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We explore conditions for when the gradient of a deep declarative node can be approximated by ignoring constraint terms and still result in a descent direction for the global loss function. This has important practical application when…

Machine Learning · Computer Science 2023-06-27 Stephen Gould , Ming Xu , Zhiwei Xu , Yanbin Liu

Conventional wisdom in deep learning states that increasing depth improves expressiveness but complicates optimization. This paper suggests that, sometimes, increasing depth can speed up optimization. The effect of depth on optimization is…

Machine Learning · Computer Science 2018-06-12 Sanjeev Arora , Nadav Cohen , Elad Hazan

Optimization is finding the best solution, which mathematically amounts to locating the global minimum of some cost function. Optimization is traditionally automated with digital or quantum computers, each having their limitations and none…

Statistical Mechanics · Physics 2021-11-16 Natalia B. Janson , Christopher J. Marsden

We introduce a new adaptive step-size strategy for convex optimization with stochastic gradient that exploits the local geometry of the objective function only by means of a first-order stochastic oracle and without any hyper-parameter…

Machine Learning · Computer Science 2025-09-19 Jean-François Aujol , Jérémie Bigot , Camille Castera

We present a practical and powerful new framework for both unconstrained and constrained submodular function optimization based on discrete semidifferentials (sub- and super-differentials). The resulting algorithms, which repeatedly compute…

Data Structures and Algorithms · Computer Science 2013-08-13 Rishabh Iyer , Stefanie Jegelka , Jeff Bilmes

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

A novel approach is given to overcome the computational challenges of the full-matrix Adaptive Gradient algorithm (Full AdaGrad) in stochastic optimization. By developing a recursive method that estimates the inverse of the square root of…

Statistics Theory · Mathematics 2025-02-28 Antoine Godichon-Baggioni , Wei Lu , Bruno Portier

The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…

Optimization and Control · Mathematics 2017-05-24 Quanming Yao , James T. Kwok , Fei Gao , Wei Chen , Tie-Yan Liu

We introduce MADGRAD, a novel optimization method in the family of AdaGrad adaptive gradient methods. MADGRAD shows excellent performance on deep learning optimization problems from multiple fields, including classification and…

Machine Learning · Computer Science 2021-08-27 Aaron Defazio , Samy Jelassi

Policy gradients methods apply to complex, poorly understood, control problems by performing stochastic gradient descent over a parameterized class of polices. Unfortunately, even for simple control problems solvable by standard dynamic…

Machine Learning · Computer Science 2022-06-22 Jalaj Bhandari , Daniel Russo

In this work, we investigate the margin-maximization bias exhibited by gradient-based algorithms in classifying linearly separable data. We present an in-depth analysis of the specific properties of the velocity field associated with…

Machine Learning · Computer Science 2024-12-30 Mingze Wang , Zeping Min , Lei Wu

The push-forward operation enables one to redistribute a probability measure through a deterministic map. It plays a key role in statistics and optimization: many learning problems (notably from optimal transport, generative modeling, and…

Machine Learning · Statistics 2025-05-19 Lucas de Lara , Mathis Deronzier , Alberto González-Sanz , Virgile Foy

The backtracking line-search is an effective technique to automatically tune the step-size in smooth optimization. It guarantees similar performance to using the theoretically optimal step-size. Many approaches have been developed to…

Optimization and Control · Mathematics 2023-06-06 Frederik Kunstner , Victor S. Portella , Mark Schmidt , Nick Harvey

A new gradient-based optimization approach by automatically scheduling the learning rate has been proposed recently, which is called Binary Forward Exploration (BFE). The Adaptive version of BFE has also been discussed thereafter. In this…

Machine Learning · Computer Science 2022-09-23 Xin Cao

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

Supervised learning in deep neural networks is commonly performed using error backpropagation. However, the sequential propagation of errors during the backward pass limits its scalability and applicability to low-powered neuromorphic…

Machine Learning · Computer Science 2023-08-22 Florian Bacho , Dominique Chu

A computational revolution unleashed the power of artificial neural networks. At the heart of that revolution is automatic differentiation, which calculates the derivative of a performance measure relative to a large number of parameters.…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

In this paper, we deal with the Front Steepest Descent algorithm for multi-objective optimization. We point out that the algorithm from the literature is often incapable, by design, of spanning large portions of the Pareto front. We thus…

Optimization and Control · Mathematics 2023-03-17 Matteo Lapucci , Pierluigi Mansueto

Gradients and subgradients are central to optimization and sensitivity analysis of buffered failure probabilities. We furnish a characterization of subgradients based on subdifferential calculus in the case of finite probability…

Optimization and Control · Mathematics 2021-10-26 Johannes O. Royset , Ji-Eun Byun

We consider the problem of minimizing a convex function over a closed convex set, with Projected Gradient Descent (PGD). We propose a fully parameter-free version of AdaGrad, which is adaptive to the distance between the initialization and…

Machine Learning · Statistics 2023-06-01 Evgenii Chzhen , Christophe Giraud , Gilles Stoltz
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