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This paper provides the first tight convergence analyses for RMSProp and Adam in non-convex optimization under the most relaxed assumptions of coordinate-wise generalized smoothness and affine noise variance. We first analyze RMSProp, which…
The Adam optimizer, often used in Machine Learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learning rates. This work shows that the classical Adam algorithm…
These notes focus on the minimization of convex functionals using first-order optimization methods, which are fundamental in many areas of applied mathematics and engineering. The primary goal of this document is to introduce and analyze…
In this paper, we study the finite-sum convex optimization problem focusing on the general convex case. Recently, the study of variance reduced (VR) methods and their accelerated variants has made exciting progress. However, the step size…
We propose a batch size invariant version of Adam, for use in large-scale, distributed settings, in which the mini-batch is divided into micro-batches which are distributed among worker nodes. For the v term, standard Adam first computes…
The virtual element method (VEM) allows discretization of the problem domain with polygons in 2D. The polygons can have an arbitrary number of sides and can be concave or convex. These features, among others, are attractive for meshing…
We present Amos, a stochastic gradient-based optimizer designed for training deep neural networks. It can be viewed as an Adam optimizer with theoretically supported, adaptive learning-rate decay and weight decay. A key insight behind Amos…
Adaptive optimization algorithms such as Adam are widely used in deep learning. The stability of such algorithms is often improved with a warmup schedule for the learning rate. Motivated by the difficulty of choosing and tuning warmup…
In this research, we address critical concerns related to the numerical instability observed in 16-bit computations of machine learning models. Such instability, particularly when employing popular optimization algorithms like Adam, often…
In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…
Adaptive gradient methods, especially Adam-type methods (such as Adam, AMSGrad, and AdaBound), have been proposed to speed up the training process with an element-wise scaling term on learning rates. However, they often generalize poorly…
Geometric duality theory for multiple objective linear programming problems turned out to be very useful for the development of efficient algorithms to generate or approximate the whole set of nondominated points in the outcome space. This…
In this paper we present an inexact proximal point method for variational inequality problem on Hadamard manifolds and study its convergence properties. The proposed algorithm is inexact in two sense. First, each proximal subproblem is…
Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving…
We discuss issues of problem formulation for algorithms in real algebraic geometry, focussing on quantifier elimination by cylindrical algebraic decomposition. We recall how the variable ordering used can have a profound effect on both…
This paper introduces a special family of randomized algorithms for Max DICUT that we call oblivious algorithms. Let the bias of a vertex be the ratio between the total weight of its outgoing edges and the total weight of all its edges. An…
Depth estimation is an essential component in understanding the 3D geometry of a scene, with numerous applications in urban and indoor settings. These scenes are characterized by a prevalence of human made structures, which in most of the…
A cornerstone of geometric reconstruction, rotation averaging seeks the set of absolute rotations that optimally explains a set of measured relative orientations between them. In spite of being an integral part of bundle adjustment and…
The recent proposal of a new alignment solution for X-ray tomography, Virtual alignment method (VAM) allowed a more accurate method to remove the possible errors that limit the resolution and clarity of the reconstructed image. In the field…
Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By…