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We derive a second-order ordinary differential equation (ODE) which is the limit of Nesterov's accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov's scheme and thus can serve as a tool for analysis. We show…

Machine Learning · Statistics 2015-10-29 Weijie Su , Stephen Boyd , Emmanuel J. Candes

The error exponent in lossy source coding characterizes the asymptotic decay rate of error probability with respect to blocklength. The Marton's error exponent provides the theoretically optimal bound on this rate. However, computation…

Information Theory · Computer Science 2025-07-29 Jiachuan Ye , Shitong Wu , Lingyi Chen , Wenyi Zhang , Huihui Wu , Hao Wu

As neural networks grow deeper and wider, learning networks with hard-threshold activations is becoming increasingly important, both for network quantization, which can drastically reduce time and energy requirements, and for creating large…

Machine Learning · Computer Science 2018-04-18 Abram L. Friesen , Pedro Domingos

The incremental gradient method is a prominent algorithm for minimizing a finite sum of smooth convex functions, used in many contexts including large-scale data processing applications and distributed optimization over networks. It is a…

Optimization and Control · Mathematics 2022-02-09 Mert Gürbüzbalaban , Asuman Ozdaglar , Pablo Parrilo

Although Nesterov's accelerated gradient (NAG) methods have been studied from various perspectives, it remains unclear why the most popular forms of NAG must handle convex and strongly convex objective functions separately. Motivated by…

Optimization and Control · Mathematics 2023-01-10 Jungbin Kim , Insoon Yang

In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers. The classical approach to this problem is simply maximization of the expected margin, while more recent proposals consider…

Machine Learning · Statistics 2018-10-12 Matthew J. Holland

In this work we propose a differential geometric motivation for Nesterov's accelerated gradient method (AGM) for strongly-convex problems. By considering the optimization procedure as occurring on a Riemannian manifold with a natural…

Machine Learning · Computer Science 2019-11-21 Aaron Defazio

We show that the optimal complexity of Nesterov's smooth first-order optimization algorithm is preserved when the gradient is only computed up to a small, uniformly bounded error. In applications of this method to semidefinite programs,…

Optimization and Control · Mathematics 2008-05-16 Alexandre d'Aspremont

First-order optimization methods tend to inherently favor certain solutions over others when minimizing an underdetermined training objective that has multiple global optima. This phenomenon, known as implicit bias, plays a critical role in…

Machine Learning · Computer Science 2024-04-09 Guanghui Wang , Zihao Hu , Claudio Gentile , Vidya Muthukumar , Jacob Abernethy

Variational inequalities have recently attracted considerable interest in machine learning as a flexible paradigm for models that go beyond ordinary loss function minimization (such as generative adversarial networks and related deep…

Optimization and Control · Mathematics 2020-02-12 Yu-Guan Hsieh , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

While there has been a significant amount of work studying gradient descent techniques for non-convex optimization problems over the last few years, all existing results establish either local convergence with good rates or global…

Numerical Analysis · Mathematics 2017-03-10 Prateek Jain , Chi Jin , Sham M. Kakade , Praneeth Netrapalli

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…

Optimization and Control · Mathematics 2023-11-16 Matthias J. Ehrhardt , Lindon Roberts

We study the problem of distributed distinct element estimation, where $\alpha$ servers each receive a subset of a universe $[n]$ and aim to compute a $(1+\varepsilon)$-approximation to the number of distinct elements using minimal…

Data Structures and Algorithms · Computer Science 2025-07-01 Ilias Diakonikolas , Daniel M. Kane , Jasper C. H. Lee , Thanasis Pittas , David P. Woodruff , Samson Zhou

We propose computationally tractable accelerated first-order methods for Riemannian optimization, extending the Nesterov accelerated gradient (NAG) method. For both geodesically convex and geodesically strongly convex objective functions,…

Optimization and Control · Mathematics 2025-08-12 Jungbin Kim , Insoon Yang

The {\sc $c$-Balanced Separator} problem is a graph-partitioning problem in which given a graph $G$, one aims to find a cut of minimum size such that both the sides of the cut have at least $cn$ vertices. In this paper, we present new…

Data Structures and Algorithms · Computer Science 2009-07-10 Manjish Pal

We propose an accelerated forward-backward method with fast convergence rate for finding a minimizer of a decomposable nonsmooth convex function over a closed convex set, and name it smoothing accelerated proximal gradient (SAPG) algorithm.…

Optimization and Control · Mathematics 2021-10-05 Wei Bian , Fan Wu

The study of first-order optimization is sensitive to the assumptions made on the objective functions. These assumptions induce complexity classes which play a key role in worst-case analysis, including the fundamental concept of algorithm…

Optimization and Control · Mathematics 2024-05-30 Charles Guille-Escuret , Adam Ibrahim , Baptiste Goujaud , Ioannis Mitliagkas

We consider the problem of minimizing a convex function over the intersection of finitely many simple sets which are easy to project onto. This is an important problem arising in various domains such as machine learning. The main difficulty…

Optimization and Control · Mathematics 2017-10-19 Achintya Kundu , Francis Bach , Chiranjib Bhattacharyya

We propose a framework to use Nesterov's accelerated method for constrained convex optimization problems. Our approach consists of first reformulating the original problem as an unconstrained optimization problem using a continuously…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

A longstanding challenge in optimization is achieving optimal performance when the strong convexity parameter m is unknown. In this paper, we propose NAG-free, a simple extension of Nesterov's accelerated gradient (NAG) which is the first…

Optimization and Control · Mathematics 2025-10-28 Joao V. Cavalcanti , Laurent Lessard , Ashia C. Wilson
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