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In this paper we model the loss function of high-dimensional optimization problems by a Gaussian random field, or equivalently a Gaussian process. Our aim is to study gradient descent in such loss functions or energy landscapes and compare…

Machine Learning · Statistics 2018-03-28 Mariano Chouza , Stephen Roberts , Stefan Zohren

Second-order optimization approaches like the generalized Gauss-Newton method are considered more powerful as they utilize the curvature information of the objective function with preconditioning matrices. Albeit offering tempting…

Machine Learning · Computer Science 2024-02-06 Yongchang Hao , Yanshuai Cao , Lili Mou

Analyzing neural network dynamics via stochastic gradient descent (SGD) is crucial to building theoretical foundations for deep learning. Previous work has analyzed structured inputs within the \textit{hidden manifold model}, often under…

Machine Learning · Statistics 2025-12-01 Jaeyong Bae , Hawoong Jeong

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

Methods for solving scientific computing and inference problems, such as kernel- and neural network-based approaches for partial differential equations (PDEs), inverse problems, and supervised learning tasks, depend crucially on the choice…

Machine Learning · Statistics 2025-10-08 Nicholas H. Nelsen , Houman Owhadi , Andrew M. Stuart , Xianjin Yang , Zongren Zou

Backpropagation with gradient descent is a common optimization strategy employed by most neural network architectures in machine learning. However, finding optimal hyperparameters to guide training has proven challenging. While it is widely…

Machine Learning · Computer Science 2026-05-20 Vy Bui , Hang Yu , Karthik Kantipudi , Ziv Yaniv , Stefan Jaeger

Stochastic gradient descent and other first-order variants, such as Adam and AdaGrad, are commonly used in the field of deep learning due to their computational efficiency and low-storage memory requirements. However, these methods do not…

Optimization and Control · Mathematics 2025-02-19 Aditya Ranganath , Mukesh Singhal , Roummel Marcia

In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang

This paper presents a framework of successive functional gradient optimization for training nonconvex models such as neural networks, where training is driven by mirror descent in a function space. We provide a theoretical analysis and…

Machine Learning · Computer Science 2020-07-01 Rie Johnson , Tong Zhang

We introduce two-scale loss functions for use in various gradient descent algorithms applied to classification problems via deep neural networks. This new method is generic in the sense that it can be applied to a wide range of machine…

Numerical Analysis · Mathematics 2021-09-03 Leonid Berlyand , Robert Creese , Pierre-Emmanuel Jabin

The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

Machine Learning · Statistics 2017-07-03 Frank E. Curtis , Katya Scheinberg

First-order methods like stochastic gradient descent(SGD) are recently the popular optimization method to train deep neural networks (DNNs), but second-order methods are scarcely used because of the overpriced computing cost in getting the…

Machine Learning · Computer Science 2021-04-01 Jingcheng Zhou , Wei Wei , Zhiming Zheng

In deep learning, it is common to use more network parameters than training points. In such scenarioof over-parameterization, there are usually multiple networks that achieve zero training error so that thetraining algorithm induces an…

Machine Learning · Computer Science 2023-08-22 Hung-Hsu Chou , Carsten Gieshoff , Johannes Maly , Holger Rauhut

Training neural networks is a challenging non-convex optimization problem, and backpropagation or gradient descent can get stuck in spurious local optima. We propose a novel algorithm based on tensor decomposition for guaranteed training of…

Machine Learning · Computer Science 2016-01-13 Majid Janzamin , Hanie Sedghi , Anima Anandkumar

This paper proposes a novel kernel approach to linear dimension reduction for supervised learning. The purpose of the dimension reduction is to find directions in the input space to explain the output as effectively as possible. The…

Machine Learning · Statistics 2011-09-05 Kenji Fukumizu , Chenlei Leng

Stochastic neurons and hard non-linearities can be useful for a number of reasons in deep learning models, but in many cases they pose a challenging problem: how to estimate the gradient of a loss function with respect to the input of such…

Machine Learning · Computer Science 2013-08-16 Yoshua Bengio , Nicholas Léonard , Aaron Courville

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

In neural networks with binary activations and or binary weights the training by gradient descent is complicated as the model has piecewise constant response. We consider stochastic binary networks, obtained by adding noises in front of…

Machine Learning · Statistics 2020-11-05 Alexander Shekhovtsov , Viktor Yanush , Boris Flach

Gradient descent and its variants are widely used in machine learning. However, oracle access of gradient may not be available in many applications, limiting the direct use of gradient descent. This paper proposes a method of estimating…

Optimization and Control · Mathematics 2019-10-07 Qinbo Bai , Mridul Agarwal , Vaneet Aggarwal

This paper addresses the question of whether it can be beneficial for an optimization algorithm to follow directions of negative curvature. Although prior work has established convergence results for algorithms that integrate both descent…

Optimization and Control · Mathematics 2018-04-05 Frank E. Curtis , Daniel P. Robinson
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