Related papers: SOFIM: Stochastic Optimization Using Regularized F…
We develop Policy Gradient with Second-Order Momentum (PG-SOM), a lightweight second-order optimisation scheme for reinforcement-learning policies. PG-SOM augments the classical REINFORCE update with two exponentially weighted statistics: a…
We introduce a novel optimization problem formulation that departs from the conventional way of minimizing machine learning model loss as a black-box function. Unlike traditional formulations, the proposed approach explicitly incorporates…
Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…
Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…
In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, high-dimensional setting and saddle-point avoiding. To handle…
First-order optimization methods remain the standard for training deep neural networks (DNNs). Optimizers like Adam incorporate limited curvature information by preconditioning the stochastic gradient with a diagonal matrix. Despite the…
We present a novel on-policy algorithm for solving stochastic optimal control (SOC) problems. By leveraging the Girsanov theorem, our method directly computes on-policy gradients of the SOC objective without expensive backpropagation…
Regularization is essential in deep learning to enhance generalization and mitigate overfitting. However, conventional techniques often rely on heuristics, making them less reliable or effective across diverse settings. We propose Self…
Modern recommendation systems frequently employ online learning to dynamically update their models with freshly collected data. The most commonly used optimizer for updating neural networks in these contexts is the Adam optimizer, which…
Recently, there has been a surge in interest in developing optimization algorithms for overparameterized models as achieving generalization is believed to require algorithms with suitable biases. This interest centers on minimizing…
This paper deals with a network of computing agents aiming to solve an online optimization problem in a distributed fashion, i.e., by means of local computation and communication, without any central coordinator. We propose the gradient…
Forecasting of time series in continuous systems becomes an increasingly relevant task due to recent developments in IoT and 5G. The popular forecasting model ARIMA is applied to a large variety of applications for decades. An online…
In this work, we explore combining automatic hyperparameter tuning and optimization for federated learning (FL) in an online, one-shot procedure. We apply a principled approach on a method for adaptive client learning rate, number of local…
Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…
Aligning Large Language Models (LLMs) with human values often involves balancing multiple, conflicting objectives such as helpfulness and harmlessness. Training these models is computationally intensive, and centralizing the process raises…
Standard first-order stochastic optimization algorithms base their updates solely on the average mini-batch gradient, and it has been shown that tracking additional quantities such as the curvature can help de-sensitize common…
Optimization problems with continuous data appear in, e.g., robust machine learning, functional data analysis, and variational inference. Here, the target function is given as an integral over a family of (continuously) indexed target…
Stochastic variance reduction has proven effective at accelerating first-order algorithms for solving convex finite-sum optimization tasks such as empirical risk minimization. Incorporating second-order information has proven helpful in…
We propose an algorithm to explore the global optimization method, using SAT solvers, for training a neural net. Deep Neural Networks have achieved great feats in tasks like-image recognition, speech recognition, etc. Much of their success…
Stochastic gradient descent (SGD) is a powerful method for large-scale optimization problems in the area of machine learning, especially for a finite-sum formulation with numerous variables. In recent years, mini-batch SGD gains great…