient Boosting Machine (GBM) is an extremely powerful supervised learning algorithm that is widely used in practice. GBM routinely features as a leading algorithm in machine learning competitions such as Kaggle and the KDDCup. In this…

Machine Learning · Computer Science 2020-08-28 Haihao Lu , Sai Praneeth Karimireddy , Natalia Ponomareva , Vahab Mirrokni

The slow convergence rate and pathological curvature issues of first-order gradient methods for training deep neural networks, initiated an ongoing effort for developing faster $\mathit{second}$-$\mathit{order}$ optimization algorithms…

Machine Learning · Computer Science 2020-12-10 Jan van den Brand , Binghui Peng , Zhao Song , Omri Weinstein

This paper proposes a set of new error criteria and learning approaches, Adaptive Normalized Risk-Averting Training (ANRAT), to attack the non-convex optimization problem in training deep neural networks (DNNs). Theoretically, we…

Machine Learning · Computer Science 2016-06-10 Zhiguang Wang , Tim Oates , James Lo

We consider training over-parameterized two-layer neural networks with Rectified Linear Unit (ReLU) using gradient descent (GD) method. Inspired by a recent line of work, we study the evolutions of network prediction errors across GD…

Machine Learning · Computer Science 2019-09-04 Lili Su , Pengkun Yang

In recent years, stochastic gradient descent (SGD) based techniques has become the standard tools for training neural networks. However, formal theoretical understanding of why SGD can train neural networks in practice is largely missing.…

Machine Learning · Computer Science 2017-11-03 Yuanzhi Li , Yang Yuan

With the growing importance of large network models and enormous training datasets, GPUs have become increasingly necessary to train neural networks. This is largely because conventional optimization algorithms rely on stochastic gradient…

Machine Learning · Computer Science 2016-05-09 Gavin Taylor , Ryan Burmeister , Zheng Xu , Bharat Singh , Ankit Patel , Tom Goldstein

The success of deep learning comes at a tremendous computational and energy cost, and the scalability of training massively overparametrized neural networks is becoming a real barrier to the progress of artificial intelligence (AI). Despite…

Machine Learning · Computer Science 2024-02-09 Yichuan Deng , Hang Hu , Zhao Song , Omri Weinstein , Danyang Zhuo

Heterogeneous Graph Neural Networks (HGNNs) are a class of powerful deep learning methods widely used to learn representations of heterogeneous graphs. Despite the fast development of HGNNs, they still face some challenges such as…

Machine Learning · Computer Science 2023-05-29 Xiao Yang , Xuejiao Zhao , Zhiqi Shen

As models for nature language processing (NLP), computer vision (CV) and recommendation systems (RS) require surging computation, a large number of GPUs/TPUs are paralleled as a large batch (LB) to improve training throughput. However,…

Machine Learning · Computer Science 2023-09-26 Guo-qing Jiang , Jinlong Liu , Zixiang Ding , Lin Guo , Wei Lin