Related papers: Achieving Margin Maximization Exponentially Fast v…
Recent theoretical results show that gradient descent on deep neural networks under exponential loss functions locally maximizes classification margin, which is equivalent to minimizing the norm of the weight matrices under margin…
We study the implicit bias of gradient descent methods in solving a binary classification problem over a linearly separable dataset. The classifier is described by a nonlinear ReLU model and the objective function adopts the exponential…
The generalization mystery of overparametrized deep nets has motivated efforts to understand how gradient descent (GD) converges to low-loss solutions that generalize well. Real-life neural networks are initialized from small random values…
We present a family of algorithms, called descent algorithms, for optimizing convex and non-convex functions. We also introduce a new first-order algorithm, called rescaled gradient descent (RGD), and show that RGD achieves a faster…
Optimization algorithms are pivotal in advancing various scientific and industrial fields but often encounter obstacles such as trapping in local minima, saddle points, and plateaus (flat regions), which makes the convergence to reasonable…
We present and analyze a momentum-based gradient method for training linear classifiers with an exponentially-tailed loss (e.g., the exponential or logistic loss), which maximizes the classification margin on separable data at a rate of…
In this paper, we study the implicit regularization of the gradient descent algorithm in homogeneous neural networks, including fully-connected and convolutional neural networks with ReLU or LeakyReLU activations. In particular, we study…
The ultimate goal of a supervised learning algorithm is to produce models constructed on the training data that can generalize well to new examples. In classification, functional margin maximization -- correctly classifying as many training…
We study the problem of finding the best linear model that can minimize least-squares loss given a data-set. While this problem is trivial in the low dimensional regime, it becomes more interesting in high dimensions where the population…
Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…
There introduce Particle Optimized Gradient Descent (POGD), an algorithm based on the gradient descent but integrates the particle swarm optimization (PSO) principle to achieve the iteration. From the experiments, this algorithm has…
We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The…
Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…
We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…
The momentum acceleration technique is widely adopted in many optimization algorithms. However, there is no theoretical answer on how the momentum affects the generalization performance of the optimization algorithms. This paper studies…
Sign Gradient Descent (SignGD) is a simple yet robust optimization method, widely used in machine learning for its resilience to gradient noise and compatibility with low-precision computations. While its empirical performance is well…
Driven by the empirical success and wide use of deep neural networks, understanding the generalization performance of overparameterized models has become an increasingly popular question. To this end, there has been substantial effort to…
The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…
In this paper, we explore two fundamental first-order algorithms in convex optimization, namely, gradient descent (GD) and proximal gradient method (ProxGD). Our focus is on making these algorithms entirely adaptive by leveraging local…
Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex, such a step-size schedule artificially slows GD down as it…