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We provide a simple convergence proof for AdaGrad optimizing non-convex objectives under only affine noise variance and bounded smoothness assumptions. The proof is essentially based on a novel auxiliary function $\xi$ that helps eliminate…

Machine Learning · Computer Science 2023-09-29 Bohan Wang , Huishuai Zhang , Zhi-Ming Ma , Wei Chen

In this work, multi-variable derivative-free optimization algorithms for unconstrained optimization problems are developed. A novel procedure for approximating the gradient of multi-variable objective functions based on non-commutative maps…

Optimization and Control · Mathematics 2021-11-17 Jan Feiling , Mohamed-Ali Belabbas , Christian Ebenbauer

Arising in semi-parametric statistics, control applications, and as sub-problems in global optimization methods, certain optimization problems can have objective functions requiring numerical integration to evaluate, yet gradient function…

Optimization and Control · Mathematics 2025-03-06 Christian Varner , Vivak Patel

Machine unlearning has been used to remove unwanted knowledge acquired by large language models (LLMs). In this paper, we examine machine unlearning from an optimization perspective, framing it as a regularized multi-task optimization…

Machine Learning · Computer Science 2025-05-07 Zhiqi Bu , Xiaomeng Jin , Bhanukiran Vinzamuri , Anil Ramakrishna , Kai-Wei Chang , Volkan Cevher , Mingyi Hong

Deep learning has been applied to various tasks in the field of machine learning and has shown superiority to other common procedures such as kernel methods. To provide a better theoretical understanding of the reasons for its success, we…

Machine Learning · Statistics 2023-05-31 Satoshi Hayakawa , Taiji Suzuki

In this work, we study optimization specified only through a comparison oracle: given two points, it reports which one is preferred. We call it function-free optimization because we do not assume access to, nor the existence of, a canonical…

Optimization and Control · Mathematics 2026-05-20 Katya Scheinberg , Zikai Xiong

We propose a categorical semantics of gradient-based machine learning algorithms in terms of lenses, parametrised maps, and reverse derivative categories. This foundation provides a powerful explanatory and unifying framework: it…

Machine Learning · Computer Science 2021-07-14 G. S. H. Cruttwell , Bruno Gavranović , Neil Ghani , Paul Wilson , Fabio Zanasi

In this work we consider unconstrained optimization problems. The objective function is known through a zeroth order stochastic oracle that gives an estimate of the true objective function. To solve these problems, we propose a…

Optimization and Control · Mathematics 2025-08-04 Alberto De Santis , Giampaolo Liuzzi , Stefano Lucidi

We investigate the convergence properties of a class of iterative algorithms designed to minimize a potentially non-smooth and noisy objective function, which may be algebraically intractable and whose values may be obtained as the output…

Computation · Statistics 2025-12-04 Christophe Andrieu , Nicolas Chopin , Ettore Fincato , Mathieu Gerber

Bilevel reinforcement learning (RL), which features intertwined two-level problems, has attracted growing interest recently. The inherent non-convexity of the lower-level RL problem is, however, to be an impediment to developing bilevel…

Optimization and Control · Mathematics 2025-02-28 Yan Yang , Bin Gao , Ya-xiang Yuan

Bilevel optimization reveals the inner structure of otherwise oblique optimization problems, such as hyperparameter tuning, neural architecture search, and meta-learning. A common goal in bilevel optimization is to minimize a…

Optimization and Control · Mathematics 2026-04-29 Lesi Chen , Jing Xu , Jingzhao Zhang

The current deep learning model is of a single-grade, that is, it learns a deep neural network by solving a single nonconvex optimization problem. When the layer number of the neural network is large, it is computationally challenging to…

Machine Learning · Computer Science 2023-02-02 Yuesheng Xu

We propose a new class of rigorous methods for derivative-free optimization with the aim of delivering efficient and robust numerical performance for functions of all types, from smooth to non-smooth, and under different noise regimes. To…

Optimization and Control · Mathematics 2022-10-31 Albert S. Berahas , Oumaima Sohab , Luis Nunes Vicente

Continual learning (CL) presents a fundamental challenge in training neural networks on sequential tasks without experiencing catastrophic forgetting. Traditionally, the dominant approach in CL has been gradient-based optimization, where…

Machine Learning · Computer Science 2025-04-03 Grzegorz Rypeść

Constrained bilevel optimization tackles nested structures present in constrained learning tasks like constrained meta-learning, adversarial learning, and distributed bilevel optimization. However, existing bilevel optimization methods…

Optimization and Control · Mathematics 2024-06-05 Wei Yao , Haian Yin , Shangzhi Zeng , Jin Zhang

Much of the focus in machine learning research is placed in creating new architectures and optimization methods, but the overall loss function is seldom questioned. This paper interprets machine learning from a multi-objective optimization…

Machine Learning · Statistics 2015-07-22 Conrado Silva Miranda , Fernando José Von Zuben

Binary Neural Networks (BNNs) significantly reduce computational complexity and memory usage in machine and deep learning by representing weights and activations with just one bit. However, most existing training algorithms for BNNs rely on…

Machine Learning · Computer Science 2025-12-08 Luca Colombo , Fabrizio Pittorino , Manuel Roveri

Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that…

Machine Learning · Statistics 2014-10-14 Talayeh Razzaghi , Ilya Safro

In this paper, we study smooth stochastic multi-level composition optimization problems, where the objective function is a nested composition of $T$ functions. We assume access to noisy evaluations of the functions and their gradients,…

Optimization and Control · Mathematics 2022-02-15 Krishnakumar Balasubramanian , Saeed Ghadimi , Anthony Nguyen

This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…

Optimization and Control · Mathematics 2025-04-01 Hongxia Wang , Yeming Xu , Ziyuan Guo , Huanshui Zhang