Related papers: On the complexity of nonsmooth automatic different…
Reverse-mode differentiation is used for optimization, but it introduces references, which break the purity of the underlying programs, making them notoriously harder to optimize. We present a reverse-mode differentiation on a purely…
In this paper, we propose a distributed first-order algorithm with backtracking linesearch for solving multi-agent minimisation problems, where each agent handles a local objective involving nonsmooth and smooth components. Unlike existing…
Effective hyper-parameter tuning is essential to guarantee the performance that neural networks have come to be known for. In this work, a principled approach to choosing the learning rate is proposed for shallow feedforward neural…
Backtracking linesearch is the de facto approach for minimizing continuously differentiable functions with locally Lipschitz gradient. In recent years, it has been shown that in the convex setting it is possible to avoid linesearch…
We consider the long-term dynamics of the vanishing stepsize subgradient method in the case when the objective function is neither smooth nor convex. We assume that this function is locally Lipschitz and path differentiable, i.e., admits a…
We describe the first gradient methods on Riemannian manifolds to achieve accelerated rates in the non-convex case. Under Lipschitz assumptions on the Riemannian gradient and Hessian of the cost function, these methods find approximate…
We show how complexity theory can be introduced in machine learning to help bring together apparently disparate areas of current research. We show that this new approach requires less training data and is more generalizable as it shows…
We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient…
This paper presents an extension of stochastic gradient descent for the minimization of Lipschitz continuous loss functions. Our motivation is for use in non-smooth non-convex stochastic optimization problems, which are frequently…
We study the oracle complexity of nonsmooth nonconvex optimization, with the algorithm assumed to have access only to local function information. It has been shown by Davis, Drusvyatskiy, and Jiang (2023) that for nonsmooth Lipschitz…
Zhang et al. introduced a novel modification of Goldstein's classical subgradient method, with an efficiency guarantee of $O(\varepsilon^{-4})$ for minimizing Lipschitz functions. Their work, however, makes use of a nonstandard subgradient…
We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…
In this paper, we consider a class of structured fractional programs, where the numerator part is the sum of a block-separable (possibly nonsmooth nonconvex) function and a locally Lipschitz differentiable (possibly nonconvex) function,…
Deep Neural Networks are successful but highly computationally expensive learning systems. One of the main sources of time and energy drains is the well known backpropagation (backprop) algorithm, which roughly accounts for 2/3 of the…
As traditional neural network consumes a significant amount of computing resources during back propagation, \citet{Sun2017mePropSB} propose a simple yet effective technique to alleviate this problem. In this technique, only a small subset…
This paper focuses on training implicit models of infinite layers. Specifically, previous works employ implicit differentiation and solve the exact gradient for the backward propagation. However, is it necessary to compute such an exact but…
Backpropagation algorithm is the cornerstone for neural network analysis. Paper extends it for training any derivatives of neural network's output with respect to its input. By the dint of it feedforward networks can be used to solve or…
Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…
This technical note studies a class of distributed nonsmooth convex consensus optimization problem. The cost function is a summation of local cost functions which are convex but nonsmooth. Each of the local cost functions consists of a…
In this paper we consider large-scale composite optimization problems having the objective function formed as a sum of two terms (possibly nonconvex), one has (block) coordinate-wise Lipschitz continuous gradient and the other is…