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In this paper, we propose a geometric framework to analyze the convergence properties of gradient descent trajectories in the context of linear neural networks. We translate a well-known empirical observation of linear neural nets into a…

Machine Learning · Computer Science 2023-08-02 Yacine Chitour , Zhenyu Liao , Romain Couillet

One of the mysteries in the success of neural networks is randomly initialized first order methods like gradient descent can achieve zero training loss even though the objective function is non-convex and non-smooth. This paper demystifies…

Machine Learning · Computer Science 2019-02-06 Simon S. Du , Xiyu Zhai , Barnabas Poczos , Aarti Singh

We prove linear convergence of gradient descent to a global optimum for the training of deep residual networks with constant layer width and smooth activation function. We show that if the trained weights, as a function of the layer index,…

Machine Learning · Computer Science 2023-01-26 Rama Cont , Alain Rossier , RenYuan Xu

The gradient method for minimize a differentiable convex function on Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. The analysis of the method is presented with three different finite procedures for…

Optimization and Control · Mathematics 2018-06-08 O. P. Ferreira , M. S. Louzeiro , L. F. Prudente

Many tasks in modern machine learning can be formulated as finding equilibria in \emph{sequential} games. In particular, two-player zero-sum sequential games, also known as minimax optimization, have received growing interest. It is…

Machine Learning · Computer Science 2019-11-26 Yuanhao Wang , Guodong Zhang , Jimmy Ba

The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…

Machine Learning · Computer Science 2026-01-07 Hansung Choi , Daewon Seo

In this contribution, we present a full overview of the continuous stochastic gradient (CSG) method, including convergence results, step size rules and algorithmic insights. We consider optimization problems in which the objective function…

Optimization and Control · Mathematics 2023-03-23 Max Grieshammer , Lukas Pflug , Michael Stingl , Andrian Uihlein

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Optimization and Control · Mathematics 2026-04-10 Qing Xu , Yiwei Liao , Wenqi Fan , Xingxing You , Songyi Dian

In this paper, we consider first-order convergence theory and algorithms for solving a class of non-convex non-concave min-max saddle-point problems, whose objective function is weakly convex in the variables of minimization and weakly…

Optimization and Control · Mathematics 2021-07-08 Mingrui Liu , Hassan Rafique , Qihang Lin , Tianbao Yang

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…

Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…

Machine Learning · Computer Science 2018-08-17 Robert Kleinberg , Yuanzhi Li , Yang Yuan

For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…

Optimization and Control · Mathematics 2023-01-19 X. Y. Han , Adrian S. Lewis

Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…

Machine Learning · Computer Science 2023-08-22 Siyuan Xu , Minghui Zhu

A key challenge in modern deep learning theory is to explain the remarkable success of gradient-based optimization methods when training large-scale, complex deep neural networks. Though linear convergence of such methods has been proved…

Machine Learning · Computer Science 2025-09-30 Yash Jakhmola

Motivated by the extensive application of approximate gradients in machine learning and optimization, we investigate inexact subgradient methods subject to persistent additive errors. Within a nonconvex semialgebraic framework, assuming…

Optimization and Control · Mathematics 2025-05-14 Jérôme Bolte , Tam Le , Éric Moulines , Edouard Pauwels

In this paper, we follow Eftekhari's work to give a non-local convergence analysis of deep linear networks. Specifically, we consider optimizing deep linear networks which have a layer with one neuron under quadratic loss. We describe the…

Machine Learning · Computer Science 2022-01-11 Kun Chen , Dachao Lin , Zhihua Zhang

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

Machine Learning · Statistics 2020-02-21 Sattar Vakili , Sudeep Salgia , Qing Zhao

We propose a new stochastic gradient method for optimizing the sum of a finite set of smooth functions, where the sum is strongly convex. While standard stochastic gradient methods converge at sublinear rates for this problem, the proposed…

Optimization and Control · Mathematics 2013-03-12 Nicolas Le Roux , Mark Schmidt , Francis Bach

In this paper, we study the problem of maximizing continuous submodular functions that naturally arise in many learning applications such as those involving utility functions in active learning and sensing, matrix approximations and network…

Machine Learning · Computer Science 2017-08-16 Hamed Hassani , Mahdi Soltanolkotabi , Amin Karbasi

This paper analyzes the contraction of the primal-dual gradient optimization via contraction theory in the context of discrete-time updating dynamics. The contraction theory based on Riemannian manifolds is first established for convergence…

Optimization and Control · Mathematics 2019-07-25 Yanxu Su , Yang Shi , Changyin Sun