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The problem of minimizing an objective that can be written as the sum of a set of $n$ smooth and strongly convex functions is considered. The Incremental Quasi-Newton (IQN) method proposed here belongs to the family of stochastic and…

Optimization and Control · Mathematics 2017-03-29 Aryan Mokhtari , Mark Eisen , Alejandro Ribeiro

We present practical Levenberg-Marquardt variants of Gauss-Newton and natural gradient methods for solving non-convex optimization problems that arise in training deep neural networks involving enormous numbers of variables and huge data…

Machine Learning · Computer Science 2019-06-07 Yi Ren , Donald Goldfarb

Meeting minimum data rate constraints is a significant challenge in wireless communication systems, particularly as network complexity grows. Traditional deep learning approaches often address these constraints by incorporating penalty…

Machine Learning · Computer Science 2025-09-09 Lili Chen , Changyang She , Jingge Zhu , Jamie Evans

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…

Numerical Analysis · Mathematics 2017-02-27 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

This paper focuses on the problem of minimizing a locally Lipschitz continuous function. Motivated by the effectiveness of Bregman gradient methods in training nonsmooth deep neural networks and the recent progress in stochastic subgradient…

Optimization and Control · Mathematics 2025-06-02 Kuangyu Ding , Kim-Chuan Toh

Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…

Machine Learning · Statistics 2016-12-13 Umut Şimşekli , Roland Badeau , A. Taylan Cemgil , Gaël Richard

Federated Learning (FL) refers to the paradigm where multiple worker nodes (WNs) build a joint model by using local data. Despite extensive research, for a generic non-convex FL problem, it is not clear, how to choose the WNs' and the…

Machine Learning · Computer Science 2021-06-22 Prashant Khanduri , Pranay Sharma , Haibo Yang , Mingyi Hong , Jia Liu , Ketan Rajawat , Pramod K. Varshney

In this paper, we introduce a new variant of the BFGS method designed to perform well when gradient measurements are corrupted by noise. We show that by treating the secant condition with a penalty method approach motivated by regularized…

Optimization and Control · Mathematics 2023-01-11 Brian Irwin , Eldad Haber

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent…

Optimization and Control · Mathematics 2019-05-13 Hao Yu , Rong Jin , Sen Yang

We present a modified limited memory BFGS (L-BFGS) method that converges globally and linearly for nonconvex objective functions. Its distinguishing feature is that it turns into L-BFGS if the iterates cluster at a point near which the…

Optimization and Control · Mathematics 2024-09-12 Florian Mannel

In this paper, we study structured quasi-Newton methods for optimization problems with orthogonality constraints. Note that the Riemannian Hessian of the objective function requires both the Euclidean Hessian and the Euclidean gradient. In…

Optimization and Control · Mathematics 2018-09-05 Jiang Hu , Bo Jiang , Lin Lin , Zaiwen Wen , Yaxiang Yuan

This paper studies a stochastic algorithm for linearly constrained nonconvex optimization, where the objective function is smooth but only unbiased stochastic gradients with bounded variance are available. We propose a momentum-based…

Optimization and Control · Mathematics 2026-04-16 Chenyang Qiu , Mihitha Maithripala , Zongli Lin

This paper presents a new method for pre-training neural networks that can decrease the total training time for a neural network while maintaining the final performance, which motivates its use on deep neural networks. By partitioning the…

Neural and Evolutionary Computing · Computer Science 2016-01-05 Conrado S. Miranda , Fernando J. Von Zuben

This paper offers a novel mathematical approach, the modified Fractional-order Steepest Descent Method (FSDM) for training BackPropagation Neural Networks (BPNNs); this differs from the majority of the previous approaches and as such. A…

Neural and Evolutionary Computing · Computer Science 2019-07-11 Yi-Fei PU , Jian Wang

We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical…

Optimization and Control · Mathematics 2026-05-06 Yara Elshiaty , Stefania Petra

This paper reduces the cost of DNNs training by decreasing the amount of data movement across heterogeneous architectures composed of several GPUs and multicore CPU devices. In particular, this paper proposes an algorithm to dynamically…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-07 Sicong Zhuang , Cristiano Malossi , Marc Casas

In this work we explore the possibility of learning from data collision operators for the Lattice Boltzmann Method using a deep learning approach. We compare a hierarchy of designs of the neural network (NN) collision operator and evaluate…

Computational Physics · Physics 2023-03-09 Alessandro Corbetta , Alessandro Gabbana , Vitaliy Gyrya , Daniel Livescu , Joost Prins , Federico Toschi

In this paper, we initiate a study of functional minimization in Federated Learning. First, in the semi-heterogeneous setting, when the marginal distributions of the feature vectors on client machines are identical, we develop the federated…

Machine Learning · Computer Science 2021-03-15 Zebang Shen , Hamed Hassani , Satyen Kale , Amin Karbasi

With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and…

Machine Learning · Computer Science 2020-03-02 Buse Melis Ozyildirim , Mariam Kiran

Graph Neural Networks (GNN) are indispensable in learning from graph-structured data, yet their rising computational costs, especially on massively connected graphs, pose significant challenges in terms of execution performance. To tackle…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-11-05 Aishwarya Sarkar , Sayan Ghosh , Nathan R. Tallent , Ali Jannesari
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