Related papers: Simple Stochastic and Online Gradient Descent Algo…
Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…
Multi-objective optimization (MOO) has become an influential framework in many machine learning problems with multiple objectives such as learning with multiple criteria and multi-task learning (MTL). In this paper, we propose a new…
Due to the massive size of the neural network models and training datasets used in machine learning today, it is imperative to distribute stochastic gradient descent (SGD) by splitting up tasks such as gradient evaluation across multiple…
We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…
Stochastic gradient descent (SGD) is a cornerstone algorithm for high-dimensional optimization, renowned for its empirical successes. Recent theoretical advances have provided a deep understanding of how SGD enables feature learning in…
Gradient-based methods enable efficient search capabilities in high dimensions. However, in order to apply them effectively in offline optimization paradigms such as offline Reinforcement Learning (RL) or Imitation Learning (IL), we require…
Pair-wise loss is an approach to metric learning that learns a semantic embedding by optimizing a loss function that encourages images from the same semantic class to be mapped closer than images from different classes. The literature…
We introduce \textsc{$k$-lazyGD}, an online learning algorithm that bridges the gap between greedy Online Gradient Descent (OGD, for $k{=}1$) and lazy GD/dual-averaging (for $k{=}T$), creating a spectrum between reactive and stable updates.…
Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…
Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…
The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…
Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…
We establish a data-dependent notion of algorithmic stability for Stochastic Gradient Descent (SGD), and employ it to develop novel generalization bounds. This is in contrast to previous distribution-free algorithmic stability results for…
We consider the problem of learning multiple tasks in a continual learning setting in which data from different tasks is presented to the learner in a streaming fashion. A key challenge in this setting is the so-called "catastrophic…
Stochastic gradient descent (SGD) is an immensely popular approach for online learning in settings where data arrives in a stream or data sizes are very large. However, despite an ever-increasing volume of work on SGD, much less is known…
We propose a Stochastic Gradient Descent (SGD)-type algorithm for Personalized Federated Learning which can be particularly attractive for mobile energy-limited regimes due to its low per-client computational cost. The model to be trained…
We present multiplexed gradient descent (MGD), a gradient descent framework designed to easily train analog or digital neural networks in hardware. MGD utilizes zero-order optimization techniques for online training of hardware neural…
Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…
Stochastic Gradient Descent (SGD) is arguably the most important single algorithm in modern machine learning. Although SGD with unbiased gradient estimators has been studied extensively over at least half a century, SGD variants relying on…
In order to develop practical and efficient algorithms while circumventing overly pessimistic computational lower bounds, recent work has been interested in developing oracle-efficient algorithms in a variety of learning settings. Two such…