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Related papers: Dual Gauss-Newton Directions for Deep Learning

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We propose to use stochastic Riemannian coordinate descent on the orthogonal group for recurrent neural network training. The algorithm rotates successively two columns of the recurrent matrix, an operation that can be efficiently…

Machine Learning · Computer Science 2021-08-03 Estelle Massart , Vinayak Abrol

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

The training of machine learning models is typically carried out using some form of gradient descent, often with great success. However, non-asymptotic analyses of first-order optimization algorithms typically employ a gradient smoothness…

Machine Learning · Computer Science 2024-06-18 Thomas Flynn

We introduce a novel deep learning algorithm for computing convex conjugates of differentiable convex functions, a fundamental operation in convex analysis with various applications in different fields such as optimization, control theory,…

Machine Learning · Computer Science 2026-01-21 Aleksey Minabutdinov , Patrick Cheridito

Quasi-Newton methods refer to a class of algorithms at the interface between first and second order methods. They aim to progress as substantially as second order methods per iteration, while maintaining the computational complexity of…

Optimization and Control · Mathematics 2024-05-14 Shida Wang , Jalal Fadili , Peter Ochs

We propose Neural Gradient Learning (NGL), a deep learning approach to learn gradient vectors with consistent orientation from 3D point clouds for normal estimation. It has excellent gradient approximation properties for the underlying…

Computer Vision and Pattern Recognition · Computer Science 2023-09-19 Qing Li , Huifang Feng , Kanle Shi , Yi Fang , Yu-Shen Liu , Zhizhong Han

We study distributed algorithms for expected loss minimization where the datasets are large and have to be stored on different machines. Often we deal with minimizing the average of a set of convex functions where each function is the…

Machine Learning · Computer Science 2019-07-24 Samira Sheikhi

Weight decay is one of the most widely used forms of regularization in deep learning, and has been shown to improve generalization and robustness. The optimization objective driving weight decay is a sum of losses plus a term proportional…

Machine Learning · Computer Science 2023-07-07 Liu Yang , Jifan Zhang , Joseph Shenouda , Dimitris Papailiopoulos , Kangwook Lee , Robert D. Nowak

A deep equilibrium model uses implicit layers, which are implicitly defined through an equilibrium point of an infinite sequence of computation. It avoids any explicit computation of the infinite sequence by finding an equilibrium point…

Machine Learning · Computer Science 2021-02-19 Kenji Kawaguchi

This work studies constrained stochastic optimization problems where the objective and constraint functions are convex and expressed as compositions of stochastic functions. The problem arises in the context of fair classification, fair…

Machine Learning · Computer Science 2022-09-13 Srujan Teja Thomdapu , Harshvardhan , Ketan Rajawat

In this paper we use deep feedforward artificial neural networks to approximate solutions to partial differential equations in complex geometries. We show how to modify the backpropagation algorithm to compute the partial derivatives of the…

Machine Learning · Statistics 2018-08-28 Jens Berg , Kaj Nyström

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

Deep learning has been applied to various tasks in the field of machine learning and has shown superiority to other common procedures such as kernel methods. To provide a better theoretical understanding of the reasons for its success, we…

Machine Learning · Statistics 2023-05-31 Satoshi Hayakawa , Taiji Suzuki

Physics informed neural networks (PINNs) represent a very popular class of neural solvers for partial differential equations. In practice, one often employs stochastic gradient descent type algorithms to train the neural network. Therefore,…

Machine Learning · Computer Science 2025-09-01 Bangti Jin , Longjun Wu

It is generally thought that the use of stochastic activation functions in deep learning architectures yield models with superior generalization abilities. However, a sufficiently rigorous statement and theoretical proof of this heuristic…

Machine Learning · Computer Science 2024-06-25 Sriram Nagaraj , Truman Hickok

This work analyzes the solution trajectory of gradient-based algorithms via a novel basis function decomposition. We show that, although solution trajectories of gradient-based algorithms may vary depending on the learning task, they behave…

Machine Learning · Computer Science 2022-10-05 Jianhao Ma , Lingjun Guo , Salar Fattahi

An old idea in optimization theory says that since the gradient is a dual vector it may not be subtracted from the weights without first being mapped to the primal space where the weights reside. We take this idea seriously in this paper…

Machine Learning · Computer Science 2024-12-09 Jeremy Bernstein , Laker Newhouse

Our goal is to provide a review of deep learning methods which provide insight into structured high-dimensional data. Rather than using shallow additive architectures common to most statistical models, deep learning uses layers of…

Machine Learning · Statistics 2023-10-11 Nick Polson , Vadim Sokolov

Optimization techniques in deep learning are predominantly led by first-order gradient methodologies, such as SGD. However, neural network training can greatly benefit from the rapid convergence characteristics of second-order optimization.…

Quantum Physics · Physics 2025-04-30 Pingzhi Li , Junyu Liu , Hanrui Wang , Tianlong Chen