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We introduce a framework to accelerate the convergence of gradient-based methods with online learning. The framework learns to scale the gradient at each iteration through an online learning algorithm and provably accelerates gradient-based…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Ya-Chi Chu , Yinyu Ye , Madeleine Udell

This work establishes new convergence guarantees for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating…

Optimization and Control · Mathematics 2024-02-06 Benjamin Grimmer

Choosing the right parameters for optimization algorithms is often the key to their success in practice. Solving this problem using a learning-to-learn approach -- using meta-gradient descent on a meta-objective based on the trajectory that…

Machine Learning · Statistics 2021-06-14 Xiang Wang , Shuai Yuan , Chenwei Wu , Rong Ge

Learning rate adaptation is a popular topic in machine learning. Gradient Descent trains neural nerwork with a fixed learning rate. Learning rate adaptation is proposed to accelerate the training process through adjusting the step size in…

Machine Learning · Computer Science 2022-10-20 Bozhou Chen , Hongzhi Wang , Chenmin Ba

Parallel stochastic gradient methods are gaining prominence in solving large-scale machine learning problems that involve data distributed across multiple nodes. However, obtaining unbiased stochastic gradients, which have been the focus of…

Machine Learning · Computer Science 2025-01-14 Ali Beikmohammadi , Sarit Khirirat , Sindri Magnússon

Large learning rates, when applied to gradient descent for nonconvex optimization, yield various implicit biases including the edge of stability (Cohen et al., 2021), balancing (Wang et al., 2022), and catapult (Lewkowycz et al., 2020).…

Machine Learning · Computer Science 2023-12-13 Yuqing Wang , Zhenghao Xu , Tuo Zhao , Molei Tao

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

Delays and asynchrony are inevitable in large-scale machine-learning problems where communication plays a key role. As such, several works have extensively analyzed stochastic optimization with delayed gradients. However, as far as we are…

Machine Learning · Computer Science 2023-08-28 Arman Adibi , Aritra Mitra , Hamed Hassani

We consider gradient descent with `momentum', a widely used method for loss function minimization in machine learning. This method is often used with `Nesterov acceleration', meaning that the gradient is evaluated not at the current…

Machine Learning · Computer Science 2020-01-20 Goran Nakerst , John Brennan , Masudul Haque

We consider stochastic convex optimization problems, where several machines act asynchronously in parallel while sharing a common memory. We propose a robust training method for the constrained setting and derive non asymptotic convergence…

Machine Learning · Computer Science 2021-06-24 Rotem Zamir Aviv , Ido Hakimi , Assaf Schuster , Kfir Y. Levy

The rapid progress in machine learning in recent years has been based on a highly productive connection to gradient-based optimization. Further progress hinges in part on a shift in focus from pattern recognition to decision-making and…

Machine Learning · Computer Science 2024-02-27 Neha S. Wadia , Yatin Dandi , Michael I. Jordan

Stochastic min-max optimization has gained interest in the machine learning community with the advancements in GANs and adversarial training. Although game optimization is fairly well understood in the deterministic setting, some issues…

Machine Learning · Computer Science 2024-03-27 Juan Ramirez , Rohan Sukumaran , Quentin Bertrand , Gauthier Gidel

In online convex optimization it is well known that certain subclasses of objective functions are much easier than arbitrary convex functions. We are interested in designing adaptive methods that can automatically get fast rates in as many…

Machine Learning · Computer Science 2021-08-31 Tim van Erven , Wouter M. Koolen

Biased regularization and fine-tuning are two recent meta-learning approaches. They have been shown to be effective to tackle distributions of tasks, in which the tasks' target vectors are all close to a common meta-parameter vector.…

Machine Learning · Computer Science 2020-08-26 Giulia Denevi , Massimiliano Pontil , Carlo Ciliberto

Learning-to-optimize is an emerging framework that leverages training data to speed up the solution of certain optimization problems. One such approach is based on the classical mirror descent algorithm, where the mirror map is modelled…

Optimization and Control · Mathematics 2023-06-05 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Andreas Hauptmann , Carola-Bibiane Schönlieb

This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…

Optimization and Control · Mathematics 2022-12-23 Patrick M. Wensing , Jean-Jacques E. Slotine

Gradient-based meta-learning has proven to be highly effective at learning model initializations, representations, and update rules that allow fast adaptation from a few samples. The core idea behind these approaches is to use fast…

Machine Learning · Computer Science 2019-10-07 Khurram Javed , Hengshuai Yao , Martha White

This paper studies a class of adaptive gradient based momentum algorithms that update the search directions and learning rates simultaneously using past gradients. This class, which we refer to as the "Adam-type", includes the popular…

Machine Learning · Computer Science 2019-03-12 Xiangyi Chen , Sijia Liu , Ruoyu Sun , Mingyi Hong

Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…

Optimization and Control · Mathematics 2021-11-11 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

We focus on the optimization problem with smooth, possibly nonconvex objectives and a convex constraint set for which the Euclidean projection operation is practically available. Focusing on this setting, we carry out a general convergence…

Optimization and Control · Mathematics 2026-04-23 Matteo Lapucci , Giampaolo Liuzzi , Stefano Lucidi , Marco Sciandrone , Diego Scuppa