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We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Optimization and Control · Mathematics 2023-05-30 Joshua Cutler , Dmitriy Drusvyatskiy , Zaid Harchaoui

Mini-batch stochastic gradient descent and variants thereof have become standard for large-scale empirical risk minimization like the training of neural networks. These methods are usually used with a constant batch size chosen by simple…

Machine Learning · Computer Science 2017-06-29 Lukas Balles , Javier Romero , Philipp Hennig

In neural networks, continual learning results in gradient interference among sequential tasks, leading to catastrophic forgetting of old tasks while learning new ones. This issue is addressed in recent methods by storing the important…

Machine Learning · Computer Science 2023-02-06 Gobinda Saha , Kaushik Roy

Mathematical thinking is a fundamental aspect of human cognition. Cognitive scientists have investigated the mechanisms that underlie our ability to thinking geometrically and numerically, to take two prominent examples, and developmental…

Computer Vision and Pattern Recognition · Computer Science 2025-11-20 Zekun Wang , Sashank Varma

Fractional gradient descent has been studied extensively, with a focus on its ability to extend traditional gradient descent methods by incorporating fractional-order derivatives. This approach allows for more flexibility in navigating…

Machine Learning · Computer Science 2024-11-25 Teodor Alexandru Szente , James Harrison , Mihai Zanfir , Cristian Sminchisescu

The move from hand-designed features to learned features in machine learning has been wildly successful. In spite of this, optimization algorithms are still designed by hand. In this paper we show how the design of an optimization algorithm…

Neural and Evolutionary Computing · Computer Science 2016-12-01 Marcin Andrychowicz , Misha Denil , Sergio Gomez , Matthew W. Hoffman , David Pfau , Tom Schaul , Brendan Shillingford , Nando de Freitas

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

Machine Learning · Statistics 2020-02-21 Sattar Vakili , Sudeep Salgia , Qing Zhao

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Optimization and Control · Mathematics 2026-05-19 Begoña García Malaxechebarría , Courtney Paquette , Maryam Fazel , Dmitriy Drusvyatskiy

This paper presents a framework of successive functional gradient optimization for training nonconvex models such as neural networks, where training is driven by mirror descent in a function space. We provide a theoretical analysis and…

Machine Learning · Computer Science 2020-07-01 Rie Johnson , Tong Zhang

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to…

Machine Learning · Statistics 2022-02-22 Wu Lin , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

We show how to adjust the parameters of a thermodynamic computer by gradient descent in order to perform a desired computation at a specified observation time. Within a digital simulation of a thermodynamic computer, training proceeds by…

Statistical Mechanics · Physics 2025-09-22 Stephen Whitelam

In this work, we propose new adaptive step size strategies that improve several stochastic gradient methods. Our first method (StoPS) is based on the classical Polyak step size (Polyak, 1987) and is an extension of the recent development of…

Machine Learning · Computer Science 2022-08-11 Samuel Horváth , Konstantin Mishchenko , Peter Richtárik

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

We study the connection between gradient-based meta-learning and convex op-timisation. We observe that gradient descent with momentum is a special case of meta-gradients, and building on recent results in optimisation, we prove convergence…

Machine Learning · Computer Science 2023-01-10 Sebastian Flennerhag , Tom Zahavy , Brendan O'Donoghue , Hado van Hasselt , András György , Satinder Singh

One of the most important parts of Artificial Neural Networks is minimizing the loss functions which tells us how good or bad our model is. To minimize these losses we need to tune the weights and biases. Also to calculate the minimum value…

Machine Learning · Computer Science 2021-01-08 Kaustubh Yadav

This paper addresses the question of whether it can be beneficial for an optimization algorithm to follow directions of negative curvature. Although prior work has established convergence results for algorithms that integrate both descent…

Optimization and Control · Mathematics 2018-04-05 Frank E. Curtis , Daniel P. Robinson

We analyze in a closed form the learning dynamics of stochastic gradient descent (SGD) for a single-layer neural network classifying a high-dimensional Gaussian mixture where each cluster is assigned one of two labels. This problem provides…

Machine Learning · Computer Science 2022-03-28 Francesca Mignacco , Florent Krzakala , Pierfrancesco Urbani , Lenka Zdeborová

We consider stochastic gradient descent (SGD) for least-squares regression with potentially several passes over the data. While several passes have been widely reported to perform practically better in terms of predictive performance on…

Machine Learning · Computer Science 2018-11-26 Loucas Pillaud-Vivien , Alessandro Rudi , Francis Bach

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

Machine Learning · Statistics 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

Machine learning models are often learned by minimising a loss function on the training data using a gradient descent algorithm. These models often suffer from overfitting, leading to a decline in predictive performance on unseen data. A…