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Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are…

Machine Learning · Computer Science 2024-03-14 S. Ilker Birbil , Ozgur Martin , Gonenc Onay , Figen Oztoprak

Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…

Machine Learning · Computer Science 2025-04-09 Erik Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

Machine Learning · Statistics 2020-06-05 Peter D. Tonner , Daniel V. Samarov , A. Gilad Kusne

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this…

Machine Learning · Computer Science 2018-06-11 Henri Palacci , Henry Hess

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…

Machine Learning · Computer Science 2021-03-02 David Eriksson , Matthias Poloczek

The Quantum Approximate Optimization Algorithm (QAOA) adopts a hybrid quantum-classical approach to find approximate solutions to variational optimization problems. In fact, it relies on a classical subroutine to optimize the parameters of…

Quantum Physics · Physics 2023-07-31 Simone Tibaldi , Davide Vodola , Edoardo Tignone , Elisa Ercolessi

Binary memristive crossbars have gained huge attention as an energy-efficient deep learning hardware accelerator. Nonetheless, they suffer from various noises due to the analog nature of the crossbars. To overcome such limitations, most…

Neural and Evolutionary Computing · Computer Science 2022-01-06 Youngeun Kim , Hyunsoo Kim , Seijoon Kim , Sang Joon Kim , Priyadarshini Panda

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

We propose a sequential minimal optimization method for quantum-classical hybrid algorithms, which converges faster, is robust against statistical error, and is hyperparameter-free. Specifically, the optimization problem of the…

Quantum Physics · Physics 2020-11-04 Ken M. Nakanishi , Keisuke Fujii , Synge Todo

Gradient quantization is an emerging technique in reducing communication costs in distributed learning. Existing gradient quantization algorithms often rely on engineering heuristics or empirical observations, lacking a systematic approach…

Machine Learning · Computer Science 2021-08-02 Guangfeng Yan , Shao-Lun Huang , Tian Lan , Linqi Song

VQA have attracted a lot of attention from the quantum computing community for the last few years. Their hybrid quantum-classical nature with relatively shallow quantum circuits makes them a promising platform for demonstrating the…

Quantum advantage requires overcoming noise-induced degradation of quantum systems. Conventional methods for reducing noise such as error mitigation face scalability issues in deep circuits. Specifically, noise hampers the extraction of…

Quantum Physics · Physics 2023-12-05 Yonglong Ding , Ruyu Yang

We develop an algorithm for parameter-free stochastic convex optimization (SCO) whose rate of convergence is only a double-logarithmic factor larger than the optimal rate for the corresponding known-parameter setting. In contrast, the best…

Optimization and Control · Mathematics 2024-03-04 Yair Carmon , Oliver Hinder

We consider stochastic convex optimization problems where the objective is an expectation over smooth functions. For this setting we suggest a novel gradient estimate that combines two recent mechanism that are related to notion of…

Machine Learning · Computer Science 2025-03-06 Tehila Dahan , Kfir Y. Levy

Combinatorial optimization problems are one of the areas where near-term noisy quantum computers may have practical advantage against classical computers. Recently a novel feedback-based quantum optimization algorithm has been proposed by…

Quantum Physics · Physics 2025-01-13 Don Arai , Ken N. Okada , Yuichiro Nakano , Kosuke Mitarai , Keisuke Fujii

There has been recent interest in developing scalable Bayesian sampling methods such as stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) for big-data analysis. A standard SG-MCMC algorithm simulates samples…

Machine Learning · Statistics 2018-07-11 Changyou Chen , Ruiyi Zhang , Wenlin Wang , Bai Li , Liqun Chen

Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…

Machine Learning · Statistics 2024-04-16 Shen-Yi Zhao , Chang-Wei Shi , Yin-Peng Xie , Wu-Jun Li

Gradient-based optimization is a key ingredient of variational quantum algorithms, with applications ranging from quantum machine learning to quantum chemistry and simulation. The parameter-shift rule provides a hardware-friendly method for…

Quantum Physics · Physics 2025-10-08 Leonardo Banchi , Dominic Branford , Chetan Waghela

Parameter shift rules (PSRs) are key techniques for efficient gradient estimation in variational quantum eigensolvers (VQEs). In this paper, we propose its Bayesian variant, where Gaussian processes with appropriate kernels are used to…

Machine Learning · Computer Science 2026-05-07 Samuele Pedrielli , Christopher J. Anders , Lena Funcke , Karl Jansen , Kim A. Nicoli , Shinichi Nakajima

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang