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We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

Smoothness is crucial for attaining fast rates in first-order optimization. However, many optimization problems in modern machine learning involve non-smooth objectives. Recent studies relax the smoothness assumption by allowing the…

Optimization and Control · Mathematics 2026-02-11 Dingzhi Yu , Wei Jiang , Hongyi Tao , Yuanyu Wan , Lijun Zhang

The data consistency for the physical forward model is crucial in inverse problems, especially in MR imaging reconstruction. The standard way is to unroll an iterative algorithm into a neural network with a forward model embedded. The…

Image and Video Processing · Electrical Eng. & Systems 2023-06-28 Guanxiong Luo , Mengmeng Kuang , Peng Cao

First-order optimization methods tend to inherently favor certain solutions over others when minimizing an underdetermined training objective that has multiple global optima. This phenomenon, known as implicit bias, plays a critical role in…

Machine Learning · Computer Science 2024-04-09 Guanghui Wang , Zihao Hu , Claudio Gentile , Vidya Muthukumar , Jacob Abernethy

Several works have aimed to explain why overparameterized neural networks generalize well when trained by Stochastic Gradient Descent (SGD). The consensus explanation that has emerged credits the randomized nature of SGD for the bias of the…

Machine Learning · Computer Science 2021-02-24 Shengchao Liu , Dimitris Papailiopoulos , Dimitris Achlioptas

Most complex machine learning and modelling techniques are prone to over-fitting and may subsequently generalise poorly to future data. Artificial neural networks are no different in this regard and, despite having a level of implicit…

Machine Learning · Statistics 2022-05-26 Vincent Szolnoky , Viktor Andersson , Balazs Kulcsar , Rebecka Jörnsten

The notion of implicit bias, or implicit regularization, has been suggested as a means to explain the surprising generalization ability of modern-days overparameterized learning algorithms. This notion refers to the tendency of the…

Machine Learning · Computer Science 2020-12-23 Assaf Dauber , Meir Feder , Tomer Koren , Roi Livni

Online learning algorithms are fast, memory-efficient, easy to implement, and applicable to many prediction problems, including classification, regression, and ranking. Several online algorithms were proposed in the past few decades, some…

Machine Learning · Computer Science 2015-07-03 Francesco Orabona , Koby Crammer , Nicolò Cesa-Bianchi

Stochastic gradient descent (SGD) is a pillar of modern machine learning, serving as the go-to optimization algorithm for a diverse array of problems. While the empirical success of SGD is often attributed to its computational efficiency…

Machine Learning · Statistics 2022-06-16 Courtney Paquette , Elliot Paquette , Ben Adlam , Jeffrey Pennington

The study on the implicit regularization induced by gradient-based optimization is a longstanding pursuit. In the present paper, we characterize the implicit regularization of momentum gradient descent (MGD) with early stopping by comparing…

Machine Learning · Computer Science 2022-01-17 Li Wang , Yingcong Zhou , Zhiguo Fu

Quantizing large Neural Networks (NN) while maintaining the performance is highly desirable for resource-limited devices due to reduced memory and time complexity. It is usually formulated as a constrained optimization problem and optimized…

Machine Learning · Computer Science 2021-03-03 Thalaiyasingam Ajanthan , Kartik Gupta , Philip H. S. Torr , Richard Hartley , Puneet K. Dokania

Implicit regularization refers to the tendency of local search algorithms to converge to low-dimensional solutions, even when such structures are not explicitly enforced. Despite its ubiquity, the mechanism underlying this behavior remains…

Machine Learning · Computer Science 2025-12-10 Jianhao Ma , Geyu Liang , Salar Fattahi

It is well known that mirror descent may diverge or cycle on merely monotone variational inequalities. In this paper, we propose \emph{Target Mirror Descent} (TMD), a unified framework that stabilizes monotone flows via a target point…

Optimization and Control · Mathematics 2026-04-22 Yu-Wen Chen , Can Kizilkale , Murat Arcak

Optimisers are an essential component for training machine learning models, and their design influences learning speed and generalisation. Several studies have attempted to learn more effective gradient-descent optimisers via solving a…

Machine Learning · Computer Science 2022-03-08 Boyan Gao , Henry Gouk , Hae Beom Lee , Timothy M. Hospedales

We study the implicit regularization of gradient descent towards structured sparsity via a novel neural reparameterization, which we call a diagonally grouped linear neural network. We show the following intriguing property of our…

Machine Learning · Statistics 2023-01-31 Jiangyuan Li , Thanh V. Nguyen , Chinmay Hegde , Raymond K. W. Wong

We study discrete-time mirror descent applied to the unregularized empirical risk in matrix sensing. In both the general case of rectangular matrices and the particular case of positive semidefinite matrices, a simple potential-based…

Machine Learning · Statistics 2021-10-28 Fan Wu , Patrick Rebeschini

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…

Machine Learning · Computer Science 2020-06-09 Cong Ma , Kaizheng Wang , Yuejie Chi , Yuxin Chen

Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…

Machine Learning · Computer Science 2025-12-09 Hongjian Lan , Yucong Liu , Florian Schäfer

Works on implicit regularization have studied gradient trajectories during the optimization process to explain why deep networks favor certain kinds of solutions over others. In deep linear networks, it has been shown that gradient descent…

Machine Learning · Computer Science 2023-06-02 Dan Zhao

Stochastic gradient descent (SGD) exhibits strong algorithmic regularization effects in practice, which has been hypothesized to play an important role in the generalization of modern machine learning approaches. In this work, we seek to…

Machine Learning · Computer Science 2022-07-12 Difan Zou , Jingfeng Wu , Vladimir Braverman , Quanquan Gu , Dean P. Foster , Sham M. Kakade