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The convergence of stochastic gradient descent is highly dependent on the step-size, especially on non-convex problems such as neural network training. Step decay step-size schedules (constant and then cut) are widely used in practice…

Optimization and Control · Mathematics 2021-02-19 Xiaoyu Wang , Sindri Magnússon , Mikael Johansson

We propose an alternating subgradient method with non-constant step sizes for solving convex-concave saddle-point problems associated with general convex-concave functions. We assume that the sequence of our step sizes is not summable but…

Optimization and Control · Mathematics 2023-05-26 Hui Ouyang

Existing analyses of optimization in deep learning are either continuous, focusing on (variants of) gradient flow, or discrete, directly treating (variants of) gradient descent. Gradient flow is amenable to theoretical analysis, but is…

Machine Learning · Computer Science 2021-12-30 Omer Elkabetz , Nadav Cohen

Minimax problems of the form $\min_x \max_y \Psi(x,y)$ have attracted increased interest largely due to advances in machine learning, in particular generative adversarial networks. These are typically trained using variants of stochastic…

Optimization and Control · Mathematics 2023-04-14 Radu Ioan Boţ , Axel Böhm

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu

Although artificial neural networks have shown great promise in applications including computer vision and speech recognition, there remains considerable practical and theoretical difficulty in optimizing their parameters. The seemingly…

Machine Learning · Computer Science 2016-12-30 Blaine Rister , Daniel L Rubin

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

Optimization and Control · Mathematics 2023-07-03 Woocheol Choi , Myeong-Su Lee

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

Machine Learning · Statistics 2017-08-16 Alexander Jung

Motivated by machine learning problems over large data sets and distributed optimization over networks, we develop and analyze a new method called incremental Newton method for minimizing the sum of a large number of strongly convex…

Optimization and Control · Mathematics 2016-04-05 Mert Gürbüzbalaban , Asuman Ozdaglar , Pablo Parrilo

We study continual learning on multiple linear classification tasks by sequentially running gradient descent (GD) for a fixed budget of iterations per task. When all tasks are jointly linearly separable and are presented in a cyclic/random…

Machine Learning · Computer Science 2025-04-29 Hyunji Jung , Hanseul Cho , Chulhee Yun

We study the gradient descent (GD) dynamics of a depth-2 linear neural network with a single input and output. We show that GD converges at an explicit linear rate to a global minimum of the training loss, even with a large stepsize --…

Machine Learning · Computer Science 2025-01-22 Pierfrancesco Beneventano , Blake Woodworth

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

The existing machine learning algorithms for minimizing the convex function over a closed convex set suffer from slow convergence because their learning rates must be determined before running them. This paper proposes two machine learning…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

Transformer models have emerged as fundamental tools across various scientific and engineering disciplines, owing to their outstanding performance in diverse applications. Despite this empirical success, the theoretical foundations of…

Machine Learning · Computer Science 2026-04-14 Zhen Qin , Jinxin Zhou , Jiachen Jiang , Zhihui Zhu

Gradient clipping is commonly used in training deep neural networks partly due to its practicability in relieving the exploding gradient problem. Recently, \citet{zhang2019gradient} show that clipped (stochastic) Gradient Descent (GD)…

Machine Learning · Computer Science 2020-10-30 Bohang Zhang , Jikai Jin , Cong Fang , Liwei Wang

Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…

Optimization and Control · Mathematics 2023-11-20 Alessandro Scagliotti , Piero Colli Franzone

As distributed learning applications such as Federated Learning, the Internet of Things (IoT), and Edge Computing grow, it is critical to address the shortcomings of such technologies from a theoretical perspective. As an abstraction, we…

Machine Learning · Computer Science 2025-03-14 Sajjad Ghiasvand , Amirhossein Reisizadeh , Mahnoosh Alizadeh , Ramtin Pedarsani

We provide a detailed study on the implicit bias of gradient descent when optimizing loss functions with strictly monotone tails, such as the logistic loss, over separable datasets. We look at two basic questions: (a) what are the…

We propose a new technique that boosts the convergence of training generative adversarial networks. Generally, the rate of training deep models reduces severely after multiple iterations. A key reason for this phenomenon is that a deep…

Machine Learning · Statistics 2018-06-15 Atsushi Nitanda , Taiji Suzuki

We study the training dynamics of gradient descent in a softmax self-attention layer trained to perform linear regression and show that a simple first-order optimization algorithm can converge to the globally optimal self-attention…

Machine Learning · Computer Science 2026-03-03 Gautam Goel , Mahdi Soltanolkotabi , Peter Bartlett