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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

Communication efficiency is a major bottleneck in the applications of distributed networks. To address the problem, the problem of quantized distributed optimization has attracted a lot of attention. However, most of the existing quantized…

Optimization and Control · Mathematics 2022-11-01 Yongyang Xiong , Ligang Wu , Keyou You , Lihua Xie

We initiate the study of online quantum state tomography (QST), where the matrix representation of an unknown quantum state is reconstructed by sequentially performing a batch of measurements and updating the state estimate using only the…

Quantum Physics · Physics 2025-07-11 Jian-Feng Cai , Yuling Jiao , Yinan Li , Xiliang Lu , Jerry Zhijian Yang , Juntao You

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

The Kullback-Leibler (KL) divergence plays a central role in probabilistic machine learning, where it commonly serves as the canonical loss function. Optimization in such settings is often performed over the probability simplex, where the…

Machine Learning · Computer Science 2025-07-31 Adwait Datar , Nihat Ay

This paper considers a finite-sum optimization problem under first-order queries and investigates the benefits of strategic querying on stochastic gradient-based methods compared to uniform querying strategy. We first introduce Oracle…

Machine Learning · Computer Science 2025-08-26 Nanfei Jiang , Hoi-To Wai , Mahnoosh Alizadeh

Gradient methods are among the simplest yet most widely used algorithms for unconstrained optimization. Motivated by a geometric property of the steepest descent (SD) method that can alleviate the zigzag behavior in quadratic problems, we…

Optimization and Control · Mathematics 2025-10-21 Ya Shen , Qing-Na Li , Yu-Hong Dai

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…

Machine Learning · Computer Science 2025-04-21 Haotian Chen , Anna Kuzina , Babak Esmaeili , Jakub M Tomczak

Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…

Machine Learning · Statistics 2025-04-08 Ziyang Wei , Wanrong Zhu , Wei Biao Wu

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…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

In this proceedings we present quantum machine learning optimization experiments using stochastic gradient descent with the parameter shift rule algorithm. We first describe the gradient evaluation algorithm and its optimization procedure…

Quantum Physics · Physics 2022-10-21 Matteo Robbiati , Stavros Efthymiou , Andrea Pasquale , Stefano Carrazza

There introduce Particle Optimized Gradient Descent (POGD), an algorithm based on the gradient descent but integrates the particle swarm optimization (PSO) principle to achieve the iteration. From the experiments, this algorithm has…

Machine Learning · Computer Science 2022-10-20 Feihu Han , Sida Xing , Sui Yang Khoo

Variational quantum circuits have arisen as an important method in quantum computing. A crucial step of it is parameter optimization, which is typically tackled through gradient-descent techniques. We advantageously explore instead the use…

Quantum Physics · Physics 2024-12-24 Vignesh Anantharamakrishnan , Márcio M. Taddei

The plain stochastic gradient descent and momentum stochastic gradient descent have extremely wide applications in deep learning due to their simple settings and low computational complexity. The momentum stochastic gradient descent uses…

Machine Learning · Computer Science 2021-06-15 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu

This article introduces the multi-objective adaptive order Caputo fractional gradient descent (MOAOCFGD) algorithm for solving unconstrained multi-objective problems. The proposed method performs equally well for both smooth and non-smooth…

Optimization and Control · Mathematics 2025-07-11 Barsha Shaw , Md Abu Talhamainuddin Ansary

It is challenging to construct metrology schemes which harness quantum features such as entanglement and coherence to surpass the standard quantum limit. We propose an ansatz for devising adaptive-feedback quantum metrology (AFQM) strategy…

Quantum Physics · Physics 2020-02-19 Yi Peng , Heng Fan

Natural gradient methods significantly accelerate the training of Physics-Informed Neural Networks (PINNs), but are often prohibitively costly. We introduce a suite of techniques to improve the accuracy and efficiency of energy natural…

Machine Learning · Computer Science 2025-10-24 Andrés Guzmán-Cordero , Felix Dangel , Gil Goldshlager , Marius Zeinhofer

Stochastic convex optimization is a basic and well studied primitive in machine learning. It is well known that convex and Lipschitz functions can be minimized efficiently using Stochastic Gradient Descent (SGD). The Normalized Gradient…

Machine Learning · Computer Science 2015-10-29 Elad Hazan , Kfir Y. Levy , Shai Shalev-Shwartz

We are interested in gradient-based Explicit Generative Modeling where samples can be derived from iterative gradient updates based on an estimate of the score function of the data distribution. Recent advances in Stochastic Gradient…

Machine Learning · Statistics 2020-07-08 Wei-Cheng Chang , Chun-Liang Li , Youssef Mroueh , Yiming Yang

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are…

Machine Learning · Computer Science 2024-03-14 S. Ilker Birbil , Ozgur Martin , Gonenc Onay , Figen Oztoprak