Related papers: $\bar{G}_{mst}$:An Unbiased Stratified Statistic a…
Variance reduction has been commonly used in stochastic optimization. It relies crucially on the assumption that the data set is finite. However, when the data are imputed with random noise as in data augmentation, the perturbed data set…
We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…
A recent article introduced thecontinuous stochastic gradient method (CSG) for the efficient solution of a class of stochastic optimization problems. While the applicability of known stochastic gradient type methods is typically limited to…
We develop and analyze a procedure for gradient-based optimization that we refer to as stochastically controlled stochastic gradient (SCSG). As a member of the SVRG family of algorithms, SCSG makes use of gradient estimates at two scales,…
The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…
Graph convolutional networks (GCNs) have well-documented performance in various graph learning tasks, but their analysis is still at its infancy. Graph scattering transforms (GSTs) offer training-free deep GCN models that extract features…
Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…
By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…
Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to…
Stochastic Gradient Descent (SGD) is a popular optimization method which has been applied to many important machine learning tasks such as Support Vector Machines and Deep Neural Networks. In order to parallelize SGD, minibatch training is…
Implicit bias induced by gradient-based algorithms is essential to the generalization of overparameterized models, yet its mechanisms can be subtle. This work leverages the Normalized Steepest Descent} (NSD) framework to investigate how…
Stochastic mirror descent (SMD) is a fairly new family of algorithms that has recently found a wide range of applications in optimization, machine learning, and control. It can be considered a generalization of the classical stochastic…
Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…
This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…
In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…
Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…
Stochastic optimization algorithms are widely used for large-scale data analysis due to their low per-iteration costs, but they often suffer from slow asymptotic convergence caused by inherent variance. Variance-reduced techniques have been…
Despite an extensive body of literature on deep learning optimization, our current understanding of what makes an optimization algorithm effective is fragmented. In particular, we do not understand well whether enhanced optimization…
Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…
Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…