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We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Machine Learning · Computer Science 2020-10-20 Dongruo Zhou , Pan Xu , Quanquan Gu

In this paper, we introduce an unbiased gradient simulation algorithms for solving convex optimization problem with stochastic function compositions. We show that the unbiased gradient generated from the algorithm has finite variance and…

Optimization and Control · Mathematics 2017-11-22 Jose Blanchet , Donald Goldfarb , Garud Iyengar , Fengpei Li , Chaoxu Zhou

Neural Architecture Search (NAS) has shown excellent results in designing architectures for computer vision problems. NAS alleviates the need for human-defined settings by automating architecture design and engineering. However, NAS methods…

Machine Learning · Computer Science 2021-10-29 Vasco Lopes , Saeid Alirezazadeh , Luís A. Alexandre

We propose a randomized first order optimization method--SEGA (SkEtched GrAdient method)-- which progressively throughout its iterations builds a variance-reduced estimate of the gradient from random linear measurements (sketches) of the…

Optimization and Control · Mathematics 2018-10-19 Filip Hanzely , Konstantin Mishchenko , Peter Richtarik

This paper introduces a novel family of generalized exponentiated gradient (EG) updates derived from an Alpha-Beta divergence regularization function. Collectively referred to as EGAB, the proposed updates belong to the category of…

Machine Learning · Computer Science 2024-12-30 Andrzej Cichocki , Sergio Cruces , Auxiliadora Sarmiento , Toshihisa Tanaka

Unsupervised ensemble learning has long been an interesting yet challenging problem that comes to prominence in recent years with the increasing demand of crowdsourcing in various applications. In this paper, we propose a novel method--…

Machine Learning · Statistics 2018-10-16 Luwan Zhang , Tianrun Cai

Evolutionary algorithms (EAs) are the preferred method for solving black-box multi-objective optimization problems, but when gradients of the objective functions are available, it is not straightforward to exploit these efficiently. By…

Optimization and Control · Mathematics 2021-02-23 Timo M. Deist , Stefanus C. Maree , Tanja Alderliesten , Peter A. N. Bosman

Minimal and efficient graph representations are key to store, communicate, and sample the search space of graphs and networks while meeting user-defined criteria. In this paper, we investigate the feasibility of gradient-free optimization…

Discrete Mathematics · Computer Science 2023-12-15 Victor Parque , Tomoyuki Miyashita

Echo State Network (ESN) presents a distinguished kind of recurrent neural networks. It is built upon a sparse, random and large hidden infrastructure called reservoir. ESNs have succeeded in dealing with several non-linear problems such as…

Neural and Evolutionary Computing · Computer Science 2018-06-12 Naima Chouikhi , Boudour Ammar , Adel M. Alimi

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

The group synchronization problem involves estimating a collection of group elements from noisy measurements of their pairwise ratios. This task is a key component in many computational problems, including the molecular reconstruction…

Signal Processing · Electrical Eng. & Systems 2022-12-09 Noam Janco , Tamir Bendory

Entropic Outlier Sparsification (EOS) is proposed as a robust computational strategy for the detection of data anomalies in a broad class of learning methods, including the unsupervised problems (like detection of non-Gaussian outliers in…

Methodology · Statistics 2022-06-08 Illia Horenko

One fundamental problem in decentralized multi-agent optimization is the trade-off between gradient/sampling complexity and communication complexity. We propose new algorithms whose gradient and sampling complexities are graph topology…

Optimization and Control · Mathematics 2021-01-14 Guanghui Lan , Yuyuan Ouyang , Yi Zhou

Large language models (LLMs) have demonstrated remarkable capabilities in generating programs from natural language descriptions, yet ensuring their correctness without an external oracle remains a critical challenge. To solve the…

Software Engineering · Computer Science 2026-04-07 Yunxiang Wei , Tianlin Li , Yuwei Zheng , Yanni Dong , Aishan Liu , Qiang Hu , Xiaoyu Zhang , Mingfei Cheng , Jian Yang

Discrete variational auto-encoders (VAEs) are able to represent semantic latent spaces in generative learning. In many real-life settings, the discrete latent space consists of high-dimensional structures, and propagating gradients through…

Machine Learning · Computer Science 2022-05-04 Alon Berliner , Guy Rotman , Yossi Adi , Roi Reichart , Tamir Hazan

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…

Optimization and Control · Mathematics 2022-11-08 Ningning Han , Juan Nie , Jian Lu , Michael K. Ng

With the rapid development of quantum computers, several applications are being proposed for them. Quantum simulations, simulation of chemical reactions, solution of optimization problems and quantum neural networks (QNNs) are some…

Quantum Physics · Physics 2023-03-02 Lucas Friedrich , Jonas Maziero

Unlike conventional "black-box" transformers with classical self-attention mechanism, we build a lightweight and interpretable transformer-like neural net by unrolling a mixed-graph-based optimization algorithm to forecast traffic with…

Machine Learning · Computer Science 2026-02-04 Ji Qi , Tam Thuc Do , Mingxiao Liu , Zhuoshi Pan , Yuzhe Li , Gene Cheung , H. Vicky Zhao

Self-supervised learning (SSL) has developed rapidly in recent years. However, most of the mainstream methods are computationally expensive and rely on two (or more) augmentations for each image to construct positive pairs. Moreover, they…

Computer Vision and Pattern Recognition · Computer Science 2024-05-01 Yun-Hao Cao , Jianxin Wu

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

Machine Learning · Computer Science 2026-03-02 Sacchit Kale , Piyushi Manupriya , Pierre Marion , Francis Bach , Anant Raj
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