Related papers: AdaSub: Stochastic Optimization Using Second-Order…

This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…

In this paper, we study stochastic non-convex optimization with non-convex random functions. Recent studies on non-convex optimization revolve around establishing second-order convergence, i.e., converging to a nearly second-order optimal…

We study distributed stochastic convex optimization under the delayed gradient model where the server nodes perform parameter updates, while the worker nodes compute stochastic gradients. We discuss, analyze, and experiment with a setup…

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

We consider the problem of optimizing a high-dimensional convex function using stochastic zeroth-order queries. Under sparsity assumptions on the gradients or function values, we present two algorithms: a successive component/feature…

Stochastic bilevel optimization finds widespread applications in machine learning, including meta-learning, hyperparameter optimization, and neural architecture search. To extend stochastic bilevel optimization to distributed data, several…

In this paper, we propose a second order optimization method to learn models where both the dimensionality of the parameter space and the number of training samples is high. In our method, we construct on each iteration a Krylov subspace…

Bilevel optimization recently has received tremendous attention due to its great success in solving important machine learning problems like meta learning, reinforcement learning, and hyperparameter optimization. Extending single-agent…

Differentially private (stochastic) gradient descent is the workhorse of DP private machine learning in both the convex and non-convex settings. Without privacy constraints, second-order methods, like Newton's method, converge faster than…

The value of second-order methods lies in the use of curvature information. Yet, this information is costly to extract and once obtained, valuable negative curvature information is often discarded so that the method is globally convergent.…

This paper studies stochastic minimization of a finite-sum loss $ F (\mathbf{x}) = \frac{1}{N} \sum_{\xi=1}^N f(\mathbf{x};\xi) $. In many real-world scenarios, the Hessian matrix of such objectives exhibits a low-rank structure on a batch…

Zeroth-order optimization is an important research topic in machine learning. In recent years, it has become a key tool in black-box adversarial attack to neural network based image classifiers. However, existing zeroth-order optimization…

We propose and analyze random subspace variants of the second-order Adaptive Regularization using Cubics (ARC) algorithm. These methods iteratively restrict the search space to some random subspace of the parameters, constructing and…

We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to first-order methods, our understanding of second-order…

Pruning remains an effective strategy for reducing both the costs and environmental impact associated with deploying large neural networks (NNs) while maintaining performance. Classical methods, such as OBD (LeCun et al., 1989) and OBS…

We develop and analyze several different second-order algorithms for computing a near-optimal solution path of a convex parametric optimization problem with smooth Hessian. Our algorithms are inspired by a differential equation perspective…

We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…

Precise Event Spotting aims to localize fast-paced actions or events in videos with high temporal precision, a key task for applications in sports analytics, robotics, and autonomous systems. Existing methods typically process all frames…

The choice of step-size used in Stochastic Gradient Descent (SGD) optimization is empirically selected in most training procedures. Moreover, the use of scheduled learning techniques such as Step-Decaying, Cyclical-Learning, and Warmup to…

First order methods, which solely rely on gradient information, are commonly used in diverse machine learning (ML) and data analysis (DA) applications. This is attributed to the simplicity of their implementations, as well as low…