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Second-order optimization methods such as natural gradient descent have the potential to speed up training of neural networks by correcting for the curvature of the loss function. Unfortunately, the exact natural gradient is impractical to…

Machine Learning · Statistics 2016-05-25 Roger Grosse , James Martens

We study unconstrained Online Linear Optimization with Lipschitz losses. Motivated by the pursuit of instance optimality, we propose a new algorithm that simultaneously achieves ($i$) the AdaGrad-style second order gradient adaptivity; and…

Machine Learning · Computer Science 2024-02-23 Zhiyu Zhang , Heng Yang , Ashok Cutkosky , Ioannis Ch. Paschalidis

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

Machine Learning · Statistics 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

Sketch recognition remains a significant challenge due to the limited training data and the substantial intra-class variance of freehand sketches for the same object. Conventional methods for this task often rely on the availability of the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-04 Ying Zheng , Hongxun Yao , Xiaoshuai Sun , Shengping Zhang , Sicheng Zhao , Fatih Porikli

Convolution neural networks have achieved remarkable performance in many tasks of computing vision. However, CNN tends to bias to low frequency components. They prioritize capturing low frequency patterns which lead them fail when suffering…

Machine Learning · Computer Science 2020-07-08 Weiyu Guo , Yidong Ouyang

This paper advances the computational efficiency of Deep Hedging frameworks through the novel integration of Kronecker-Factored Approximate Curvature (K-FAC) optimization. While recent literature has established Deep Hedging as a…

Statistical Finance · Quantitative Finance 2024-11-25 Tsogt-Ochir Enkhbayar

The simplicity of gradient descent (GD) made it the default method for training ever-deeper and complex neural networks. Both loss functions and architectures are often explicitly tuned to be amenable to this basic local optimization. In…

Machine Learning · Computer Science 2019-04-30 Dmitrii Marin , Meng Tang , Ismail Ben Ayed , Yuri Boykov

As the parameters of Large Language Models (LLMs) have scaled to hundreds of billions, the demand for efficient training methods -- balancing faster computation and reduced memory usage without sacrificing accuracy -- has become more…

Machine Learning · Computer Science 2025-03-03 Kaan Ozkara , Tao Yu , Youngsuk Park

We present an adaptive regularization algorithm that can be effectively applied to the optimization problem in deep learning framework. Our regularization algorithm aims to take into account the fitness of data to the current state of model…

Machine Learning · Computer Science 2019-09-02 Junghee Cho , Junseok Kwon , Byung-Woo Hong

Large-scale distributed training of deep neural networks suffer from the generalization gap caused by the increase in the effective mini-batch size. Previous approaches try to solve this problem by varying the learning rate and batch size…

Machine Learning · Computer Science 2019-04-02 Kazuki Osawa , Yohei Tsuji , Yuichiro Ueno , Akira Naruse , Rio Yokota , Satoshi Matsuoka

We introduce a finite-difference framework for curvature regularization in neural signed distance field (SDF) learning. Existing approaches enforce curvature priors using full Hessian information obtained via second-order automatic…

Graphics · Computer Science 2025-11-13 Haotian Yin , Aleksander Plocharski , Michal Jan Wlodarczyk , Przemyslaw Musialski

The deep learning recipe of casting real-world problems as mathematical optimisation and tackling the optimisation by training deep neural networks using gradient-based optimisation has undoubtedly proven to be a fruitful one. The…

Machine Learning · Statistics 2023-10-24 Mihaela Claudia Rosca

Frequent Directions, as a deterministic matrix sketching technique, has been proposed for tackling low-rank approximation problems. This method has a high degree of accuracy and practicality, but experiences a lot of computational cost for…

Machine Learning · Computer Science 2022-03-07 Chenhao Wang , Qianxin Yi , Xiuwu Liao , Yao Wang

Dynamic mode decomposition (DMD) is an emerging methodology that has recently attracted computational scientists working on nonintrusive reduced order modeling. One of the major strengths that DMD possesses is having ground theoretical…

Numerical Analysis · Mathematics 2022-01-12 Shady E. Ahmed , Omer San , Diana A. Bistrian , Ionel M. Navon

Stochastic optimization plays a crucial role in the advancement of deep learning technologies. Over the decades, significant effort has been dedicated to improving the training efficiency and robustness of deep neural networks, via various…

Machine Learning · Computer Science 2024-08-21 Huixiu Jiang , Ling Yang , Yu Bao , Rutong Si , Sikun Yang

Linear bandits have become a cornerstone of online learning and sequential decision-making, providing solid theoretical foundations for balancing exploration and exploitation. Within this domain, matrix sketching serves as a critical…

Machine Learning · Computer Science 2026-03-02 Dongxie Wen , Hanyan Yin , Xiao Zhang , Peng Zhao , Lijun Zhang , Zhewei Wei

We propose \textit{Meta-Regularization}, a novel approach for the adaptive choice of the learning rate in first-order gradient descent methods. Our approach modifies the objective function by adding a regularization term on the learning…

Machine Learning · Computer Science 2021-04-13 Guangzeng Xie , Hao Jin , Dachao Lin , Zhihua Zhang

Projection maintenance is one of the core data structure tasks. Efficient data structures for projection maintenance have led to recent breakthroughs in many convex programming algorithms. In this work, we further extend this framework to…

Data Structures and Algorithms · Computer Science 2024-09-09 Zhao Song , Xin Yang , Yuanyuan Yang , Lichen Zhang

Balancing convergence speed, generalization capability, and computational efficiency remains a core challenge in deep learning optimization. First-order gradient descent methods, epitomized by stochastic gradient descent (SGD) and Adam,…

First-order methods for stochastic optimization have undeniable relevance, in part due to their pivotal role in machine learning. Variance reduction for these algorithms has become an important research topic. In contrast to common…

Machine Learning · Computer Science 2021-09-08 Manuel Madeira , Renato Negrinho , João Xavier , Pedro M. Q. Aguiar