Related papers: Jacobian Descent for Multi-Objective Optimization
In this paper, we develop a global descent method for non-convex multi-objective optimization problems. The proposed approach builds upon foundational concepts from single-objective global descent techniques while removing the need for…
Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational inequality problems in machine learning, the necessity of…
Even for the gradient descent (GD) method applied to neural network training, understanding its optimization dynamics, including convergence rate, iterate trajectories, function value oscillations, and especially its implicit acceleration,…
The quality of captured images strongly influences the performance of downstream perception tasks. Recent works on co-designing camera systems with perception tasks have shown improved task performance. However, most prior approaches focus…
Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…
Deep learning is built on the foundational guarantee that gradient descent on an objective function converges to local minima. Unfortunately, this guarantee fails in settings, such as generative adversarial nets, that exhibit multiple…
The multi-gradient descent algorithm (MGDA) finds a common descent direction that can improve all objectives by identifying the minimum-norm point in the convex hull of the objective gradients. This method has become a foundational tool in…
In this paper, we consider an online distributed composite optimization problem over a time-varying multi-agent network that consists of multiple interacting nodes, where the objective function of each node consists of two parts: a loss…
Coordinate descent algorithms solve optimization problems by successively performing approximate minimization along coordinate directions or coordinate hyperplanes. They have been used in applications for many years, and their popularity…
Gradient descent is a widely used iterative algorithm for finding local minima in multivariate functions. However, the final iterations often either overshoot the minima or make minimal progress, making it challenging to determine an…
Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…
Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…
We study the distributed stochastic compositional optimization problems over directed communication networks in which agents privately own a stochastic compositional objective function and collaborate to minimize the sum of all objective…
We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…
Conventional gradient descent methods compute the gradients for multiple variables through the partial derivative. Treating the coupled variables independently while ignoring the interaction, however, leads to an insufficient optimization…
Minimizing the empirical risk is a popular training strategy, but for learning tasks where the data may be noisy or heavy-tailed, one may require many observations in order to generalize well. To achieve better performance under less…
Multi-objective gradient methods are becoming the standard for solving multi-objective problems. Among others, they show promising results in developing multi-objective recommender systems with both correlated and conflicting objectives.…
A major obstacle to achieving global convergence in distributed and federated learning is the misalignment of gradients across clients, or mini-batches due to heterogeneity and stochasticity of the distributed data. In this work, we show…
Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…
In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…