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We prove that two popular linear contextual bandit algorithms, OFUL and Thompson Sampling, can be made efficient using Frequent Directions, a deterministic online sketching technique. More precisely, we show that a sketch of size $m$ allows…

Machine Learning · Computer Science 2022-03-22 Ilja Kuzborskij , Leonardo Cella , Nicolò Cesa-Bianchi

LLM training is resource-intensive. Quantized training improves computational and memory efficiency but introduces quantization noise, which can hinder convergence and degrade model accuracy. Stochastic Rounding (SR) has emerged as a…

Machine Learning · Computer Science 2025-11-04 Taowen Liu , Marta Andronic , Deniz Gündüz , George A. Constantinides

Training large language models (LLMs) relies on adaptive optimizers such as Adam, which introduce extra operations and require significantly more memory to maintain first- and second-order moments than SGD. While recent works such as…

Machine Learning · Computer Science 2026-05-22 Athanasios Glentis , Jiaxiang Li , Andi Han , Mingyi Hong

Detecting emergence of a low-rank signal from high-dimensional data is an important problem arising from many applications such as camera surveillance and swarm monitoring using sensors. We consider a procedure based on the largest…

Machine Learning · Statistics 2016-10-10 Yao Xie , Lee Seversky

We present tools for the analysis of Follow-The-Regularized-Leader (FTRL), Dual Averaging, and Mirror Descent algorithms when the regularizer (equivalently, prox-function or learning rate schedule) is chosen adaptively based on the data.…

Machine Learning · Computer Science 2015-11-10 H. Brendan McMahan

It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…

Optimization and Control · Mathematics 2024-06-21 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

There are various inverse problems -- including reconstruction problems arising in medical imaging -- where one is often aware of the forward operator that maps variables of interest to the observations. It is therefore natural to ask…

Image and Video Processing · Electrical Eng. & Systems 2020-06-23 Jaweria Amjad , Zhaoyan Lyu , Miguel R. D. Rodrigues

In the context of the optimization of Deep Neural Networks, we propose to rescale the learning rate using a new technique of automatic differentiation. This technique relies on the computation of the {\em curvature}, a second order…

Neural and Evolutionary Computing · Computer Science 2022-10-27 Frédéric de Gournay , Alban Gossard

Modern machine learning is trained by stochastic gradient descent (SGD), whose performance critically depends on how the learning rate (LR) is adjusted and decreased over time. Yet existing LR regimes may be intricate, or need to tune one…

Machine Learning · Computer Science 2025-08-20 Zhuang Yang

We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is only assumed to be lower semi-continuous and prox-bounded. We combine an adaptive…

Machine Learning · Statistics 2022-06-20 Dounia Lakhmiri , Dominique Orban , Andrea Lodi

An open challenge in supervised learning is \emph{conceptual drift}: a data point begins as classified according to one label, but over time the notion of that label changes. Beyond linear autoregressive models, transfer and meta learning…

Optimization and Control · Mathematics 2019-09-13 Amrit Singh Bedi , Alec Koppel , Ketan Rajawat , Brian M. Sadler

We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…

Optimization and Control · Mathematics 2026-04-07 Donald Goldfarb , Lexiao Lai , Tianyi Lin , Jiayu Zhang

We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

This work presents a method for reducing memory consumption to a constant complexity when training deep neural networks. The algorithm is based on the more biologically plausible alternatives of the backpropagation (BP): direct feedback…

Computer Vision and Pattern Recognition · Computer Science 2020-12-23 Tien Chu , Kamil Mykitiuk , Miron Szewczyk , Adam Wiktor , Zbigniew Wojna

Deep learning (DL) has recently emerged to address the heavy storage and computation requirements of the baseline dictionary-matching (DM) for Magnetic Resonance Fingerprinting (MRF) reconstruction. Fed with non-iterated back-projected…

Computer Vision and Pattern Recognition · Computer Science 2019-02-28 Mohammad Golbabaee , Carolin M. Pirkl , Marion I. Menzel , Guido Buonincontri , Pedro A. Gómez

We consider sketched approximate matrix multiplication and ridge regression in the novel setting of localized sketching, where at any given point, only part of the data matrix is available. This corresponds to a block diagonal structure on…

Machine Learning · Statistics 2020-03-23 Rakshith S Srinivasa , Mark A Davenport , Justin Romberg

We study dynamic regret minimization in non-stationary online learning, with a primary focus on follow-the-regularized-leader (FTRL) methods. FTRL is important for curved losses and for understanding adaptive optimizers such as Adam, yet…

Machine Learning · Computer Science 2026-02-10 Yan-Feng Xie , Yu-Jie Zhang , Peng Zhao , Zhi-Hua Zhou

Deep neural networks are easily fooled by small perturbations known as adversarial attacks. Adversarial Training (AT) is a technique aimed at learning features robust to such attacks and is widely regarded as a very effective defense.…

Machine Learning · Computer Science 2020-09-11 Theodoros Tsiligkaridis , Jay Roberts

Optimization of machine learning models is commonly performed through stochastic gradient updates on randomly ordered training examples. This practice means that sub-epochs comprise of independent random samples of the training data that…

Machine Learning · Computer Science 2019-06-20 Eliav Buchnik , Edith Cohen , Avinatan Hassidim , Yossi Matias

Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…

Numerical Analysis · Mathematics 2021-05-05 Alec Michael Dunton , Alireza Doostan