Related papers: The Novel Adaptive Fractional Order Gradient Decen…
In this paper, we propose a new algorithm to speed-up the convergence of accelerated proximal gradient (APG) methods. In order to minimize a convex function $f(\mathbf{x})$, our algorithm introduces a simple line search step after each…
We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…
In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex (possibly nonsmooth) stochastic optimization problems. Adaptive methods that use exponential moving averages…
Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neural network training, is hard to analyze, theoretically. The…
We propose AEGD, a new algorithm for first-order gradient-based optimization of non-convex objective functions, based on a dynamically updated energy variable. The method is shown to be unconditionally energy stable, irrespective of the…
Communication has been seen as a significant bottleneck in industrial applications over large-scale networks. To alleviate the communication burden, sign-based optimization algorithms have gained popularity recently in both industrial and…
Adaptive optimization methods are well known to achieve superior convergence relative to vanilla gradient methods. The traditional viewpoint in optimization, particularly in convex optimization, explains this improved performance by arguing…
Fractional-order stochastic gradient descent (FOSGD) leverages fractional exponents to capture long-memory effects in optimization. However, its utility is often limited by the difficulty of tuning and stabilizing these exponents. We…
This paper focuses on the convergence problem of the emerging fractional order gradient descent method, and proposes three solutions to overcome the problem. In fact, the general fractional gradient method cannot converge to the real…
This paper introduces Tempered Fractional Gradient Descent (TFGD), a novel optimization framework that synergizes fractional calculus with exponential tempering to enhance gradient-based learning. Traditional gradient descent methods often…
This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…
Several recent empirical studies demonstrate that important machine learning tasks, e.g., training deep neural networks, exhibit low-rank structure, where the loss function varies significantly in only a few directions of the input space.…
This paper considers the distributed optimization problem over a network, where the objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. We develop an Accelerated…
We propose an optimization method for minimizing the finite sums of smooth convex functions. Our method incorporates an accelerated gradient descent (AGD) and a stochastic variance reduction gradient (SVRG) in a mini-batch setting. Unlike…
We develop an efficient stochastic variance reduced gradient descent algorithm to solve the affine rank minimization problem consists of finding a matrix of minimum rank from linear measurements. The proposed algorithm as a stochastic…
Variable order structures model situations in which the comparison between two points depends on a point-to-cone map. In this paper, an inexact projected gradient method for solving smooth constrained vector optimization problems on…
In this article, we propose a new approach, optimize then agree for minimizing a sum $ f = \sum_{i=1}^n f_i(x)$ of convex objective functions over a directed graph. The optimize then agree approach decouples the optimization step and the…
We consider the fundamental problem in non-convex optimization of efficiently reaching a stationary point. In contrast to the convex case, in the long history of this basic problem, the only known theoretical results on first-order…
While Nesterov's Accelerated Gradient Descent (AGD) efficiently solves constrained problems when the constraint set $X \subseteq \mathbb{R}^n$ is simple and easy to project onto, it remains an open question whether function-constrained…
Fractional Gradient Descent (FGD) offers a novel and promising way to accelerate optimization by incorporating fractional calculus into machine learning. Although FGD has shown encouraging initial results across various optimization tasks,…