Related papers: POGD: Gradient Descent with New Stochastic Rules
Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…
Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…
Projected Gradient Descent (PGD) is a strong and widely used first-order adversarial attack, yet its computational cost scales poorly, as all training samples undergo identical iterative inner-loop optimization despite contributing…
Convolved Gaussian Process (CGP) is able to capture the correlations not only between inputs and outputs but also among the outputs. This allows a superior performance of using CGP than standard Gaussian Process (GP) in the modelling of…
Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…
Asynchronous parallel optimization algorithms for solving large-scale machine learning problems have drawn significant attention from academia to industry recently. This paper proposes a novel algorithm, decoupled asynchronous proximal…
Traditional CNN models are trained and tested on relatively low resolution images (<300 px), and cannot be directly operated on large-scale images due to compute and memory constraints. We propose Patch Gradient Descent (PatchGD), an…
We consider the problem of denoising with the help of prior information taken from a database of clean signals or images. Denoising with variational methods is very efficient if a regularizer well adapted to the nature of the data is…
Current state-of-the-art optimizers are adaptive gradient-based optimization methods such as Adam. Recently, there has been an increasing interest in formulating gradient-based optimizers in a probabilistic framework for better modeling the…
Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…
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…
Although deep neural networks (NNs) have achievedstate-of-the-art accuracy in many visual recognition tasks,the growing computational complexity and energy con-sumption of networks remains an issue, especially for ap-plications on platforms…
Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…
We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…
This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…
This paper studies the performance of a recently proposed preconditioned stochastic gradient descent (PSGD) algorithm on recurrent neural network (RNN) training. PSGD adaptively estimates a preconditioner to accelerate gradient descent, and…
Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…
We present a new particle filtering algorithm for nonlinear systems in the discrete-time setting. Our algorithm is based on the Stein variational gradient descent (SVGD) framework, which is a general approach to sample from a target…
Stochastic gradient descent (SGD) is a well known method for regression and classification tasks. However, it is an inherently sequential algorithm at each step, the processing of the current example depends on the parameters learned from…
Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…