Related papers: BiSLS/SPS: Auto-tune Step Sizes for Stable Bi-leve…
We investigate the convergence of stochastic mirror descent (SMD) under interpolation in relatively smooth and smooth convex optimization. In relatively smooth convex optimization we provide new convergence guarantees for SMD with a…
We propose a statistical adaptive procedure called SALSA for automatically scheduling the learning rate (step size) in stochastic gradient methods. SALSA first uses a smoothed stochastic line-search procedure to gradually increase the…
The choice of step-size used in Stochastic Gradient Descent (SGD) optimization is empirically selected in most training procedures. Moreover, the use of scheduled learning techniques such as Step-Decaying, Cyclical-Learning, and Warmup to…
In this work we propose a new primal-dual algorithm with adaptive step-sizes. The stochastic primal-dual hybrid gradient (SPDHG) algorithm with constant step-sizes has become widely applied in large-scale convex optimization across many…
Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…
Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…
Bilevel optimization is an important formulation for many machine learning problems. Current bilevel optimization algorithms assume that the gradient of the upper-level function is Lipschitz. However, recent studies reveal that certain…
Scalable algorithms of posterior approximation allow Bayesian nonparametrics such as Dirichlet process mixture to scale up to larger dataset at fractional cost. Recent algorithms, notably the stochastic variational inference performs local…
Stochastic bilevel optimization (SBO) has become a standard framework for hyperparameter learning, data reweighting, representation learning, and data-mixture optimization in deep learning. Existing exact single-loop SBO methods and…
We extend the convergence analysis of AdaSLS and AdaSPS in [Jiang and Stich, 2024] to the nonconvex setting, presenting a unified convergence analysis of stochastic gradient descent with adaptive Armijo line-search (AdaSLS) and Polyak…
Learning representation from relative similarity comparisons, often called ordinal embedding, gains rising attention in recent years. Most of the existing methods are based on semi-definite programming (\textit{SDP}), which is generally…
The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…
Stochastic approximation is one of the effective approach to deal with the large-scale machine learning problems and the recent research has focused on reduction of variance, caused by the noisy approximations of the gradients. In this…
In large-scale learning algorithms, the momentum term is usually included in the stochastic sub-gradient method to improve the learning speed because it can navigate ravines efficiently to reach a local minimum. However, step-size and…
This is a short note on the performance of the ALI-G algorithm (Berrada et al., 2020) as reported in (Loizou et al., 2021). ALI-G (Berrada et al., 2020) and SPS (Loizou et al., 2021) are both adaptations of the Polyak step-size to optimize…
Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving…
This paper proposes SplitSGD, a new dynamic learning rate schedule for stochastic optimization. This method decreases the learning rate for better adaptation to the local geometry of the objective function whenever a stationary phase is…
Bilevel optimization has recently attracted considerable attention due to its abundant applications in machine learning problems. However, existing methods rely on prior knowledge of problem parameters to determine stepsizes, resulting in…
The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…
Recently the "SP" (Stochastic Polyak step size) method has emerged as a competitive adaptive method for setting the step sizes of SGD. SP can be interpreted as a method specialized to interpolated models, since it solves the interpolation…