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Neural-ODE parameterize a differential equation using continuous depth neural network and solve it using numerical ODE-integrator. These models offer a constant memory cost compared to models with discrete sequence of hidden layers in which…

Machine Learning · Computer Science 2025-03-27 Sheikh Waqas Akhtar

In this paper, we consider Nesterov's Accelerated Gradient method for solving Nonlinear Inverse and Ill-Posed Problems. Known to be a fast gradient-based iterative method for solving well-posed convex optimization problems, this method also…

Numerical Analysis · Mathematics 2020-01-13 Simon Hubmer , Ronny Ramlau

This paper studies the online convex optimization problem by using an Online Continuous-Time Nesterov Accelerated Gradient method (OCT-NAG). We show that the continuous-time dynamics generated by the online version of the Bregman Lagrangian…

Optimization and Control · Mathematics 2020-09-29 Chao Sun , Guoqiang Hu

We introduce the "continuized" Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-12 Raphaël Berthier , Francis Bach , Nicolas Flammarion , Pierre Gaillard , Adrien Taylor

Incorporating second order curvature information in gradient based methods have shown to improve convergence drastically despite its computational intensity. In this paper, we propose a stochastic (online) quasi-Newton method with…

Machine Learning · Computer Science 2020-10-16 S. Indrapriyadarsini , Shahrzad Mahboubi , Hiroshi Ninomiya , Hideki Asai

Gradient descent-based optimization methods underpin the parameter training of neural networks, and hence comprise a significant component in the impressive test results found in a number of applications. Introducing stochasticity is key to…

Machine Learning · Computer Science 2021-06-01 Nikola B. Kovachki , Andrew M. Stuart

Stacking, a heuristic technique for training deep residual networks by progressively increasing the number of layers and initializing new layers by copying parameters from older layers, has proven quite successful in improving the…

Machine Learning · Computer Science 2025-02-20 Naman Agarwal , Pranjal Awasthi , Satyen Kale , Eric Zhao

The overall performance or expected excess risk of an iterative machine learning algorithm can be decomposed into training error and generalization error. While the former is controlled by its convergence analysis, the latter can be tightly…

Machine Learning · Statistics 2018-04-06 Yuansi Chen , Chi Jin , Bin Yu

In this technical note, we are concerned with the problem of solving variational inequalities with improved convergence rates. Motivated by Nesterov's accelerated gradient method for convex optimization, we propose a Nesterov's accelerated…

Optimization and Control · Mathematics 2022-12-21 Shaolin Tan , Jinhu Lu

We present a dynamical system framework for understanding Nesterov's accelerated gradient method. In contrast to earlier work, our derivation does not rely on a vanishing step size argument. We show that Nesterov acceleration arises from…

Optimization and Control · Mathematics 2019-05-21 Michael Muehlebach , Michael I. Jordan

Training logistic regression over encrypted data has emerged as a prominent approach to addressing security concerns in recent years. In this paper, we introduce an efficient gradient variant, termed the \textit{quadratic gradient}, which…

Cryptography and Security · Computer Science 2026-04-16 John Chiang

Under the multiplicative noise scaling (MNS) condition, original Nesterov acceleration is provably sensitive to noise and may diverge when gradient noise overwhelms the signal. In this paper, we develop two accelerated stochastic gradient…

Optimization and Control · Mathematics 2026-04-14 Yaxin Yu , Long Chen , Minfu Feng

The continuous-time model of Nesterov's momentum provides a thought-provoking perspective for understanding the nature of the acceleration phenomenon in convex optimization. One of the main ideas in this line of research comes from the…

Optimization and Control · Mathematics 2021-07-13 Peiyuan Zhang , Antonio Orvieto , Hadi Daneshmand

We provide a novel accelerated first-order method that achieves the asymptotically optimal convergence rate for smooth functions in the first-order oracle model. To this day, Nesterov's Accelerated Gradient Descent (AGD) and variations…

Optimization and Control · Mathematics 2018-02-13 Jelena Diakonikolas , Lorenzo Orecchia

Recent research has indicated a substantial rise in interest in understanding Nesterov's accelerated gradient methods via their continuous-time models. However, most existing studies focus on specific classes of Nesterov's methods, which…

Optimization and Control · Mathematics 2026-03-23 Chanwoong Park , Youngchae Cho , Insoon Yang

Accelerated gradient (AG) methods are breakthroughs in convex optimization, improving the convergence rate of the gradient descent method for optimization with smooth functions. However, the analysis of AG methods for non-convex…

Optimization and Control · Mathematics 2018-03-05 Yi Xu , Rong Jin , Tianbao Yang

Multinomial logistic regression, also known by other names such as multiclass logistic regression and softmax regression, is a fundamental classification method that generalizes binary logistic regression to multiclass problems. A recently…

Machine Learning · Computer Science 2023-03-30 John Chiang

Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is…

Optimization and Control · Mathematics 2022-06-08 Andre Wibisono , Ashia C. Wilson , Michael I. Jordan

Although it is relatively easy to apply, the gradient method often displays a disappointingly slow rate of convergence. Its convergence is specially based on the structure of the matrix of the algebraic linear system, and on the choice of…

Numerical Analysis · Mathematics 2025-06-03 Ibrahima Dione

Convergence analysis of Nesterov's accelerated gradient method has attracted significant attention over the past decades. While extensive work has explored its theoretical properties and elucidated the intuition behind its acceleration, a…

Optimization and Control · Mathematics 2025-07-08 Jun Liu