Related papers: Optimal learning rate schedules in high-dimensiona…
Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…
Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…
We design learning rate schedules that minimize regret for SGD-based online learning in the presence of a changing data distribution. We fully characterize the optimal learning rate schedule for online linear regression via a novel analysis…
The learning rate is perhaps the single most important parameter in the training of neural networks and, more broadly, in stochastic (nonconvex) optimization. Accordingly, there are numerous effective, but poorly understood, techniques for…
The learning rate schedule is one of the most impactful aspects of neural network optimization, yet most schedules either follow simple parametric functions or react only to short-term training signals. None of them are supported by a…
Learning to optimize - the idea that we can learn from data algorithms that optimize a numerical criterion - has recently been at the heart of a growing number of research efforts. One of the most challenging issues within this approach is…
Deep learning has non-convex loss landscape and its optimization dynamics is hard to analyze or control. Nevertheless, the dynamics can be empirically convex-like across various tasks, models, optimizers, hyperparameters, etc. In this work,…
Setting the learning rate (LR) for a deep learning model is a critical part of successful training. Choosing LRs is often done empirically with trial and error. In this work, we explore a solvable model of optimal LR schedules for a…
Learning rate schedules used in practice bear little resemblance to those recommended by theory. We close much of this theory/practice gap, and as a consequence are able to derive new problem-adaptive learning rate schedules. Our main…
Minimizing non-convex and high-dimensional objective functions is challenging, especially when training modern deep neural networks. In this paper, a novel approach is proposed which divides the training process into two consecutive phases…
The convergence of stochastic gradient descent is highly dependent on the step-size, especially on non-convex problems such as neural network training. Step decay step-size schedules (constant and then cut) are widely used in practice…
In this paper we investigate how gradient-based algorithms such as gradient descent, (multi-pass) stochastic gradient descent, its persistent variant, and the Langevin algorithm navigate non-convex loss-landscapes and which of them is able…
We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…
We consider the problem of adversarial bandit convex optimization, that is, online learning over a sequence of arbitrary convex loss functions with only one function evaluation for each of them. While all previous works assume known and…
In the usual deep neural network optimization process, the learning rate is the most important hyper parameter, which greatly affects the final convergence effect. The purpose of learning rate is to control the stepsize and gradually reduce…
Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…
Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of…
Learning rate schedule has a major impact on the performance of deep learning models. Still, the choice of a schedule is often heuristical. We aim to develop a precise understanding of the effects of different learning rate schedules and…
Latent variable models are widely used in social and behavioural sciences, including education, psychology, and political science. With the increasing availability of large and complex datasets, high-dimensional latent variable models have…
We study optimal learning-rate schedules (LRSs) under the functional scaling law (FSL) framework introduced in Li et al. (2025), which accurately models the loss dynamics of both linear regression and large language model (LLM)…