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We prove the exact worst-case convergence rate of gradient descent for smooth strongly convex optimization, with respect to the performance criterion $\Vert \nabla f(x_N)\Vert^2/(f(x_0)-f_*)$. The proof differs from the previous one by…

Optimization and Control · Mathematics 2025-03-28 Jungbin Kim

We study the hardness of learning unitary transformations in $U(d)$ via gradient descent on time parameters of alternating operator sequences. We provide numerical evidence that, despite the non-convex nature of the loss landscape, gradient…

Quantum Physics · Physics 2020-02-20 Bobak Toussi Kiani , Seth Lloyd , Reevu Maity

We present a convergence rate analysis for biased stochastic gradient descent (SGD), where individual gradient updates are corrupted by computation errors. We develop stochastic quadratic constraints to formulate a small linear matrix…

Optimization and Control · Mathematics 2020-03-31 Bin Hu , Peter Seiler , Laurent Lessard

It has been shown that gradient descent can yield the zero training loss in the over-parametrized regime (the width of the neural networks is much larger than the number of data points). In this work, combining the ideas of some existing…

Optimization and Control · Mathematics 2019-11-05 Lei Li

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

Despite the wide use of machine learning in adversarial settings including computer security, recent studies have demonstrated vulnerabilities to evasion attacks---carefully crafted adversarial samples that closely resemble legitimate…

Cryptography and Security · Computer Science 2017-05-26 Yi Han , Benjamin I. P. Rubinstein

The study of first-order optimization is sensitive to the assumptions made on the objective functions. These assumptions induce complexity classes which play a key role in worst-case analysis, including the fundamental concept of algorithm…

Optimization and Control · Mathematics 2024-05-30 Charles Guille-Escuret , Adam Ibrahim , Baptiste Goujaud , Ioannis Mitliagkas

Variable selection and dimension reduction are two commonly adopted approaches for high-dimensional data analysis, but have traditionally been treated separately. Here we propose an integrated approach, called sparse gradient learning…

Machine Learning · Statistics 2010-07-02 Gui-Bo Ye , Xiaohui Xie

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

The elastic net combines lasso and ridge regression to fuse the sparsity property of lasso with the grouping property of ridge regression. The connections between ridge regression and gradient descent and between lasso and forward stagewise…

Methodology · Statistics 2023-10-27 Oskar Allerbo , Johan Jonasson , Rebecka Jörnsten

Stochastic gradient methods are central to modern large-scale learning, but their use with incomplete covariates remains delicate since imputation schemes generally introduce systematic gradient biases, as shown for linear models. In this…

Machine Learning · Statistics 2026-05-20 Ferdinand Genans , Erwan Scornet

Neural networks trained with standard objectives exhibit behaviors characteristic of probabilistic inference: soft clustering, prototype specialization, and Bayesian uncertainty tracking. These phenomena appear across architectures -- in…

Machine Learning · Computer Science 2026-01-01 Alan Oursland

In our work, we propose a novel yet simple approach to obtain an adaptive learning rate for gradient-based descent methods on classification tasks. Instead of the traditional approach of selecting adaptive learning rates via the decayed…

Machine Learning · Computer Science 2023-04-21 Neel Mishra , Pawan Kumar

A very large number of communications are typically required to solve distributed learning tasks, and this critically limits scalability and convergence speed in wireless communications applications. In this paper, we devise a Gradient…

Machine Learning · Computer Science 2022-02-08 Yicheng Chen , Rick S. Blum , Martin Takac , Brian M. Sadler

We study the learning ability of linear recurrent neural networks with Gradient Descent. We prove the first theoretical guarantee on linear RNNs to learn any stable linear dynamic system using any a large type of loss functions. For an…

Machine Learning · Computer Science 2023-10-24 Lifu Wang , Tianyu Wang , Shengwei Yi , Bo Shen , Bo Hu , Xing Cao

Many neural networks deployed in the real world scenarios are trained using cross entropy based loss functions. From the optimization perspective, it is known that the behavior of first order methods such as gradient descent crucially…

Machine Learning · Computer Science 2023-10-09 Zhu Wang , Praveen Raj Veluswami , Harsh Mishra , Sathya N. Ravi

The goal of this paper is to investigate the complexity of gradient algorithms when learning sparse functions (juntas). We introduce a type of Statistical Queries ($\mathsf{SQ}$), which we call Differentiable Learning Queries…

Machine Learning · Computer Science 2024-07-09 Nirmit Joshi , Theodor Misiakiewicz , Nathan Srebro

Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…

Optimization and Control · Mathematics 2016-05-23 Dan Garber , Ofer Meshi

Stochastic gradient methods are among the most important algorithms in training machine learning problems. While classical assumptions such as strong convexity allow a simple analysis they are rarely satisfied in applications. In recent…

Machine Learning · Computer Science 2025-03-18 Simon Weissmann , Sara Klein , Waïss Azizian , Leif Döring

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

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