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Saddle points provide a hierarchical view of the energy landscape, revealing transition pathways and interconnected basins of attraction, and offering insight into the global structure, metastability, and possible collective mechanisms of…
The two-timescale gradient descent-ascent (GDA) is a canonical gradient algorithm designed to find Nash equilibria in min-max games. We analyze the two-timescale GDA by investigating the effects of learning rate ratios on convergence…
The paper considers distributed gradient flow (DGF) for multi-agent nonconvex optimization. DGF is a continuous-time approximation of distributed gradient descent that is often easier to study than its discrete-time counterpart. The paper…
We introduce generative models for accelerating simulations of complex systems through learning and evolving their effective dynamics. In the proposed Generative Learning of Effective Dynamics (G-LED), instances of high dimensional data are…
Due to its simplicity and outstanding ability to generalize, stochastic gradient descent (SGD) is still the most widely used optimization method despite its slow convergence. Meanwhile, adaptive methods have attracted rising attention of…
As 3D point clouds become the prevailing shape representation in computer vision, generating high-quality point clouds remains a challenging problem. Flow-based models have shown strong potential due to exact likelihood estimation and…
The note considers normalized gradient descent (NGD), a natural modification of classical gradient descent (GD) in optimization problems. A serious shortcoming of GD in non-convex problems is that GD may take arbitrarily long to escape from…
Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…
We consider the problem of approximating a function by an element of a nonlinear manifold which admits a differentiable parametrization, typical examples being neural networks with differentiable activation functions or tensor networks.…
Parametric manifold optimization problems frequently arise in various machine learning tasks, where state functions are defined on infinite-dimensional manifolds. We propose a unified accelerated natural gradient descent (ANGD) framework to…
We examine the behavior of accelerated gradient methods in smooth nonconvex unconstrained optimization, focusing in particular on their behavior near strict saddle points. Accelerated methods are iterative methods that typically step along…
Dynamical systems theory has recently been applied in optimization to prove that gradient descent algorithms bypass so-called strict saddle points of the loss function. However, in many modern machine learning applications, the required…
We introduce a method to successively locate equilibria (steady states) of dynamical systems on Riemannian manifolds. The manifolds need not be characterized by an a priori known atlas or by the zeros of a smooth map. Instead, they can be…
In part I we considered the problem of convergence to a saddle point of a concave-convex function via gradient dynamics and an exact characterization was given to their asymptotic behaviour. In part II we consider a general class of…
In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…
Stochastic Gradient Descent-Ascent (SGDA) is one of the most prominent algorithms for solving min-max optimization and variational inequalities problems (VIP) appearing in various machine learning tasks. The success of the method led to…
The alternating gradient descent (AGD) is a simple but popular algorithm which has been applied to problems in optimization, machine learning, data ming, and signal processing, etc. The algorithm updates two blocks of variables in an…
Stochastic nested optimization, including stochastic compositional, min-max and bilevel optimization, is gaining popularity in many machine learning applications. While the three problems share the nested structure, existing works often…
We propose a constrained high-index saddle dynamics (CHiSD) method to search for index-$k$ saddle points of an energy functional subject to equality constraints. With Riemannian manifold tools, the CHiSD is derived in a minimax framework,…
Characterizing and understanding the dynamics of stochastic gradient descent (SGD) around saddle points remains an open problem. We first show that saddle points in neural networks can be divided into two types, among which the Type-II…