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Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of…

Optimization and Control · Mathematics 2024-09-27 Ling Liang , Cameron Austin , Haizhao Yang

Adversarial training provides a principled approach for training robust neural networks. From an optimization perspective, adversarial training is essentially solving a bilevel optimization problem. The leader problem is trying to learn a…

Machine Learning · Computer Science 2021-05-04 Haoming Jiang , Zhehui Chen , Yuyang Shi , Bo Dai , Tuo Zhao

The increasing reliance on numerical methods for controlling dynamical systems and training machine learning models underscores the need to devise algorithms that dependably and efficiently navigate complex optimization landscapes.…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Andrea Martin , Luca Furieri

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

Tuning step sizes is crucial for the stability and efficiency of optimization algorithms. While adaptive coordinate-wise step sizes have been shown to outperform scalar step size in first-order methods, their use in second-order methods is…

Machine Learning · Computer Science 2025-05-20 Wei Lin , Qingyu Song , Hong Xu

The concept of learning to optimize involves utilizing a trainable optimization strategy rather than relying on manually defined full gradient estimations such as ADAM. We present a framework that jointly trains the full gradient estimator…

Machine Learning · Computer Science 2026-01-30 Ruiqi Wang , Diego Klabjan

Optimization is an integral part of modern deep learning. Recently, the concept of learned optimizers has emerged as a way to accelerate this optimization process by replacing traditional, hand-crafted algorithms with meta-learned…

Machine Learning · Computer Science 2023-12-13 Jan Sobotka , Petr Šimánek , Daniel Vašata

Learned Optimizers (LOs), a type of Meta-learning, have gained traction due to their ability to be parameterized and trained for efficient optimization. Traditional gradient-based methods incorporate explicit regularization techniques such…

Machine Learning · Computer Science 2025-10-13 Suraj Kumar Sahoo , Narayanan C Krishnan

Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…

Machine Learning · Statistics 2022-06-09 Xiao-Tong Yuan , Ping Li

Adversarial attack has recently become a tremendous threat to deep learning models. To improve the robustness of machine learning models, adversarial training, formulated as a minimax optimization problem, has been recognized as one of the…

Machine Learning · Computer Science 2020-04-28 Yuanhao Xiong , Cho-Jui Hsieh

Group Relative Policy Optimisation (GRPO) enhances large language models by estimating advantages across a group of sampled trajectories. However, mapping these trajectory-level advantages to policy updates requires aggregating token-level…

The move from hand-designed features to learned features in machine learning has been wildly successful. In spite of this, optimization algorithms are still designed by hand. In this paper we show how the design of an optimization algorithm…

Neural and Evolutionary Computing · Computer Science 2016-12-01 Marcin Andrychowicz , Misha Denil , Sergio Gomez , Matthew W. Hoffman , David Pfau , Tom Schaul , Brendan Shillingford , Nando de Freitas

The adversarial subproblem in two-stage adaptive robust optimization (ARO), which identifies the worst-case uncertainty realization, is a major computational bottleneck. This difficulty is exacerbated when the recourse value function is…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Zhiyi Zhou , Ján Drgoňa , Yury Dvorkin

Learning to Optimize (L2O) is a subfield of machine learning (ML) in which ML models are trained to solve parametric optimization problems. The general goal is to learn a fast approximator of solutions to constrained optimization problems,…

Optimization and Control · Mathematics 2025-12-04 James Kotary , Himanshu Sharma , Ethan King , Draguna Vrabie , Ferdinando Fioretto , Jan Drgona

The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…

Machine Learning · Computer Science 2019-12-04 Michael R. Zhang , James Lucas , Geoffrey Hinton , Jimmy Ba

Optimization plays a costly and crucial role in developing machine learning systems. In learned optimizers, the few hyperparameters of commonly used hand-designed optimizers, e.g. Adam or SGD, are replaced with flexible parametric…

Machine Learning · Computer Science 2022-07-19 Luke Metz , C. Daniel Freeman , James Harrison , Niru Maheswaranathan , Jascha Sohl-Dickstein

Deep learning has shown that learned functions can dramatically outperform hand-designed functions on perceptual tasks. Analogously, this suggests that learned optimizers may similarly outperform current hand-designed optimizers, especially…

Neural and Evolutionary Computing · Computer Science 2019-06-11 Luke Metz , Niru Maheswaranathan , Jeremy Nixon , C. Daniel Freeman , Jascha Sohl-Dickstein

A new technique of global optimization and its applications in particular to neural networks are presented. The algorithm is also compared to other global optimization algorithms such as Gradient descent (GD), Monte Carlo (MC), Genetic…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-18 Homayoun Valafar , Okan K. Ersoy , Faramarz Valafar

Federated Learning (FL) is a distributed learning approach that trains machine learning models across multiple devices while keeping their local data private. However, FL often faces challenges due to data heterogeneity, leading to…

Machine Learning · Computer Science 2025-10-21 Dun Zeng , Zheshun Wu , Shiyu Liu , Yu Pan , Xiaoying Tang , Zenglin Xu

Training deep neural networks is a highly nontrivial task, involving carefully selecting appropriate training algorithms, scheduling step sizes and tuning other hyperparameters. Trying different combinations can be quite labor-intensive and…

Machine Learning · Computer Science 2017-06-13 Kaifeng Lv , Shunhua Jiang , Jian Li