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Related papers: Gradient Descent for Low-Rank Functions

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The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…

Machine Learning · Computer Science 2013-06-11 Francis Bach , Eric Moulines

In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…

Machine Learning · Computer Science 2022-01-25 Xuanjie Li , Yuedong Xu , Jessie Hui Wang , Xin Wang , John C. S. Lui

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

Back-propagation is a popular machine learning algorithm that uses gradient descent in training neural networks for supervised learning, but can be very slow. A number of algorithms have been developed to speed up convergence and improve…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ho Ling Li

We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…

Machine Learning · Statistics 2016-03-25 Qinqing Zheng , John Lafferty

Communication has been seen as a significant bottleneck in industrial applications over large-scale networks. To alleviate the communication burden, sign-based optimization algorithms have gained popularity recently in both industrial and…

Optimization and Control · Mathematics 2021-09-07 Xiuxian Li , Kuo-Yi Lin , Li Li , Yiguang Hong , Jie Chen

Large-scale non-convex sparsity-constrained problems have recently gained extensive attention. Most existing deterministic optimization methods (e.g., GraSP) are not suitable for large-scale and high-dimensional problems, and thus…

Machine Learning · Computer Science 2019-12-03 Fanhua Shang , Bingkun Wei , Hongying Liu , Yuanyuan Liu , Jiacheng Zhuo

We analyze stochastic gradient descent for optimizing non-convex functions. In many cases for non-convex functions the goal is to find a reasonable local minimum, and the main concern is that gradient updates are trapped in saddle points.…

Machine Learning · Computer Science 2015-03-10 Rong Ge , Furong Huang , Chi Jin , Yang Yuan

Learning rates in stochastic neural network training are currently determined a priori to training, using expensive manual or automated iterative tuning. This study proposes gradient-only line searches to resolve the learning rate for…

Machine Learning · Statistics 2020-01-16 Dominic Kafka , Daniel N. Wilke

This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $\epsilon$-accurate first-order…

Optimization and Control · Mathematics 2021-06-15 Ran Xin , Usman A. Khan , Soummya Kar

Kolmogorov--Arnold Networks (KANs), a recently proposed neural network architecture, have gained significant attention in the deep learning community, due to their potential as a viable alternative to multi-layer perceptrons (MLPs) and…

Machine Learning · Computer Science 2024-10-11 Yihang Gao , Vincent Y. F. Tan

Gradient descent finds a global minimum in training deep neural networks despite the objective function being non-convex. The current paper proves gradient descent achieves zero training loss in polynomial time for a deep over-parameterized…

Machine Learning · Computer Science 2019-05-30 Simon S. Du , Jason D. Lee , Haochuan Li , Liwei Wang , Xiyu Zhai

In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

This paper concerns dictionary learning, i.e., sparse coding, a fundamental representation learning problem. We show that a subgradient descent algorithm, with random initialization, can provably recover orthogonal dictionaries on a natural…

Machine Learning · Computer Science 2019-07-02 Yu Bai , Qijia Jiang , Ju Sun

To enable learning on edge devices with fast convergence and low memory, we present a novel backpropagation-free optimization algorithm dubbed Target Projection Stochastic Gradient Descent (tpSGD). tpSGD generalizes direct random target…

Machine Learning · Computer Science 2022-09-19 Michael Lomnitz , Zachary Daniels , David Zhang , Michael Piacentino

In this paper, we show that simple {Stochastic} subGradient Decent methods with multiple Restarting, named {\bf RSGD}, can achieve a \textit{linear convergence rate} for a class of non-smooth and non-strongly convex optimization problems…

Machine Learning · Computer Science 2016-04-01 Tianbao Yang , Qihang Lin

Many neural networks deployed in the real world scenarios are trained using cross entropy based loss functions. From the optimization perspective, it is known that the behavior of first order methods such as gradient descent crucially…

Machine Learning · Computer Science 2023-10-09 Zhu Wang , Praveen Raj Veluswami , Harsh Mishra , Sathya N. Ravi

Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…

Optimization and Control · Mathematics 2024-12-19 Xianqi Jiao , Jia Liu , Zhiping Chen

Understanding the advantages of deep neural networks trained by gradient descent (GD) compared to shallow models remains an open theoretical challenge. In this paper, we introduce a class of target functions (single and multi-index Gaussian…

Machine Learning · Statistics 2025-11-17 Yatin Dandi , Luca Pesce , Lenka Zdeborová , Florent Krzakala
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