Related papers: A New Perspective on Shampoo's Preconditioner

In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…

For the composite multi-objective optimization problem composed of two nonsmooth terms, a smoothing method is used to overcome the nonsmoothness of the objective function, making the objective function contain at most one nonsmooth term.…

We present SNOWS, a one-shot post-training pruning framework aimed at reducing the cost of vision network inference without retraining. Current leading one-shot pruning methods minimize layer-wise least squares reconstruction error which…

Processing qubit Hamiltonians derived from electronic-structure problems can become classically prohibitive because many downstream manipulations still rely on dense operator constructions whose cost grows exponentially with qubit number.…

Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…

We present a novel statistical inference framework for convex empirical risk minimization, using approximate stochastic Newton steps. The proposed algorithm is based on the notion of finite differences and allows the approximation of a…

In this paper, we consider stochastic second-order methods for minimizing a finite summation of nonconvex functions. One important key is to find an ingenious but cheap scheme to incorporate local curvature information. Since the true…

In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…

In this technical report, we consider an approach that combines the PPO objective and K-FAC natural gradient optimization, for which we call PPOKFAC. We perform a range of empirical analysis on various aspects of the algorithm, such as…

The horseshoe prior is frequently employed in Bayesian analysis of high-dimensional models, and has been shown to achieve minimax optimal risk properties when the truth is sparse. While optimization-based algorithms for the extremely…

Recently, Stochastic Variational Inference (SVI) has been increasingly attractive thanks to its ability to find good posterior approximations of probabilistic models. It optimizes the variational objective with stochastic optimization,…

We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…

We significantly enhance the simulation accuracy of initial Trotter circuits for Hamiltonian simulation of quantum systems by integrating first-order Riemannian optimization with tensor network methods. Unlike previous approaches, our…

We consider the numerical approximation of $f({\cal A})b$ where $b\in{\mathbb R}^{N}$ and $\cal A$ is the sum of Kronecker products, that is ${\cal A}=M_2 \otimes I + I \otimes M_1\in{\mathbb R}^{N\times N}$. Here $f$ is a regular function…

Kronecker regression is a highly-structured least squares problem $\min_{\mathbf{x}} \lVert \mathbf{K}\mathbf{x} - \mathbf{b} \rVert_{2}^2$, where the design matrix $\mathbf{K} = \mathbf{A}^{(1)} \otimes \cdots \otimes \mathbf{A}^{(N)}$ is…

In this work, we develop new optimization algorithms that use approximate second-order information combined with the gradient regularization technique to achieve fast global convergence rates for both convex and non-convex objectives. The…

This paper proposes the Doubly Compressed Momentum-assisted stochastic gradient tracking algorithm $\texttt{DoCoM}$ for communication-efficient decentralized optimization. The algorithm features two main ingredients to achieve a…

Many quantum many-body wavefunctions, such as Jastrow-Slater, tensor network, and neural quantum states, are studied with the variational Monte Carlo technique, where stochastic optimization is usually performed to obtain a faithful…

Second-order optimization uses curvature information about the objective function, which can help in faster convergence. However, such methods typically require expensive computation of the Hessian matrix, preventing their usage in a…

While leverage score sampling provides powerful tools for approximating solutions to large least squares problems, the cost of computing exact scores and sampling often prohibits practical application. This paper addresses this challenge by…