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When training neural networks with custom objectives, such as ranking losses and shortest-path losses, a common problem is that they are, per se, non-differentiable. A popular approach is to continuously relax the objectives to provide…

Machine Learning · Computer Science 2024-10-28 Felix Petersen , Christian Borgelt , Tobias Sutter , Hilde Kuehne , Oliver Deussen , Stefano Ermon

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

Decentralized optimization to minimize a finite sum of functions over a network of nodes has been a significant focus within control and signal processing research due to its natural relevance to optimal control and signal estimation…

Machine Learning · Computer Science 2020-09-15 Ran Xin , Shi Pu , Angelia Nedić , Usman A. Khan

This paper provides a unifying view of a wide range of problems of interest in machine learning by framing them as the minimization of functionals defined on the space of probability measures. In particular, we show that generative…

Machine Learning · Computer Science 2019-05-21 Casey Chu , Jose Blanchet , Peter Glynn

In this paper, we provide a mathematical framework for improving generalization in a class of learning problems which is related to point estimations for modeling of high-dimensional nonlinear functions. In particular, we consider a…

Optimization and Control · Mathematics 2024-12-13 Getachew K. Befekadu

Recent studies show that transformer-based architectures emulate gradient descent during a forward pass, contributing to in-context learning capabilities - an ability where the model adapts to new tasks based on a sequence of prompt…

Statistics Theory · Mathematics 2024-05-13 Karthik Duraisamy

We introduce optimization methods for convolutional neural networks that can be used to improve existing gradient-based optimization in terms of generalization error. The method requires only simple processing of existing stochastic…

Machine Learning · Computer Science 2020-08-26 Dong Lao , Peihao Zhu , Peter Wonka , Ganesh Sundaramoorthi

Adaptive gradient methods such as Adam have gained increasing popularity in deep learning optimization. However, it has been observed that compared with (stochastic) gradient descent, Adam can converge to a different solution with a…

Machine Learning · Computer Science 2021-08-26 Difan Zou , Yuan Cao , Yuanzhi Li , Quanquan Gu

In nonsmooth optimization, a negative subgradient is not necessarily a descent direction, making the design of convergent descent methods based on zeroth-order and first-order information a challenging task. The well-studied bundle methods…

Optimization and Control · Mathematics 2025-05-13 Hanyang Li , Ying Cui

Gradient descent (GD) is crucial for generalization in machine learning models, as it induces implicit regularization, promoting compact representations. In this work, we examine the role of GD in inducing implicit regularization for tensor…

Optimization and Control · Mathematics 2023-10-25 Ziye Ma , Javad Lavaei , Somayeh Sojoudi

Transformers excel at in-context learning (ICL) -- learning from demonstrations without parameter updates -- but how they do so remains a mystery. Recent work suggests that Transformers may internally run Gradient Descent (GD), a…

Machine Learning · Computer Science 2024-11-19 Deqing Fu , Tian-Qi Chen , Robin Jia , Vatsal Sharan

The goal of this thesis is to develop the optimisation and generalisation theoretic foundations of learning in artificial neural networks. On optimisation, a new theoretical framework is proposed for deriving architecture-dependent…

Neural and Evolutionary Computing · Computer Science 2022-10-20 Jeremy Bernstein

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

One of the mysteries in the success of neural networks is randomly initialized first order methods like gradient descent can achieve zero training loss even though the objective function is non-convex and non-smooth. This paper demystifies…

Machine Learning · Computer Science 2019-02-06 Simon S. Du , Xiyu Zhai , Barnabas Poczos , Aarti Singh

We study gradient-based regularization methods for neural networks. We mainly focus on two regularization methods: the total variation and the Tikhonov regularization. Applying these methods is equivalent to using neural networks to solve…

Machine Learning · Computer Science 2022-11-09 Lingfeng Li , Xue-Cheng Tai , Jiang Yang

Gradient descent is the primary workhorse for optimizing large-scale problems in machine learning. However, its performance is highly sensitive to the choice of the learning rate. A key limitation of gradient descent is its lack of natural…

Optimization and Control · Mathematics 2025-07-15 Oscar Smee , Fred Roosta , Stephen J. Wright

Many machine learning methods operate by inverting a neural network at inference time, which has become a popular technique for solving inverse problems in computer vision, robotics, and graphics. However, these methods often involve…

Computer Vision and Pattern Recognition · Computer Science 2022-06-22 Ruoshi Liu , Chengzhi Mao , Purva Tendulkar , Hao Wang , Carl Vondrick

Algorithmic differentiation (AD) tools allow to obtain gradient information of a continuously differentiable objective function in a computationally cheap way using the so-called backward mode. It is common practice to use the same tools…

Optimization and Control · Mathematics 2024-12-02 Lukas Baumgärtner , Franz Bethke

We derive upper bounds on the generalization error of learning algorithms based on their \emph{algorithmic transport cost}: the expected Wasserstein distance between the output hypothesis and the output hypothesis conditioned on an input…

Machine Learning · Statistics 2018-11-09 Jingwei Zhang , Tongliang Liu , Dacheng Tao

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…

Machine Learning · Computer Science 2021-12-30 Omer Elkabetz , Nadav Cohen